2009.11.9
本週也是進行期中報告
提醒:找尋正確資料的重要性.
2009.11.2
這禮拜是我的期中報告
老師有以下幾點提問:
1.固定匯率制度下PPP成立嗎?
2.本篇文獻的要怎麼做期末報告?
3.實質匯率為定態為什麼就符合PPP?
4.為什麼要做CPI和WPI兩種物價?
回答:
1. 成立.
2.利用台灣、美國、英國的ｗｐｉ和ｃｐｉ進行單根檢定再作共整合，看ＰＰＰ是否存在。
期間選擇１２８個月，時間由1990/10~2000/5月此段期間的匯率為浮動匯率。
3.經由實質匯率的公式可以計算出殘差值，若是此殘差值符合定態表示在長期之下兩變數會存在均衡的關係，此時ＰＰＰ就成立了。
4.利用躉售物價指數做為估計的對象時,購買力平價關係較易成立,因為躉售物價編造的內容,較合乎購買力平家關西的理論假設.因此利用與貿易財相關聯較大的物價指數作為估計對象時,較能夠支持購買力平價的關西.
就以上作述,才會利用兩種的物價指數來測驗看看.
2009.10.26
期中報告
2009.10.19
1. 時間序列:ARMA模型
2. ACF和PACF的圖來判定落後期數
3. 白噪音三大假設
作業
唸一段課文放在網路上
2009.10.12
1. 時間序列研究架構
2. 研究創新与方向
2009.10.6.
1.延續上個禮拜的PPP和LOP
2.理論模型與實證模型的功能與不同
3.簡單回歸
文獻:
目前是已經找到,在閱讀其內容.
看適不適用.
2009.9.28
1.閱讀課本，增加閱讀能力。
2.進入chapter2(2.1)
3.arbitrage
(1).LOP
(2).PPP 文獻: 使用purchasing power parity and the canadian float in the 1950s
2009.9.21上課內容
1.英文課本閱讀方式
2.學習重點摘要
3.使用英文網站方式
作業:
P14-16
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
訂閱：
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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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