Project Topics for Metrics

Thanks to all those who answered my plea for help. Most of the students have chosen their projects, and they all look very interesting. Here's a laundry list of what we have so far (all for Turkish data):

• The link between bond rates and inflation
• Estimating export demand and supply functions
• The relationship between inflation and growth
• Current account equation
• Exchange rate passthrough mechanism (exchange rates and inflation, esp. import prices)
• The effect of carry trade on the stock market
• Unemployment and growth
• Industrial production as leading indicator of growth (growth, industrial production, hours worked in manufacturing)
  

For students in the class who have not chosen their project so far, have a look at project suggestions, there are a couple of project suggestions in the comments section as well. In addition, here's a summary of some project topics which have recently come up in class discussions:

• Import demand function
• GARCH models (e.g. exchange rate, stock market)
  
• Cointegration tests for bond rates
• Lead-lag relationship between spot and futures markets
• Tests of purchasing power parity using cointegration
• Relationship between inflation and stock returns
• The relationship between exchange rate and size & composition of bank deposits
• Forecasting exercises (growth, industrial production, inflation, exchange rate, interest rates)
  

I will edit this post as I come up with a few more relevant (meaning important for the Turkish economy) ideas in the next few days.