Information Package / Course Catalogue
Time Series Econometrics II
Course Code: EKO618
Course Type: Area Elective
Couse Group: Third Cycle (Doctorate Degree)
Education Language: Turkish
Work Placement: None
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

Learning the advanced macro-economic theory and empirical implementation of these theories include the economy.

Course Content

Spectral analysis, spectral forcasting methods, multi variable time series, linear sistems and optimal control, linear stationary and nonstationary models, stocasting models, other modeling aproaces and statistical analysis.

Name of Lecturer(s)
Learning Outcomes
1.Students develop their econometrics knowledge through time series
2.Time series often found in "stasis, trend, seasonal influence," as models of these concepts are created by taking a more detailed analysis is performed.
3.Students' time series econometrics knowledge is developed at the PhD level.
4.Can make a statement about subjects, can define the terms
5.Can make an analysis about subjects and can comment on economy
Recommended or Required Reading
1.Sevüktekin, M. ve Nargeleçekenler, M., (2007) Ekonometrik Zaman Serileri Analizi, Nobel Yayın
Weekly Detailed Course Contents
Week 1 - Theoretical
Spectral analysis
Week 2 - Theoretical
Spectral estimation methods
Week 3 - Theoretical
Multivariate time series
Week 4 - Theoretical
Linear systems
Week 5 - Theoretical
Optimal control
Week 6 - Theoretical
Linear stationary models
Week 7 - Theoretical
Linear stationary models
Week 8 - Theoretical
Nonstationary models
Week 9 - Theoretical
Nonstationary models
Week 10 - Theoretical
Stochastic models
Week 11 - Theoretical
Stochastic models (continued)
Week 12 - Theoretical
Other modeling approaches
Week 13 - Theoretical
Other modeling approaches
Week 14 - Theoretical
Statistics analysis
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory143384
Midterm Examination110313
Final Examination120323
TOTAL WORKLOAD (hours)120
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
PÇ-6
PÇ-7
PÇ-8
PÇ-9
PÇ-10
PÇ-11
PÇ-12
PÇ-13
OÇ-1
5
4
4
4
3
4
5
4
4
4
4
4
4
OÇ-2
5
4
4
4
3
4
5
4
4
4
4
4
4
OÇ-3
5
4
4
4
3
4
5
4
4
4
4
4
4
OÇ-4
4
4
4
4
4
4
4
4
4
4
4
4
4
OÇ-5
4
4
4
4
4
4
4
4
4
4
4
4
4
Adnan Menderes University - Information Package / Course Catalogue
2026