Ders Bilgileri

#### Ders Tanımı

Ders Kodu Yarıyıl T+U Saat Kredi AKTS
APPLIED ECONOMETRICS 2 IKT 642 0 3 + 0 3 6
 Dersin Dili Türkçe Dersin Seviyesi Doktora Dersin Türü SECMELI Dersin Koordinatörü Prof.Dr. AZİZ KUTLAR Dersi Verenler Dersin Yardımcıları Research assistants of the department Dersin Kategorisi Dersin Amacı In this course, it is aimed to analyze historical economic data. Dersin İçeriği Time series, one of the most attractive study fields of econometrics, is aimed to examine. It is examined how time series to be used and applied in interpretation and estimation of series of economic variables. The models and estimations having heteroscedasticity and displaying long run relationship frame the basic subject of this course.
 Dersin Öğrenme Çıktıları Öğretim Yöntemleri Ölçme Yöntemleri 1 - It identifies the economic data,most of which are time series. 1 - 2 - 3 - 4 - 14 - 15 - A - C - 2 - It explains theory of time series. 1 - 2 - 3 - 4 - 14 - 15 - A - C - 3 - It identifies time series. 1 - 2 - 3 - 4 - 14 - 15 - A - C - 4 - It researches the stationarity of time series. 1 - 2 - 3 - 4 - 14 - 15 - A - C - 5 - It makes stationarity tests. 1 - 2 - 3 - 4 - 14 - 15 - A - C - 6 - It examines the series having heteroscedasticity. 1 - 2 - 3 - 4 - 14 - 15 - A - C - 7 - It explains cointegration. 1 - 2 - 3 - 4 - 13 - 14 - 15 - A - C - 8 - It makes selection of the most appropriate model for times series data. 1 - 2 - 4 - 12 - 14 - 15 - A - C - 9 - It makes long run analyzes. 1 - 2 - 3 - 4 - 13 - 14 - 15 - A - C - 10 - It examines the tests and interpretations of time series models. 1 - 2 - 3 - 4 - 14 - 15 - A - C - 11 - It introduces the econometric packaged softwares. 1 - 2 - 3 - 4 - 13 - 14 - 15 - A - C - 12 - It examines the application of the packaged softwares. 1 - 2 - 3 - 13 - 14 - 15 - A - C - 13 - It makes estimation and forecasting. 1 - 3 - 4 - 13 - 14 - 15 - A - C - 14 - It makes required policy implications. 1 - 2 - 3 - 4 - 14 - 15 - A - C -
 Öğretim Yöntemleri: 1:Lecture 2:Question-Answer 3:Discussion 4:Drilland Practice 14:Self Study 15:Problem Solving 13:Lab / Workshop 12:Case Study Ölçme Yöntemleri: A:Testing C:Homework

#### Ders Akışı

Hafta Konular ÖnHazırlık
1 Dummy variable KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
2 Dummy variable eviews application KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
3 Logit-probit models KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
4 Logit-probit models eviews application KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
5 Almon and Koyck Models KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
6 Almon and Koyck Models KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
7 Dynamic Econometric Models KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
8 Dynamic Econometric Models eviews application KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
9 Mid-term exam KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
10 ARIMA model KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
11 ARIMA model Eviews application KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
12 VAR model KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
13 VAR model Eviews application KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey
14 Final exam KUTLAR,A(2000) Zaman Serileri,Gazi AYy. Ankara, Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New Wiley & Sons, Inc., New Jersey

#### Kaynaklar

Ders Notu Kutlar, Aziz (2000) Zaman Serileri, Gazi yayın. Ankara
Ders Kaynakları Andrew C. Harvey (1992). Forecasting, Structural Time Series Models and the Kalman Filter.
Bruce L. Bowerman, Richard T. OConnel, and Anne B. Koehler (2005). Forecasting, Time
Cambridge, GB : Cambridge University Press.
James D. Hamilton (1994), Time Series Analysis, Princeton University Press, New Jersey.
Juselius, K., The Cointegrated VAR Model, Methodology and Applications. Oxford University
Keith Cuthbertson and Dirk Nitzsche (2004), Quantitative Financial Economics, 2nd ed., John
Michael P. Clements and David F. Hendry (1999). Forecasting non-stationary economic time
Press, 2007
Thomas J. Sargent (1986) , Macroeconomic Theory, 2nd edition, New York: Academic Press.
Thomson/South-Western, 2003.
Walter Enders (2004), Applied Econometric Time Series, 2nd ed., John Wiley & Sons, Inc., New
Wiley & Sons, Inc., New Jersey

#### Dersin Program Çıktılarına Katkısı

No Program Öğrenme Çıktıları KatkıDüzeyi
1 2 3 4 5
1 they constitute an idea in economic subjects analitically and advocacy this idea coherent and critique the ideas constituted by others X
2 they constitute an idea in economic subjects analitically and advocacy this idea coherent and critique the ideas constituted by others
3 they constitute an idea in economic subjects analitically and advocacy this idea coherent and critique the ideas constituted by others X
4 They have perfect knowledge They have perfect knowledge about general microeconomic theory through numeric and graphical methods
5 They have perfect knowledge They have perfect knowledge about general microeconomic theory through numeric and graphical methods X
6 They have perfect knowledge They have perfect knowledge about general microeconomic theory through numeric and graphical methods X
7 They have perfect knowledge about general macroeconomic theory through numeric and graphical methods X
8 They have perfect knowledge about general macroeconomic theory through numeric and graphical methods
9 They have perfect knowledge about general macroeconomic theory through numeric and graphical methods X
10 They know econometricThey have perfect knowledge about international trade theory through numeric X
11 They know econometricThey have perfect knowledge about international trade theory through numeric
12 They know econometricThey have perfect knowledge about international trade theory through numeric X
13 They know econometric theories and have ability to solve economic problems by using these theories X
14 They know econometric theories and have ability to solve economic problems by using these theories X
15 They know econometric theories and have ability to solve economic problems by using these theories
16 They make academic studies when needed to economic perspective X
17 They make academic studies when needed to economic perspective X
18 They make academic studies when needed to economic perspective
19 They are specialists at some of theese areas:public economics, industrial economics,money and banking economics, environment and natural sources economics, labour economics, knowledge and property economics, international trade and finance economics, economic growth and development X
20 They are specialists at some of theese areas:public economics, industrial economics,money and banking economics, environment and natural sources economics, labour economics, knowledge and property economics, international trade and finance economics, economic growth and development X
21 They are specialists at some of theese areas:public economics, industrial economics,money and banking economics, environment and natural sources economics, labour economics, knowledge and property economics, international trade and finance economics, economic growth and development
22 they have ability of translation at language orally and written
23 they have ability of translation at language orally and written X
24 they have ability of translation at language orally and written X
25 they use basic computer programs helping to make economic analysis
26 they use basic computer programs helping to make economic analysis X
27 they use basic computer programs helping to make economic analysis X
28 they have proffecional, social and scientific etic value
29 they have proffecional, social and scientific etic value X
30 they have proffecional, social and scientific etic value X

#### Değerlendirme Sistemi

YARIYIL İÇİ ÇALIŞMALARI SIRA KATKI YÜZDESİ
AraSinav 1 60
KisaSinav 1 20
Odev 1 20
Toplam 100
Yıliçinin Başarıya Oranı 50
Finalin Başarıya Oranı 50
Toplam 100

#### AKTS - İş Yükü

Etkinlik Sayısı Süresi(Saat) Toplam İş yükü(Saat)
Course Duration (Including the exam week: 16x Total course hours) 16 3 48
Hours for off-the-classroom study (Pre-study, practice) 16 6 96
Mid-terms 1 5 5
Quiz 1 1 1
Assignment 1 5 5
Final examination 1 5 5
Toplam İş Yükü 160
Toplam İş Yükü /25(s) 6.4
Dersin AKTS Kredisi 6.4
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