| Weeks | Topics |
| 1 |
The stationarity of time series
|
| 2 |
The study of stationarity: Autocovariance function, Autocorrelation function, Correlogram, Box Test, Ljung-Box test
|
| 3 |
Unit root tests without structural breaks:Dickey-Fuller, Augmented Dickey-Fuller, Phillips-Perron, Ng and Perron, DF-GLS, KPSS
|
| 4 |
Yapısal kırılmayı dikkate almayan birim kök testleri: Dickey-Fuller, Genişletilmiş Dickey-Fuller,Joint test, Phillips-Perron, Ng ve Perron, DF-GLS, KPSS
|
| 5 |
Unit root tests with structural breaks: Perron, Zivot-Andrews, Lumsdaine-Papell, Lee-Strazicich, Kapetanios, Bai-Berron
|
| 6 |
Unit root tests with structural breaks: Perron, Zivot-Andrews, Lumsdaine-Papell, Lee-Strazicich, Kapetanios, Bai-Berron
|
| 7 |
Cointegration
|
| 8 |
Cointegration
|
| 9 |
ARDL Model and Granger Causality
|
| 10 |
VAR Model and analysis: Impulse-response functions and variance decomposition analysis
|
| 11 |
VAR Model and analysis: Impulse-response functions and variance decomposition analysis
|
| 12 |
Structural VAR Model and Error Corrected Mechanism (ECM)
|
| 13 |
VECM Model
|
| 14 |
VECM Model
|