| Learning Outcomes |
PO |
MME |
| The students who succeeded in this course: |
|
|
| LO-1 |
can do time series and unit root tests for panel datas. |
PO-4 Recognizes the financial market (money and capital markets) tools, can create portfolios that will provide the highest return at a certain risk level and manage these portfolios.
|
Examination
|
| LO-2 |
can make modeling for time series and panel datas. |
PO-3 Have sufficient knowledge about performing financial management functions (analysis, planning/budgeting, investment, financing, and auditing), preparing investment projects, evaluating, managing, and developing investment strategies.
|
Examination
|
| LO-3 |
can analyze time series and panel data analysis on Eviews and Stata computer programs. |
PO-2 Understand and explain the basic concepts in various fields of finance like banking, foreign trade, factoring, leasing operations, financial markets, and stock exchange operations, risk management, credit management, and corporate finance.
PO-4 Recognizes the financial market (money and capital markets) tools, can create portfolios that will provide the highest return at a certain risk level and manage these portfolios.
|
Examination
|
PO: Programme Outcomes
MME:Method of measurement & Evaluation |
| Course Contents |
| Time series and panel data analysis is performed. Time series and panel data analysis for the structure (Stationarity tests, ARIMA models, the asymmetric GARCH models, cointegration and error correction mechanisms, YES; causality) and the implementation of a computer program. |
| Weekly Course Content |
| Week |
Subject |
Learning Activities and Teaching Methods |
| 1 |
Data types (cross-sectional data, time series and panel data) and general assessment |
Lecturing and problem solving |
| 2 |
Financial data and theoretical basic financial models. |
Lecturing and problem solving |
| 3 |
Regulation of the time series data and unit root tests |
Lecturing and problem solving |
| 4 |
AR, MA, ARMA and ARIMA models |
Lecturing and problem solving |
| 5 |
AR, MA, ARMA and ARIMA models |
Lecturing and problem solving |
| 6 |
Cointegration |
Lecturing and problem solving |
| 7 |
Conventional and asymmetric GARCH models |
Lecturing and problem solving |
| 8 |
mid-term exam |
|
| 9 |
VAR and Granger causality analysis |
Lecturing and problem solving |
| 10 |
Regulations and the unit root tests for panel datas |
Lecturing and problem solving |
| 11 |
Modeling for panel data |
Lecturing and problem solving |
| 12 |
Modeling for panel data |
Lecturing and problem solving |
| 13 |
Modeling for panel data |
Lecturing and problem solving |
| 14 |
Sample applications for the panel data |
Lecturing and problem solving |
| 15 |
Sample applications for the panel data |
Lecturing and problem solving |
| 16 |
final exam |
|
| Recommend Course Book / Supplementary Book/Reading |
| 1 |
Uygulamalı Ekonometri, Aziz KUTLAR, Nobel Yayın Dağıtım, Ankara, 2005 |
| 2 |
Ekonometri I / E-Views Uygulamalı ve Çözümlü Sorular, H. Hatice ÖZKAN ve M. Hanifi VAN, Nobel Yayın Dağıtım, Ankara, 2013 |
| 3 |
E - Views Uygulamalı Temel Ekonometri (Makro Ekonomik Verilerle), Z. Dina ÇAKMUR YILDIRTAN, Türkmen Kitabevi, İstanbul, 2000. |
| 4 |
Finansal Ekonometri, Nilgün ÇİL YAVUZ, DER Yayınları, İstanbul,2014 |
| Required Course instruments and materials |
|
