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ECON3350: Applied Econometrics for Macroeconomics
创建日期：2024-05-04 17:09:18
所属分类：经济Economics
标签： ECON3350
Applied Econometrics for Macroeconomics

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ECON3350: Applied Econometrics for Macroeconomics

and Finance
Research Report 1
Instruction
The project consists of two research questions. Please answer both questions as clearly and
completely as possible. Each question is worth 50 marks, for a total of 100 marks. This
report will constitute 35% of your overall grade in this course.
We suggest that you use R for all empirical work involved. However, you should be able to
use another statistical software (e.g. Eviews, Stata, Python, etc.) without a problem. If you
do choose to work with an alternative software, please note that support for software-specific
issues from the course coordinator and tutors may be very limited.
Please upload your report via the “Turnitin” submission link (in the “Assessment /
Research Report 1” folder). Please note that hard copies will not be accepted. At the
moment, the due date is 3:59 PM on 3 May 2022, but please check BlackBoard regularly
for announcements regarding any changes to this. Your report should be a write-up of your
answers (in PDF format, single-spaced, and in 12 font size)1.
You are allowed to work on this assignment in groups, i.e., you can discuss how to answer
the questions with your classmate(s). However, this is not a group assignment, which means
that you must answer all the questions in your own words and submit your report separately.
The marking system will check for similarities, and UQ’s student integrity and misconduct
policies on plagiarism strictly apply.
Questions
The dataset for this project is contained in report1.csv. The variables are daily time-series
of COVID-19 related measures in the United Kingdom for the period 11 March 2020—07
March 2021. In particular, the dataset contains the following variables:
ˆ immobility : index measuring mobility restrictions, where 0 indicates average (unre-
stricted) mobility and 100 indicates 100% less mobilility than the average;
ˆ cases : the natural logarithm of new daily COVID-19 cases;
1Please do not include or attach any software specific material such as R source code and output
1
ˆ icu: the natural logarithm of total daily COVID-19 patients in the intensive care unit;
ˆ deaths : the natural logarithm of new daily COVID-19 deaths.
1. Use the data provided to forecast ICU occupancy for the period 08 March 2021—
31 March 2021. In doing so, please describe how such forecasts may be useful for
policy, and consequently, ensure your predictions and interpretation are aligned with
the underlying motivation. Make sure to describe all potential sources of uncertainty.
The break down of marks for this question is as follows (total 50 marks):
ˆ motivation and practical purpose (10 marks);
ˆ forecast model identification (10 marks);
ˆ forecasts computation (10 marks);
ˆ prediction and interpretation (10 marks);
ˆ writing and organisation (10 marks).
2. Use the data provided to compute the dynamic effects of mobility restrictions on new
cases and ICU occupancy. In particular, investigate the following questions:
(a) Are there any identifiable equilibrium relationships between immobility and cases,
immobility and icu, cases and icu, or all three together?
(b) If immobility is increased by 1 and maintained at the new level thereafter, what
is the expected effect (all else constant) on cases (i) at the time of impact, (ii) 28
days after impact, (iii) 92 days after impact, (iv) in the long run?
(c) If immobility is increased by 1 and maintained at the new level thereafter, what
is the expected effect (all else constant) on icu (i) at the time of impact, (ii) 28
days after impact, (iii) 92 days after impact, (iv) in the long run?
Again, in answering these questions, please consider how the answers may be useful
for policy, and consequently, ensure your interpretation is aligned with the underlying
motivation. The break down of marks for this question is as follows (total 50 marks):
ˆ motivation and practical purpose (10 marks);
ˆ model identification (10 marks);
ˆ estimation and testing (10 marks);
ˆ interpretation (10 marks);
ˆ writing and organisation (10 marks).
案例分类
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关键词一 关键词二 关键词三 关键词四 关键词五 和法规和的发更好的风格和 ECON 615 FINC 612 CSC148 COMP 639 ACCT 203 ACCT 211 PSYC 101 MTH2009 COMP52315 PSYCO 432 statistics MATH4063 11 xxx 1 MA1MSP MAST30028 MATH3888 CS341 EEE30002 ES2F5 MCD4160 CC0933 ECON 1101 MCHM3001 CHEM3118 COMMGMT 2511 COMP41280 STAT 631 24T1 IRE379 SENG365 ECON433 FIT3139 MATH4602 LING5621M FINS5516 ECON3208 MN2177 L2 SM EEET1415 Finance DS4023 COMP3004 7CCSMRTS K1S5B6 Stat230 CSCI4211 CSI2132 ECON30130 MAS6100 ENVS222 COM2107 INFO1112 STAT 4004 FIT2100 comp2022 COMP4691 Physics 307 Econ 659 probability CSCI316 fir29 CSCI203 COMP3160 COMP6714 INFO1113 Physics 7B Physics Photonics S203031 STAT2005 COMP90015 CSCI 2110 CSCC46 Information CSC477 COMP4650 Statistical COMP 346 COMP1017 ELEC340 MATH1007 Programming function STAT 244 CS 134 Java cse13s Math 108A FW20 ECON3389 CSE 130 Science 331 COMP9020 engineering COSC 445 CSE 5523 GAME2012 visualization MATH 235 Math 370 CSC343 COGS 108 EE524 COMP10200 STAT 416 3FK4 MSCI 311 ECON6113 ACC40700 EMESTER1 MAS8383 ECO 512 STAT 8310 CMN3102 MA577 CMPT 225 COMP0045 Methods Equations MATH 113 Math 3283W ICS-33 EN4302/ENT603 BIA B350F MA318 MTHM506 MECH 5315M ECONOMICS MAS8382 COM 2004 PX3142 XJEL 3662 STAT 231 MGT B399F PX4131 COM2108 30AM MSCI521 ECONM1015 ACFI304 GR5241 MATH10101 ECON 2070 COMS31900 EFIM20011 CSE 250B ACSE-5 STAT4207 SOFT2412 ELEC 331 AY2020 MSIN0209 FIT2094 CS 241L ST404 CS 411 3D CA3 INF4002 COMP3506 SIT718 CS 188 CS 170 MATH 138 CSE 251A CMT118 DATA5207 CMPT307 CMPT459 T1 PGEE11108 COSC 3P32 ME 163 MATH96007 7QQMM203 EE6227 BA 574 STA 4234 ECO206Y1Y ECO2008 MT2300 MATH 11158 CS 527 MACM 316 CSE474 2DI70 ISE 525 COMP3411 EMAT30007 7CCSMBDT MFIN704 MFIN704W21 MfIB ECE 438 CS 436 F36 CS5344 FE 621A FE621 TBA 612 ECM3151 ECMM422 MF1 MSIN0107 ESSMENT CS 5854 MFIT 5008 MIPS R4000 ENG5274 BU52018 ENG2079 BIOA02 STA2570 F0 INF553 STAT 440 STAT3008 COMP9417 COMP6451 6COM1042 BU52006 ST303 HW-1 CISC-235 CS 510 MATH3161 ECN 140 ECE391 Comp 3613 CVEN 9625 PRG455 UESTION 1 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MATH20602 COMP532 MAS275 COMP5318 COMP4002 FIT5086 MAST20004 FIT3152 FIT5129 CIS2380 CS521 COMP 1005 EECMS CITS5501 ECE 462 ECON 6002 ENG 4051 CSC 648 CMT654 MECHENG 713 PHYS1002 AMME 2000 FP0060 DDES3200 MECHENG 743 BINF90002 FIT2081 ISYS90081 ELECTENG 722 BUS 360 ECOS3010 BUS2810 ETF2100 ENG2048 STAT5002 COMP2017 CEME 2003 MATS3004 COMP9319 PHYS1001 COMP5349 AMME2261 COMP-381 FIT3173 COSC2757 ENG4025 QBUS2820 COMP9414 MATH2021 EOSC118 MFIN6690 PMATH 321 CSE-141L MATH575A COMPSCI5002 COMP1511 management comp2123 FINS3616 COMP 3331 COMS30034 DTSC 71 AcF 702 AcF702 DTSC71 MAT021 ELE8083 ACFI213 EG-127J 127J FIT5163 FIT2001 ELE00113M CMT310 CS 245 ENGL 1101 MTH6115 EE497 CS 325 Math 124A MTH5130 MBA502 MGT 5380 ARCH 1261 F033800 20LLP109 ELE4009 FINANCIAL COMP3331 Computer ECE4179 20T3 COMP9311 COMP9311 UNSW MFIN6210 ACCT 5930 EE590 ENG2029 ECO100 SIT315 ACCT3610 COMP3600 STK2100 FIT2004 COMP30020 ACTL1101 Stat 101B BANA 200 COSC2473 ENGG1400 AI COMP90043 MMF 1914H PHYS 127 CS584 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