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Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS EMT 4003 ECONOMETRIC MODELS COMPULSORY 3 0 0 5

Offered By

Econometrics

Level of Course Unit

First Cycle Programmes (Bachelor's Degree)

Course Coordinator

ASSOCIATE PROFESSOR HAMDI EMEÇ

Offered to

Econometrics (Evening) Econometrics

Course Objective

To gain knowledge of econometric on the top level about the theory of time series analysis and tecniques and to provide acquisition of practical experience on the provision of economic time series.

Learning Outcomes of the Course Unit

1   To be able to define time series analyis 2   To be able to apply appropriate methods for time series 3   To be able to estimate future and interpret the results by using economic time series data. 4   To be able to organize data in research 5   To be able to set up model by using appropriate software 6   To be able to modelling time series encountering in public and private sector and to do statistical implications of these models.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description 1 The basic concepts of time series analysis 2 Smoothing techniques of time series analysis 3 Smoothing techniques of time series analysis continue 4 Index numbers 5 Decomposition Methods: Additive decomposition method 6 Applications of additive decomposition methods 7 Decomposition Methods: Multiplicative decomposition method 8 Applications of multiplicative decomposition methods 9 Mid-term 10 Test for seasonality 11 Applications of test for seasonality 12 Regression analysis for non-seasonal series 13 Applications of non-seasonal series 14 Regression analysis for seasonal series 15 Applications of seasonal series

Recomended or Required Reading

1- SPSS Uygulamalı Zaman Serileri Analizine Giriş, Dr. Cem KADILAR 2- Zaman Serilerinin Analizi ve ARIMA Modelleri, Prof. Dr. Işıl AKGÜL 3- Ekonometrik Zaman Serileri Analizi, Prof.Dr. Mustafa SEVÜKTEKIN, Dr. Mehmet NARGELEÇEKENLER

Planned Learning Activities and Teaching Methods

This course will be presented using manner of telling method, question and answer method, discussion method and problem solving method

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA 1 MTE MIDTERM EXAM 2 MTEG MIDTERM GRADE MTEG * 1 3 FIN FINAL EXAM 4 FCGR FINAL COURSE GRADE MTEG * 0.40 + FIN * 0.60 5 RST RESIT 6 FCGR FINAL COURSE GRADE (RESIT) MTEG * 0.40 + RST * 0.60

Further Notes About Assessment Methods

None

Assessment Criteria

To be announced.

Language of Instruction

Turkish

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

To be announced.

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours) Case study 14 3 42 Preparation for midterm exam 1 21 21 Preparation for final exam 1 21 21 Preparations before/after weekly lectures 14 2 28 Midterm 1 1 1 Final 1 1 1 TOTAL WORKLOAD (hours) 114

Contribution of Learning Outcomes to Programme Outcomes

PO/LO PO.1 PO.2 PO.3 PO.4 PO.5 PO.6 PO.7 PO.8 PO.9 PO.10 LO.1 1 LO.2 1 1 1 LO.3 1 1 1 1 1 1 LO.4 1 1 LO.5 1 1 LO.6 1 1 1 1 1