| Ders Adı | Kodu | Yarıyıl | T+U Saat | Kredi | AKTS |
|---|---|---|---|---|---|
| Applıed Econometrıcs 2 | IKT 642 | 0 | 3 + 0 | 3 | 6 |
| Ön Koşul Dersleri | |
| Önerilen Seçmeli Dersler | |
| Dersin Dili | Türkçe |
| Dersin Seviyesi | Doktora |
| Dersin Türü | Seçmeli |
| Dersin Koordinatörü | Prof.Dr. AZİZ KUTLAR |
| Dersi Verenler | |
| Dersin Yardımcıları | Research assistants of the department |
| Dersin Kategorisi | Alanına Uygun Temel Öğretim |
| Dersin Amacı | In this course, it is aimed to analyze historical economic data. |
| Dersin İçeriği | Time series, one of the most attractive study fields of econometrics, is aimed to examine. It is examined how time series to be used and applied in interpretation and estimation of series of economic variables. The models and estimations having heteroscedasticity and displaying long run relationship frame the basic subject of this course. |
| # | Ders Öğrenme Çıktıları | Öğretim Yöntemleri | Ölçme Yöntemleri |
|---|---|---|---|
| 1 | It identifies the economic data,most of which are time series. | Lecture, Question-Answer, Discussion, Drilland Practice, Self Study, Problem Solving, | Testing, Homework, |
| 2 | It explains theory of time series. | Lecture, Question-Answer, Discussion, Drilland Practice, Self Study, Problem Solving, | Testing, Homework, |
| 3 | It identifies time series. | Lecture, Question-Answer, Discussion, Drilland Practice, Self Study, Problem Solving, | Testing, Homework, |
| 4 | It researches the stationarity of time series. | Lecture, Question-Answer, Discussion, Drilland Practice, Self Study, Problem Solving, | Testing, Homework, |
| 5 | It makes stationarity tests. | Lecture, Question-Answer, Discussion, Drilland Practice, Self Study, Problem Solving, | Testing, Homework, |
| 6 | It examines the series having heteroscedasticity. | Lecture, Question-Answer, Discussion, Drilland Practice, Self Study, Problem Solving, | Testing, Homework, |
| 7 | It explains cointegration. | Lecture, Question-Answer, Discussion, Drilland Practice, Lab / Workshop, Self Study, Problem Solving, | Testing, Homework, |
| 8 | It makes selection of the most appropriate model for times series data. | Lecture, Question-Answer, Drilland Practice, Case Study, Self Study, Problem Solving, | Testing, Homework, |
| 9 | It makes long run analyzes. | Lecture, Question-Answer, Discussion, Drilland Practice, Lab / Workshop, Self Study, Problem Solving, | Testing, Homework, |
| 10 | It examines the tests and interpretations of time series models. | Lecture, Question-Answer, Discussion, Drilland Practice, Self Study, Problem Solving, | Testing, Homework, |
| 11 | It introduces the econometric packaged softwares. | Lecture, Question-Answer, Discussion, Drilland Practice, Lab / Workshop, Self Study, Problem Solving, | Testing, Homework, |
| 12 | It examines the application of the packaged softwares. | Lecture, Question-Answer, Discussion, Lab / Workshop, Self Study, Problem Solving, | Testing, Homework, |
| 13 | It makes estimation and forecasting. | Lecture, Discussion, Drilland Practice, Lab / Workshop, Self Study, Problem Solving, | Testing, Homework, |
| 14 | It makes required policy implications. | Lecture, Question-Answer, Discussion, Drilland Practice, Self Study, Problem Solving, | Testing, Homework, |
| Hafta | Ders Konuları | Ön Hazırlık |
|---|---|---|
| 1 | Dummy variable | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 2 | Dummy variable eviews application | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 3 | Logit-probit models | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 4 | Logit-probit models eviews application | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 5 | Almon and Koyck Models | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 6 | Almon and Koyck Models | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 7 | Dynamic Econometric Models | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 8 | Dynamic Econometric Models eviews application | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 9 | Mid-term exam | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 10 | ARIMA model | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 11 | ARIMA model Eviews application | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 12 | VAR model | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 13 | VAR model Eviews application | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 14 | Final exam | KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey |
| 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 perfect knowledge They have perfect knowledge about general microeconomic theory through numeric and graphical methods | ||||||
| 3 | They have perfect knowledge about general macroeconomic theory through numeric and graphical methods | X | |||||
| 4 | They know econometricThey have perfect knowledge about international trade theory through numeric | X | |||||
| 5 | They know econometric theories and have ability to solve economic problems by using these theories | X | |||||
| 6 | They make academic studies when needed to economic perspective | X | |||||
| 7 | 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 | |||||
| 8 | they have ability of translation at language orally and written | ||||||
| 9 | they use basic computer programs helping to make economic analysis | ||||||
| 10 | they have proffecional, social and scientific etic value | ||||||
| Değerlendirme Sistemi | |
|---|---|
| Yarıyıl Çalışmaları | Katkı Oranı |
| 1. Ara Sınav | 60 |
| 1. Kısa Sınav | 20 |
| 1. Ödev | 20 |
| Toplam | 100 |
| 1. Yıl İçinin Başarıya | 50 |
| 1. Final | 50 |
| Toplam | 100 |
| AKTS - İş Yükü Etkinlik | Sayı | Süre (Saat) | Toplam İş Yükü (Saat) |
|---|---|---|---|
| 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 | 5 | 5 |
| Quiz | 1 | 1 | 1 |
| Assignment | 1 | 5 | 5 |
| Final examination | 1 | 5 | 5 |
| Toplam İş Yükü | 160 | ||
| Toplam İş Yükü / 25 (Saat) | 6,4 | ||
| Dersin AKTS Kredisi | 6 | ||