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Let a variable represent the unknown Visualize the relationship between the unknowns and variables. Then set up an equation to solve for unknown(s)

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Since 2008 trends in banking have been changing rapidly. The government has been involved in many bailout packages due to the financial crises. Some banks have had to close or merge. Check textbook Web site for the latest updates on banking bailouts and government intervention. www.mhhe.com/slater10e.

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The Wall Street Journal clip shows in China the price of Microsoft Office was reduced to 199 yuan from an original price of 699 yuan. Using the currencies table lets us see what the original as well as sales price is in U.S. dollars. In the table on page 74 1 yuan equals $.1463. To find the original selling price you multiply the number of yuan (69...

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4 Steps 1. Find the LCD 2. Change each fraction to a like fraction with the LCD. 3. Add the numerators and place the total over the LCD. 4. If necessary, reduce the answer to lowest terms.

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3 Steps 1. When zeros are at the end of the multiplicand or the multiplier, or both, disregard the zeros and multiply 2. Count the number of zeros in the multiplicand and multiplier. (4) 3. Attach the number of zeros counted in Step 2 to your answer

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EAR models were examined extensively by Ozaki and Oda (1978), Haggan and Ozaki (1981) and Lawrance and Lewis (1980). A standard form of the EAR model is: In the limit as γ approaches zero or infinity, the EAR model becomes an AR(p) model since each θi is constant. Otherwise, the EAR model displays non-linear behavior. For example, equation can cap...

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yt = myt + eyt zt = mzt + ezt where mit = a random walk process representing the trend in variable i eit = the stationary (irregular) component of variable i If {yt} and {zt} are cointegrated of order (1,1), there must be nonzero values of b1 and b2 for which the linear combination b1yt + b2zt is stationary. Consider the sum b1yt + b2zt =...

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yt = a0 + A(L)yt–1 + C(L)zt + B(L)et where A(L), B(L), and C(L) are polynomials in the lag operator L. In a typical transfer function analysis, the researcher will collect data on the endogenous variable {yt} and on the exogenous variable {zt}. The goal is to estimate the parameter a0 and the parameters of the polynomials A(L), B(L), and C(L). ...

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yt = a0 + a1zt + et Assumptions of the classical model: both the {yt} and {zt} sequences be stationary the errors have a zero mean and a finite variance. In the presence of nonstationary variables, there might be what Granger and Newbold (1974) call a spurious regression A spurious regression has a high R2 and t-statistics that appear to be s...

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The Autocorrelation Function of an MA(1) Process Consider yt = et + bet–1. Again, multiply yt by each yt-s and take expectations g0 = var(yt) = Eytyt = E[(et + bet–1)(et + bet–1)] = (1 + b2)s2 g1 = cov(ytyt–1) = Eytyt–1 = E[(et + bet–1)(et–1 + bet–2)] = bs2 and gs = Eytyt−s = E[(et + bet–1)(et−s + bet−s–1)] = 0 for all s > 1

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