Intro to R Software
Getting started with R
Download and install R
Install and load packages
Quantmod package
Quantmod commands
getSymbols
chartSeries
Access data from Yahoo, Google, FRED
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U
MGE 602
Professor Isaac Ehrlich
Global Economy and the Business Firm
Problem Set 2
1. The following is information from the national income account for a hypothetical
country:
GDP
$8,500
Gross Investm
Multiple Regression Applications
Factor Models and Returns-Based Style Analysis
Single factor odel: CAPM
Using R to estimate CAPM
Multi-factor models
Fama-French 3 (and 5) Factor Model
Chen, Roll
Factor Models So Far
Single-factor model: Market Model
Fundamental (multi)factor model: Fama-French 3-Factor Model
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Asset Class Factor Models
Sharpe (Journal of Portfolio Management, 1992) creates
Factor Models So Far
Single-factor model: Market Model
Fundamental (multi)factor model: Fama-French 3-Factor Model
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Principal Component Analysis
Principal Components Analysis: statistical basis to
CHAPTER 12
MONETARY AND FISCAL POLICY IN THE VERY SHORT RUN
Chapter Outline
Monetary Policy
Is There a Situation Where Monetary Policy Cannot Lower Interest Rates?
The Case of the Liquidity Trap
Can t
NEW YORK UNIVERSITY STERN SCHOOL OF BUSINESS
Debt Instruments and Markets
Professor Carpenter
Solutions to Practice Problems
1) a) What is $100 invested today worth at the end of 3 years at an annuali