| Course Unit Code | Course Unit Title | Type of Course Unit | Year of Study | Semester | Number of ECTS Credits | | İKT-23-120 | | Elective | 1 | 1 | 6 |
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| Level of Course Unit |
| Second Cycle |
| Objectives of the Course |
| The aim of this course is to enable the student to measure and evaluate the theoretical knowledge gained from Microeconomics and Macroeconomics courses in a practical way with a time series data. |
| Name of Lecturer(s) |
| Arş. Gör. Dr. Gürkan Bozma |
| Learning Outcomes |
| 1 | Will be able to define the specific properties of time series data. | | 2 | Will be able to use econometric tools that are specifically designed to analyze time series data. | | 3 | Will be able to build econometric models that describe the behavior of time series. | | 4 | Will be able to identify problems with existing econometric models. | | 5 | Will be able to employ the econometric tools necessary to solve problems with existing econometric models. | | 6 | Will be able to interpret the results that are obtained through econometric analysis. | | 7 | Will be able to pursue an independent empirical research project from start to finish. |
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| Mode of Delivery |
| Daytime Class |
| Prerequisites and co-requisities |
| Econometrics-1 ve Econometrics-2 |
| Recommended Optional Programme Components |
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| Course Contents |
| In addition to providing the student with basic econometrics knowledge, providing the necessary methods for the student to make econometric analysis within the scope of time seris analysis and providing the opportunity to analyze economic models using real data. |
| Weekly Detailed Course Contents |
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| 1 | What is Economic and Econometric Modelling? | | | | 2 | Statistical concepts and econometric foundaitons | | | | 3 | Fundamentals of time series econometrics | | | | 4 | Some issues in linear regression | | | | 5 | ARMA models | | | | 6 | ARMa models | | | | 7 | Non-stationary time series, unit root tests | | | | 8 | Exam | | | | 9 | Cointegration | | | | 10 | VAR-VECM and Granger Causality Test | | | | 11 | | Applies Time Series Analyis using Eviews-1 | | | 12 | | Applies Time Series Analyis using Eviews-2 | | | 13 | | Applies Time Series Analysis using Eviews-3 | | | 14 | Final | | |
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| Recommended or Required Reading |
| Gujarati, D. N., Porter, D. C., Şenesen, Ü., & Günlük-Şenesen, G. (2012). Temel ekonometri. Literatür Yayıncılık.
Wooldridge, J. M. (2013). Ekonometriye Giriş. Çev.: Ebru Çağlayan, 1, 4. |
| Planned Learning Activities and Teaching Methods |
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| Assessment Methods and Criteria | |
| Midterm Examination | 1 | 100 | | SUM | 100 | |
| Final Examination | 1 | 60 | | Report Preparation | 1 | 40 | | SUM | 100 | | Term (or Year) Learning Activities | 40 | | End Of Term (or Year) Learning Activities | 60 | | SUM | 100 |
| | Language of Instruction | | Turkish | | Work Placement(s) | |
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| Workload Calculation |
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| Midterm Examination | 1 | 2 | 2 |
| Final Examination | 1 | 2 | 2 |
| Makeup Examination | 1 | 2 | 2 |
| Report Preparation | 2 | 40 | 80 |
| Report Presentation | 1 | 4 | 4 |
| Project Preparation | 2 | 40 | 80 |
| Project Presentation | 1 | 4 | 4 |
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| Contribution of Learning Outcomes to Programme Outcomes |
| LO1 | 4 | | LO2 | 4 | | LO3 | 5 | | LO4 | 4 | | LO5 | 5 | | LO6 | 4 | | LO7 | 5 |
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| * Contribution Level : 1 Very low 2 Low 3 Medium 4 High 5 Very High |
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Iğdır University, Iğdır / TURKEY • Tel (pbx): +90 476
226 13 14 • e-mail: info@igdir.edu.tr
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