Dr Neslihan Sakarya
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Email
neslihan.sakarya@essex.ac.uk -
Telephone
+44 (0) 1206 874873
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Location
5B.323, Colchester Campus
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Academic support hours
On Mondays, 3-4 pm and Wednesdays, 11 am-12 pm.
Teaching and supervision
Current teaching responsibilities
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Econometric Methods (EC352)
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MREs Econometrics (EC466)
Publications
Journal articles (4)
Sakarya, N. and de Jong, RM., (2022). Negative powers of integrated processes. Econometric Theory. 38 (2), 339-369
Sakarya, N. and Jong, RM., (2022). The spectral analysis of the Hodrick–Prescott filter. Journal of Time Series Analysis. 43 (3), 479-489
Sakarya, N. and de Jong, RM., (2020). A property of the Hodrick-Prescott filter and its application. Econometric Theory. 36 (5), 840-870
de Jong, RM. and Sakarya, N., (2016). The Econometrics of the Hodrick-Prescott Filter. Review of Economics and Statistics. 98 (2), 310-317
Contact
Academic support hours:
On Mondays, 3-4 pm and Wednesdays, 11 am-12 pm.