This course aims to teach the basic theories and applications of time series econometric techniques in the field of public finance and to provide the ability to evaluate public finance data (tax revenues, public expenditures, budget deficit) by time series analyses. It aims to provide master's students with the ability to analyse and interpret fiscal policies with time series methods.

The course covers the theoretical and analytical foundations of time series econometrics for its main applications in public finance. It analyses the properties of time series data and their importance in public finance data. It deals with the application of stationarity and unit root tests to public finance data. Analyses the effects of public finance policies with VAR models. It provides the opportunity to test the theoretical approaches in public finance science with the help of causality tests. Discusses time series analyses with public finance data in Turkey. Analyses time series applications with global public finance data. Evaluates the effects of time series analyses on fiscal policies.