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

2010-09-28

ARTIE 國金記事

11/29

1. 非定態時間序列模型

2. 整合變數之性質

3. 共整合之意義

4. 誤差修正模型與共整合之關係

5. Engle-Granger兩階段共整合

11/22

1. 時間序列分析的基礎

2. Box-Jenkins的ARMA模型

11/15

期中考週

11/08

1. 期中口頭報告

2. 期末大綱和研究方向

11/01

1. 期中口頭報告

2. paper的做法和結果不一定完全正確

10/25

1. 期中口頭報告

2. PPT格式及細項注意內容

10/18

1. 在B/S模型下PPP成立與否&啟發

2. test static version of LOP

10/11

1.迴歸之假設

2.deviation from ppp造成PPP的不成立

3.chow's model 特殊事件的模型

4.統計分析資料不是樣本數越多越好

10/4

1. PPP購買力平價定理

2. LOP單一物價法則

3. LOP與PPP之間的關係

4. PPP回歸式轉換與虛無假設

9/27

1. 匯率的定義與報價方法

2. 浮動及固定匯率下，升貶值英文不同的用法

3. 三個市場參與者介紹

4. 匯率制度的簡介及歷史

5. 國際收支帳

6. DIY MODEL

9/20

1. 課程大綱

2. 期中末報告、期末考注意事項

3. gretl使用

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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」