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About the Programme Academic Staff Program Qualifications Lessons Matrix of Course & Program Qualifications Turkish Qualifications Framework (TQF) TQF & Program Qualifications
  1. Graduate School
  2. Department of Public Finance
  3. Master of Arts (MA) in Public Finance
  4. Course Structure Diagram with Credits
  5. Econometrics Modeling in Public Finance
  6. Description
  • Description
  • Learning Outcomes
  • ECTS Credit Load
  • Course's Contribution to Program
  • Learning Outcomes & Program Qualifications
Last Updated: 30/09/2026

Code - Course Title Course Type Laboratory + Practice ECTS
MLY544 - Econometrics Modeling in Public Finance II. SEMESTER 3 +0 6.0
Language of Instruction Türkçe
Course Type Elective Courses
Course Instructor(s) DR. ÖĞR. ÜYESİ HATİCE ALTINOK
Mode of Delivery Face to face
Place of Delivery
Used Educational Platforms
Prerequisites There is no.
Courses Recomended There is no.
Recommended Resources There is no.
Work Placement There is no.
Aims of the Course

Weeks Learning Outcomes Topics Teaching Methods
Week - 1 Introduction and data set preparation
Week - 2 What is a time series?
Week - 3 Time series models with difference equations
Week - 4 Linear time series models
Week - 5 Stationarity in time series and unit root tests
Week - 6 Structural break tests in time series and seasonal unit root tests
Week - 7 Vector autoregressive models
Week - 8 Cointegration and error correction models
Week - 9 Cointegration and error correction models
Week - 10 Granger causality models
Week - 11 ARDL models
Week - 12 Application
Week - 13 Application
Week - 14 Application

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Assessment Method and Passing Requirements
Quamtity Percentage (%)
Toplam (%)

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