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

學習記事

12/6
  1. 單根(DF、PP、KPSS)及Engle-Granger共整合的介紹。
11/29
  1. 時間序列的介紹,白噪音及非定態時間序列模型的(ADF單根檢定)圖形判別趨勢項、截距項。
  2. 開始利用Eviews跑data。
10/18


  1. What is Balassa-Samuelson Hypothesis?
  2. LOP長期觀點→相同的good應該有相同的price

10/11



  1. 變數轉換
  2. 迴歸之基本假設
  3. deviation from PPP

10/4




  1. LOP(一價法則)
  2. PPP代表式:P=S*P*

facts:PPP doesn't hold everywhere!

方向:資料有問題?(指數、基期、單位)

計量方法(Regression based approach)

which one is 應變數?(Regression &H0 )



9/27




  1. 浮動匯率、固定匯率、管理匯率複習
  2. 貨幣升貶值的英文介紹
  3. 匯率制度的演變
9/20




  1. 了解授課大綱
  2. 介紹統計軟體-gretl

沒有留言:

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