About this document
ECON339 Supplementary Exam 2022 by Jahanzaib Ahmed is a document available to read on EtoBox.
This document contains an exam paper for the course ECON339 Applied Financial Modeling. The exam consists of two questions. Question 1 (30 marks) tests whether gold is a long-term hedge against inflation using US data from 1969-2021. Various time series and econometric tests are applied, including unit root tests, cointegration, VAR modeling, and impulse response analysis. Question 2 (10 marks) asks about identification and estimation of simultaneous equation models.
- Author
- Jahanzaib Ahmed
- Language
- EN