I am an Assistant Professor in the Department of Economics at the University of Essex . My research encompasses topics in time series analysis, frequency domain analysis, asymptotic theory, and structural breaks and cointegration. Particularly, I have been working on the Hodrick-Prescott filter. I have produced three papers in which I analyze the properties of the Hodrick-Prescott filter from the econometrics point of view and derive results that are important for practitioners.
Contact Information:
University of Essex
Wivenhoe Park
Colchester, CO4 3SQ
United Kingdom
E-mail: neslihan.sakarya(at)essex.ac.uk