Đã Đóng

Var model for Mexican Economy

The objective of this work would be to analyze the existence of long term relationships in Mexico, between prices, a monetary aggregate, income and interest rate.

For this purpose, I suggest a VAR model which matrix will be determined from theses equations:(the formulas I purpose are in the attached files as an image)

The time period of this work would be from 1996 to 2016.

To model the prices in Mexico according to literature is prefer to use the Mexican inpc(indice nacional de precios al consumidor) or by in English the national index of consumer prices. The serie can be dowloded from INEGI([url removed, login to view])

For the monetary aggregate M4 for Mexico, the information should be at Mexican Central Bank web page [url removed, login to view]

For income you could use the GDP in real terms form Mexican economy

And for interest rate series I suggest you used the the nominal rate for three months of the las moth of the quarter.

All this data shoul be found at INEGI or Banxico webpage.

Requirements:

Unit root test(ADF,P.P) without intercept or trend

A VAR model with errors test (autocorrelation,heterocedasticity,and normality)

Johansen cointegration test

Granger causality test

maximum likelihood test to verify long term stable relationships.

exogeneity test

And all the test [url removed, login to view] conclusions please

Kĩ năng: Econometrics, Economics, Matlab and Mathematica, Nghiên cứu, Phân tích thống kê

Xem nhiều hơn: mexican hat 3d model free, las vegas sign free 3d model, panel var model matlab, excel cashflow model interest payment months, months projection model excel, model var extreme theory matlab code, year model lookup commerce cart, model pictures, sketchup model plans, blender model images, free model rig, human resources model, 3ds max model rendering photo, model look hot, free spaceship model, model rig examples

Về Bên Thuê:
( 0 nhận xét ) Mexico

ID dự án: #15702337

6 freelancer đang chào giá trung bình $5600 cho công việc này

$17500 MXN trong 7 ngày
(51 Nhận xét)
6.7
FREDMANN

Hello Sir I'm an engineer in Statistic and econometric full of skills and expertise,I've done many modeling task including VAR modeling and verifying all his [login to view URL] your work [login to view URL] Relevant Skills a Thêm

$2444 MXN trong 25 ngày
(19 Nhận xét)
5.2
KreativeTeam

hi there, I'd like to be considered for your project Relevant Skills and Experience For the last 5 years, I have helped students to achieve their academic goals. I have extensive research and writing experience in va Thêm

$2470 MXN trong 3 ngày
(21 Nhận xét)
4.7
ProDataAnalyzer

Hi, I am interested to complete the job. I can estimate VAR models in any form using STATA or Eviews, can run all associated tests, can finalize the results and can explain the results. Relevant Skills and Experience Thêm

$3850 MXN trong 6 ngày
(18 Nhận xét)
5.2
$3333 MXN trong 3 ngày
(24 Nhận xét)
4.5
arslanu2

I can deliver your analysis as per the project description.

$4000 MXN trong 30 ngày
(20 Nhận xét)
4.7