Scribd Logo
Загрузить

Добро пожаловать в Scribd!

  • Clexam

    Загружено:

    Fatos Erciyas
    12 просмотров1 страница
    METU Department of Economics 301-01 Erdal Ozmen Time allowed: 30 minutes Name: COMPUTER LAB EXAM Consider the following money demand equation: MPt = a0 + a1DPt + a2Yt + ut1 model 1 where, MP= real money balances, DP = Inflation rate, Y = real income,, R = Interest rate 1. (40 points) Estimate model 1 using the US quarterly data over the period 1970:1 to 1988:4. Report all the

    Исходное описание:

    Оригинальное название

    clexam

    Авторское право

    © Attribution Non-Commercial (BY-NC)

    Доступные форматы

    PDF, TXT или читайте онлайн в Scribd

    Этот документ был вам полезен?

    Это неприемлемый материал?

    Пожаловаться на этот документ
    METU Department of Economics 301-01 Erdal Ozmen Time allowed: 30 minutes Name: COMPUTER LAB EXAM Consider the following money demand equation: MPt = a0 + a1DPt + a2Yt + ut1 model 1 where, MP= real money balances, DP = Inflation rate, Y = real income,, R = Interest rate 1. (40 points) Estimate model 1 using the US quarterly data over the period 1970:1 to 1988:4. Report all the

    Авторское право:

    Attribution Non-Commercial (BY-NC)
    Скачайте в формате PDF, TXT или читайте онлайн в Scribd
    Отметить как неприемлемый контент
    12 просмотров1 страница

    Clexam

    Загружено:

    Fatos Erciyas
    METU Department of Economics 301-01 Erdal Ozmen Time allowed: 30 minutes Name: COMPUTER LAB EXAM Consider the following money demand equation: MPt = a0 + a1DPt + a2Yt + ut1 model 1 where, MP= real money balances, DP = Inflation rate, Y = real income,, R = Interest rate 1. (40 points) Estimate model 1 using the US quarterly data over the period 1970:1 to 1988:4. Report all the

    Авторское право:

    Attribution Non-Commercial (BY-NC)
    Скачайте в формате PDF, TXT или читайте онлайн в Scribd
    Отметить как неприемлемый контент
    из 1

    METU Department of Economics

    Econ 301-01 Time allowed: 30 minutes


    Erdal Özmen

    Name:
    COMPUTER LAB EXAM
    Consider the following money demand equation:
    MPt = a0 + a1DPt + a2Yt + ut1 Model 1

    where, MP= real money balances, DP = Inflation rate, Y = real income, , R = Interest
    rate

    1. (40 points) Estimate model 1 using the US quarterly data over the period 1970:1
    to 1988:4. Report all the necessary diagnostics. Interpret your results.

    2. (60 points) Estimate the following equations using the same data and sample:

    MPt = a0 + a1DPt + a2Y2t + ut2 Model 2

    ˆ t + ut3
    MPt = a0 + a1DPt + a2Yt + MP Model 3

    ˆ t 2 + ut4
    MPt = a0 + a1DPt + a2Yt + MP Model 4

    uˆt12 = a0 + a1DPt + a2Rt + ut5 Model 5

    Вам также может понравиться