Summary of my meeting with Professor on PhD dissertation 5th May 2022

(Comments)

Hi, from now on, I think to keep track of working in my PhD study, I want to keep it track here. 

How to and what about my PhD study. So it will be like an Evernote of my PhD study. Its easier to access and can be tracked just with the hashtag #phdjourney

1. Finally, my professor's work has been published in MPRA; the link is https://mpra.ub.uni-muenchen.de/112963/. The title of this publication is Effectiveness and conduct of macroprudential policy in Indonesia in 2003-2020: Evidence from the structural VAR models. 

2. There are two choices to go forward deeper on this topic; the first is to focus on the same methodology but different data, such as the Philippines, Malaysia, and Thailand. However, the issue with the data from such markets is the unavailability of quarterly GDP. Therefore, the quarterly GDP data can only be accessed from the OECD market and some markets like Korea or India. 

3. The other journey that can take here is then going to banking level data, like the research from Wijayanti (2019). However, it will be new.

4. Since the journal that I also wrote and published in the Journal of Empirical Finance about Hodrick Prescott's boosted model is still waiting for review, I have a plan to make it public in MPRA. 

5. The next thing to do is collect data from 4-7 markets or even ten countries, and check the situation and level of GDP. Also, make sure that the price puzzle from Luangaram paper can be answered within this new data. 

6. The next meeting will be on 19th May 2022, to talk about the data on Korea. 

7. Need to learn about the ARCH effect - what is it? and then how to reproduce it in Jmulti. (Estimate model -> Model checking -> residual analysis)

8. Be more careful in the literature review to always rephrase what other researchers found. 

Currently unrated

Comments

Riddles

22nd Jul- 2020, by: Editor in Chief
524 Shares 4 Comments
Generic placeholder image
20 Oct- 2019, by: Editor in Chief
524 Shares 4 Comments
Generic placeholder image
20Aug- 2019, by: Editor in Chief
524 Shares 4 Comments
10Aug- 2019, by: Editor in Chief
424 Shares 4 Comments
Generic placeholder image
10Aug- 2015, by: Editor in Chief
424 Shares 4 Comments

More News  »

How to create output gap with Python and Anaconda

Recent news
3 weeks, 3 days ago

Dignity wrapped in Charity

Recent news
2 months ago

A reflection of using kanban flow and being minimalist

Recent news

Today is the consecutive day I want to use and be consistent with the Kanban flow! It seems it's perfect to limit my parallel and easily distractedness. 

read more
2 months, 2 weeks ago

Morning issue with car and my kind of music

Recent news
2 months, 2 weeks ago

Podcast Bapak Dimas 2 - pindahan rumah

Recent news

Vlog kali ini adalah terkait pindahan rumah!

read more
2 months, 2 weeks ago

Podcast Bapak Dimas - Bapaknya Jozio dan Kaziu - ep 1

Recent news

Seperti yang saya cerita kan sebelumnya, berikut adalah catatan pribadi VLOG kita! Bapak Dimas

read more
2 months, 2 weeks ago

Happy new year 2024 and thank you 2023!

Recent news

As the new year starts, I want to revisit what has happened in 2023. 

read more
2 months, 2 weeks ago

Some notes about python and Zen of Python

Recent news

Explore Python syntax

Python is a flexible programming language used in a wide range of fields, including software development, machine learning, and data analysis. Python is one of the most popular programming languages for data professionals, so getting familiar with its fundamental syntax and semantics will be useful for your future career. In this reading, you will learn about Python’s syntax and semantics, as well as where to find resources to further your learning.

read more
4 months ago

More News »

Generic placeholder image

Collaboratively administrate empowered markets via plug-and-play networks. Dynamically procrastinate B2C users after installed base benefits. Dramatically visualize customer directed convergence without