
| Course Code | : MHY524 |
| 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 |
This course aims to teach the theoretical foundations and applications of panel data econometric techniques in the field of public finance; to provide the ability to analyse public finance data (tax burden, public expenditures, social indicators) with panel data models. It aims to provide master's students with the competence to evaluate fiscal policies with panel data techniques and to make comparative analyses.
The course covers the theoretical and analytical foundations of panel data econometrics for applications in public finance. It examines the basic properties of panel data models and their importance in public finance data. It deals with horizontal cross-section dependence, heterogeneity, unit root, stationarity, cointegration, long-run estimation, causality, dynamic panel data, fixed and random effects methodologies in panel data analyses. It enables students to perform panel data applications with economic and public finance data.
| 1. | To have advanced theoretical and practical knowledge in the field of finance, economics and public policy |
| 2. | Makes comparative analyses of different schools of economics and fiscal approaches |
| 3. | Analyses the discipline of finance from an interdisciplinary perspective by associating it with fields such as law, economics, public administration, business administration and accounting. |
| 4. | Analyses the numerical and statistical data obtained in the field of Finance by using contemporary communication tools, methods and processes |
| 5. | To be aware of the necessity of lifelong learning and to evaluate the current developments in the field |
| 1. | Damodar N. Gujarati, Basic Econometrics |
| 2. | McGraw-Hill Education Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach |
| 3. | Yerdelen, F. (2020). Panel Veri Ekonometrisi Stata Uygulamalı. İstanbul, Beta Yayınevi. |
| Type of Assessment | Count | Percent |
|---|---|---|
| Midterm Examination | 1 | %30 |
| Final Examination | 1 | %70 |
| Activities | Count | Preparation | Time | Total Work Load (hours) |
|---|---|---|---|---|
| Lecture - Theory | 14 | 4 | 3 | 98 |
| Midterm Examination | 1 | 11 | 1 | 12 |
| Final Examination | 1 | 11 | 1 | 12 |
| TOTAL WORKLOAD (hours) | 122 | |||
PÇ-1 | PÇ-2 | PÇ-3 | PÇ-4 | PÇ-5 | PÇ-6 | PÇ-7 | PÇ-8 | PÇ-9 | |
OÇ-1 | 4 | 4 | 5 | 4 | 5 | 5 | 5 | 4 | 5 |
OÇ-2 | 5 | 4 | 5 | 4 | 5 | 4 | 5 | 4 | 5 |
OÇ-3 | 5 | 5 | 4 | 5 | 4 | 5 | 4 | 5 | 4 |
OÇ-4 | 5 | 4 | 5 | 4 | 5 | 4 | 5 | 4 | 4 |
OÇ-5 | 5 | 4 | 5 | 4 | 5 | 4 | 5 | 4 | 5 |