11 Collect data from various sources and carry out generalised impulse response analysis in the following groups...

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11 Collect data from various sources and carry out generalised impulse response analysis in the following groups of time series:

(a) sectoral output indices in the UK,

(b) GDPs of the UK, the US and Japan

(c) stock market return indices of the UK, the US and Japan.

What do you find of their characteristics? Analyse the differences in your findings from (9) and (10).

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Financial Econometrics

ISBN: 9780415426695

1st Edition

Authors: Peijie Wang

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Question Posted: Oct 22, 2024 01:00 AM

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11 Collect data from various sources and carry out generalised impulse response analysis in the following groups...

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Financial Econometrics

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