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時間序列分析第八章:非定態時間序列模型
eviews操作示範
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時間序列分析第八章:非定態時間序列模型
101.11.12期中報告(II)
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OECD:東協經濟漸復甦
印尼主導協商推全球最大經濟區
日中韓FTA年底前協商
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I(1) 一階整合變數
Error Correction Mechanism "誤差"修正模型
香港採用聯繫匯率制度非固定匯率制度
2.未來Granger因果關係檢定課堂並不會教到，因此要特別注意
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101.10.29
時間序列分析的基礎
Box-Jenkins的ARMA模型
(重點: 1. 定態與安定條件
2. ARMA(p,q)模型
3. ACF和PACF判斷落後期數)
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拉美上半年成長率奪冠
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分析時間序列資料
1.定態 - OLS、均數檢定
2.非定態 - 共整合
UIRP和CIRP 定義、特性、算式及實證模型
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兩次衰退英國每人年損近九萬
張忠謀:台韓匯差過大盼解決
101.10.15
Balassa-Samuelson 貿易財VS非貿易財
物價與所得在某種程度上有關聯
→PPP並無法完全詮釋全部貿易的狀況
Trade costs動態觀點
Trade costs and adjustment to PPP、ice burg model 公式
價格轉移和差別定價
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美國領先指標十月可望續升
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101.10.08
Prices in the open economy:purchase power parity
LOP in the domestic economy and the open economy
公式及實證模型
Purchasing power parity
PPP-the facts at a glance
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101.10.01
Exchange Rates and International Finance chapter 1
匯率相關名詞解釋
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美元趨弱 第一金:新興債吸金力看漲
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101.09.24
(1)Gretl軟體教學
(2)時事討論
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歐元區瓦解 惡夢恐成真
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外資匯入 台幣週升0.37%
101.09.17
(1)期初測驗
(2)課程大綱說明
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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