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xiya · 2020年08月29日

问一道题:NO.PZ2018091901000048 [ CFA III ]

问题如下:

Wakuluk’s approach to economic forecasting utilizes a structural model in conjunction with a diffusion index to determine the current phase of a country’s business cycle. This approach has produced successful predictions in the past, thus Wakuluk has high confidence in the predictions.

Wakuluk’s approach to economic forecasting:

选项:

A.

is flexible and limited in complexity.

B.

can give a false sense of precision and provide false signals.

C.

imposes no consistency of analysis across items or at different points in time.

解释:

B is correct.

Wakuluk’s approach to economic forecasting utilizes both a structural model (e.g., an econometric model approach) and a diffusion index (e.g., a leading indicator-based approach). However, the two approaches have weaknesses: An econometric model approach may give a false sense of precision, and a leading indicator-based approach can provide false signals. Two strengths of the checklist approach are its flexibility and limited complexity, although one weakness is that it imposes no consistency of analysis across items or at different points in time.

解析:Wakuluk的经济预测方法利用了结构模型(如计量模型方法)和扩散指数(如基于领先指标的方法)。然而,这两种方法都有弱点。比如计量经济模型方法可能会给人一种错误的精度感,而基于领先指标的方法可能会提供错误的信号。

题目中没有体现的检查表方法的两个优点是它的灵活性和简单实用性(A不入选),但是它也有缺点,它的一个缺点是在不同的项目或不同的时间点上没有强加一致性的分析(C不入选)。

所以本题中只有B选项正确。

Econometric Models有哪些?Leading Indicator-Based用到的方法和指数什么的有哪些?谢谢!
2 个答案
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源_品职助教 · 2020年08月31日

嗨,爱思考的PZer你好:


Econometric Models 的具体类型原版书并没有具体举例,根据其定义,我理解凡是符合计量模型定义的模型都可以算作 Econometric Models 。比如单因素模型、多因素模型、APT模型等等。

Leading Indicator-Based 主要用两者,一类就是用具体单个指标去判断经济走势,这类指标各国发布不同,下图可供参考。二是吧很多单个指标结合起来形成diffusion index去判断经济走势。


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加油吧,让我们一起遇见更好的自己!


源_品职助教 · 2020年08月31日

嗨,努力学习的PZer你好:


 


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努力的时光都是限量版,加油!


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NO.PZ2018091901000048 问题如下 Wakuluk’s approato economic forecasting utilizes a structurmol in conjunction with a ffusion inx to termine the current phase of a country’s business cycle. This approahprocesuccessful prections in the past, thus Wakuluk hhigh confinin the prections. Wakuluk’s approato economic forecasting: A.is flexible anlimitein complexity. B.cgive a false sense of precision anprovi falsesignals. imposes noconsistenof analysis across items or fferent points in time. B is correct. Wakuluk’s approato economic forecasting utilizes both a structurmol (e.g., econometric mol approach) ana ffusion inx (e.g., a leang incator-baseapproach). However, the two approaches have weaknesses: econometric mol approamgive a false sense of precision, ana leang incator-baseapproacprovi false signals. Two strengths of the checklist approaare its flexibility anlimitecomplexity, although one weakness is thit imposes no consistenof analysis across items or fferent points in time.解析Wakuluk的经济预测方法利用了结构模型(如计量模型方法)和扩散指数(如基于领先指标的方法)。然而,这两种方法都有弱点。比如计量经济模型方法可能会给人一种错误的精度感,而基于领先指标的方法可能会提供错误的信号。题目中没有体现的检查表方法的两个优点是它的灵活性和简单实用性(A不入选),但是它也有缺点,它的一个缺点是在不同的项目或不同的时间点上没有强加一致性的分析(C不入选)。所以本题中只有B正确。 如题

2024-06-25 20:39 1 · 回答

NO.PZ2018091901000048 问题如下 Wakuluk’s approato economic forecasting utilizes a structurmol in conjunction with a ffusion inx to termine the current phase of a country’s business cycle. This approahprocesuccessful prections in the past, thus Wakuluk hhigh confinin the prections. Wakuluk’s approato economic forecasting: A.is flexible anlimitein complexity. B.cgive a false sense of precision anprovi falsesignals. imposes noconsistenof analysis across items or fferent points in time. B is correct. Wakuluk’s approato economic forecasting utilizes both a structurmol (e.g., econometric mol approach) ana ffusion inx (e.g., a leang incator-baseapproach). However, the two approaches have weaknesses: econometric mol approamgive a false sense of precision, ana leang incator-baseapproacprovi false signals. Two strengths of the checklist approaare its flexibility anlimitecomplexity, although one weakness is thit imposes no consistenof analysis across items or fferent points in time.解析Wakuluk的经济预测方法利用了结构模型(如计量模型方法)和扩散指数(如基于领先指标的方法)。然而,这两种方法都有弱点。比如计量经济模型方法可能会给人一种错误的精度感,而基于领先指标的方法可能会提供错误的信号。题目中没有体现的检查表方法的两个优点是它的灵活性和简单实用性(A不入选),但是它也有缺点,它的一个缺点是在不同的项目或不同的时间点上没有强加一致性的分析(C不入选)。所以本题中只有B正确。 ffusion inx和leang incator baseapproach是同一个方法的两个名字吗?

2023-10-27 11:37 1 · 回答

NO.PZ2018091901000048 问题如下 Wakuluk’s approato economic forecasting utilizes a structurmol in conjunction with a ffusion inx to termine the current phase of a country’s business cycle. This approahprocesuccessful prections in the past, thus Wakuluk hhigh confinin the prections. Wakuluk’s approato economic forecasting: A.is flexible anlimitein complexity. B.cgive a false sense of precision anprovi falsesignals. imposes noconsistenof analysis across items or fferent points in time. B is correct. Wakuluk’s approato economic forecasting utilizes both a structurmol (e.g., econometric mol approach) ana ffusion inx (e.g., a leang incator-baseapproach). However, the two approaches have weaknesses: econometric mol approamgive a false sense of precision, ana leang incator-baseapproacprovi false signals. Two strengths of the checklist approaare its flexibility anlimitecomplexity, although one weakness is thit imposes no consistenof analysis across items or fferent points in time.解析Wakuluk的经济预测方法利用了结构模型(如计量模型方法)和扩散指数(如基于领先指标的方法)。然而,这两种方法都有弱点。比如计量经济模型方法可能会给人一种错误的精度感,而基于领先指标的方法可能会提供错误的信号。题目中没有体现的检查表方法的两个优点是它的灵活性和简单实用性(A不入选),但是它也有缺点,它的一个缺点是在不同的项目或不同的时间点上没有强加一致性的分析(C不入选)。所以本题中只有B正确。 老师,请问C为什么不能理解成regime change 呢,这样就不是checklist 方法的特点了。

2023-06-30 18:00 1 · 回答

NO.PZ2018091901000048问题如下Wakuluk’s approato economic forecasting utilizes a structurmol in conjunction with a ffusion inx to termine the current phase of a country’s business cycle. This approahprocesuccessful prections in the past, thus Wakuluk hhigh confinin the prections. Wakuluk’s approato economic forecasting: A.is flexible anlimitein complexity. B.cgive a false sense of precision anprovi falsesignals. imposes noconsistenof analysis across items or fferent points in time. B is correct. Wakuluk’s approato economic forecasting utilizes both a structurmol (e.g., econometric mol approach) ana ffusion inx (e.g., a leang incator-baseapproach). However, the two approaches have weaknesses: econometric mol approamgive a false sense of precision, ana leang incator-baseapproacprovi false signals. Two strengths of the checklist approaare its flexibility anlimitecomplexity, although one weakness is thit imposes no consistenof analysis across items or fferent points in time.解析Wakuluk的经济预测方法利用了结构模型(如计量模型方法)和扩散指数(如基于领先指标的方法)。然而,这两种方法都有弱点。比如计量经济模型方法可能会给人一种错误的精度感,而基于领先指标的方法可能会提供错误的信号。题目中没有体现的检查表方法的两个优点是它的灵活性和简单实用性(A不入选),但是它也有缺点,它的一个缺点是在不同的项目或不同的时间点上没有强加一致性的分析(C不入选)。所以本题中只有B正确。这个是之前老师回答的“但是它也有缺点,它的一个缺点是在不同的项目或不同的时间点上没有强加一致性的分析(C不入选)” 不是很明白。请一下为什么C不对。谢谢

2022-04-22 02:10 1 · 回答

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2022-04-16 22:28 2 · 回答