100/9/15
課程簡介、期初測驗、說明期中期末報告的注意事項
如何收集資料、跑程式、分析資料
100/9/22
1.constant等於常數
2.gretl大小寫意義不相同
3.小數點最多四位、p-value(F)的值勾用e請換用真實數位
4.回歸殘差不符合GM的假設，估計結果會有大大的偏誤(上述為錯誤的描述，請勿使用)
100/9/29
重點：connect 理論 實證
(1) 符號：S貨幣對會之比率
(2)是一種price
單位等於S(本國/外國)
ex：30NT/USD
e=(1/s)(外國/本國)
(3)變動
S上升台幣貶(外幣升)
注意：正確之敘述(不混淆)
(4)外匯市場
(5)外匯之衍生性商品
期貨、Options、forward exchange rate、spot rate、swap
fait money 信用貨幣
管理觀點
物流=trade ex：rate
金流=資金國際間之移轉 (infiow/outflow)
資訊流 Return-orienteal information flow
社會科學(Social Science)
economic
policy
social(集體行為)
心理→個人→brain science
100/10/06
2.2迴歸結果之可信之另一前提
Pi、Pj皆須為常態
觀念(1)強勢
(2)弱勢
2.3
定態/非定態變數
a first glance
unit root process
DGP=data generating process
實證資料：非定態
(1)總經變數
(2)股價、利率(浮)、匯率
(3)少數產品價格"oil price"," gold"
100/10/13
2.4 LOP in the open economy
2.5 ppp
註：在時間序列的實證之中，樣本數越大越好的觀念是錯誤的
Why???
因為時間越長，越容易發生結構的轉變，導致與原先所使用的理論不符。
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」
1 則留言:
你好~^^~
請留意日期的排序喔!~愈近的日期在愈上面喔!!~^^~
張貼留言