Macro-Econometrics
Homework Assignment #3 (100 points)
This assignment is based on the time-series in the third column (Y3) of the Excel worksheet
SIM_2, which is found on the course website.
(a). Plot the series against time. Does it look stationary? Why
Macro-Econometrics
Homework Assignment #2 (100 points)
1.
Consider the following difference equation:
(a) Derive the homogenous and particular solutions (using the method of undetermined
coefficients). Please show your work.
Homogenous:
Particular use cha
Macro-Econometrics
Homework Assignment #7 (100 points)
This exercise uses the relationship between the reduced-form and structural VAR models
discussed in the lecture. In that discussion for a two-variable model we saw that the two
models are equivalent i
Macro-Econometrics
Homework Assignment #4 (100 points)
This assignment is based on the U.S. PPI data in the Excel worksheet QUARTERLY, which
is found on the course website.
(a). Take the natural log of the series, and then first-difference the logged data
Macro-Econometrics
Homework Assignment #1 (50 points)
Eric Hayek
1/28/14
Consider the following homogeneous difference equation:
(a) Iterating backwards, show how yt can be written in terms of yt-2.
(b) Now, show how yt can be written in terms of yt-3 and
Macro-Econometrics
Homework Assignment #6 (150 points)
The columns in REAL.XLS contain the logged real exchange rates for the U.S. relative to
Canada, Japan, Germany (before the euro), and the U.K. The four series are called RCAN,
RJAP, RGER, and RUK, res
Macro-Econometrics
Homework Assignment #9 (150 points)
The data set COINT6.XLS contains the three simulated data series W, Z and Y used in
the text and illustrated in the lecture.
(a). The data are plotted in Figure 6.2. The data do not appear to be stati
Macro-Econometrics
Homework Assignment #8 (150 points)
The data set MONEY_DEM.XLS contains data for real U.S. GDP (RGDP), nominal GDP,
the money supply measured as M2, and the 3-month Treasury bill rate. Construct the
following three variables:
dlrgdpt =
Macro-Econometrics
Homework Assignment #5 (100 points)
For each of the difference equations in (a) through (d), find the solution for yt. For these
simple difference equations, you can iterate forward to a solution. Assume that you can
observe the necessa
Macro-Econometrics
Homework Assignment #11 (150 points)
The data set NYSE.XLS contains a series called COMPOSITE, which are the daily closing
values for the NYSE index from January 3, 1995 to August 30, 2002. The following
exercises follow those in sectio
Problem set 11
607: Applied Macroeconometrics
Fall 2009
Jon Faust
The following is due at the beginning of next class. You can turn in any
paper in my mailbox or in class; email me and requested computer work.
You may work in groups; hand in a single subm
Problem set 7
607: Applied Macroeconometrics
Fall 2009
Jon Faust
The following is due at the beginning of next class. You can turn in any
paper in my mailbox or in class; email me and requested computer work.
You may work in groups; hand in a single submi
Problem set 8
607: Applied Macroeconometrics
Fall 2009
Jon Faust
The following is due at the beginning of next class. You can turn in any
paper in my mailbox or in class; email me and requested computer work.
You may work in groups; hand in a single submi
Problem set 9
607: Applied Macroeconometrics
Fall 2009
Jon Faust
The following is due at the beginning of next class. You can turn in any
paper in my mailbox or in class; email me and requested computer work.
You may work in groups; hand in a single submi
Problem set 10
607: Applied Macroeconometrics
Fall 2009
Jon Faust
The following is due at the beginning of next class. You can turn in any
paper in my mailbox or in class; email me and requested computer work.
You may work in groups; hand in a single subm
Problem set 10
607: Applied Macroeconometrics
Fall 2009
Jon Faust
The following is due at the beginning of next class. You can turn in any
paper in my mailbox or in class; email me and requested computer work.
You may work in groups; hand in a single subm
Macro-Econometrics
Homework Assignment #10 (150 points)
The data set INT_RATES.XLS contains interest rates for 3-month, 3-year, and 10-year U.S.
government securities. The data are in columns two, fo8ur, and five, and they are labeled
TBILL, R3, and R10.
Introduction to Stata
Christopher F Baum
Faculty Micro Resource Center
Academic Technology Services, Boston College
August 2004
baum@bc.edu
http:/fmwww.bc.edu/GStat/docs/StataIntro.pdf
Thanks to Petia Petrova and Nicholas J. Cox for their comments
on this