APS 425                                                                                     Professor G. William Schwert

Advanced Managerial Data Analysis                                             CS3-110L, 585-275-2470

Fall 2015                                                                                                          Fax: 585-461-5475

                                                                               email: schwert@schwert.ssb.rochester.edu

Final Exam

Commodity, Real Estate, and Stock Price Data and Macroeconomic Data

(A425_FINAL15.WF1)

This data file contains monthly observations on:

  1. Moody's Aaa bond yield

  2. Moody's Baa bond yield

  3. spot price of cattle (cents/pound, BEEF)

  4. spot price of corn (Chicago Yellow Corn No. 2 Spot Price, $/bushel, CORN)

  5. US consumer price index (CPINSA)

  6. price of US housing (S&P Case-Shiller 20-City Home Price Index, CSHOUSE)

  7. price of gold (London noon “fix,” GOLD)

  8. one-month yield on US Treasury bills (INT)

  9. index of industrial production (IP)

  10. spot price of West Texas intermediate oil in dollars per barrel (OIL)

  11. US producer price index (PPI)

  12. spot price of silver ($/ounce, SILVER)

  13. spot price of soybeans ($/bushel, SOYBEANS)

  14. S&P 500 stock price index (SP500)

  15. spot price of sugar (#11 sugar, cents/pound, SUGAR)

  16. the spread between the 3-month LIBOR yield and the 3-month Treasury bill yield (TED)

  17. unemployment rate (UNEMP)

from January 1968 through October 2015 (to the extent that the data are available).

Your assignment is to use the data in the Eviews workfile, a425_final15.wf1 ) to answer the questions that will be on the final exam for this course on December 8.



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Click here to see the histogram showing the grades for this exam.

A histogram showing the grades for this exam is available in Acrobat's portable data format (.pdf). The file is about 4K and can only be viewed (and printed) using a copy of Acrobat Reader.

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Last Updated on 12/8/2015