Tuesday, December 30, 2008

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.

No comments: