UK economy 'contracted in fourth quarter'
American Express cuts 5,400 jobs
Greece unemployment hits highest rate in European Union
2012.12.31
US unemployment rate holds steady in December at 7.8%Germany retail sales higher in 2012
2012.12.24
A Better Way to Rank NFL Teams, From a New Zealander
Interest Rates and Jobs—the Fed Watches Unemployment
Outside the Beltway, the Good News on Debt
2012.12.14
Chapter 9 共整合與誤差修正模型
Engle-Granger cointegration test
Johansen cointegration test
Vector error correction model
Gretl 軟體 : Johansen cointegration test
2012.12.10Johansen cointegration test
Vector error correction model
Gretl 軟體 : Johansen cointegration test
Chapter 9 : 共整合與誤差修正模型
整合變數的定義和整合變數加總性質
共整合定義和其經濟意義與長期均衡
誤差修正模型
2012.12.03
1. 單根的定義
2. DF和ADF的單根檢定，但根檢定殘差
3. 使用grelt來單根檢定
UK economic contraction 'less than thought' for 2012
Australia's central bank cuts main interest rate to 3%
US charges 'Big Four' accountants over China
2012.11.26
1. 非定態時間序列模型
- 辨別時間趨勢與隨機趨勢, Random Walk 模型的種類,單根檢定
2. 複習 DGP、White noise、定態條件
3. 補充：特性根與特性方程式證明
2. 複習 DGP、White noise、定態條件
3. 補充：特性根與特性方程式證明
2012.11.23
UK public sector borrowing worse than expected in October
Japan exports fall for fifth consecutive month
Bank of England split on quantitative easing impact
2012.11.12
我報告的ppt有太多字，對臺灣不太了解爲什麽要用臺灣，臺灣1970年是固定的匯率如果要做可以用資料從1980年。
Greece secures short-term finance
UK inflation rate rises to 2.7% in October
Japan economy contracts as global slowdown hits exports
2012.11.5
看十二同學錄影期中報告，老師提不好的方面給下禮拜的人修改。
UK 'faces depression until 2014'
Greece austerity vote: Will it secure Greece's future ?
HSBC raises money laundering provisions by $800m
2012.10.30
時間序列分析
Chapter 1 ：時間序列分析的基礎
- TS 預測 〉經濟模型結構 。
- ARMA , ARIMA ------> 驗証理論（PPP，CIRP），預測。
- AR模型（Autoregressive Model )
2. 蛛網理論，結構式與縮減式：
Pt=a0+a1pt-1
3. AR(1) 模型的收斂值和經濟長期均衡之關係 ：
定態=平均=收歛
4. 加入誤差觀念的AR(1)模型
Yt= a0+a1yt-1+ɛt
Chapter 2 ：Box-Jenkins的ARMA模型
1.白噪音是定態
符合三個定義：1.期望值為 0
2.變異數為固定常數
3.自我共變數等於0
2.ARMA(p,q)模型
Yt= a0+Ʃa1yt-1+ɛt
3.定態與安定條件
4.用ACF和PACF判斷落後期數
Eurozone unemployment jumps to fresh high
India interest rates on hold as bank reserve ratio cut
Greece recession and debt problems even worse
2012.10.23
Chapter 3 :Financial market in the open economy
- 定態和非定態（Statimarity and Non-statimarity）
- Uncovered interest rate parity ( UIRP )
+ The domestic strategy 1 NDT ==> 1+r NDT ( 從 t ----> 到（t+1）有 r = 利率，）
1 NDT ===〉1/（1+r）（從（t+1）時間-----〉回到 t 時間）
+ The foreign strategy (1+r)xSr
+ Equilibrium : the bottom line : The risk premium, Risk averters
r = r*+ △se
- Covered interest rate parity ( CIRP)
+ ( 1+r ) = ( 1 + r* ) F/S
+ The spot and forward exchange
sr = f ( forward exchanges )
+ The forward premium
r = r* + f
- Covered interest rate parity - the facts
- Efficient markets
+ Unbiasedness , Efficient market
- Fisher equation
Greece to get bailout extension, says finance minister
Bank of America sued for $1bn for alleged mortgage fraud
http://www.bbc.co.uk/news/business-20053768 2012.10.15
Chapter 2 : Prices in the open economy: Purchasing Power Parity
- PPP extensions
+ Balassa Samuelson Model
+ Trade costs and adjustment to PPP
+ Iceberg Model
+ Incomplete pass through and pricing to market
EU summit: France says bank deal helps eurozone fusion
Bank of Scotland fined £4.2m over Halifax mortgage errors
China's economy slows but data hints at rebound
2012.9.24
India interest rates on hold as bank reserve ratio cut
Greece recession and debt problems even worse
2012.10.23
Chapter 3 :Financial market in the open economy
- 定態和非定態（Statimarity and Non-statimarity）
- Uncovered interest rate parity ( UIRP )
+ The domestic strategy 1 NDT ==> 1+r NDT ( 從 t ----> 到（t+1）有 r = 利率，）
1 NDT ===〉1/（1+r）（從（t+1）時間-----〉回到 t 時間）
+ The foreign strategy (1+r)xSr
+ Equilibrium : the bottom line : The risk premium, Risk averters
r = r*+ △se
- Covered interest rate parity ( CIRP)
+ ( 1+r ) = ( 1 + r* ) F/S
+ The spot and forward exchange
sr = f ( forward exchanges )
+ The forward premium
r = r* + f
- Covered interest rate parity - the facts
- Efficient markets
+ Unbiasedness , Efficient market
- Fisher equation
Greece to get bailout extension, says finance minister
Bank of America sued for $1bn for alleged mortgage fraud
http://www.bbc.co.uk/news/business-20053768 2012.10.15
Chapter 2 : Prices in the open economy: Purchasing Power Parity
- PPP extensions
+ Balassa Samuelson Model
+ Trade costs and adjustment to PPP
+ Iceberg Model
+ Incomplete pass through and pricing to market
EU summit: France says bank deal helps eurozone fusion
Bank of Scotland fined £4.2m over Halifax mortgage errors
China's economy slows but data hints at rebound
2012.10.8
Chapter 2 : Prices in the open economy: Purchasing Power Parity
- Exchange Rate Determination.
- The law of one price (LOP) in the domestic economy and in the open economy
- Purchasing power parity ( PPP )
- Real exchange rate and PPP exchange rate\
JP Morgan boss says US housing market has turned the corner
Singapore economy contracts 1.5% but avoids recession
IMF's Christine Lagarde backs more time for Greece
JP Morgan boss says US housing market has turned the corner
Singapore economy contracts 1.5% but avoids recession
IMF's Christine Lagarde backs more time for Greece
2012.10.1
- 介紹國際金融
- Chapter 1：Introduction
- Demand for currency
- The market for foreign currency
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