1、最新APS审核资料金融英审汇总APS审核资料-金融-英审统计学Statistics is the study of the collection, organization, analysis, and interpretation of data.1.统计变量集中趋势的测定:To measure the central tendency of statistical variables.Statistical indicators: arithmetic mean (distinguished from the geometric mean or harmonic mean), weight
2、ed average, mode, median2.统计变量离散程度的判定: To measure the dispersion degree of the statistical variables . vriblStatistical indicators: range, average deviation(平均差), variance, standard deviationVariance: it is a measure of how far a set of numbers are spread out from each other. Standard deviation: It
3、shows how much variation or dispersion there is from the average.3.抽样分布:In statistics, a sampling distribution is the probability distribution of a given statistic based on a random sample.标准误差:Standard error -The standard deviation of the sampling distribution of the statistic is referred to as the
4、 standard error of that quantity.4.参数估计:Parameter estimation is the process that uses the samples from a population to estimate the parameter of the population, such as the population mean, the population variance, etc.5.假设检验:Statistical hypothesis testing is making a hypothesis about the parameter
5、or distribution of a population in advance, then using the sample information to determine whether the hypothesis is reasonable or not.显著性水平:The amount of evidence required to accept that an event is unlikely to have arisen by chance is known as the significance level or critical p-value.Null/Altern
6、ate hypothesis: 零假设 备择假设计量经济学Econometrics i, knmetriks has been defined as the application of mathematics and statistical methods to economic data and described as the branch of economics that aims to give empirical empirikl content to economic relations.相关分析:Correlation analysisanalyze the relation
7、ship between two variablesusually using the correlation coefficient to describe the relationship:R=1 perfect correlationR=0 uncorrelatedR is between 0 and 1: partial correlation回归分析:Regression analysis: linear regression is an approach to modeling the relationship between a scalar variable y and one
8、 or more explanatory variables denoted X.Simple regression: one explanatory variableMultiple regression: More than one explanatory variable 可决系数在数值上等于简单线性相关系数的平方Coefficient of determination is numerically equal to the square of a simple linear correlation coefficient.多重共线性multicollinearity ,mltiklin
9、iriti:Multicollinearity is a statistical phenomenon in which two or more predictor variables in a multiple regression model are highly correlated.Remedies: Ridge regression;Obtain more data, if possible; Drop one of the variables.异方差性Heteroscedasticity ,hetruskdstisti:if there are sub-populations th
10、at have different variabilities than others.Remedies:Weighted least squares自相关Auto correlation:Auto correlation is the phenomenon that there exists correlativity among the random error terms. Remedies: The Generalized Difference Method西方经济学Macroeconomics:Macroeconomics is a branch of economics deali
11、ng with the performance, structure, behavior, and decision-making of the entire economy. This includes a national, regional, or global economy.Measures of national income and output: to estimate total economic activity in a country or region, including gross domestic product (GDP), gross national pr
12、oduct (GNP), and net national income (NNI)-The expenditure approach. It focuses on finding the total output of a nation by finding the total amount of money spent. C = household consumption, I = gross private domestic investment, G = government consumption and gross investment, X = gross exports of
13、goods and services, M = gross imports of goods and services-The income approach. It equates the total output of a nation to the total factor income received by people of the nation.National income = Compensation of employees + Net interest + Rental & royalty income + Profit of firms + Income from se
14、lf-employment + NFIA (net factor income from abroad).The IS/LM model (Investment Saving/Liquidity preference Money supply) is a macroeconomic tool that demonstrates the relationship between interest rates and real output in the goods and services market and the money market.The IS curve is defined b
15、y the equation: where Y represents income, C(Y T(Y) represents consumer spending as an increasing function of disposable income (income, Y, minus taxes, T(Y), which themselves depend positively on income), I(r) represents investment as a decreasing function of the real interest rate, G represents go
16、vernment spending, and NX(Y) represents net exports (exports minus imports) as a decreasing function of income (decreasing because imports are an increasing function of income). In this equation, the level of G (government spending) is presumed to be exogenous, meaning that it is taken as a given.Th
17、e LM curve is defined by the equation: M / P = L(i,Y),where the supply of money is represented as the real amount M/P (as opposed to the nominal amount M), with P representing the price level, and L being the real demand for money, which is some function of the interest rate i and the level Y of rea
18、l income. The LM curve shows the combinations of interest rates and levels of real income for which money supply equals money demandthat is, for which the money market is in equilibrium.Microeconomics: Microeconomics is a branch of economics that studies the behavior of how the individual modern hou
19、sehold and firms make decisions to allocate limited resources.Demand curve: In economics, the demand curve is the graph depicting the relationship between the price of a certain commodity, and the amount of it that consumers are willing and able to purchase at that given price.Supply curve: A graph
20、showing the hypothetical supply of a product or service that would be available at different price points.Price elasticity of demand: Price elasticity of demand (PED or Ed) is a measure used in economics to show the responsiveness, or elasticity, of the quantity demanded of a good or service to a ch
21、ange in its price.Point-price elasticity: Arc elasticity: Price elasticity of supply: Price elasticity of supply (PES or Es) is a measure used in economics to show the responsiveness, or elasticity, of the quantity supplied of a good or service to a change in its price.E1,the demand for/supply of th
22、e good is said to be elastic;That is, changes in price have a relatively small effect on the quantity of the good demanded/supplied.E1,the demand for/supply of the good is said to be inelastic;That is, changes in price have a relatively large effect on the quantity of a good demanded/supplied.E=0 in
23、dicates that quantity demanded/supplied does not respond to a price change: it is fixed in demand/supply.Indifference curve: An indifference curve is a graph showing different bundles of goods between which a consumer is indifferent. That is, at each point on the curve, the consumer has no preferenc
24、e for one bundle over another. Marginal rate of substitution: In economics, the marginal rate of substitution is the rate at which a consumer is ready to give up one good in exchange for another good while maintaining the same level of utility.Substitution effect & Income effect:budget constraint 预算
25、线(budget constraint)Substitution effect: The substitution effect is the effect observed with changes in relative price of goods.Construct the demand curve for good Y.Income effect:Price effect as sum of substitution and income effectsIf the good in question is a normal good, then the income effect f
26、rom the rise in purchasing power from a price fall reinforces the substitution effect. If the good is an inferior good, then the income effect will offset in some degree the substitution effect. If the income effect for an inferior good is sufficiently strong, the consumer will buy less of the good
27、when it becomes less expensive, a Giffen good (commonly believed to be a rarity).Production function In microeconomics and macroeconomics, a production function is a function that specifies the output of a firm, an industry, or an entire economy for all combinations of inputs.Linear function :Q = a
28、+ bX1 + cX2 + dX3 + .Cobb-Douglas production function: The Leontief production function applies to situations in which inputs must be used in fixed proportions: The long-term total cost/long-term average cost curve is the envelope curve of many short-term total cost/ short-term average cost curves.
29、货币银行学Money and BankingFunctions of money: Money functions as a medium of exchange(intermediate the exchange of goods and services), a unit of account(a standard numerical unit of measurement of the market value of goods, services, and other transactions), a standard of deferred payment(an accepted w
30、ay to settle a debt a unit in which debts are denominated), and a store of value(a money must be able to be reliably saved, stored, and retrieved).Money creation: Money creation is the process by which the money supply of a country or a monetary region (such as the Eurozone) is increased. First, the
31、 central bank introduces new money into the economy (termed expansionary monetary policy) by purchasing financial assets or lending money to financial institutions. Second, the new money introduced by the central bank is multiplied by commercial banks through fractional reserve bankingB(base money)=
32、R(reserve deposit)+C(cash outside the bank system)Money supply(C+D)=m(money multiplier)B(D=derivative money)Derivative multiplier: K=D/R=1/r, where r is the required reserve ratioD=R1 /rMoney multiplier: m=(C+D)/(C+R)Money Demand Theory:Fisher Equation of Exchange: MV=PT, where M is the amount of money, V is the velocity of the money, P is the weighted average price of all the goods and service, T is the quant
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