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| ITEO5026 | Applied Economics II | 3+0+0 | ECTS:7.5 | | Year / Semester | Spring Semester | | Level of Course | Second Cycle | | Status | Elective | | Department | DEPARTMENT of ECONOMICS | | Prerequisites and co-requisites | None | | Mode of Delivery | | | Contact Hours | 14 weeks - 3 hours of lectures per week | | Lecturer | Doç. Dr. Osman Murat TELATAR | | Co-Lecturer | | | Language of instruction | Turkish | | Professional practise ( internship ) | None | | | | The aim of the course: | | The aim of this course is to perform time series analysis using economic data. |
| Programme Outcomes | CTPO | TOA | | Upon successful completion of the course, the students will be able to : | | | | PO - 1 : | can learn how to obtain economic data | 1,5 | 4, | | PO - 2 : | can analyze using economic data | 1,5 | 4, | | PO - 3 : | will be able to examine economic events and problems through time series analysis | 1,5 | 1,4, | | PO - 4 : | will be able to conduct economic research with time series analysis | 1,5 | 1,4, | | CTPO : Contribution to programme outcomes, TOA :Type of assessment (1: written exam, 2: Oral exam, 3: Homework assignment, 4: Laboratory exercise/exam, 5: Seminar / presentation, 6: Term paper), PO : Learning Outcome | | |
| Time series process, stationarity, vector autoregressive models, causality analysis, cointegration tests |
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| Course Syllabus | | Week | Subject | Related Notes / Files | | Week 1 | The importance of data and time series | | | Week 2 | Time series processes | | | Week 3 | Linear time series models | | | Week 4 | Stationarity analysis: traditional unit root tests | | | Week 5 | Stationarity analysis: other unit root tests | | | Week 6 | Linear regression analysis | | | Week 7 | Vector autoregressive models | | | Week 8 | Causality analysis | | | Week 9 | Midterm Exam | | | Week 10 | Cointegration tests: Engle-Granger approach | | | Week 11 | Cointegration tests: Johansen approach | | | Week 12 | Cointegration tests: bounds test-approach | | | Week 13 | Error correction models | | | Week 14 | Diagnostic test | | | Week 15 | Diagnostic test | | | Week 16 | Final exam | | | |
| 1 | Enders, W. 2010; Applied Econometric Time Series, WILEY, 3. Baskı.
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| 1 | Sevüktekin, M. ve Çınar, M. 2017; Ekonometrik Zaman Serileri Analizi EViews Uygulamalı, Dora Yayıncılık, 5. Baskı, Bursa. | | | |
| Method of Assessment | | Type of assessment | Week No | Date | Duration (hours) | Weight (%) | | Mid-term exam | 9 | 04/2025 | 1,5 | 30 | | In-term studies (second mid-term exam) | 11 | 05/2025 | 1 | 20 | | End-of-term exam | 16 | 06/2025 | 2 | 50 | | |
| Student Work Load and its Distribution | | Type of work | Duration (hours pw) | No of weeks / Number of activity | Hours in total per term | | Yüz yüze eğitim | 3 | 14 | 42 | | Sınıf dışı çalışma | 5 | 14 | 70 | | Arasınav için hazırlık | 4 | 8 | 32 | | Arasınav | 1.5 | 1 | 1.5 | | Ödev | 3 | 6 | 18 | | Kısa sınav | 1 | 1 | 1 | | Dönem sonu sınavı için hazırlık | 6 | 6 | 36 | | Dönem sonu sınavı | 2 | 1 | 2 | | Total work load | | | 202.5 |
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