| Ders Adı | Kodu | Yarıyıl | T+U Saat | Kredi | AKTS |
|---|---|---|---|---|---|
| Tıme Serıes Analysıs | UFI 516 | 0 | 3 + 0 | 3 | 7 |
| Ön Koşul Dersleri | |
| Önerilen Seçmeli Dersler | |
| Dersin Dili | Türkçe |
| Dersin Seviyesi | YUKSEK_LISANS |
| Dersin Türü | Seçmeli |
| Dersin Koordinatörü | Prof.Dr. AZİZ KUTLAR |
| Dersi Verenler | |
| Dersin Yardımcıları | Research Assistants of the Department |
| Dersin Kategorisi | Diğer |
| Dersin Amacı | It aims analyzing historical economic data |
| Dersin İçeriği | The first part of the course is devoted to standard time series topics, such as univariate and multivariate models, both stationary and non-stationar.The other part of the course focuses on selected themes of interest, such as non-linear models, Generalized Method of oments, and some financial applications. The course is quantitatively oriented and students are expected to use SPSS, Eviews, or Matlab to solve homework assignments. |
| # | Ders Öğrenme Çıktıları | Öğretim Yöntemleri | Ölçme Yöntemleri |
|---|---|---|---|
| 1 | It defines economic data most of which are time series | Lecture, | Oral Exam, |
| 2 | It explains the time series theory | Lecture, | Oral Exam, |
| 3 | It defines the economic time series | Lecture, Drilland Practice, Problem Solving, | Oral Exam, Homework, |
| 4 | It controls whether or not the time series are stationary | Lecture, Problem Solving, | Testing, |
| 5 | It covers the stationarity tests | Lecture, | Testing, |
| 6 | It covers the heteroscedasticity | Lecture, Problem Solving, | Homework, |
| 7 | It defines the cointegration | Lecture, Discussion, | Testing, Homework, |
| 8 | It selects the appropriate model compatible with data | Lecture, Discussion, | Testing, |
| 9 | It covers long-run analysis | Lecture, Discussion, | Testing, Homework, |
| 10 | It covers the time series analysis and methods | Lecture, Discussion, | Testing, Homework, |
| 11 | It introduces the econometric programme | Lecture, | Testing, |
| 12 | It introduces the econometric programme application | Lecture, | Testing, Homework, |
| 13 | It introduces forecasting | Lecture, Discussion, | Testing, Homework, |
| 14 | It introduces economic policy | Lecture, Discussion, | Homework, Testing, |
| Hafta | Ders Konuları | Ön Hazırlık |
|---|---|---|
| 1 | Introduction to Time Series Data | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 2 | Theory of Time-Series Models | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 3 | Economic Time Series | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 4 | Stationarity | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 5 | Stationarity Tests | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 6 | Heteroscedasticity | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 7 | Cointegration | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 8 | Model Selection | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 9 | Midterm Exam | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 10 | Long Term Analysis | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 11 | Statistical Tests | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 12 | Econometric Programme | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 13 | Application | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| 14 | Forecasting | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| Kaynaklar | |
|---|---|
| Ders Notu | Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara |
| Ders Kaynakları | Andrew C. Harvey (1992). Forecasting, Structural Time Series Models and the Kalman Filter. Bruce L. Bowerman, Richard T. OConnel, and Anne B. Koehler (2005). Forecasting, Time Cambridge, GB : Cambridge University Press. James D. Hamilton (1994), Time Series Analysis, Princeton University Press, New Jersey. Juselius, K., The Cointegrated VAR Model, Methodology and Applications. Oxford University Keith Cuthbertson and Dirk Nitzsche (2004), Quantitative Financial Economics, 2nd ed., John Michael P. Clements and David F. Hendry (1999). Forecasting non-stationary economic time Press, 2007 Thomas J. Sargent (1986) , Macroeconomic Theory, 2nd edition, New York: Academic Press. Thomson/South-Western, 2003. Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| Sıra | Program Çıktıları | Katkı Düzeyi | |||||
|---|---|---|---|---|---|---|---|
| 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 | X | |||||
| 2 | -They have knowledge about the microeconomic theory, financial economic and macroeconomics with numerical and graphical methods | X | |||||
| 3 | They know econometric theories and have ability to solve economic problems by using these theories | X | |||||
| 4 | X | ||||||
| 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 | X | |||||
| 6 | they use basic computer programs helping to make economic analysis | X | |||||
| 7 | they have proffecional, social and scientific etic value | X | |||||
| Değerlendirme Sistemi | |
|---|---|
| Yarıyıl Çalışmaları | Katkı Oranı |
| 1. Ara Sınav | 25 |
| 1. Ödev | 37 |
| 2. Ödev | 38 |
| Toplam | 100 |
| 1. Yıl İçinin Başarıya | 20 |
| 1. Final | 80 |
| Toplam | 100 |
| AKTS - İş Yükü Etkinlik | Sayı | Süre (Saat) | Toplam İş Yükü (Saat) |
|---|---|---|---|
| Course Duration (Including the exam week: 16x Total course hours) | 16 | 5 | 80 |
| Hours for off-the-classroom study (Pre-study, practice) | 16 | 5 | 80 |
| Mid-terms | 1 | 15 | 15 |
| Assignment | 1 | 2 | 2 |
| Toplam İş Yükü | 177 | ||
| Toplam İş Yükü / 25 (Saat) | 7,08 | ||
| Dersin AKTS Kredisi | 7 | ||