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Course Code = and Title <= /o:p>	EKO740 TIME SERIES ANALYSIS=
Type of Cour= se <= /o:p>	Elective
Credit of the Course	3 0 3
ECTS Credit<= o:p> <= /o:p>	7
Lecturer <= /o:p>	Prof. Dr. Erdinc TELATAR
Prerequisite= s	None
Period of the Course	1 Semester (a total of 3 theoretical hours per week)
Course Conte= nts	ARMA = models Autocorrel= ation and partial = autocorrelation funtions<= /span> ARCH and GARCH models VAR models= Some non-lineer time-series models<= /span>
Purpose of t= he Course <= /o:p> (Learning Outcomes)	At the end of this course the student will, &nbs= p; be able to = follow the recent empirical literature; perform his/her own analysis of economic da= ta.
Recommended = Reading	Enders, W. (1995), Applied Economet= ric Time Series, John Wiley & Sons. Harvey, A.C. (1990), The Econometric Analysis of Time Series, Philip Allan. &nbs= p; OTHER REL= ATED TEXTBOOKS
Teaching Met= hods <= /o:p> <= /span>	Lecturing, problem solutions, discussion, individual study.
Assessment m= ethods	1 Midterm (50%), a= nd a final exam (50%).
Language of Instruction	Turkish

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