Dr Emily Whitehouse

School of Economics

Lecturer in Economics

e.whitehouse@sheffield.ac.uk
+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

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

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

Journal articles

Whitehouse EJ, Harvey DI & Leybourne SJ (2023) Real-time monitoring of bubbles and crashes. Oxford Bulletin of Economics and Statistics.
Harvey DI, Leybourne SJ & Whitehouse EJ (2020) Date-stamping multiple bubble regimes. Journal of Empirical Finance, 58, 226-246.
Whitehouse EJ (2019) Explosive Asset Price Bubble Detection with Unknown Bubble Length and Initial Condition. Oxford Bulletin of Economics and Statistics, 81(1), 20-41.
Harvey DI, Leybourne SJ & Whitehouse EJ (2018) Testing for a unit root against ESTAR stationarity. Studies in Nonlinear Dynamics & Econometrics, 22(1).
Harvey DI, Leybourne SJ & Whitehouse EJ (2017) Forecast evaluation tests and negative long-run variance estimates in small samples. International Journal of Forecasting, 33(4), 833-847.
Whitehouse E () Real-Time Monitoring Procedures for Early Detection of Bubbles. International Journal of Forecasting.

Working papers

Whitehouse EJ, Harvey DI & Leybourne SJ (2022) Real-time monitoring of bubbles and crashes. The Sheffield Economic Research Paper Series (SERPS), 2022007.

Teaching activities

ECN104: Introductory Finance for Economics