Graduate Education Institute · Islamic Economics and Finance (English) · Master
ECTS: 7.5 T+P+L: 3+0+0 Departmental Elective
Coordinator:
Teaching Methods
Question-AnswerDiscussionExercise and PracticeGuided PracticeGroup StudyExperiment - Test / Lab/ Workshop / Field PracticeSelf study
Assessment & Evaluation
HomeworkProject / DesignTesting (Essay / Tests: True-Falls, multiple-choice, short answer, matching)
ECTS / Workload
| Activity | Quantity | Duration (h) | Total Workload |
|---|---|---|---|
| Course Duration (Including Exam Week) | 16 | 3 | 48 |
| Out of Class Study Period | 15 | 4 | 60 |
| Midterm | 1 | 10 | 10 |
| Quiz | 0 | 0 | 0 |
| Assignment | 1 | 30 | 30 |
| Practice | 0 | 0 | 0 |
| Final | 1 | 27 | 27 |
Course Schedule
| Week | Subject | Preparation |
|---|---|---|
| 1 | The Basics of Regression Analysis | Notes 1 |
| 2 | Introduction to Time Series Analysis | Notes 1 |
| 3 | Unit Root Tests, VAR Lag Order Selection, Cointegration Analysis | Notes 2 |
| 4 | Long Run Structural Modelling | Notes 2 |
| 5 | Vector Error Correction Model | Notes 2 |
| 6 | Variance Decomposition | Notes 2 |
| 7 | Impulse Response and Persistence Profile | Notes 2 |
| 8 | Midterm Exam | Midterm Exam |
| 9 | Autoregressive Distributed Lag (ARDL) | Notes 3 |
| 10 | Introduction to Wavelet Analysis | Notes 4 |
| 11 | Wavelet Variance and Correlations | Notes 4 |
| 12 | Wavelet Cross-Correlations | Notes 4 |
| 13 | Wavelet Coherence | Notes 4 |
| 14 | Project Presentations | Project Presentations |
| 15 | Revision | Revision |
| 16 | Final Exam | Final Exam |