Dr Emily Whitehouse
School of Economics
Lecturer in Economics
+44 114 222 6107
Full contact details
School of Economics
Room C54
Elmfield Building
Northumberland Road
Sheffield
S10 2TU
- Profile
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Emily graduated from the 9 1Ãâ·Ñ°æÏ of Manchester in 2012 and obtained an MSc in Economics and Econometrics in 2013 and a PhD in Economics in 2017, both from the 9 1Ãâ·Ñ°æÏ of Nottingham. Emily’s PhD thesis focused on robust testing in time series econometrics, with particular attention to explosive processes, forecast evaluation, and unit root testing under nonlinear alternatives.
Emily was appointed as a Lecturer in Economics at Newcastle 9 1Ãâ·Ñ°æÏ in 2018, before joining the 9 1Ãâ·Ñ°æÏ of Sheffield in 2020.
She is the Employability Academic Lead for the School of Economics.
- 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
- Structural breaks in volatility
- Forecast evaluation
- Nonlinear unit root testing
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
- . Oxford Bulletin of Economics and Statistics.
- . Journal of Empirical Finance, 58, 226-246.
- . Oxford Bulletin of Economics and Statistics, 81(1), 20-41.
- . Studies in Nonlinear Dynamics & Econometrics, 22(1).
- . International Journal of Forecasting, 33(4), 833-847.
- Real-Time Monitoring Procedures for Early Detection of Bubbles. International Journal of Forecasting.
Working papers
- Real-time monitoring of bubbles and crashes. The Sheffield Economic Research Paper Series (SERPS), 2022007.
- . Oxford Bulletin of Economics and Statistics.
- Teaching activities
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Emily is currently teaching Introductory Finance to first year undergraduates and Advanced Econometrics to PhD students. She is also providing Econometrics support to third year undergraduates writing a dissertation.
- ECN104: Introductory Finance for Economics
- ECN6100: Doctoral Training in Economics
- ECN331 / ECN332: Economics Undergraduate Dissertation