| Economics (English) | |||||
| Bachelor | TR-NQF-HE: Level 6 | QF-EHEA: First Cycle | EQF-LLL: Level 6 | ||
| Course Code: | ECO016 | ||||
| Course Name: | Time Series Analysis | ||||
| Semester: | Fall | ||||
| Course Credits: |
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| Language of instruction: | English | ||||
| Course Condition: | |||||
| Does the Course Require Work Experience?: | No | ||||
| Type of course: | Departmental Elective | ||||
| Course Level: |
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| Mode of Delivery: | Face to face | ||||
| Course Coordinator: | Dr. Öğr. Üy. İLAYDA İSABETLİ FİDAN | ||||
| Course Lecturer(s): | |||||
| Course Assistants: |
| Course Objectives: | As an introduction to time series class, this course is required moderate level of econometrics skill. The course is designed based on emprical analysis. The aim of this class is to modelled and estimate theoritical relationships of economics with time series econometrics. |
| Course Content: | This course starts, fundamentals of time series econometrics and continues linear regression equations, ARMA, unit roots, ARIMA, ARCH and GARCH models, cointegration, and estimation techniques. Furthermore, emprical analysis will have applied with econometric software. |
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The students who have succeeded in this course;
1) can understand the features of time series 2) able to design time series models using with economics data 3) able to estimate time series models with several methods of econometrics 4) able to evaluate the obtaining results and use them as a data while building new models 5) able to run a time series analysis from start to finish |
| Week | Subject | Related Preparation |
| 1) | Fundamentals of Econometrics | |
| 2) | Distributed lag model | |
| 3) | Fundamentals of time series econometrics | |
| 4) | Linear regression equations | |
| 5) | ARMA Models-1 | |
| 6) | ARMA Models-2 | |
| 7) | ARMA Models-3 | |
| 8) | Midterm | |
| 9) | Non-linear time series, unit roots and ARIMA | |
| 10) | ARCH and GARCH models | |
| 11) | VAR models-1 | |
| 12) | VAR models-2 | |
| 13) | Cointegration | |
| 14) | Estimation methods of time series | |
| 15) | Final |
| Course Notes / Textbooks: | Öğretim üyesi ders notları |
| References: | Lecture notes |
| Course Learning Outcomes | 1 |
2 |
3 |
4 |
5 |
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| Program Outcomes | |||||||||||||
| 1) They have a broad and interdisciplinary perspective on economics using other social sciences and mathematics. | 3 | 3 | 3 | 3 | 3 | ||||||||
| 2) They have knowledge and skill about different functions and interactions of economy. | 3 | 3 | 3 | 3 | 3 | ||||||||
| 3) They use different theoretical approaches to comprehend and solve various economic problems. | 3 | 3 | 3 | 3 | 3 | ||||||||
| 4) They are aware of the needs of society and use their knowledge of economics to meet these needs. | 1 | 1 | 1 | 1 | 1 | ||||||||
| 5) They have in-depth knowledge on the current issues of the Turkish economy and the global economy. | 2 | 2 | 2 | 2 | 2 | ||||||||
| 6) They have in-depth knowledge on the history of the Turkish economy and basic level knowledge on the history of the global economy. | 1 | 1 | 1 | 1 | 1 | ||||||||
| 7) Using various statistical techniques and numerical methods, they establish correct economic models and make analyzes by using statistical programs effectively. | 3 | 3 | 3 | 3 | 3 | ||||||||
| 8) They use a foreign language at least at the B1 General Level in terms of European Language Portfolio criteria according to the level of education. | 2 | 2 | 2 | 2 | 2 | ||||||||
| 9) They improve their skills of teamwork, negotiation, leadership and entrepreneurship. | 1 | 1 | 1 | 1 | 1 | ||||||||
| 10) They have universal ethical values, social responsibility awareness and adequate knowledge of business law. | 1 | 1 | 1 | 1 | 1 | ||||||||
| 11) Being able to develop positive attitudes with regards to lifelong learning, they identify their individual learning needs and carry out studies to fulfil them. | 3 | 3 | 3 | 3 | 3 | ||||||||
| 12) They express their ideas and solution proposals concerning their field both written and orally, and present and publish them on both national and international platforms. | 3 | 3 | 3 | 3 | 3 | ||||||||
| 13) They use information and communication technologies together with a computer software required by the field at least at advanced level of European Computer Driving License . | 3 | 3 | 3 | 3 | 3 | ||||||||
| No Effect | 1 Lowest | 2 Average | 3 Highest |
| Program Outcomes | Level of Contribution | |
| 1) | They have a broad and interdisciplinary perspective on economics using other social sciences and mathematics. | 3 |
| 2) | They have knowledge and skill about different functions and interactions of economy. | 3 |
| 3) | They use different theoretical approaches to comprehend and solve various economic problems. | 3 |
| 4) | They are aware of the needs of society and use their knowledge of economics to meet these needs. | 1 |
| 5) | They have in-depth knowledge on the current issues of the Turkish economy and the global economy. | 1 |
| 6) | They have in-depth knowledge on the history of the Turkish economy and basic level knowledge on the history of the global economy. | 1 |
| 7) | Using various statistical techniques and numerical methods, they establish correct economic models and make analyzes by using statistical programs effectively. | 3 |
| 8) | They use a foreign language at least at the B1 General Level in terms of European Language Portfolio criteria according to the level of education. | 2 |
| 9) | They improve their skills of teamwork, negotiation, leadership and entrepreneurship. | 1 |
| 10) | They have universal ethical values, social responsibility awareness and adequate knowledge of business law. | 2 |
| 11) | Being able to develop positive attitudes with regards to lifelong learning, they identify their individual learning needs and carry out studies to fulfil them. | 3 |
| 12) | They express their ideas and solution proposals concerning their field both written and orally, and present and publish them on both national and international platforms. | 2 |
| 13) | They use information and communication technologies together with a computer software required by the field at least at advanced level of European Computer Driving License . | 3 |
| Semester Requirements | Number of Activities | Level of Contribution |
| Homework Assignments | 1 | % 30 |
| Midterms | 1 | % 30 |
| Final | 1 | % 40 |
| total | % 100 | |
| PERCENTAGE OF SEMESTER WORK | % 60 | |
| PERCENTAGE OF FINAL WORK | % 40 | |
| total | % 100 | |
| Activities | Number of Activities | Preparation for the Activity | Spent for the Activity Itself | Completing the Activity Requirements | Workload | ||
| Course Hours | 14 | 1 | 3 | 56 | |||
| Study Hours Out of Class | 14 | 0 | 1 | 14 | |||
| Homework Assignments | 2 | 5 | 1 | 12 | |||
| Midterms | 1 | 15 | 1 | 16 | |||
| Final | 1 | 20 | 1 | 21 | |||
| Total Workload | 119 | ||||||