GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
QUANTITATIVE ECONOMIC MODELS/EKON409
Course Title: QUANTITATIVE ECONOMIC MODELS
Credits 3 ECTS 5
Semester 7 Compulsory/Elective Elective
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Professor Alpaslan Akçoraoğlu
 -- WEB SITE(S) OF LECTURER(S)
  http://websitem.gazi.edu.tr/site/akcora
 -- EMAIL(S) OF LECTURER(S)
  akcora@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Learn the structure of economic models.
Learn models of financial economics theoretically.
Learn models of economic growth theoretically.
Learn empirical applications of financial economics models.
Learn empirical applications of economic growth models.
 -- MODE OF DELIVERY
  The mode of delivery of this course is face to face.
 -- PREREQUISITES AND CO-REQUISITES
  There is no prerequisite or co-requisite for this course.
 -- RECOMMENDED OPTIONAL PROGRAMME COMPONENTS
  There is no recommended optional programme component for this course.
 --COURSE CONTENT
1. Week  Introduction to models of financial economics (capital market returns in equilibrium)
2. Week  Efficient market hypothesis
3. Week  Preliminaries to asset pricing models
4. Week  Measuring the risk of individual assets
5. Week  Capital Asset Pricing Model (CAPM)
6. Week  Arbitrage Pricing Theory (APT)
7. Week  Evaluation of Portfolio Performance (Sharpe Ratio, Treynor Ratio, Elton-Gruber Method)
8. Week  MIDTERM
9. Week  Models of Economic Growth and Quantitative Applications
10. Week  Harrod-Domar Growth Model and Keynesian Approach to Growth
11. Week  Solow Growth Model and Analysis
12. Week  Endogenous Growth Models (AK growth model, Romer's R&D Driven Growth)
13. Week  Lucas's Human Capital based Growth and Barro's Goverment Expenditures-Endogenous Growth Model.
14. Week  Tobin's Monetary Growth Model
15. Week  Monetary Growth Model by Sidravki
16. Week  FINAL
 -- RECOMMENDED OR REQUIRED READING
  Frank J. Fabozzi,Edwin H. Neave and Guofu Zhou, Financial Economics, Wiley, 2011. Carol Alexander, Market Risk Analysis, Wiley, 2009. Richard A. Brealey, Stewart C. Myers and Franklin Allen, Principles of Corparax Finance, McGraw Hill (11e-Global Edition), 2014.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Lecture, Question & Answer, Demonstration, Drill - Practise
 -- WORK PLACEMENT(S)
  NONE
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
40
 Assignment
0
0
 Exercises
0
0
 Projects
0
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
40
 Contribution of Final Examination to Overall Grade  
60
 -- WORKLOAD
 Efficiency  Total Week Count  Weekly Duration (in hour)  Total Workload in Semester
 Theoretical Study Hours of Course Per Week
14
3
42
 Practising Hours of Course Per Week
0
 Reading
14
1
14
 Searching in Internet and Library
7
1
7
 Designing and Applying Materials
0
 Preparing Reports
1
10
10
 Preparing Presentation
0
 Presentation
0
 Mid-Term and Studying for Mid-Term
2
7
14
 Final and Studying for Final
2
15
30
 Other
0
 TOTAL WORKLOAD: 
117
 TOTAL WORKLOAD / 25: 
4.68
 ECTS: 
5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Having the professional expertise and skills on theoretical and practical aspects of econometrics, statistics and operational research.X
2Having qualities for professional competence in order to work in career fields such as inspector or assistant specialist or working department of research-development in public institutions and organizations, the private sector and civil society organizations.X
3Having knowledge about other disciplines such as economics, managements, public finance and law related to econometrics.X
4Having appropriate behavior of econometrics in the field of social, scientific, cultural and ethical values, applicability of gained knowledge and skills in accordance with the principle of responsibility to social and working life.X
5Having skills about foreign language and information system related to the fields in academic and working life.X
6Having skills about selecting, using and evaluating of appropriate statistical, econometric and mathematical programming methods, based on theoretical and practical knowledge acquired in the field related to the current problems faced by.X
7Having skills to work with the team for reach fruitful results in interdisciplinary and interdisciplinary studies.X
8Having knowledge of research methods in the field of institutions and organizations planning projects, managing, and to conduct independent researches.X
9Having qualities for analytical thinking, prospecting and bring scientific solutions to problems as a researcher.X
10Having skills to comprehension, application and evaluation about terms and basic theory of econometrics.X
11Having skills to comprehension, application and evaluation about terms and basic theory of statistics.X
12Having skills to comprehension, application and evaluation about terms and basic theory of statistics.X
13Using some of the basic econometric and statistical software programs.X