Course Name | Code | Semester | T+U Hours | Credit | ECTS |
---|---|---|---|---|---|
Time Series Analysis | EKO 557 | 0 | 3 + 0 | 3 | 6 |
Precondition Courses | |
Recommended Optional Courses | |
Course Language | Turkish |
Course Level | yuksek_lisans |
Course Type | Optional |
Course Coordinator | Prof.Dr. HİLAL YILDIZ |
Course Lecturers | Prof.Dr. HİLAL YILDIZ, |
Course Assistants | |
Course Category | |
Course Objective | |
Course Content |
# | Course Learning Outcomes | Teaching Methods | Assessment Methods |
---|---|---|---|
1 | Lecture, | Testing, | |
2 | Discussion, | Oral Exam, | |
3 | Drilland Practice, | Homework, |
Week | Course Topics | Preliminary Preparation |
---|---|---|
1 | Time Series Components | |
2 | Time Series Models - 1 | |
3 | Time Series Models - 2 | |
4 | Stationarity Concept | |
5 | Unit Root Tests -1 | |
6 | Unit Root Tests -2 | |
7 | VAR Analysis | |
8 | Cointegration Tests - 1 | |
9 | Cointegration Tests - 2 | |
10 | The concept of causality | |
11 | Causality Test | |
12 | Impact of Structural Break | |
13 | Allow the Structural Break Unit Root Tests | |
14 | Allow the Structural Break Cointegration Tests |
Resources | |
---|---|
Course Notes | Mustafa Sevüktekin, Mehmet Çınar, 2014, Ekonometrik Zaman Serileri Analizi, Dora<br>Ruey S. Tsay , 2010, Analysis of Financial Time Series, Wiley<br>Terence C. Mills, Raphael N. Markellos, 2008, The Econometric Modelling of Financial Time Series, Cambridge |
Course Resources |
Order | Program Outcomes | Level of Contribution | |||||
---|---|---|---|---|---|---|---|
1 | 2 | 3 | 4 | 5 | |||
1 | Economic and financial issues in conjunction with the expansion and deepening of information by econometric analysis information to evaluate, interpret and apply | X | |||||
2 | Using the theoretical knowledge in finance and economics combine the ability to apply scientific methods and knowledge of econometric methods to analyze and interpret | X | |||||
3 | Problems experienced in the financial sector to analyze with scientific methods and solutions development | X | |||||
4 | The oral and visual way to transfer to Current developments in the financial sector, for the financial sector and outside groups as written | X | |||||
5 | Both public as well as how it should be in the private sector require highly skilled personnel; have the theoretical knowledge and practical advanced analysis capabilities in economic and financial matters | X | |||||
6 | At least one foreign language spoken and written communication having the ability ("European Language Portfolio Global Scale", Level B2 | X | |||||
7 | they internalize the knowledge and problem-solving skills, ability to apply interdisciplinary studies | X |
Evaluation System | |
---|---|
Semester Studies | Contribution Rate |
1. Ara Sınav | 40 |
1. Kısa Sınav | 20 |
1. Ödev | 20 |
2. Kısa Sınav | 20 |
Total | 100 |
1. Yıl İçinin Başarıya | 50 |
1. Final | 50 |
Total | 100 |
ECTS - Workload Activity | Quantity | Time (Hours) | Total Workload (Hours) |
---|---|---|---|
Course Duration (Including the exam week: 16x Total course hours) | 16 | 3 | 48 |
Hours for off-the-classroom study (Pre-study, practice) | 16 | 6 | 96 |
Mid-terms | 1 | 1 | 1 |
Quiz | 1 | 1 | 1 |
Final examination | 1 | 1 | 1 |
Total Workload | 147 | ||
Total Workload / 25 (Hours) | 5.88 | ||
dersAKTSKredisi | 6 |