Question
You are asked to estimate an econometric model using any one of the techniques covered in the course EXCEPT ARIMA. It must be suitable for
You are asked to estimate an econometric model using any one of the techniques
covered in the course EXCEPT ARIMA. It must be suitable for the economic
question being investigated. See below.
Estimate a model to address only one of the macroeconomic/financial questions
below. You have encountered the issues in previous courses you have taken
(undergraduate or graduate). You will not get extra credit for attempting more
than one of the issues below.
(i) Phillips curve
(ii) Term spread (long-term versus short-term interest rates)
(iii) A small macroeconomic model suitable for monetary policy
analysis
(iv) A model of expected inflation
(v) A model of the real exchange rate
(vi) A Taylor or monetary policy rule
(vii) A model of the real exchange rate
(viii) A model of the fundamental determinants of stock returns
(ix) A model of the business cycle
What kind of model i can create using time series estimation method?
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started