People

Dr Neslihan Sakarya

Lecturer
Department of Economics
Dr Neslihan Sakarya
  • Email

  • Telephone

    +44 (0) 1206 874873

  • Location

    5B.323, Colchester Campus

  • Academic support hours

    on Thursdays and Fridays 3:30-4:30 pm.

Teaching and supervision

Current teaching responsibilities

  • Econometric Methods (EC352)

  • MREs Econometrics (EC466)

  • Estimation and Inference in Econometrics (EC966)

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

neslihan.sakarya@essex.ac.uk
+44 (0) 1206 874873

Location:

5B.323, Colchester Campus

Academic support hours:

on Thursdays and Fridays 3:30-4:30 pm.