Nevşehir Hacı Bektaş Veli University Course Catalogue
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| Year/Semester of Study | 1 / Spring Semester | ||||
| Level of Course | 1st Cycle Degree Programme | ||||
| Type of Course | Optional | ||||
| Department | ECONOMICS (PhD) | ||||
| Pre-requisities and Co-requisites | None | ||||
| Mode of Delivery | Face to Face | ||||
| Teaching Period | 14 Weeks | ||||
| Name of Lecturer | EBRU TOPCU (ebruerdogan@nevsehir.edu.tr) | ||||
| Name of Lecturer(s) | |||||
| Language of Instruction | Turkish | ||||
| Work Placement(s) | None | ||||
| Objectives of the Course | |||||
| This course is an introduction to the economic analysis of time series. Although the student are supposed to have knowledge of basic econometrics course is designed to be as far as possible a whole in itself. Thiscourse is intended application. Students will regularly use what they have learned with real data, and the term will conduct a research project on a topic of his choice. | |||||
| Learning Outcomes | PO | MME | |
| The students who succeeded in this course: | |||
| LO-1 | can describe time series. |
PO-4 have theoretical and empirical information to analyze how to authorities, consumers and firms effect each other’s and how to make decision. PO-8 have ability on working with quantitative data about economics and using the tools about statistically data analysis. PO-10 have ability on modeling the economic theories mathematically. |
Examination |
| LO-2 | can use time series techniques in economic applications. |
PO-8 have ability on working with quantitative data about economics and using the tools about statistically data analysis. PO-10 have ability on modeling the economic theories mathematically. PO-12 can know the stages that need to apply in a research and do research. |
Examination |
| LO-3 | can conduct econometric reserches |
PO-8 have ability on working with quantitative data about economics and using the tools about statistically data analysis. |
Examination |
| PO: Programme Outcomes MME:Method of measurement & Evaluation |
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| Course Contents | ||
| This course covers the theory about the economic analysis of time series, and introduces students to the numerous applications of this model. Course, about evenly divided between theory and applications, but applications are given priority assignments and exams. After a brief review of the necessary statistical and econometricbasics of difference equations and lag operators are discussed. Stationary ARMA modelswith ARCH, GARCH, and VAR techniques are covered in detail. Students the nnon-stationary time series, analysis of unitroots, and ARIMA models are introduced. Course co-integration (including stability) and ends with discussions on forecastingwith time series. | ||
| Weekly Course Content | ||
| Week | Subject | Learning Activities and Teaching Methods |
| 1 | Statistical concepts and basic econometrics | Explanation |
| 2 | Difference equations and lag operators | Explanation |
| 3 | Basics of time series econometrics | Explanation |
| 4 | Some issues in linear regression | Explanation |
| 5 | ARMA Models 1 | Explanation |
| 6 | ARMA Models 2 | Explanation |
| 7 | ARMA Models 3 | Explanation |
| 8 | mid-term exam | |
| 9 | Non-stationary time series, unit roots, and ARIMA models | Explanation |
| 10 | Heteroscedasticity modeling with Autoregressive conditional: ARCH and GARCH | Explanation |
| 11 | Stationary vector models: VAR 1 | Explanation |
| 12 | Stationary vector models: VAR 2 | Explanation |
| 13 | Cointegration | Explanation |
| 14 | Time- Series Forecasting | Explanation |
| 15 | Time- Series Forecasting | Explanation |
| 16 | final exam | |
| Recommend Course Book / Supplementary Book/Reading | ||
| 1 | Damador N. Gujurati- Dawn Porter, Temel Ekonometri, 2014 | |
| Required Course instruments and materials | ||
| Kitaplar ve programlar | ||
| Assessment Methods | |||
| Type of Assessment | Week | Hours | Weight(%) |
| mid-term exam | 8 | 1 | 40 |
| Other assessment methods | |||
| 1.Oral Examination | |||
| 2.Quiz | |||
| 3.Laboratory exam | |||
| 4.Presentation | |||
| 5.Report | |||
| 6.Workshop | |||
| 7.Performance Project | |||
| 8.Term Paper | |||
| 9.Project | |||
| final exam | 16 | 1 | 60 |
| Student Work Load | |||
| Type of Work | Weekly Hours | Number of Weeks | Work Load |
| Weekly Course Hours (Theoretical+Practice) | 3 | 14 | 42 |
| Outside Class | |||
| a) Reading | 6 | 10 | 60 |
| b) Search in internet/Library | 3 | 11 | 33 |
| c) Performance Project | 0 | ||
| d) Prepare a workshop/Presentation/Report | 0 | ||
| e) Term paper/Project | 0 | ||
| Oral Examination | 0 | ||
| Quiz | 0 | ||
| Laboratory exam | 0 | ||
| Own study for mid-term exam | 3 | 5 | 15 |
| mid-term exam | 1 | 1 | 1 |
| Own study for final exam | 4 | 5 | 20 |
| final exam | 1 | 1 | 1 |
| 0 | |||
| 0 | |||
| Total work load; | 172 | ||