معرفی
Dr. Neslihan Sakarya serves as a Lecturer in the Department of Economics at the University of Essex, based at Colchester Campus (Room 5B.323). She holds academic support hours on Mondays 3-4 pm and Tuesdays 2-3 pm, with contact available via email neslihan.sakarya@essex.ac.uk and telephone +44 (0) 1206 874873.
Her research specializes in econometric theory and time series methodology, with concentrated expertise in the Hodrick-Prescott filter's mathematical properties, spectral analysis of economic filters, and non-stationary integrated processes. This work bridges theoretical econometrics with macroeconomic applications for business cycle decomposition and trend estimation.
Analysis of her publications (2016-2022) reveals consistent focus on refining time series filtering techniques, particularly examining the Hodrick-Prescott filter's spectral characteristics and asymptotic behavior. Her contributions address fundamental challenges in separating cyclical components from economic data while advancing understanding of fractional integration in non-stationary processes.
Dr. Sakarya actively supervises doctoral research in Economics, currently guiding PhD candidate Richie Dilip Kurian. Her previous supervisee Pakpicha Pathompituknukoon successfully completed a PhD in June 2024 with the thesis "Three Essays on Endogenous Technology and Economic Growth".
