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 СŷÊÓƵ of Manchester in 2012 and obtained an MSc in Economics and Econometrics in 2013 and a PhD in Economics in 2017, both from the СŷÊÓƵ 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 СŷÊÓƵ in 2018, before joining the СŷÊÓƵ 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