Dr Emily Whitehouse
School of Economics
Lecturer in Economics
e.whitehouse@sheffield.ac.uk
+44 114 222 6107
+44 114 222 6107
+44 114 222 3458
(fax)
Room C54, Elmfield Building
Full contact details
Dr Emily Whitehouse
School of Economics
Room C54
Elmfield Building
Northumberland Road
Sheffield
S10 2TU
School of Economics
Room C54
Elmfield Building
Northumberland Road
Sheffield
S10 2TU
- Profile
-
Emily was awarded a PhD in Economics from the University of Nottingham in 2017. Prior to that she obtained an MSc Economics and Econometrics from the University of Nottingham (2013), and a BSc International Business, Finance and Economics from the University of Manchester (2012).
Emily was appointed as a Lecturer in Economics at Newcastle University in 2018, before joining the University of Sheffield in 2020.
- Research interests
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Emily’s research focuses on time series and financial econometrics. Some of her current areas of interest are:
- Explosive autoregressive processes with applications to the detection and dating of asset price bubbles
- Real time monitoring of economic and financial time series
- Forecast evaluation
Emily is interested in supervising graduate research in the areas of time series and financial econometrics (both theoretical and applied).
- Publications
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Journal articles
- Real-time monitoring of bubbles and crashes. Oxford Bulletin of Economics and Statistics.
- Date-stamping multiple bubble regimes. Journal of Empirical Finance, 58, 226-246.
- Explosive Asset Price Bubble Detection with Unknown Bubble Length and Initial Condition. Oxford Bulletin of Economics and Statistics, 81(1), 20-41.
- Testing for a unit root against ESTAR stationarity. Studies in Nonlinear Dynamics & Econometrics, 22(1).
- Forecast evaluation tests and negative long-run variance estimates in small samples. International Journal of Forecasting, 33(4), 833-847.
Working papers
- Real-time monitoring of bubbles and crashes. Oxford Bulletin of Economics and Statistics.
- Teaching activities
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- ECN104: Introductory Finance for Economics