Courses

This course covers advanced topics in microeconomics. These include monopoly, social cost of monopoly, regulating monopolies, price discrimination, normal form games, extensive form games, incomplete information games, oligopoly models, cooperative and non-cooperative bargaining, auctions, principal agent models, signaling games.

This course covers topics in the macroeconomic theory at an advanced analytical and formal level. The topics included are implications of uncertainty and of imperfections in labor, goods, and financial markets, imperfect competition, nominal and real rigidities, different Phillips curve theories, the consumption/saving decisions under uncertainty, issues in fiscal and monetary policy including open economy aspects, long-term dynamics of money, inflation, and interest rates, short-run business cycle fluctuations and stabilization policy, long run exogenous and endogenous growth theories, the determination of exchange rates, exchange rate regimes, capital flows and financial markets. Each topic is explained through making associations with orthodox Keynesian, monetarist, new classical macroeconomics, real business cycle theory, new Keynesian economics, Austrian economics and post-Keynesian economic thought schools.

This course covers theoretical foundations of finance. The topics include the theory of choice and utility under uncertainty, state preference theory, mean-variance portfolio theory, market equilibrium models, option pricing theory, the term structure of interest rates, efficient capital markets theory, information asymmetry and agency theories.

This course covers empirical research techniques and methodologies used in the predictability of stock returns, market microstructure models, short- and long-run event study analysis, trading strategies, ARCH /GARCH family of models, term structure models, nonlinear models, data-mining models, financial risk measurement models.

This course covers topics in the computational methods in applied mathematics and finance. The topics include introduction to programming environment, solving linear systems, zeros and root-finding methods, interpolation methods, least squares models and curve fitting, differential equations, ODE solvers, eigenvalue and singular value decomposition, polynomials, splines, and probability distributions

This course covers applications of financial theories. The topics include investment decisions under certainty, multiperiod capital budgeting under uncertainty and real options, performance measurement and incentive design, valuation and tax policy, capital structure and the cost of capital, dividend policy, acquisitions, divestitures, restructuring, and corporate governance, and other applied issues in corporate finance.

This course covers advanced topics in game theory and applications to markets. These include games in strategic form and Nash equilibrium, iterated strict dominance and rationalizability, extensive form games, subgame perfection, sequential equilibrium, repeated games, bayesian games. As applications to markets this course focus on, market structures, pricing theory, concentration, mergers and entry barriers, research and developments, economics of compatibility and standards, quality and durability, market regulations.

The concept of research, research philosophy, research ethics; importance and place of research in writing doctoral thesis and academic articles, research methods and basic concepts; literature review, content analysis, focus group technique; projective techniques and in-depth interview techniques from qualitative research methods; group work presentations on qualitative research methods; survey and experimental methods; use of questionnaire, preparation of questionnaire; scales and calculation of scale reliability; descriptive statistics and hypotheses; nonparametric hypothesis tests, intergroup difference tests (t-test types-anova); factor analysis; reliability and validity testing; correlation analysis - regression analysis.

This course covers advanced topics in the asset pricing theory. The topics include multiperiod consumption, portfolio choice, and asset pricing theories, multiperiod market equilibrium models, contingent claim pricing; including diffusion processes and Itô's lemma, dynamic hedging and PDE valuation, arbitrage, martingales, and pricing kernels, diffusion and jump processes, and asset pricing in continuous time

Empirical evidences suggest that the standard economic paradigm - rational agents in an efficient market - does not adequately describe behavior in financial markets. In this course, we will survey the evidence and use psychology to guide alternative theories of financial markets with an eye towards identifying frontiers and opportunities for new research. The topics include mental accounting and choice, self-control and intertemporal choice, fairness and assumptions of economics, overreaction of investors, security analysts, and stock markets, and experimental economics.

International monetary system, international financial crises, the newly industrialized countries, the changes in Turkey's foreign trade regime, the European Union and the world's other economic mergers

Theoretical introduction; the Realist approach; the Liberal approach; Structuralism; international production: globalization of labor and production; student presentations.

Science, social sciences and economics in general, types of scientific research, hypothesis, hypothesis testing, scientific law, deductive, deductive methods, hypothesis deductive, stages of research, internet resources, report writing, citation, scientific writing principles, plagiarism problem

The seminar course offers a variety of subject options for doctoral students to write a thesis. In addition, students present their research methods required in writing their thesis and various tools necessary for research. In addition, it provides a scientific perspective and develops scientific thinking skills by examining, discussing and interpreting the analyzes in detail.

The Enlightenment, causality, the scientific method, social sciences, models, positivism, economics, history, and sociology.

Individual study.

The content is determined by the thesis advisor and the student.

Conducting research.

Conducting research.

Conducting research.