EC1101 Principles of Economics
Autumn Term Macroeconomics
Problem Set 4 Suggested Solutions
Question 1
Suppose that there are only 2 goods in the economy (denoted by A and
B). We have yearly data on prices (p) and quantities produced (q) for each
good for
EC1101 Principles of Economics
Autumn 2014 Macroeconomics
Problem Set for Seminar 10 - Solutions
Question 1
Over the next 50 years, real GDP per capita in countries A and B is
expected to grow by 2% and 1.0% per year respectively. If real GDP per
capita i
EC1101 Principles of Economics
Autumn Macroeconomics
Problem Set for Seminar 7 Suggested Solutions
Expenditure
Question 1
The diagram below shows an economy which initially has an aggregate
demand schedule given by AK.
450 Line
L
K
E
J
D
B
A
O
F
G
F
H
F
I
EC1101 Principles of Economics
Autumn 2015 Macroeconomics
Problem Set for Seminar 3 Solutions
Question 1 Money and Banks
Suppose the Bank of England purchases a UK government bond from you
for 10,000.
a) What is the Banks action called?
Open market operat
EC1101 Principles of Economics
Macroeconomics
Problem Set 6 Suggested Solutions
Question 1
M&T, Chapter 32, Problems and Applications, Question 2
a. The current state of the economy is shown in the diagram below. The
aggregate demand curve and short-run a
EC1101 Principles of Economics
Autumn Macroeconomics
Problem Set 5 Suggested Solutions
Question 1
M&T, Problems and Applications, Question 2
Explain, using an appropriate diagram, how a deflationary gap can occur
and how this gap can be eliminated
The fig
EC1101 Principles of Economics
Autumn Macroeconomics
Problem Set for Seminar 8 Solutions
Question 1:
The economy can be described as follow:
Goods market:
C c0 c1 1 t Y
where C stands for consumption; Y is income; t represents a proportional tax; and c0 a
EC1101 Principles of Economics
Autumn Macroeconomics
Problem Set 9 Solutions
Question 1:
Suppose that in Wageland all workers sign annual wage contracts each
year on January 1. No matter what happens to prices of final goods and
services during the year,
EC1101 Principles of Economics
Autumn 2014 Macroeconomics
Problem Sets for Seminar 1
Question 1
People respond to incentives. Governments can alter incentives and, hence, behaviour
with public policy. However, sometimes public policy generates unintended
Thomsonone.comInvestmentBanking
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Contents
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Intended Readership.1
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Chapter 1
Overview. 2
Get Started .
DCU Library User Guide - DataStream Advance 5.1
What is DataStream?
Data Stream is a historical financial and economic information database. It covers financial
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INTRODUCING THOMSON REUTERS EIKON
INTUITIVE NEW WEB-STYLE INTERFACE
Know where you are and get exactly where you need to be, quickly.
The familiar web-style navigation is designed to work the way you do.
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THOMSON REUTERS DATASTREAM
UNRIVALLED, GLOBAL TIME SERIES CONTENT
Thomson Reuters Datastream provides access to time series for
more than 3.5 million global financial instruments, securities and
indicators across multiple assets classes. With up to 60 yea
XC-X111 Reuters 3000 Xtra: Introduction to the Key
Components and Data
Thomson Reuters Markets Academy Participants Guide
Workshop purpose:
An introduction to Reuters 3000 Xtra including the key components and data coverage.
Content:
1 Introduction to Reu
Chapter 8
Modelling long-run relationship in finance
1
Stationarity and Unit Root Testing Why do we
need to test for Non-Stationarity?
The stationarity or otherwise of a series can strongly influence
its behaviour and properties - e.g. persistence of sho
Chapter 4
Further development and analysis of the classical linear
regression model
1
Generalising the Simple Model to Multiple Linear
Regression
Before, we have used the model
yt = + xt + ut t = 1,2,.,T
But what if our dependent (y) variable depends on
Chapter 3
A brief overview of the
classical linear regression model
1
Regression
Regression is probably the single most important tool at the
econometricians disposal.
But what is regression analysis?
It is concerned with describing and evaluating the r
Chapter 6
Univariate time series modelling and forecasting
1
Univariate Time Series Models
Where we attempt to predict returns using only information
contained in their past values.
Some Notation and Concepts
A Strictly Stationary Process
A strictly sta
Chapter 7
Multivariate Models
1
Simultaneous Equations Models
All the models we have looked at thus far have been single
equations models of the form
y = X + u
All of the variables contained in the X matrix are assumed to
be EXOGENOUS.
y is an ENDOGENO
Chapter 5
Classical linear regression model assumptions and diagnostics
1
Violation of the Assumptions of the CLRM
Recall that we assumed of the CLRM disturbance terms:
1. E(ut ) = 0
2. var(ut ) = 2 <
3. cov(ui ,uj ) = 0
4. The X matrix is non-stochasti
Chapter 9
Modelling volatility and correlation
1
An Excursion into Non-linearity Land
Motivation: the linear structural (and time series) models
cannot explain a number of important features common to
much financial data
leptokurtosis
volatility cluste
Chapter 2
Mathematical and Statistical Foundations
1
Functions
A function is a mapping or relationship between an input or
set of inputs and an output
We write that y, the output, is a function f (x), the input, or y
=f(x)
y could be a linear function