Dr Indeewara Perera

Department of Economics

Lecturer in Economics

Profile image for academic staff member Dr Indeewara Perera
Profile picture of Profile image for academic staff member Dr Indeewara Perera
+44 114 222 5573

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Dr Indeewara Perera
Department of Economics
Room 433
9 Mappin Street
S1 4DT

Indeewara Perera is a lecturer of Econometrics in the Department of Economics. Prior to joining the University of Sheffield Indeewara was a Research Fellow of Statistics in the Department of Econometrics and Business Statistics at Monash University, Australia.

He has previously held academic positions in the Department of Statistics and Probability at the Michigan State University, as a visiting research associate, and at the University of Colombo, as an assistant lecturer in the Department of Mathematics.

His academic qualifications include a Bachelor of Science (Honours) Degree in Mathematics from the University of Colombo, and a PhD in Mathematical Statistics from Monash University, Australia.

Dr Perera has received several awards, including two prizes for mathematics and physics and four gold medals in mathematics (for academic performance) from the University of Colombo, and an Early-Career Development Fellowship from Monash University.

He has also been a recipient of the Faculty of Business and Economics Dean's Postgraduate Research Excellence Award from Monash University.

Research interests

Indeewara’s research interests include model fitting, estimation, inference, and forecasting in non-linear time series models, with special emphasis on statistical analysis of financial data in nonstandard and massive data setups. The concepts and tools used for weak convergence of stochastic processes in metric spaces, bootstrap methods, and goodness-of-fit tests play important roles in most of his research. He also has growing interests in developing and applying bootstrap based methods for inference in high-dimensional statistics/data analysis.

His work has been published in leading peer-reviewed international journals, including the Journal of Econometrics, the Journal of Computational and Graphical Statistics and Econometric Theory.

Indeewara is interested in supervising PhD students working in Econometrics (Theoretical or Applied) and Statistics. Specifically, he is interested in the following areas:

  • Developing new methods for model fitting, estimation, inference and forecasting in non-linear Econometric/Time-Series models, including ARCH/GARCH type models, Multiplicative Error models, and Panel Data models.
  • Bootstrap and resampling methods in Econometrics and Statistics; in particular, he is interested on nonstandard and massive data setups.

Journal articles

Teaching activities
  • ECN216 Econometrics
  • ECN6540 Econometric Methods 
  • ECN602 Applied Macroeconometrics