Macroeconomics and Forecasting Assignment: Homework 3 Learning Objectives •Use the multiplier model to determine and explain changes in equilibrium output. •Use the IS/LM model to determine and...

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Macroeconomics and Forecasting Assignment: Homework 3 Learning Objectives •Use the multiplier model to determine and explain changes in equilibrium output. •Use the IS/LM model to determine and explain changes in real income and the interest rate. •Use dataZoa to create auto-updating chart and table. •Interpret multiple time series plots. •Create a scatterplot and diagnose heteroskedasticity in a real-world data set. •Calculate parameter estimates and forecasts using the simple and multiple linear regression models. •Interpret parameter estimates, standard errors, and R2 from a linear regression analysis. Due Date Please submit your assignment by Sunday, December 8th at 11:59 PM (AZ time). Assignment Overview This assignment requires problem solving and short answer responses. Explanations should be in paragraph form and will generally be longer than one sentence. To complete this assignment, you will need to download the following files: •O-MBA-ECON-555-dataZoa-Instructions.pdf •O-MBA-ECON-555-Homework-3.docx •Homework-3-Question-1-template.pptx •hw3-3.xlsx These four files are located in the Table of Contents -> Learning Modules -> Week 7 area of D2L. Evaluation Criteria This assignment is worth 100 points, with points per question specified below. For Question 1 (25 points), be sure to explain fully which curve shifts and why. This explanation should be in paragraph form, with a minimum of three sentences. You may draw the graph directly in the Word document (see instructions in the Assignment). Alternatively, you may find it easier to draw the graph in the PowerPoint file (Homework-3-Question-1-template.pptx) and copy/paste into the Word document. For Question 2 (15 points), be sure to get the right data and produce the appropriate table. For Question 3 (30 points), a complete answer will correctly interpret the time series plot, and will calculate the appropriate estimates and forecast in Excel. You will receive partial credit if you make minor calculation errors but demonstrate an understanding of the key concepts and steps, or if you correctly calculate some of the required components but are not able to calculate all of them For Question 4 (30 points), a complete answer will create the appropriate data set and the required scatterplot, and will correctly discuss the issue of heteroskedasticity. It will also provide correct numerical calculations to the linear regression component of the question. You will receive partial credit if you make minor calculation errors but demonstrate an understanding of the key concepts and steps, or if you correctly calculate some of the required components but are not able to calculate all of them. Assignment Submission Instructions Compose your answers in the provided O-MBA-ECON-555-Homework-3.docx file. Please update the file name so that it includes your first and last name for identification purposes, for example "SmytheMaryHomework3" and do NOT use any spaces, punctuation, or special characters in the file name. Please remember to also modify the hw3-3.xlsx spreadsheet as explained in Question 3. Please update the file name so that it includes your first and last name for identification purposes, for example "SmytheMaryHomework3" and do NOT use any spaces, punctuation, or special characters in the file name. Optionally, you may also submit the spreadsheet you used to calculate your answers to Question 4, following the same guidelines as for Question 3 in the previous paragraph. Once you have finalized all files for this assignment, save them into a .zip file and submit the .zip file through the assignment drop box. Page 2 of 3 FRED Graph HW3-3.xlsx: Data For Homework 3, Question 3 Federal Reserve Economic Data Link: http://research.stlouisfed.org/fred2 Help: http://research.stlouisfed.org/fred2/help-faq Economic Research Division Federal Reserve Bank of St. Louis USSTHPIAll-Transactions House Price Index for the United States, Index 1980 Q1=100, Quarterly, Not Seasonally Adjusted A229RX0Real Disposable Personal Income: Per capita, Chained 2009 Dollars, Quarterly, Seasonally Adjusted Annual Rate MORTG30-year conventional mortgage rate. Quarterly average of monthly rates. Source: Primary Mortgage Market Survey data provided by Freddie Mac. Frequency: Quarterly observation_dateUSSTHPIA229RX0MORTG 1975-01-0159.65544779.15 1975-04-0161.18568688.87 1975-07-0161.22558778.99 1975-10-0162.27561619.16 1976-01-0162.81566968.86 1976-04-0165.47568708.78 1976-07-0166.61571408.97 1976-10-0167.47573298.84 1977-01-0169.40571798.69 1977-04-0172.69577518.81 1977-07-0174.30584708.93 1977-10-0177.17594318.93 1978-01-0179.53597129.13 1978-04-0182.78601519.55 1978-07-0185.25604069.76 1978-10-0187.476070610.11 1979-01-0191.396119510.41 1979-04-0194.356051110.74 1979-07-0196.406061411.16 1979-10-0198.346068812.46 1980-01-01100.006072513.73 1980-04-01101.555967514.43 1980-07-01104.466022312.65 1980-10-01104.816123914.26 1981-01-01105.446095115.14 1981-04-01107.536079916.23 1981-07-01109.286187317.43 1981-10-01109.186183317.73 1982-01-01110.866177717.39 1982-04-01111.846199716.76 1982-07-01110.826216916.17 1982-10-01112.216229414.02 1983-01-01114.216270313.03 1983-04-01115.386301712.76 1983-07-01116.366381213.65 1983-10-01117.016503413.47 1984-01-01118.746623313.33 1984-04-01120.286720114.00 1984-07-01121.496795714.50 1984-10-01122.476835113.65 1985-01-01124.156806213.06 1985-04-01126.056922512.78 1985-07-01128.056881612.14 1985-10-01129.446943411.73 1986-01-01131.927015910.56 1986-04-01134.667094110.25 1986-07-01136.707126810.24 1986-10-01138.81712249.66 1987-01-01141.54716739.11 1987-04-01143.767082410.32 1987-07-01145.377193510.50 1987-10-01146.297271810.85 1988-01-01148.587363110.08 1988-04-01151.537423410.37 1988-07-01153.127475310.50 1988-10-01154.557528710.39 1989-01-01156.327606310.80 1989-04-01158.497567010.67 1989-07-01161.847597410.00 1989-10-01163.17763789.82 1990-01-01164.107684510.12 1990-04-01164.767706510.34 1990-07-01165.767682310.11 1990-10-01165.12759459.95 1991-01-01166.50758739.50 1991-04-01167.62761549.53 1991-07-01167.90761599.28 1991-10-01170.28765488.69 1992-01-01171.59779638.71 1992-04-01171.55785158.68 1992-07-01173.50785698.01 1992-10-01174.39785638.21 1993-01-01174.45787747.73 1993-04-01176.11786747.45 1993-07-01177.54784517.08 1993-10-01179.00787147.05 1994-01-01180.14790557.30 1994-04-01181.24796588.44 1994-07-01182.00798748.59 1994-10-01181.83807359.10 1995-01-01182.80812888.81 1995-04-01185.78812437.95 1995-07-01188.62817067.70 1995-10-01190.12819277.35 1996-01-01192.27825057.24 1996-04-01192.59830568.11 1996-07-01193.46834478.16 1996-10-01194.95836157.71 1997-01-01196.59842327.79 1997-04-01198.24847097.92 1997-07-01200.97854347.47 1997-10-01203.57863877.20 1998-01-01206.62880027.05 1998-04-01208.47889887.09 1998-07-01211.38896156.86 1998-10-01213.89900726.77 1999-01-01216.15906486.88 1999-04-01219.04906247.21 1999-07-01222.14909427.80 1999-10-01224.44920027.83 2000-01-01228.72935798.26 2000-04-01232.45943158.32 2000-07-01236.67951588.03 2000-10-01240.33952277.64 2001-01-01246.25958187.01 2001-04-01250.37955107.13 2001-07-01254.25975126.97 2001-10-01257.41960616.78 2002-01-01261.12981846.97 2002-04-01265.54984636.82 2002-07-01270.82980876.29 2002-10-01274.67983186.08 2003-01-01278.02983875.84 2003-04-01281.40995925.51 2003-07-01285.691009746.01 2003-10-01293.761011395.92 2004-01-01298.331016775.61 2004-04-01305.581024556.13 2004-07-01317.241027415.89 2004-10-01323.991037645.73 2005-01-01331.451025485.76 2005-04-01342.021031405.72 2005-07-01352.311034055.76 2005-10-01360.291039976.22 2006-01-01366.061061406.24 2006-04-01369.851060616.60 2006-07-01372.921060896.56 2006-10-01376.741072036.25 2007-01-01378.171076676.22 2007-04-01377.961076356.37 2007-07-01373.841076386.55 2007-10-01372.811074576.23 2008-01-01370.321079945.88 2008-04-01361.281100276.09 2008-07-01350.151072406.32 2008-10-01347.081076805.87 2009-01-01349.701072565.06 2009-04-01340.401077985.03 2009-07-01331.461063705.16 2009-10-01329.141059844.92 2010-01-01325.181058785.00 2010-04-01322.391070634.91 2010-07-01325.551073844.45 2010-10-01323.241079194.41 2011-01-01314.321090614.85 2011-04-01309.091087104.66 2011-07-01311.681090724.31 2011-10-01313.191089314.01 2012-01-01309.961105583.92 2012-04-01308.931110113.80 2012-07-01312.911106803.55 2012-10-01315.491136063.36 2013-01-01317.131096763.50 2013-04-01322.321105243.69 2013-07-01327.801108674.44 2013-10-01331.191107154.30 2014-01-01333.561114714.36 2014-04-01340.981124414.23 Macroeconomics and Forecasting dataZoa Instructions dataZoa is a cloud-based data management system. It allows the user to link to time series maintained by many of the most popular public data providers, including the Census Bureau, the Bureau of Economic Analysis, the Bureau of Labor Statistics, FBI Crime Statistics, SEC Edgar Filings, and many, many more. Once a user has created a link using dataZoa, the data will auto-update in the user’s account as new estimates become available. The data update will also capture revisions, a common occurrence with most macroeconomic time series. Users can then use dataZoa to create visualizations, like charts and tables, which will also auto-update as new estimates are released. These visualizations can be embedded in public or private webpages. See ebr.eller.arizona.edu for examples. Users can also import their own data into dataZoa, then create and share visualizations based on that data. NOTE: you must use either Chrome or Firefox to use dataZoa. (Even with Apple products) Creating Your dataZoa account: Visit http://www.dataZoa.com and create an account. Anyone with a valid arizona.edu email address will have access to a student account. A student level account will allow you to link to 400 auto-updating series of your choice. You can also import as much of your own data into dataZoa as you like. 1) Once you have your account, click on Quick Start (top of the screen) or use the Ready-Set-Go! Protocol provided by dataZoa in the center of the screen. a. Follow the directions to install the dZ-Dot. (Step #1) b. View the videos on how to. i. Drag some data ii. Build a calculation iii. Build a Display iv. Share your work c. Don’t worry about any references to DataZephyr, we will not use it in this class (Step #2 optional) Example 1: Build a Simple Table in dataZoa Create a table with quarterly US Real GDP Growth Rates (BEA US real GDP Table 1.1.1.) 1) Visit the BEA website(www.bea.gov) a. See National: click on Gross Domestic Product (GDP) b. Click on: Interactive Tables: GDP and the National Income and Product Account (NIPA) Historical Tables c. Click on Begin using the data d. Explore and find Table 1.1.1. e. Make sure that you have the BEA page display the range of data you want, for instance from 2013Q1-2016Q3 2) Drag/drop all data from Table 1.1.1. into your dataZoa account a. Use the dZ-Dot 3) Create a list of the data you just imported, call it USRGDP_GrowthRates a. Lists help you organize your data b. First, be sure you are on the Workbench tab (it’s right next to the dZ Dropzone) c. Check the boxes for all of the series you just downloaded d. Click on the GroupLists button (next to Export) e. Type in the new name: USRGDP_GR, click Create i. Note that you can this button to reorder the series in the group, if you like ii. Don’t forget to click “Save Order” if you do choose to reorder f. Now click on the Drop Down Menu (see the arrow below) and select USRGDP_GR i. Since this is your first group, there is no change 4) Select all data in the list by checking the top box 5) Click on the Table button: Table=>New 6) dataZoa will pop up a page titled: “Build an Embeddable Table of Data” 7) Name the Table: “US Real GDP Growth Rates” 8) Click the Tab labeled “Table Options”, dataZoa pops up a new set of tabs 9) Click the Tab labeled Table Settings: Give the table a title: “US Real GDP Growth Rates” 10) Select the number of periods to display: try 6 11) Click the Tab labeled “Knock Out Repetitive Label Text”: Click the button “Identify Repetitive Phrases”: datazoa suggests the repetitive text and deletes it from the table. 12) Be sure to save the Table (often)! 13) Note that you can use the Cell Formatting tab to control decimal places, etc. 14) Note that you can download the data in the table to CSV file, for further analysis and processing. 15) You can control the Table width and height (to eliminate the slider), as well as fonts, text size, and heading & row colors. See below for Style recommendations. 16) Keep in mind that this Table will auto-update as new/revised data become available. Share the Table you created 1)
Answered Same DayDec 11, 2021

Answer To: Macroeconomics and Forecasting Assignment: Homework 3 Learning Objectives •Use the multiplier model...

Komalavalli answered on Dec 13 2021
141 Votes
Sheet2
    Date    10-Year Treasury Constant Maturity Rate    30 year Mortgage rate
     January 1980     10.8    12.88
     February 1980     12.41    13.04
     March 1980     12.75    15.28
     April 1980     11.47    16.33
     Ma
y 1980     10.18    14.26
     June 1980     9.78    12.71
     July 1980     10.25    12.19
     August 1980     11.1    12.56
     September 1980     11.51    13.20
     October 1980     11.75    13.79
     November 1980     12.68    14.21
     December 1980     12.84    14.79
     January 1981     12.57    14.90
     February 1981     13.19    15.13
     March 1981     13.12    15.40
     April 1981     13.68    15.58
     May 1981     14.1    16.40
     June 1981     13.47    16.70
     July 1981     14.28    16.83
     August 1981     14.94    17.29
     September 1981     15.32    18.16
     October 1981     15.15    18.45            SUMMARY OUTPUT
     November 1981     13.39    17.83
     December 1981     13.72    16.92            Regression Statistics
     January 1982     14.59    17.40            Multiple R    0.99
     February 1982     14.43    17.60            R Square    0.98
     March 1982     13.86    17.16            Adjusted R Square    0.98
     April 1982     13.87    16.89            Standard Error    0.47
     May 1982     13.62    16.68            Observations    441
     June 1982     14.3    16.70
     July 1982     13.95    16.82            ANOVA
     August 1982     13.06    16.27                df    SS    MS    F    Significance F
     September 1982     12.34    15.43            Regression    1    5082.8806652714    5082.8806652714    22792.9212733306    0
     October 1982     10.91    14.61            Residual    439    97.8981406243    0.2230025982
     November 1982     10.55    13.83            Total    440    5180.7788058957
     December 1982     10.54    13.62
     January 1983     10.46    13.25                Coefficients    Standard Error    t Stat    P-value    Lower 95%    Upper 95%    Lower 95.0%    Upper 95.0%
     February 1983     10.72    13.04            Intercept    1.52    0.05    30.94    0.00    1.43    1.62    1.43    1.62
     March 1983     10.51    12.80            10-Year Treasury Constant Maturity Rate    1.04    0.01    150.97    0.00    1.03    1.05    1.03    1.05
     April 1983     10.4    12.78
     May 1983     10.38    12.63
     June 1983     10.85    12.87
     July 1983     11.38    13.42            RESIDUAL OUTPUT
     August 1983     11.85    13.81
     September 1983     11.65    13.73            Observation    Predicted 30 year Mortgage...
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