2010/12/06
Engle- Granger Cointegration test
2010/11/29
Testing for trends and unit roots
Deterministic ans stochastic trend
Random Walk Model
Interpretation of stationary and non-stationary trends
2010/11/22
Chapter 1&2 of Applied Econometric Time Series
2010/11/08
Mid-term oral presentation
2010/11/1
Mid-term oral presentation
2010/10/25
Mid-term oral presentation
2010/10/18
1. Balassa-Samuelson Hypothesis
- trade and non-trade goods distinction
- "rich countries tend to have higher price levels than poor countries"
- if the world price is fixed and production of trade goods in rich countries is rising, wages will rise also. Producers of non-trade goods have to also rise their production to rise wages of their employees.
-empirical studies : which variable, which benchmark, which index?
2. Adjustement in time dimension : LOP test
3. Test dynamic version of LOP
2010/10/11
1.Theory to Empirical Studies
2.Introduction to exogenous and endogenous variables
3.Data are timeseries (t)
4.Chow's Model : simple structural change Model
- applies to before and after a specific event
5.Dumming variable application
6.PPP deviations
2010/10/04
1.Review of LOP
2.Introduction to PPP
3.But the fact is that PPP does not hold everywhere!
-analyse directions of PPP
-PPP regression based approach
4.Application
2010/9/27
1.What's an exchange rate?
2.Differences between appreciate and revaluation and depreciate and devaluation
3.Who are the main agents of foreign currency (3 categories)
4.Review of accounting
5.DIY model
6.Exchange rate history
2010/09/20
1. Course summary
2. Exams requiring
3. How to use gretl
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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