Information Package / Course Catalogue
| Course Code | : EFN571 |
| Course Type | : Area Elective |
| Couse Group | : Second Cycle (Master's Degree) |
| Education Language | : Turkish |
| Work Placement | : N/A |
| Theory | : 3 |
| Prt. | : 0 |
| Credit | : 3 |
| Lab | : 0 |
| ECTS | : 5 |
The aim of the course is to give students the ability to understand, apply and interpret time series techniques commonly used in economics and finance.
Difference Equations, Stability Analysis, Autocorrelation and Partial Autocorrelation Functions, ARIMA Models, ARCH-GARCH Models, Multivariate Time Series Models
| 1. | To be able to analyze economic and financial data. |
| 2. | To be able to determine the most appropriate model for the data. |
| 3. | It is provided to predict by establishing appropriate time series models. |
| 4. | Hypothesis Test Information Regarding Parameters |
| 5. | To be able to interpret the estimated models |
| 1. | Chang, A. C. ve K. Wanwright, 2005, Matematiksel İktisadın Temel Yöntemleri, McGraw-Hill, International Eidton |
| 2. | M. Sevüktekin, M. Nargeleçekenler, “Econometric Time Series Analysis”, 3. Baskı, Nobel Yayın Dağıtım |
| Type of Assessment | Count | Percent |
|---|---|---|
| Midterm Examination | 1 | %40 |
| Final Examination | 1 | %60 |
| Activities | Count | Preparation | Time | Total Work Load (hours) |
|---|---|---|---|---|
| Lecture - Theory | 14 | 2 | 3 | 70 |
| Individual Work | 7 | 2 | 2 | 28 |
| Midterm Examination | 1 | 10 | 1 | 11 |
| Final Examination | 1 | 15 | 1 | 16 |
| TOTAL WORKLOAD (hours) | 125 | |||
PÇ-1 | PÇ-2 | PÇ-3 | PÇ-4 | PÇ-5 | PÇ-6 | PÇ-7 | PÇ-8 | PÇ-9 | |
OÇ-1 | 3 | 4 | 3 | 4 | 5 | 4 | 3 | 3 | 4 |
OÇ-2 | 4 | 3 | 4 | 3 | 3 | 4 | 4 | 3 | 3 |
OÇ-3 | 4 | 3 | 4 | 4 | 4 | 3 | 4 | 3 | 4 |
OÇ-4 | 3 | 4 | 4 | 3 | 3 | 4 | 3 | 4 | 3 |
OÇ-5 | 4 | 5 | 3 | 4 | 3 | 3 | 4 | 5 | 4 |