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美国作业格式:研究模型分析

美国作业格式:研究模型分析

第一份报告是Efthymios Argyropoulos和Elias Tzavalis在2015年发表的《消费增长的实际期限结构预测》(Real Term Structure forecasts of consumption growth)。研究中使用的理论概念/框架是随机游走模型和扩散模型。与利差相关的实际利率对gdp的预测影响可能与未来消费的整体增长周期等有关。传播模型的方程是Rt =δ0 +δ1X1,E t[ΔτC t +τ]=ψ0(t)+ψ1 X1(t)”。最后得到方程如下:Rt(T)=(1 / T)[(τ)+ D(τ)Xt)τ= 1、2、3。研究问题的不同的结构模型是分析计算实际利率为了检查短期利率的预测能力和整体传播相同的长期的投资,以分析和预测未来的消费的增长。模型的总体估计为平滑假设提供支持。

美国作业格式:研究模型分析
因此,本文试图证明整个真实结构是由两个不同的还原状态变量张成的。为了分析结果,对GDTSM进行了测试,并举例说明了期限结构模型是否可以用于解释与期限结构模型相关的内容。这是用来解释斜坡系数的模式。为了分析相同的问题,第一步是在不同的层次上进行单位根检验。然后对各成分进行主分析,检索实际利率期限结构中的k个公因数。这样就确定了状态变量的最大数目。然后对实际期限结构模型进行了估计。此外,还计算了消费增长的实际期限结构预测。从研究论文中可以发现,该模型可以对现实中观察到的实际利率的不同动态和消费的增长做出正确的解释。

美国作业格式:研究模型分析

The very first report is ‘Real Term Structure forecasts of consumption growth’ published by Efthymios Argyropoulos, Elias Tzavalis in 2015. The theoretical concept/framework used in the research is the random walk model and the spread model. Spread related to the forecasting implications of GDTSM of real rate of interests may be related to the future consumption of the overall periods of growth and the same. The equations for the spread model are Rt= δ0 + δ1X1,E t [Δτ C t +τ] = ψ0 (T) + ψ1 (T)’ X1. The final equation is obtained as follows: Rt (T)= (1/T) [ A (τ) + D (τ)’ Xt ] for τ= 1,2,3. The research question is to analyze the different structure models for the calculation of real interest rate in order to examine the predictable ability for a short term interest rate and the overall spread of the same with a long-term rate of investment in order to analyze and predict the future of the real growth of consumption. The overall estimation of the model is used to provide the support related to smoothing hypothesis.

美国作业格式:研究模型分析
Thus, the paper tries to show that the overall real structure has been spanned by two different reverting state variables. In order to analyze the results, the GDTSM has been tested and is exampled if the term structure model can be used for giving the explanation related to the term structure model. This is used to explain the patters of the slop coefficients. In order to analyze the same, the very first step was the carry the unit root test at different levels. After that the principal analysis of the components was carried out to retrieve k number of common factors in the term structure of the real interest rates. By this the maximum number of state variables is determined. After this, the estimation of the real term structure model has been carried out. Further, the real term structure forecast for the consumption growth was calculated. From the research paper, it can be found that the model can give the proper explanation related to different dynamics of real interests’ rates and the growth of the consumption which is observed in reality.