GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
FORESIGHT METHODS/2080052
Course Title: FORESIGHT METHODS
Credits 3 ECTS 7.5
Semester 2 Compulsory/Elective Elective
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Assoc.Prof.Dr. Atilla GÖKÇE
 -- WEB SITE(S) OF LECTURER(S)
  www.gazi.edu.tr/~atilla
 -- EMAIL(S) OF LECTURER(S)
  atilla@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Will be able to learn different forecasting concepts.
Will be able to learn Data patterns ve choosing a forecasting technique.
will be able to learn Forecasting with dynamic econometric models .
Will be able to learn Forecasting with time series models .
Will be able to learn Forecasting with Cointegrated models .
Will be able to learn different computer applications.
Will be able to learn High frequancy data and time series properties.
Will be able to learn Conditional variance models-Theory.
Will be able to learn Volatility forecasts with Conditional Heteroskedasticity 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  A review of different forecasting concepts
2. Week  Data patterns ve choosing a forecasting technique
3. Week  Forecasting with dynamic econometric models
4. Week  Forecasting with dynamic econometric models-Continue
5. Week  Forecasting with time series models
6. Week  Forecasting with VAR models
7. Week  Forecasting with cointegrated systems
8. Week  Forecasting with cointegrated systems-Continue
9. Week  Midterm
10. Week  High frequancy data and time series properties
11. Week  Conditional variance models-Theory
12. Week  Volatility forecasts with ARCH models
13. Week  Volatility forecasts with ARCH models-continue
14. Week  Computer applications
15. Week  Computer applications
16. Week  Final
 -- RECOMMENDED OR REQUIRED READING
  J. Hanke, D.W. Wichern, A.G. Reitsch (2001), Business Forecasting. Prentice Hall, 7. Ed. W.Milo, P. Wdowiński (2005), Forecasting Financial Markets:Theory and Applications. Ser-Huang Poon (2005), A Practical Guide to Forecasting Financial Market Volatility. John Wiley & Sons J.H. Watson, M.W. Watson (2011) Ekonometriye Giriş. Çev. B. Saraçoğlu J.M. Woolridge (2009) Introductory Econometrics. South-Western, 4. Ed. W. Enders (2010) Applied Econometric Time Series. Wiley. 3. Ed.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Lecture, Question & Answer, Applications - Practise
 -- WORK PLACEMENT(S)
  Not Applicable
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
40
 Assignment
1
10
 Exercises
0
0
 Projects
0
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
50
 Contribution of Final Examination to Overall Grade  
50
 -- 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
2
0
0
 Reading
14
2
28
 Searching in Internet and Library
14
3
42
 Designing and Applying Materials
0
0
0
 Preparing Reports
14
2
28
 Preparing Presentation
14
2
28
 Presentation
1
2
2
 Mid-Term and Studying for Mid-Term
0
0
0
 Final and Studying for Final
14
2
28
 Other
0
0
 TOTAL WORKLOAD: 
198
 TOTAL WORKLOAD / 25: 
7.92
 ECTS: 
7.5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Having the professional expertise and skills on theoretical and practical aspect of econometrics.X
2Having appropriate behavior of econometricsin 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
3Having skills about selecting, using and evaluating of appropriate econometrics and statistical programming methods, based on theoretical and practical knowledge acquired in the field related to the current problems faced by.X
4Having skills to work with the team for reach fruitful results in interdisciplinary and interdisciplinary studies.X
5Having knowledge of research methods in the field of institutions and organizations planning projects, managing in order to conduct independent research.X
6Using some of the advanced level econometrics and statistical software programs.X
7Having skills about information system related to the fields in working life.X
8Having qualities for analytical thinking, prospecting and bring scientific solutions to problems as a researcher.X
9Having skills to comprehension, application and evaluation about terms and basic theory of operational research.X
10Having the professional expertise and skills on theoretical and practical aspects of operational research.X