1. What variables help in predicting the housing market? Develop a time series forecasting model of housing prices. Compare with a random walk or ARMA benchmark 2. Are housing prices and stock prices cointegrated? Does one help in predicting the other? 3. Consider the usefulness of cointegration methods for predicting housing prices using data from different states or regions of the U.S 4. Do bond yield differences help predict U.S. CPI inflation? 5. Informational advantages in stock markets: Do Tokyo stock returns predict subsequent stock returns in New York?
