"Econometrics" Essays and Research Papers

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    since I recognize that I want to enter the political scientist field in my near future. I reckon these programs will help me excel in that field. To get a PH.D in political science I’ll have to take classes such as methodology‚ game theory and econometrics or atleast have at least take intermediate-level statistics‚ multivariate calculus‚ and Linear

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    heteroskedasticity. Journal of Econometrics 31‚ 307–327. Bollerslev‚ T. (1988) On the correlation structure for the generalized autoregressive conditional heteroskedastic process Bollerslev‚ T. (1990) Modelling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH model. Review of Economics and Statistics 72‚ 498–505. Bollerslev‚ T. (2008) Glossary to ARCH (GARCH). In T. Bollerslev‚ J.R. Russell and M. Watson (eds)‚ Volatility and Time Series Econometrics: Essays in Honor of Robert

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    (2000). The Impact of Monetary Policy on Exchange Rates During Financial Crisis‚ International Finance Discussion Paper 669‚ Board of Governers of the Federal Reserve System‚ Washington D.C. Granger‚ C. W. J. (1969). Investing Causal Relations by Econometric Models and Cross-Spectral Methods. Econometrica‚ 37‚ .424-295. Granger‚ C. W. J. (1986). Developments in the Study of Co-integrated Economic Variables. Oxford Bulletin of Economics and Statistics‚ 48‚ 226-46. Inci‚ A.C. & Lu‚ B. (2004). Exchange

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    mhs_ju@yahoo.com Shahida Pervin Department of Economics‚ Jagannath University‚ BANGLADESH. Spervinruby@yahoo.com ABSTRACT This research paper investigates the relevance of the dependence of Bangladesh economy on external public debt. Using some econometric tools‚ the study is conducted to find out the effect of external public debt on economic growth from the perspective of Bangladesh economy for the period 1974 - 2010. The study will probe debt overhang and crowding out effect of external public

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    THE UNIVERSITY OF DODOMA A RESEARCH PROPOSAL ON THE TOPIC Factors influencing Tanzania devaluation policy in its international trade BY NYERERE‚ LAZARO – T/UDOM/2010/03542 Table of Contents 1. INTRODUCTION 2 1.1. Background Information 2 1.2. Statement of the Problem 3 1.3. Justification of the Study 3 1.4. Overall Objective 4 1.5. Specific Objectives 4 1.6. Research Questions 4 1.7. Significance of the Study 4 2. LITERATURE REVIEW 5 2.1 Exchange rate analysis

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    Permanent Income Hypothesis Introduction The basic idea is that people’s income has a random element to it and also a known element to it and that people try to smooth the random part using saving and borrowing. Hence‚ we need to distinguish between permanent income and transitory income. Example: Suppose that you are working and receive an annual salary of twenty thousand dollar. Suppose that you expect to get that salary every year in the future. Then twenty thousand dollar represents the

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    Labor Supply and Aggregate Fluctuation in Jamaica Jordon Barrett 1104019 Renardo Peddie 1103867 Sacha Edwards 1106491 University of Technology‚ Jamaica Introduction Issues of labor supply are at the heart of macroeconomic explanations of the large cyclical fluctuation of output observed in modern economies. The intertemporal substitution model set to examine the view that labor market is always in balance; that every observed combination of employment and compensation is a point of intersection

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    Study on the Present Situation‚ the Problems and the Risk Analysis of Securities Investment Fund in China 1. Scope/ rational of project The securities investment fund in china actually is quite similar with the mutual fund in USA. China is one of emerge markets in the world. Compared with the developed market‚ it still has so many problems that have to research and analyse. Mutual funds started in the second half of the 18th century in the Netherlands ( Rouwenhorst‚ 2004). In the 21th

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    2003. Credit Risk: Pricing‚ Measurement and Management. Oxford: Princeton University Press. 10. FSA‚ 2004. Management of Credit Risk within a Trading Environment. Financial Services Authority Report. 11. Gujarati D.N. & Sangeetha (2007) Basic Econometrics. New Delhi: Tata McGraw-Hill Publishing Company Limited. 12. Haldane‚ Andrew (2009)‚ “Why Banks Failed The Stress Test?”‚ Bank of England. 13. Heffernan‚ S.‚ 1996. Modern Banking in Theory and Practice. Chichester: John Wiley & Sons Ltd. 14

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    Curriculum Source References The following references were used in the CFA Institute-produced publications Quantitative Methods for Investment Analysis‚ Analysis of Equity Investments: Valuation‚ and Managing Investment Portfolios: A Dynamic Process. Ackerman‚ Carl‚ Richard McEnally‚ and David Ravenscraft. 1999. “The Performance of Hedge Funds: Risk‚ Return‚ and Incentives.” Journal of Finance. Vol. 54‚ No. 3: 833–874. ACLI Survey. 2003. The American Council of Life Insurers. Agarwal‚ Vikas and Narayan

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