审核资料金融英审.docx
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审核资料金融英审.docx
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审核资料金融英审
统计学
Statisticsisthestudyofthecollection,organization,analysis,andinterpretationofdata.
1.统计变量集中趋势的测定:
Tomeasurethecentraltendencyofstatisticalvariables.
Statisticalindicators:
arithmeticmean(distinguishedfromthegeometricmeanorharmonicmean),weightedaverage,mode,median…
2.统计变量离散程度的判定:
Tomeasurethedispersiondegreeofthestatisticalvariables.['vεəriəbl]
Statisticalindicators:
range,averagedeviation(平均差),variance,standarddeviation
Variance:
itisameasureofhowfarasetofnumbersarespreadoutfromeachother.
Standarddeviation:
Itshowshowmuchvariationor"dispersion"thereisfromtheaverage.
3.抽样分布:
Instatistics,asamplingdistributionistheprobabilitydistributionofagivenstatisticbasedonarandomsample.
标准误差:
Standarderror---Thestandarddeviationofthesamplingdistributionofthestatisticisreferredtoasthestandarderrorofthatquantity.
4.参数估计:
Parameterestimationistheprocessthatusesthesamplesfromapopulationtoestimatetheparameterofthepopulation,suchasthepopulationmean,thepopulationvariance,etc.
5.假设检验:
Statisticalhypothesistestingismakingahypothesisabouttheparameterordistributionofapopulationinadvance,thenusingthesampleinformationtodeterminewhetherthehypothesisisreasonableornot.
显著性水平:
Theamountofevidencerequiredtoacceptthataneventisunlikelytohavearisenbychanceisknownasthesignificancelevelorcriticalp-value.
Null/Alternatehypothesis:
零假设备择假设
计量经济学
Econometrics[i,kɔnə’metriks]hasbeendefinedas"theapplicationofmathematicsandstatisticalmethodstoeconomicdata"anddescribedasthebranchofeconomics"thataimstogiveempirical[em'pirikəl]contenttoeconomicrelations."
相关分析:
Correlationanalysis—analyzetherelationshipbetweentwovariables—usuallyusingthecorrelationcoefficienttodescribetherelationship:
R=1perfectcorrelation
R=0uncorrelated
Risbetween0and1:
partialcorrelation
回归分析:
Regressionanalysis:
linearregressionisanapproachtomodelingtherelationshipbetweenascalarvariableyandoneormoreexplanatoryvariablesdenotedX.
Simpleregression:
oneexplanatoryvariable
Multipleregression:
Morethanoneexplanatoryvariable
可决系数在数值上等于简单线性相关系数的平方
Coefficientofdeterminationisnumericallyequaltothesquareofasimplelinearcorrelationcoefficient.
多重共线性multicollinearity[,mʌltikəli'niəriti]:
Multicollinearityisastatisticalphenomenoninwhichtwoormorepredictorvariablesinamultipleregressionmodelarehighlycorrelated.
Remedies:
Ridgeregression;Obtainmoredata,ifpossible;Droponeofthevariables.
异方差性Heteroscedasticity[,hetərəuskədæs'tisəti]:
iftherearesub-populationsthathavedifferentvariabilitiesthanothers.
Remedies:
Weightedleastsquares
自相关Autocorrelation:
Autocorrelationisthephenomenonthatthereexistscorrelativityamongtherandomerrorterms.
Remedies:
TheGeneralizedDifferenceMethod
西方经济学
Macroeconomics:
Macroeconomicsisabranchofeconomicsdealingwiththeperformance,structure,behavior,anddecision-makingoftheentireeconomy.Thisincludesanational,regional,orglobaleconomy.
Measuresofnationalincomeandoutput:
toestimatetotaleconomicactivityinacountryorregion,includinggrossdomesticproduct(GDP),grossnationalproduct(GNP),andnetnationalincome(NNI)
---Theexpenditureapproach.Itfocusesonfindingthetotaloutputofanationbyfindingthetotalamountofmoneyspent.
[C=householdconsumption,I=grossprivatedomesticinvestment,G=governmentconsumptionandgrossinvestment,X=grossexportsofgoodsandservices,M=grossimportsofgoodsandservices]
---Theincomeapproach.Itequatesthetotaloutputofanationtothetotalfactorincomereceivedbypeopleofthenation.
Nationalincome=Compensationofemployees+Netinterest+Rental&royaltyincome+Profitoffirms+Incomefromself-employment+NFIA(netfactorincomefromabroad).
TheIS/LMmodel(InvestmentSaving/LiquiditypreferenceMoneysupply)isamacroeconomictoolthatdemonstratestherelationshipbetweeninterestratesandrealoutputinthegoodsandservicesmarketandthemoneymarket.
TheIScurveisdefinedbytheequation:
whereYrepresentsincome,C(Y−T(Y))representsconsumerspendingasanincreasingfunctionofdisposableincome(income,Y,minustaxes,T(Y),whichthemselvesdependpositivelyonincome),I(r)representsinvestmentasadecreasingfunctionoftherealinterestrate,Grepresentsgovernmentspending,andNX(Y)representsnetexports(exportsminusimports)asadecreasingfunctionofincome(decreasingbecauseimportsareanincreasingfunctionofincome).Inthisequation,thelevelofG(governmentspending)ispresumedtobeexogenous,meaningthatitistakenasagiven.
TheLMcurveisdefinedbytheequation:
M/P=L(i,Y),
wherethesupplyofmoneyisrepresentedastherealamountM/P(asopposedtothenominalamountM),withPrepresentingthepricelevel,andLbeingtherealdemandformoney,whichissomefunctionoftheinterestrateiandthelevelYofrealincome.TheLMcurveshowsthecombinationsofinterestratesandlevelsofrealincomeforwhichmoneysupplyequalsmoneydemand—thatis,forwhichthemoneymarketisinequilibrium.
Microeconomics:
Microeconomicsisabranchofeconomicsthatstudiesthebehaviorofhowtheindividualmodernhouseholdandfirmsmakedecisionstoallocatelimitedresources.
Demandcurve:
Ineconomics,thedemandcurveisthegraphdepictingtherelationshipbetweenthepriceofacertaincommodity,andtheamountofitthatconsumersarewillingandabletopurchaseatthatgivenprice.
Supplycurve:
Agraphshowingthehypotheticalsupplyofaproductorservicethatwouldbeavailableatdifferentpricepoints.
Priceelasticityofdemand:
Priceelasticityofdemand(PEDorEd)isameasureusedineconomicstoshowtheresponsiveness,orelasticity,ofthequantitydemandedofagoodorservicetoachangeinitsprice.
Point-priceelasticity:
Arcelasticity:
Priceelasticityofsupply:
Priceelasticityofsupply(PESorEs)isameasureusedineconomicstoshowtheresponsiveness,orelasticity,ofthequantitysuppliedofagoodorservicetoachangeinitsprice.
E>1,thedemandfor/supplyofthegoodissaidtobeelastic;
Thatis,changesinpricehavearelativelysmalleffectonthequantityofthegooddemanded/supplied.
E<1,thedemandfor/supplyofthegoodissaidtobeinelastic;
Thatis,changesinpricehavearelativelylargeeffectonthequantityofagooddemanded/supplied.
E=0indicatesthatquantitydemanded/supplieddoesnotrespondtoapricechange:
itis"fixed"indemand/supply.
Indifferencecurve:
Anindifferencecurveisagraphshowingdifferentbundlesofgoodsbetweenwhichaconsumerisindifferent.Thatis,ateachpointonthecurve,theconsumerhasnopreferenceforonebundleoveranother.
Marginalrateofsubstitution:
Ineconomics,themarginalrateofsubstitutionistherateatwhichaconsumerisreadytogiveuponegoodinexchangeforanothergoodwhilemaintainingthesamelevelofutility.
Substitutioneffect&Incomeeffect:
budgetconstraint预算线(budgetconstraint)
Substitutioneffect:
Thesubstitutioneffectistheeffectobservedwithchangesinrelativepriceofgoods.
ConstructthedemandcurveforgoodY.
Incomeeffect:
Priceeffectassumofsubstitutionandincomeeffects
Ifthegoodinquestionisanormalgood,thentheincomeeffectfromtheriseinpurchasingpowerfromapricefallreinforcesthesubstitutioneffect.Ifthegoodisaninferiorgood,thentheincomeeffectwilloffsetinsomedegreethesubstitutioneffect.Iftheincomeeffectforaninferiorgoodissufficientlystrong,theconsumerwillbuylessofthegoodwhenitbecomeslessexpensive,aGiffengood(commonlybelievedtobeararity).
Productionfunction
Inmicroeconomicsandmacroeconomics,aproductionfunctionisafunctionthatspecifiestheoutputofafirm,anindustry,oranentireeconomyforallcombinationsofinputs.
Linearfunction:
Q=a+bX1+cX2+dX3+...
Cobb-Douglasproductionfunction:
TheLeontiefproductionfunctionappliestosituationsinwhichinputsmustbeusedinfixedproportions:
Thelong-termtotalcost/long-termaveragecostcurveistheenvelopecurveofmanyshort-termtotalcost/short-termaveragecostcurves.
货币银行学
MoneyandBanking
Functionsofmoney:
Moneyfunctionsasamediumofexchange(intermediatetheexchangeofgoodsandservices),aunitofaccount(astandardnumericalunitofmeasurementofthemarketvalueofgoods,services,andothertransactions),astandardofdeferredpayment(anacceptedwaytosettleadebt–aunitinwhichdebtsaredenominated),andastoreofvalue(amoneymustbeabletobereliablysaved,stored,andretrieved).
Moneycreation:
Moneycreationistheprocessbywhichthemoneysupplyofacountryoramonetaryregion(suchastheEurozone)isincreased.First,thecentralbankintroducesnewmoneyintotheeconomy(termed'expansionarymonetarypolicy')bypurchasingfinancialassetsorlendingmoneytofinancialinstitutions.Second,thenewmoneyintroducedbythecentralbankismultipliedbycommercialbanksthroughfractionalreservebanking
B(basemoney)=R(reservedeposit)+C(cashoutsidethebanksystem)
Moneysupply(C+D)=m(moneymultiplier)×B
(D=derivativemoney)
Derivativemultiplier:
K=△D/△R=1/r,whereristherequiredreserveratio
→→→→→→→→→→△D=△R×1/r
Moneymultiplier:
m=(C+D)/(C+R)
MoneyDemandTheory:
FisherEquationofExchange:
MV=PT,whereMistheamountofmoney,Visthevelocityofthemoney,Pistheweightedaveragepriceofallthegoodsandservice,Tisthequantityofgoodsandservice.
Keynesiantheory:
M=M1+M2=L1(Y)【transactionmotive&precautionarymotive】+L2(r)【speculativemoti
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