For your exam you need to download the following files:

1. The take home exam questions  and the first page

2. The data given in an excel 2.1 spreadsheet: ireland.xls

(do not change it to a newer excel version as you may experience problem both in CATS and  PcGive)

3. A CATS program file exam2006.prg  which reads the data series and contains the basic CATS commands for setting up the cointegration model. Note that you have to change the line: smpl xxxx:yy zzzz:vv  so that it corresponds to the sample periods given under your exam number.

You are supposed to first analyze sample period A and then B as explained in the exam text.

 

Exam nr.

Sample period A

Sample period B

10401

1962:2-2001:3

1962:2-1981:1

10402

1960:4-2001:3

1960:4-1981:3

10403

1960:4-2001:1

1960:4-1982:1

10404

1960:4-2000:3

1960:4-1982:3

10405

1960:4-2000:1

1960:4-1980:1

10406

1960:4-1999:4

1960:4-1980:3

10407

1960:2-2002:1

1960:2-1981:2

10408

1960:2-2001:4

1960:2-1981:4

10409

1960:2-2001:2

1960:2-1982:2

10410

1960:2-2000:4

1960:2-1982:4

10411

1960:2-2000:2

1960:2-1980:4

10412

1960:4-2002:1

1960:3-1981:2

10413

1960:3-2001:3

1960:3-1981:3

10414

1960:3-2001:1

1960:3-1982:1

10415

1960:3-2000:3

1960:3-1982:3

10416

1960:3-2000:1

1980:3-2000:1

10417

1960:3-1999:4

1980:4-1999:4

10418

1960:3-2002:1

1980:3-2002:1

10419

1961:1-2001:4

1981:1-2001:4

10420

1961:1-2001:2

1981:3-2001:2

10421

1961:1-2000:4

1980:3-2000:4

10422

1961:1-2000:2

1980:1-2000:2

10423

1961:4-2002:1

1981:3-2002:1

10424

1961:3-2001:4

1981:2-2001:4

10425

1961:3-2001:2

1980:2-2001:2

10426

1961:3-1999:4

1980:2-1999:4

10427

1961:3-2000:4

1980:4-2000:4

10428

1961:3-2000:2

1980:4-2000:2

10429

1962:4-2002:1

1980:4-2002:1

10430

1962:1-2001:4

1981:4-2001:4

10431

1962:1-2001:2

1981:4-2001:2

10432

1962:1-2000:4

1980:1-2000:4

10433

1962:1-2000:2

1980:3-2000:2

10434

1962:1-1999:4

1980:3-1999:4

10435

1962:2-2002:1

1980:3-2002:1