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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1/77 ECON-GA 1025 Macroeconomic Theory I Lecture 6 John Stachurski Fall Semester 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2/77 Today’s Lecture • Markov chains continued • deterministic linear dynamics • vector autoregressions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3/77 Markov Chains:

ECON-GA | 1025 | Macroeconomic Theory I | lecture_notes |. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1/77 ECON-GA 1025 Macroeconomic Theory I Lecture 6 John Stachurski Fall Semester 2018 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2/77 Today’s Lecture • Markov chains continued • deterministic linear dynamics • vector autoregressions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3/77 Markov Chains:

ECON-GA | 3002 | Topics in Computational Economics | lecture_notes |1/39 Prequels Measure theory Integration Abstract Measure and Integral The Banach Space L p Topics in Computational Economics Lecture 11 John Stachurski NYU 2016 2/39 Prequels Measure theory Integration Abstract Measure and Integral The Banach Space L p Today’s Lecture Topics: • Measure theory • Integration • The L p spaces References: • Cheney, Analys

Risk in Practice: Solutions to Problems Problem 1 a. Expected Return to Short-term Investor = 5.8% + 0.95 (8.5%) = 13.88% (I am using the historical premium of 8.5% to estimate expected returns) b. Expected Return to Long-term Investor = 6.4% + 0.95 (5.5%) = 11.63% c. I would use the expected return of 11.63% as the cost of equity Problem 2 a. Unlevered Beta = 0.9

FIN | 301 | Corporate Finance | homework | Risk in Practice: Solutions to

29 The Working Capital Eﬀect Aswath Damodaran 29  IntuiJvely, money invested in inventory or in accounts receivable cannot be used elsewhere. It, thus, represents a drain on cash ﬂows  To the degree that some of these investments can be ﬁnanced using supplier credit (accounts payable), the cash ﬂow drain is reduced.  Investments in working capital are th

FIN | 301 | Corporate Finance | lecture notes | 29 The Working Capital Eﬀect A

Comp Econ Homework Set 4 Date 26th Feb 2016 Due Date: 4th March 2016 Recall HW set 1, where you showed downward bias in the OLS estimate of α in the AR1 process X t + 1 = α X t + β + σ W t + 1 , { W t }∼ N ( 0, 1 ) . Repeat this now in Python using some of the tools from the scientiﬁc li- braries. Set α = 0.5 and compute an estimate of the bias for sample sizes n = 50, 100, 150, . . . , 500. Plot

ECON-GA | 3002 | Topics in Computational Economics | homework |Comp Econ Homework Set 4 Date 26th Feb 2016 Due Date: 4th March 2016 Recall HW set 1, where you showed downward bias in the OLS estimate of α in the AR1 process X t + 1 = α X t + β + σ W t + 1 , { W t }∼ N ( 0, 1 ) . Repeat this now in Python using some of the tools from the scientiﬁc li- braries. Set α = 0.5 and compute an estimate of the bias for sample sizes n = 50, 100, 150, . . . , 500. Plot

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