...11072100 Lebanon. Land Line: 961 - 1 - 355046 Mobile 961 - 3 - 714279 E-mail: Prof., charbaji@charbaji.com Computer Skills: Econometrics Eviews, SPSS, Advanced SPSS, Excel and Microsoft Project. EDUCATION: Year 1978 Degree Ph.D. Institution Univ. of Northern Colorado Department of Applied Statistics & Research Methods Univ. of Northern Colorado. U.S.A http://www.unco.edu Univ. of Northern Colorado. U.S.A Beirut Arab University Area of Study Applied Statistics & Research Methods http://www.unco.edu/coe/asr m/programs.htm http://www.unco.edu/coe/asr m/index.htm Business Administration/ Financial Management Commerce/Economics 1975 1971 M.A. B.A. Published Research In International Referred Journals: " The Effect of Globalization on Commitment to Ethical Corporate Governance and Corporate Social Responsibility in Lebanon”, Social Responsibility Journal (2009). http://www.emeraldinsight.com.ezproxy.aub.edu.lb/Insight/viewContainer.do;jsessionid=F8 FECFB1ECF1459573B900E5DE0A6B28?containerType=Journal&containerId=6000003 "Assessing the Global Readiness of Arab Countries to Join the WTO: A Multivaraite analysis" Journal of Economic & Administrative Sciences (JEAS) Vol. 24, No. 1, June 2008 (1 - 14). http://jeas.cbe.uaeu.ac.ae/jeas2008_Jun/01_Assess.pdf http//:jeas.cbe.uaeu.ac.ae Developing a model to restructure the overpopulated banking industry in Lebanon Author(s): Abdulrazzak Charbaji Managerial Auditing Journal; Volume: 16 Issue: 1; 2001 Case study View HTML | View...
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...of Economics Project of Econometric Modelling © 2013 CULS in Prague I. One equation model: The following econometric model would like to analyze the impacts of consumption, interest rate and unemployment rate on Gross Domestic Product of China based on the data extracted from National Bureau of Statistics of China.(1992-2011 National Data in 1992-2011 ). 1. Economic model and econometric model 2.1. Assumption * Gross Domestic Product (GDP) depends on the following variables: * Private Consumption * Government spending * Total wage of employees * General model: GDP = f (Private Consumption, Government spending, Total wage of employees) * Dependency between variables based on economic theory: * Increase of private consumption will cause increase in GDP. * Increase of Government spending will cause increase in GDP. * Increase of Total wage will cause increase in GDP. 2.2. Economic and econometrics model * Declaration of variables Variable | Symbol | Unit | Gross Domestic Product | y1 | 100 million yuan | Unit vector | x1 | | Private Consumption | x2 | 100 million yuan | Government spending | x3 | 100 million yuan | Total wage of employees | x4 | 100 million yuan | Stochastic variable | u1t | | * Economic model: y1 = γ1+ γ2 x2 + γ3 x3 + γ4 x4 . Insert stochastic variable- u1t into economic model to form econometric model. * Econometric...
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...Econometrics (Economics 360) Syllabus: Spring 2015 Instructor: Ben Van Kammen Office: Krannert 531 Office Hours: Friday, 10 a.m.-noon Email: bvankamm@purdue.edu Meeting Location: KRAN G010 Meeting Days/Times: TR 1:30-2:45 p.m. (001) TR 3-4:15 p.m. (002) TR 4:30-5:45 p.m. (003) Course Description This is an upper division economics course required for students pursuing a BS in economics. It is one of the few courses that explicitly covers empirical methods, i.e., the analysis of observed economic behavior in the form of data. Empirics stand in contrast to theory, e.g., micro and macro, about how agents behave. Despite this under-representation, empirical analysis comprises a large part of economists’ workload and is one of the most practical skills that an economics student can learn. Course Objectives In this class students will: 1. perform statistical and practical inference based on the results of empirical analysis, 2. identify useful characteristics of estimators, e.g., unbiasedness, consistency, efficiency, 3. state predictions of theoretical economic models in terms of testable hypotheses, 4. model economic relationships using classical methods, such as Ordinary Least Squares, derive the properties of estimators related to these methods, and 5. perform estimation using methods discussed in class using software, 6. perform diagnostic tests that infer whether a model’s assumptions are invalid, 7. evaluate empirical models based on whether their resulting estimators...
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...YOUR ECONOMETRICS PAPER BASIC TIPS There are a couple of websites that you can browse to give you some ideas for topics and data. Think about what you want to do with this paper. Econometrics is a great tool to market when looking for jobs. A well-written econometrics paper and your presentation can be a nice addition to your resume. You are not expected to do original research here. REPLICATION of prior results is perfectly acceptable. Read Studenmund's Chapter 11. One of the most frustrating things in doing an econometrics paper is finding the data. Do not spend a lot of time on a topic before determining whether there is data available that will allow you to answer your question. It is a good idea to write down your ideal data set that would allow you to address your topic. If you find that the available data is not even close to what you had originally desired, you might want to change your topic. Also, remember that knowing the location of your data – website, reference book, etc – is not the same as having your data available to use. It may take a LONG time to get the data in a format that EVIEWS can read. Do not leave this till the last minute. For most data, I enter the data into Excel first. I save the Excel sheet in the oldest version, namely MS Excel Worksheet 2.1 . The reason is that format can be read by most programs whereas newer formats may or may not be read. Eviews easily reads an Excel sheet 2.1 version. You should use the...
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...e YOUR ECONOMETRICS PAPER BASIC TIPS There are a couple of websites that you can browse to give you some ideas for topics and data. Think about what you want to do with this paper. Econometrics is a great tool to market when looking for jobs. A well-written econometrics paper and your presentation can be a nice addition to your resume. You are not expected to do original research here. REPLICATION of prior results is perfectly acceptable. Read Studenmund's Chapter 11. One of the most frustrating things in doing an econometrics paper is finding the data. Do not spend a lot of time on a topic before determining whether there is data available that will allow you to answer your question. It is a good idea to write down your ideal data set that would allow you to address your topic. If you find that the available data is not even close to what you had originally desired, you might want to change your topic. Also, remember that knowing the location of your data – website, reference book, etc – is not the same as having your data available to use. It may take a LONG time to get the data in a format that EVIEWS can read. Do not leave this till the last minute. For most data, I enter the data into Excel first. I save the Excel sheet in the oldest version, namely MS Excel Worksheet 2.1 . The reason is that format can be read by most programs whereas newer formats may or may not be read. Eviews easily reads an Excel sheet 2.1 version. You should use...
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...Course outline for BUSN85 STRATEGIC CORPORATE FINANCE, Fall 2014, 7.5 credits Introduction The main objective of the course is to further your understanding of the theory and econometrics of corporate finance beyond what is covered in previous courses in corporate finance (esp BUSN92 Empirical Corporate Finance). It is not necessary to have completed BUSN92 Empirical Corporate Finance (corporate finance students), nor BUSN80 Financial Econometrics and BUSN81 Theory of Corporate Finance (MSc finance students), but you are expected to hold equivalent knowledge of the theory and econometrics of corporate finance. The course emphasizes three perspectives: behavioral corporate finance, corporate governance, and microeconometrics. Behavioral corporate finance integrates psychology into the study of corporate financial decisions, while corporate governance focuses on implicit and explicit contracting, supervision, and control for ensuring accountability and reconciliation of conflicting interests. Microeconometrics, finally, refers to econometric tools for analysis of individual-level data on the economic behavior of individuals or firms. Assessment and grading The intention with the assessment is for you to give account for your knowledge and demonstrate your capacity to undertake the abilities you are expected to learn in the course. All assessment tasks must be carried out in English. In the grading, we make use of scoring system where you collect points on different assessment...
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...This page intentionally left blank Introductory Econometrics for Finance SECOND EDITION This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. It includes examples and case studies which finance students will recognise and relate to. This new edition builds on the successful data- and problem-driven approach of the first edition, giving students the skills to estimate and interpret models while developing an intuitive grasp of underlying theoretical concepts. Key features: ● Thoroughly revised and updated, including two new chapters on ● ● ● ● ● ● panel data and limited dependent variable models Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models Detailed examples and case studies from finance show students how techniques are applied in real research Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods Thoroughly class-tested in leading finance schools Chris Brooks is Professor of Finance...
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...This page intentionally left blank Introductory Econometrics for Finance SECOND EDITION This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. It includes examples and case studies which finance students will recognise and relate to. This new edition builds on the successful data- and problem-driven approach of the first edition, giving students the skills to estimate and interpret models while developing an intuitive grasp of underlying theoretical concepts. Key features: ● Thoroughly revised and updated, including two new chapters on ● ● ● ● ● ● panel data and limited dependent variable models Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models Detailed examples and case studies from finance show students how techniques are applied in real research Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods Thoroughly class-tested in leading finance schools Chris Brooks is Professor of Finance at the ICMA Centre, University...
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...Econometric Analysis of the Daily Exchange Rate between the Dollar and the Yen By: Andrew Dupere Intro: The purpose of this model is to explain the variation in price of the USD/JPY currency pair by trying to understand how other financial markets such as stock indexes and other exchange rates affect the USD/JPY. I am personally interested in this study because I trade the USD/JPY along with many other individuals and institutions. An accurate model will provide insight how stock indexes affect the USD/JPY, opportunities to trade the USD/JPY and a foundation to do studies on other currency pairs. Literature Review: A similar study was done by a group of economists (Saeed, Ahmed; Rehmat Ullah Awan) from The University of Sargodha in Pakistan titled “An Econometric Analysis of Determinants of Exchange Rates in Pakistan”. For variables the study used the money supply in each country, the foreign exchange reserve of each country’s government, the government debt of each country and a dummy variable to account for news releases. To calculate each variable (without the coefficient) the respective United States value was subtracted from the Pakistani value and the variables represented the difference between the determinants in each country. Another study on exchange rates was done by A. D. Cohen, from The University of Witwatersrand called “An Econometric Model for Foreign Exchange Rate Forecasting”. For variables, Cohen used balance of payments, foreign exchange reserves...
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...GUIDE TO COMPUTER MODELS 2 The Inevitability of Using Models........................................................................3 Mental and Computer Models..............................................................................2 The Importance of Purpose..................................................................................3 Two Kinds of Models: Optimization Versus Simulation and Econometrics.......4 Optimization.............................................................................................4 Limitations of Optimization..........................................................5 When To Use Optimization..........................................................8 Simulation................................................................................................9 Limitations of Simulation.............................................................11 Econometrics............................................................................................13 Limitations of Econometric...
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...DEVELOPMENT CAUSE ECONOMIC GROWTH? A TIME SERIES ANALYSIS FOR BANGLADESH ECONOMY MD. SHARIF HOSSAIN (PH. D.)1 - KHND. MD. MOSTAFA KAMAL2 Abstract In this paper the principal purpose has been made to investigate the causal relationship between stock market development and economic growth in Bangladesh. To investigate long-run causal linkages between stock market development and economic growth the Engle-Granger causality and ML tests are applied. In this paper another attempt has been made to investigate the non-stationarity in the series of stock market development and economic growth by using modern econometric techniques. The co-integrated tests are applied to know whether this pair of variables shares the same stochastic trend or not. From our analysis it has been found that the stock market development strongly influences the economic growth in Bangladesh economy, but there is no causation from economic growth to stock market development. Thus unidirectional causality has prevailed between stock market development and economic growth in the Bangladesh economy. Also it has been found that all the variables are integrated of order 1, and both the variables stock market development and economic growth share the same stochastic trend in Bangladesh economy. JEL Code: C010 Key Words: Stock Market Development, Causal Relationship, Non-stationarity, Unit Root Test, Co-integrated Tests 1 Introduction Stock market development plays an important role for economic growth in the developed...
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...Time: 3 Hours Project Economics and Management Paper Code: 3.1 Unit-1 Concepts of projects; project identification; formulation, analysis, risk, planning, design, report and appraisal; location of an enterprise; factory design and layout. Unit-II Understanding financial analysis; ratio analysis; fund flow analysis; breakeven analysis; social cost-benefit analysis; budgeting and planning process. Unit-III Sources of development finance; institutional finance to entrepreneurs; working capital management; incentives and subsidies; policies governing entrepreneurship; role of a consultancy organization. Unit-IV A review of project performance; post evaluation approach; community participation in projects; SWOT analysis; managing risk and exposure. Suggested Readings: 1. 2. 3. 4. Note: 1. 2. Four case studies will be discussed in a paper by the concerned teacher in the class. Instructions for External Examiner: The question paper will have two sections. Section ‘A’ shall comprise eight questions (two questions from each unit). The candidates will be required to attempt four questions (selecting one question from each unit). Section ‘B’ will contain one CASE STUDY which will be compulsory. All five questions will carry equal marks. Chandra, P., Project Planning Analysis, Selection, Implementation and Review, Tata McGraw Hill, New Delhi. Hedemey, J.W., Control and Management of Capital Projects, John Wiley, New York. Wysocki, R.K., R. Bick and D. B. Crane, Effective Project Management...
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...(2006) 28:145–164 DOI 10.1007/s11151-006-0010-z © Springer 2006 The Determinants of Pharmaceutical R&D Expenditures: Evidence from Japan ¨ JORG C. MAHLICHa and THOMAS ROEDIGER-SCHLUGAb, Economic Policy Department, Austrian Federal Economic Chamber, Wiedner Hauptstrasse 63, A-1045 Vienna, Austria. b Department of Technology Policy, ARC systems research, Donau-City-Strasse 1, A-1220 Vienna, Austria. Author for correspondence. E-mail: thomas.roediger@arcs.ac.at a Abstract. During the past 20 years, the world pharmaceutical industry has experienced a dramatic increase in R&D intensity. We apply and extend a model developed by Grabowski and Vernon (2000, Journal of Evolutionary Economics, 10, 201–215) with a pooled data sample of the 15 publicly listed Japanese drug firms for the period 1987– 1998. As in the original study, we find expected returns to be an important determinant of R&D spending in the Japanese drug industry, albeit considerably smaller than in the U.S., which is particularly obvious in the case of returns from newly introduced drugs. However, our results are sensitive to econometric model specification, in particular to controlling for serial correlation and to a dynamic specification of the baseline model. Likewise, estimates on financial constraints are sensitive to model specification, indicating that Japanese drug firms face small or no financial constraints. Our results are consistent with the general literature on R&D investment behaviour, yet raise some methodological...
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...92-119. Forecasting for Marketing J. Scott Armstrong The Wharton School, University of Pennsylvania Roderick J. Brodie Department of Marketing, University of Auckland Research on forecasting is extensive and includes many studies that have tested alternative methods in order to determine which ones are most effective. We review this evidence in order to provide guidelines for forecasting for marketing. The coverage includes intentions, Delphi, role playing, conjoint analysis, judgmental bootstrapping, analogies, extrapolation, rule-based forecasting, expert systems, and econometric methods. We discuss research about which methods are most appropriate to forecast market size, actions of decision makers, market share, sales, and financial outcomes. In general, there is a need for statistical methods that incorporate the manager's domain knowledge. This includes rule-based forecasting, expert systems, and econometric methods. We describe how to choose a forecasting method and provide guidelines for the effective use of forecasts including such procedures as scenarios. INTRODUCTION Forecasting has long been important to marketing practitioners. For example, Dalrymple (1987), in his survey of 134 U.S. companies, found that 99 percent prepared formal forecasts when they used formal marketing plans. In Dalrymple (1975), 93 percent of the companies sampled indicated that sales forecasting was one of the most critical' aspects, or a ‘very important’ aspect of their company's success. Jobber...
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...GROWTH IN CYPRUS: A CAUSAL RELATIONSHIP N0373193 This research project is submitted in part-fulfilment of the degree of Bachelor of Arts (Honours) Economics, Finance and Banking Nottingham Business School Nottingham Trent University Summer 2014 Chosen Target Peer-Refereed Academic Journal: Journal of Internet Banking and Commerce, December 2011, vol. 16, no. 3 (http://www.arraydev.com/commerce/jibc/) Declaration: I declare that I have personally prepared this article and that it has not, in whole or in part, been submitted as an assessment for any other module, degree or qualification. The work described here is my own, carried out personally unless otherwise stated. All sources of information, including quotations, are acknowledged by means of appropriate referencing. I declare that this project has been conducted in accordance with Nottingham Trent University’s Regulations on Academic Irregularities, including those pertaining to research ethics and Data Protection legislation. Contents: PAGE Abstract 3 Abbreviations 4 List of Tables 5 List of Figures 5 1. Introduction ...
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