Thursday, December 25, 2008

Help Wanted: Project Suggestions

One of the requirements of the time series (it is rather metrics for finance) class I am teaching in Izmir Economics University is a short, 3-4 page paper utilizing the tools I teach in the class. While I have not limited the topics, I am encouraging the students to do something relevant to the current events. Towards that purpose, I am asking my friends in Finance and Economics in the real! world to come up with topics that are relevant to what they are doing. Here's what I have so far:

From a research head of an equities firm:
Durables good demand as a function of GDP, construction (residential unit deliveries – iskan izinleri?), household formation – population growth?

Current account deficit as a function of domestic GDP, global GDP, REER, terms of trade.
From a research head at a portfolio management firm:
bu aralar bizim gündemimizde 2009 dış dengesi, büyümedeki sert düşüşü engellemek için kamu harcamaları ne kadar artırılmalı, bunun kamu finansmanına /büyümeye/enflasyona etkisi ne olur, kurların fiyatlara yansıması olacak mı, olursa ne zaman olacak, MB’nin faiz indirimleri kalıcı olabilir mi gibi konular var.
In addition, the ideas in today's Missing Deposits piece came from a retail banker.

So, if you would like to suggest topics, please use the comments section of this blog or email me at emredotdeliveliatgmail.com. Anything is game: Feel free to specify regressions as the equities guy or just what you are thinking about, like the portfolio guy...

1 comment:

Emre Deliveli said...

Here's an email suggestion from a friend whose expertise is risk management:

"Oncelikle proje suggestion konusunda ben de herhalde regression konularinda ozellikle portfoy yoneticilerinin kafalarina takilan konulari tavsiye edebilirim.

Mikro bazda, firma satislarinin GDP (growth) gore hassasiyeti olculebilir, zaten literaturde ve pratikte de yapilan bir sey. ayrica baska variable'lar da konabilir tabi, exchange rate, input prices (oil mesela), etc.

Ya da CAPM application'lari yapabilirler, her zaman icin classic. Pek cok variationlar var, farkli variable'lar konabilir, etc. Mesela asagida benim bir calismam:

http://seekingalpha.com/article/110434-calculating-country-risk-observed-by-betas"