¨ Summer 1998: Asst. Prof. XXX (---- University) and Asst. Prof. XXX (---- University)
Turkish Automotive
Industry: Current Situation and Future Prospects
This study involved an analysis of the Turkish macroeconomic situation and it
led to a report which was presented to the FIAT company, the sponsor of the
project. My responsibility consisted of the collection, handling and processing
of data.
Emerging Markets
Stock Return Analysis
This study uses variance ratio, Jegadeesh tests and Markov Chains to test for
random walk procedures in emerging stock market prices. I was involved at data
handling & processing and I used RATS to obtain the test results.
¨ Fall 1998: Asst. Prof. XXX (---- University)
A probability
model of the coincident economic indicators, by James H. Stock and Mark W. Watson.
This study involved the Kalman-filtering estimation of a coincident economic
indicator. My responsibility was to run the Kalman-filtering minimization process
using RATS.
¨ Fall 1998: Asst. Prof. XXX (---- University)
Critical Values
for Cointegration Tests, James G. Mackinnon
This study consisted of applying the Dickey-Fuller test on a series of price
data using the critical values of Mackinnon's paper. I was responsible from
applying the tests using RATS and reporting the results.
