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

2011-10-21

國金學習記事-Chuli

10/20
AR(1)自我迴歸相關從蛛網理論來的
White noise (定態變數)
MA 預期模型 適應性預期或是誤差修正
非定態時間序列 Random Walk
1.pure
2.with drift
3.with noise

10/13
L.O.P在open economy
在時間序列的實證中,樣本數越大,越好的觀念是錯的
變數轉換
課堂實驗,玩遊戲:猜匯率升貶

10/6
PPP購買力平價說(Purchasing Power parity)
單一價格法則(Low of One price)和市場機制有關
實證研究for LOP (1)橫剖面(2)均數檢定(3)迴歸檢定
套利法則(Arbitrage)
買貴退差價,未必對消費者有利
定態分弱式和強式
弱式(1)均數(2)共變數(3)變異數
假性迴歸 Pit=a0+a1Pjt+et
通常a1會非常顯著,但Pit Pjt沒有理論之關聯性

9/29
匯率(exchange rate)
即期外匯V.S.遠期外匯(FX)
貨幣兌換比率是一種price

9/22
Gretl軟體入門介紹
線性迴歸殘差的假設
好的估計量unbias估計出期望值=母體真實值
*迴歸殘差不符合G.M.的假設,估計結果會有偏誤

9/15
Empirical approach 實證研究
介紹本學期考試%數和規則





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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