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Ruthlessbaby · 2020年02月24日

问一道题:NO.PZ2020012201000010

问题如下:

Sara Izekand Adam Berke are members of the asset allocation committee at Cycle Point Advisors, which emphasizes the business cycle within its tactical asset allocation process.

Berke has developed a time series model of the business cycle that uses a published LEI series as a key input. He presents forecasts based on the model at each asset allocation meeting.

Izek is eclectic in her approach, preferring to sample research from a wide variety of source seach month and then focus on whatever perspectives and results seem most interesting. She usually brings a stack of charts she has copied to the asset allocation meeting.

Which of the main forecasting approaches (or combination of approaches) best describe(s) each analyst’s own practice?

选项:

A.

Berke uses the econometric modeling approach in conjunction with the checklist approach .

Izek’s practice is essentially a LEI approach..

B.

Both Izek and Berke uses the econometric modeling approach in conjunction with the LEI approach.

C.

Berke uses the econometric modeling approach in conjunction with the LEI approach.

Izek’spractice is essentially a checklist approach.

解释:

C is correct.

Berke 用的 time series model 属于econometric modeling approach范畴,同时他还用了 published LEI series 作为关键变量,所以也结合了LEI approach

而Izek喜欢每个月从各种各样的资源中选取研究样本,然后专注于最有趣的观点和结果,其中还包含了很多图和表。这是checklist approach.

preferring to sample research from a wide variety of source seach month  这一句意思不是说从数据出发进行研究吗?那不就是reduced model 吗?

1 个答案

源_品职助教 · 2020年02月25日

嗨,努力学习的PZer你好:


可是选项里没有 reduced model 这一项。

reduced model 一般也只是 econometric modeling approach 的一种而已。


-------------------------------
努力的时光都是限量版,加油!


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