Question: You are asked to estimate an econometric model using any one of the techniques covered in the course EXCEPT ARIMA. It must be suitable for

You are asked to estimate an econometric model using any one of the techniques

covered in the course EXCEPT ARIMA. It must be suitable for the economic

question being investigated. See below.

Estimate a model to address only one of the macroeconomic/financial questions

below. You have encountered the issues in previous courses you have taken

(undergraduate or graduate). You will not get extra credit for attempting more

than one of the issues below.

(i) Phillips curve

(ii) Term spread (long-term versus short-term interest rates)

(iii) A small macroeconomic model suitable for monetary policy

analysis

(iv) A model of expected inflation

(v) A model of the real exchange rate

(vi) A Taylor or monetary policy rule

(vii) A model of the real exchange rate

(viii) A model of the fundamental determinants of stock returns

(ix) A model of the business cycle

What kind of model i can create using time series estimation method?

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