Course Name Code Semester T+U Hours Credit ECTS
Financial Econometrics UFI 508 0 3 + 0 3 7
Precondition Courses
Recommended Optional Courses
Course Language Turkish
Course Level yuksek_lisans
Course Type Optional
Course Coordinator Prof.Dr. AZİZ KUTLAR
Course Lecturers
Course Assistants Research assistants of the department
Course Category
Course Objective It is aimed to explain the economic theories via advanced quantitative techniques.
Course Content Quantitative methods are used to make estimation and forecasting in analyzes of the economic theory and studies. (1) Students learn basic statistical techniques for economic analyzes.(2) They gain ability to understand the studies of economists more easily.(3) They gain experience of stating econometrically the research subjects.
# Course Learning Outcomes Teaching Methods Assessment Methods
1 It examines the assumptions in economic theory quantitatively. Lecture, Testing,
2 It makes advanced level estimation and forecasting. Lecture, Testing,
3 It applies several test techniques. Lecture, Question-Answer, Testing, Homework,
4 It uses computer packaged softwares. Lecture, Testing,
5 It examines necessary analyzes and interpretations. Lecture, Question-Answer, Testing,
6 It tests accuracy of the tests, makes policy implications and directive comments. Lecture, Testing, Homework,
Week Course Topics Preliminary Preparation
1 Explanation of econometric concepts. KUTLAR (2007)
2 Explanation of population regression function(prf) and sample regression function(srf) KUTLAR (2007)
3 Estimation of basic regression equation by Ordinary Least Squares method. KUTLAR (2007)
4 Introduction of SPSS packaged software. KUTLAR (2007)
5 Estimation of regression equation by SPSS packaged software KUTLAR (2007)
6 Testing of estimators acquired from regression equation by hypothesis tests KUTLAR (2007)
7 Application of estimators in SPSS programme. KUTLAR (2007)
8 Estimation of multivariate regression equation KUTLAR (2007)
9 Examining of the assumptions related to multivariate regression equation KUTLAR (2007)
10 Testing of multivariate regression equation in several significance levels. KUTLAR (2007)
11 Economic interpretation of estimators acquired from regression equation KUTLAR (2007)
12 Explanation of prediction problem and the kinds of prediction KUTLAR (2007)
13 Transformation of nonlinear equations into linear equations by using logarithmic methods. KUTLAR (2007)
14 Estimation of multivariate regression equation via matrix techniques. KUTLAR (2007)
Resources
Course Notes Kutlar,A. (2007). Ekonometriye Giriş. 1.Baskı.Ankara: NobelYayınları.
Course Resources
Order Program Outcomes Level of Contribution
1 2 3 4 5
1 they constitute an idea in economic subjects analitically and advocacy this idea coherent and critique the ideas constituted by others
2 -They have knowledge about the microeconomic theory, financial economic and macroeconomics with numerical and graphical methods
3 They know econometric theories and have ability to solve economic problems by using these theories
4
5 They are specialists at some of theese areas:public economics, industrial economics,money and banking economics, environment and natural sources economics, labour economics, knowledge and property economics, international trade and finance economics, economic growth and development
6 they use basic computer programs helping to make economic analysis
7 they have proffecional, social and scientific etic value
Evaluation System
Semester Studies Contribution Rate
1. Ara Sınav 25
1. Ödev 37
2. Ödev 38
Total 100
1. Yıl İçinin Başarıya 20
1. Final 80
Total 100
ECTS - Workload Activity Quantity Time (Hours) Total Workload (Hours)
Course Duration (Including the exam week: 16x Total course hours) 16 4 64
Hours for off-the-classroom study (Pre-study, practice) 16 3 48
Mid-terms 1 5 5
Quiz 3 6 18
Assignment 2 15 30
Final examination 1 15 15
Total Workload 180
Total Workload / 25 (Hours) 7.2
dersAKTSKredisi 7