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Question 1:
a) Explain what is a VAR giving an example both in the form of an equation and matrix. Discuss its benefits and limitations.
b) How can we estimate a VAR involving equations having a contemporaneous feedback term?
c) Distinguish between variance decomposition and impulse response functions.
Question 2:
(a) What are the two types of non-stationarity that exist and show how one of them can be made stationary?
(b) How do we test for a unit root?
(c) What does it mean when two variables are cointegrated?
(d) Using the Engle-Granger approach show how parameters can be estimated in cointegrated systems.
Hedging ?nancial risk is a very important practical issue in economics. In this exercise, you will derive your optimal hedge ratio, assuming that you are an expected utility maxim
Suppose an economy has the following Real money demand Function: L(Y,i) = 1000 + 0.3Y - 4000i, where i is the nominal interest rate paid on non-monetary (financial) assets,
how to calculate equilibrium quantity and price
(b) Suppose that the initial conditions are as follows: y0 = 0 and et = 0 for t= 0. Impose the initial conditions in order to find the general solution.
Students in the red/black card game had to make individual deals. How would the situation change if they could bargain collectively?
A shok question #Minimum 100 words accepted# when did the most recent shock to the crude oil market occur
You have won a contest and are allowed to choose between two prizes. One option is to receive $200 now and another $200 a year from now. The second option is $150 now and $255 a
Explain the difference among the usual (product moment) correlation and rank correlation. In what situations is it more appropriate to use rank correlation?
a) Design a simple econometric project to identify the factors that affect the demand for a good or service of your preference. Estimate the significance of these factors using mu
Assume the price elasticity of cigarettes is 0.25. By how much would prices have to increase to get a 20% reduction on smoking?
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