GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
TIME SERIES ANALYSIS/2090045
Course Title: TIME SERIES ANALYSIS
Credits 3 ECTS 7.5
Semester 2 Compulsory/Elective Elective
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Prof. Zeynel Abidin Özdemir
 -- WEB SITE(S) OF LECTURER(S)
  http://www.websitem.gazi.edu.tr/site/zabidin
 -- EMAIL(S) OF LECTURER(S)
  zabidin@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Learning advanced topics in econometric time series analysis
 -- 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  Autocorrelation I
2. Week  Autocorrelation II
3. Week  Deterministic and Stochastic Trends
4. Week  Stationality, Integration, Order of Integration and Spurious Regression
5. Week  Random walk, Random Walk with Drift, Random Walk with Drift and Linear Deterministic Trend
6. Week  Testing Stationality: DF and ADF Tests
7. Week  Testing Stationality: KPSS and PP Tests
8. Week  A General-to-Specific Algorithm to Test for Stationality
9. Week  Cointegration and Long-run Equilibrium
10. Week  ARDL Model and Error Correction Model (ECM)
11. Week  Engle Granger Procedure
12. Week  VAR Models and VECM
13. Week  Johansen Algorithm I
14. Week  Johansen Algorithm II
15. Week  
16. Week  
 -- RECOMMENDED OR REQUIRED READING
  Hamilton, James, Time Series Analysis, Princeton University Press, Princeton, NJ, 1994. Enders, W. Applied Econometric Time Series, John Wiley & Sons, Hoboken, NJ, 2010.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Lecture, Question & Answer, Demonstration, Drill - Practise
 -- WORK PLACEMENT(S)
  Not Applicable
 -- 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
15
3
45
 Practising Hours of Course Per Week
0
 Reading
15
3
45
 Searching in Internet and Library
15
2
30
 Designing and Applying Materials
0
 Preparing Reports
0
 Preparing Presentation
1
20
20
 Presentation
0
 Mid-Term and Studying for Mid-Term
1
20
20
 Final and Studying for Final
1
25
25
 Other
0
 TOTAL WORKLOAD: 
185
 TOTAL WORKLOAD / 25: 
7.4
 ECTS: 
7.5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1To have theoretical knowledge in the field of Economic Policy at the proficiency levelX
2To have knowledge about the general economic theories, monetary and fiscal policiesX
3To conceive the interaction between economics and other disciplinesX
4To analyze theoretical knowledge and to be able to use practical knowledgeX
5To develop solutions for economic problems by using research methodsX
6To have the experience of using information technologies and basic computer programs at the high level in order to share their accumulated knowledge and problem solving abilityX
7To communicate with colleagues by using a foreign languageX
8To have the ability to interpret economic and social events through the acquired capability to think analytically and critically, and to be open for innovative ideasX
9To have a sound knowledge of the quantitative and qualitative methods that will help to examine the premises of different theoriesX
10To be compatible for teamwork in order to use their accumulated knowledge in research projectsX
11To be able to work on matters that require expertise in economics independentlyX
12To be aware of professional and scientific ethical codes at stages of economic data collection and interpretationX
13To be able to use their leadership skills by taking responsibility in the face of complex economic problemsX