Nevşehir Hacı Bektaş Veli University Course Catalogue

Information Of Programmes

INSTITUTE OF SOCIAL SCIENCES / BF-520 - BANKACILIK VE FİNANS (YÜKSEK LİSANS)

Code: BF-520 Course Title: APPLIED ECONOMETRICS Theoretical+Practice: 3+0 ECTS: 6
Year/Semester of Study 1 / Spring Semester
Level of Course 2nd Cycle Degree Programme
Type of Course Optional
Department BANKACILIK VE FİNANS (YÜKSEK LİSANS)
Pre-requisities and Co-requisites None
Mode of Delivery Face to Face
Teaching Period 14 Weeks
Name of Lecturer ANIL BÖLÜKOĞLU (anil.bolukoglu@nevsehir.edu.tr)
Name of Lecturer(s)
Language of Instruction Turkish
Work Placement(s) None
Objectives of the Course
Teaching the applications of econometric methods (time series) at the graduate level.

Learning Outcomes PO MME
The students who succeeded in this course:
LO-1 PO-4 4. Being able to follow the global developments and the problems in banking and finance field and making comments about the daily economic indications
PO-5 5. Having a vision in market and the skill to be able to take and apply strategic decisions
PO-7 7. The skill to follow the scientific and technological developments in banking and finance field and to apply in daily life
PO-10 11. Being able to make use of the other disciplines affecting the insurance sector and having the basic information regarding these disciplines
Examination
Performance Project
LO-2 PO-8 8. The skill to be able to interpret and have information about the banking and finance regulations.
PO-10 11. Being able to make use of the other disciplines affecting the insurance sector and having the basic information regarding these disciplines
PO-12 12. Can know the stages that need to apply in a research and do research.
Examination
Performance Project
Term Paper
LO-3 PO-4 4. Being able to follow the global developments and the problems in banking and finance field and making comments about the daily economic indications
PO-7 7. The skill to follow the scientific and technological developments in banking and finance field and to apply in daily life
PO-13 13. Can respect different religions, life styles and question the information in the view of scholar idea.
Examination
Performance Project
Term Paper
PO: Programme Outcomes
MME:Method of measurement & Evaluation

Course Contents
Use of some econometric programs used in modeling economic data (Eviews and RATS), univariate time series analysis, multivariate models, modeling of long-term relationship, modeling of volatility and analysis of nonlinear time series.
Weekly Course Content
Week Subject Learning Activities and Teaching Methods
1 Ekonometri nedir?, Ekonometrinin yöntemi, Ekonometri türleri. Lecturing Problem Solving Method
2 Tek denklemli regresyon Lecturing Problem Solving Method
3 İki değişkenli regresyon Lecturing Problem Solving Method
4 Çoklu regresyon Lecturing Problem Solving Method
5 Çoklu regresyon Lecturing Problem Solving Method
6 Yapay değişken kullanımı Lecturing Problem Solving Method
7 Yapay değişken kullanımı Lecturing Problem Solving Method
8 mid-term exam
9 Çoklu doğrusallık varken tahmin Lecturing Problem Solving Method
10 Çoklu doğrusallık varken tahmin Lecturing Problem Solving Method
11 Çoklu doğrusallık varken tahmin Lecturing Problem Solving Method
12 Değişen varyansın niteliği Lecturing Problem Solving Method
13 Değişen varyansın niteliği Lecturing Problem Solving Method
14 Ardışık İlişki bulunca ne yapmalı? Lecturing Problem Solving Method
15 Ardışık İlişki bulunca ne yapmalı? Lecturing Problem Solving Method
16 final exam
Recommend Course Book / Supplementary Book/Reading
1 Damodar N. Gujarati&Dawn C. Porter, Temel Ekonometri
2 H.Hatice Özkoç, M. Hanifi Van, Ekonometri 1 E-views Uygulamalı ve Çözümlü Sorular
3 Mustafa Sevüktekin, Ekonometriye Giriş
Required Course instruments and materials

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 8 10 80
       b) Search in internet/Library 5 6 30
       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 4 3 12
mid-term exam 1 1 1
Own study for final exam 5 3 15
final exam 1 1 1
0
0
Total work load; 181