Newcastle University Business School

Staff Profile

Dr Emily Whitehouse

Lecturer in Economics

Background

Emily joined Newcastle University Business School in 2018. She holds a PhD in Economics from the University of Nottingham. Her research interests are in time series and financial econometrics (both theoretical and applied). 

She is happy to supervise graduate research in the area of theoretical and applied time series econometrics, with particular interest in explosive bubbles, structural breaks, unit roots and forecast evaluation, among other topics.

Emily's CV can be found here.

Emily's personal website can be found here.

Research

Emily's research interests are in time series and financial econometrics (both theoretical and applied). 

In particular, Emily's past and current research has considered the following areas:

- Explosive autoregressive processes with applications to bubble detection and dating.

- Forecast evaluation.

- Structural breaks in stochastic volatility.

- Real time monitoring procedures.

- Unit root testing against nonlinear stationary alternatives.

Teaching


Lectures

Statistical Methods for Economics (UG Year 1) - 2018/2019

Advanced Time Series Econometrics (UG Year 3) - 2018/2019


Seminars and Computer Labs

Econometric Analysis (UG Year 2) - 2018/2019

Publications