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-var
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). Plo
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)
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.
(
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. Th
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 o
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 comput
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 ra
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 pl
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 3
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
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 comput
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 comput
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 compu
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 compu
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 compu
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, fo8
Introduction to Stata
Christopher F Baum
Faculty Micro Resource Center
Academic Technology Services, Boston College
August 2004
[email protected]
http:/fmwww.bc.edu/GStat/docs/StataIntro.pdf
Thanks to Petia
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