| 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 | ||