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海伦岛主 · 2020年11月18日

问一道题:NO.PZ201512020300000901

* 问题详情,请 查看题干

问题如下:

Based on Exhibit 1, Olabudo should:

选项:

A.

conclude that the inflation predictions are unbiased.

B.

reject the null hypothesis that the slope coefficient equals 1.

C.

reject the null hypothesis that the intercept coefficient equals 0.

解释:

A is correct. If the consensus inflation forecast is unbiased, then the intercept, b0, should equal 0, and the slope coefficient, b1, should equal 1. The t-statistic for the intercept coefficient is 0.5351, which is less than the critical t-value of 2.0, so the intercept coefficient is not statistically different than 0. To test whether the slope coefficient equals 1, the t-statistic is calculated as: t=–1.0968

Because the absolute value of the t-statistic of –1.0968 is less than the critical t-value of 2.0, the slope coefficient is not statistically different than 1. Therefore, Olabudo can conclude that the inflation forecasts are unbiased.

请问关于If the consensus inflation forecast is unbiased, then the intercept, b0, should equal 0, and the slope coefficient, b1, should equal 1,这个知识点是经济学的吗?为什么unbiased就是intercept为0,slope coefficient就是1呢?

1 个答案

星星_品职助教 · 2020年11月18日

同学你好,

这道题直接从字面含义上去理解就可以了。根据题干条件,写出用于预测的方程为:

Actual US CPI =b0 + b1 CPI consensus forecast,

通过方程可以看出,当b0=0,b1=1时,就相当于Actual US CPI =CPI consensus forecast。这时预测得出的CPI正好等于了真实CPI。这就说明了预测是无偏的(unbiased)。

所以针对b0=0,b1=1进一步做两个假设检验就可以了。

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NO.PZ201512020300000901 老师好 为啥 If the consensus inflation forecast is unbiase then the intercept, b0, shoulequ0, anthe slope coefficient, b1, shoulequ1. 这里该怎么理解?谢谢

2021-11-11 16:07 1 · 回答

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2021-10-23 00:47 1 · 回答

NO.PZ201512020300000901 unbitest都要做两个test 吗?一个是b0=0,一个b1=1吗?

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2021-08-14 19:42 1 · 回答

NO.PZ201512020300000901 老师 b0的原假设为什么等于0 b1为什么等于1 ? 表1中给出了b1的t检验统计量了 为什么还要自己算?

2021-06-03 17:35 1 · 回答