03-2013-obg (6).pdf
TRANSCRIPT
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http://localhost/var/www/apps/conversion/tmp/scratch_7/[email protected] -
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emp=et+ 1rt 1
crisis=
1 empt > emp+ n.emp0
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St =
1 |Xt|> | X|0 |Xt| |X|
X n
A
B
C
D
KLR
B(A+C)A(B+D)
(X) > 0 (X) < 0 = 1
H0 H0
H0
H0
CA+C
BB+D
Error tipoI I
1 Error tipoI =
BB+D
1 CA+C
= B(A + C)
A(B+ D)
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A C
B = 0 D > 0
A(A+C)
A(A+B)
B(A+C)A(B+D)
AA+B
> (A+C)(A+B+C+D)
B
R2
http://www.imf.org/external/pubs/ft/weo/2009/02/weodata/index.aspx -
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A C
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AA+B
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