2009 12 14
1.上台說明關於期末報告
老師指出的問題與建議
1.Granger因果檢定和真正的因果是不一樣的，要分清楚這兩個
2.實質有效匯率的基期如果不一樣，可能會使檢定的結果不一樣
2009 12 7
1.Engel-Granger兩步驟的檢定
2.Jahansen共整合檢定與估計及檢定步驟
3.附錄 矩陣向量的定義與計算
2009 11 30
1.AIC、HBC和SBC，並從樣本數的大小來區分各別的準確度
2.PP單根檢定、KPSS單根檢定和PANEL單根檢定
3.共整合的介紹
2009 11 23
1.學習獨立的判斷力，期未作業必須注意事項
2.非定態時間序列模型- random walk 模型
3.Dicky- Fuller檢定與擴充的DF 檢定
2009 11 02
1.在做實證結果時，不可以擴大解釋結論，而應該是有幾分證據，說幾分話
2.Eviews並不是萬能，應該要清楚所挑選的文章是否適用
3.並不能只著重在能不能檢定，而應該要了解文獻中所要表達的涵義
2009 10 26
1.因果檢定無法判定兩變數間影響的方向，且因果檢定只能看出資料發生順序的因果，而不是真
正的因果
2.有效匯率可以在摩根史單利上，尋找台灣的有效匯率資料
3.要注意上台報告的時間
4.文獻的格式都有固定的，不可亂寫
5.對於不認識的英文專有名詞，要查相關中文譯本，是否有正確的譯名
6.要模仿的PAPER，並不一定全部都正確，所以要在不疑處有疑
2009 10 19
1.時間序列:ARMA模型，WHITE NOISE三大假設，以ACF和PACF的圖來判定落後期數
2.朗讀課文P.63，並且錄影上傳 [錄影連結]
2009 10 12
1.在唸英文文章時，要注意一些相似發音的單字
2.說明學術研究創新的層次
3.說明時間序列，資料性質(定態、非定態)和型式(線性、非線性)所組成的區塊
2009 10 5
1.理論模型和實證模型的異同
2.實證模型的功能
3.LOP的理論和實證模型，還有介紹其他的方法
預習 p53~p55
2009 9 28
學習記事:
1.學習如何正確發音與句子的斷句
2.單一價格法則與PPP的定義
3.介紹經常帳
4.簡單介紹匯率的歷史:從1944年the Bretton woods system到1999年歐元建立
本週繼續找文獻
2009 9 21
本週要做的事情:
1.在網站建立自己的學習紀事頁
2.預習課本P14~P16頁
學習紀事:
1.說明如何有效閱讀英文文章的方法
2.介紹課本目錄有關於國際金融的整體架構
重要事項 Import Notes
重要事項 Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
Registered students MUST see the Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
Registered students MUST see the Import Notes
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PO 文注意事項 (Notes about your posts required for this course)
每位同學必需建立與維護 2 個網頁: (updated on 2010.9.19)
Every registered student MUST post and maintain TWO pages at this site.
1. 你的期末報告想要仿照的原始 paper 重點摘要頁, 見 [範例]
A summary of the paper you choose to follow in your term-project. (see a suggestive [summary example ]).
2. 你的學習紀錄頁, 見 [範例]
A "learning weblog" of your progress during this course (see [example]). This example is demonstrative rather than required to conform to.
3. 記得每一頁要在頁尾處輸入你的「標籤」, 包含學號後5碼, 名字或暱稱, 和 其它你自訂的關鍵字, 例 ADF、共整合、PPP、等
When you edit your pages, be sure to write appropriate "Tags" (as many as you wish) (around the bottom of editing screen) for your posted pages to let me identify your required contributions. The tags should at least include your last 5-digit student ID and keywords about the page.
4. 請同學在你所選的 paper 加上標籤:「已選」
If you have already decided a paper to follow and post a page for it. Please be sure to attach that page a specific tag named "selected or 已選." It is of course possible that two or more students may choose the same paper to follow as their term-project. BUT only one of them can be authorized to follow the specific paper. The decision will be based on a first-come-first-serve rule. That is, the one who posts the summary page of a paper gets the first priority to follow that paper posted with a tag named"selected" paper .
5. 在你的 學習紀錄頁加上標籤:「學習記事」
Don't forget to stick a tag "weblog" with your "learning weblog" page in addition to your last 5-digit student ID.
== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
在你的 學習紀錄頁加上標籤:「學習記事」
Every registered student MUST post and maintain TWO pages at this site.
1. 你的期末報告想要仿照的原始 paper 重點摘要頁, 見 [範例]
A summary of the paper you choose to follow in your term-project. (see a suggestive [summary example ]).
2. 你的學習紀錄頁, 見 [範例]
A "learning weblog" of your progress during this course (see [example]). This example is demonstrative rather than required to conform to.
3. 記得每一頁要在頁尾處輸入你的「標籤」, 包含學號後5碼, 名字或暱稱, 和 其它你自訂的關鍵字, 例 ADF、共整合、PPP、等
When you edit your pages, be sure to write appropriate "Tags" (as many as you wish) (around the bottom of editing screen) for your posted pages to let me identify your required contributions. The tags should at least include your last 5-digit student ID and keywords about the page.
4. 請同學在你所選的 paper 加上標籤:「已選」
If you have already decided a paper to follow and post a page for it. Please be sure to attach that page a specific tag named "selected or 已選." It is of course possible that two or more students may choose the same paper to follow as their term-project. BUT only one of them can be authorized to follow the specific paper. The decision will be based on a first-come-first-serve rule. That is, the one who posts the summary page of a paper gets the first priority to follow that paper posted with a tag named"selected" paper .
5. 在你的 學習紀錄頁加上標籤:「學習記事」
Don't forget to stick a tag "weblog" with your "learning weblog" page in addition to your last 5-digit student ID.
== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
在你的 學習紀錄頁加上標籤:「學習記事」
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