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Details about Neslihan Sakarya

E-mail:
Homepage:http://neslihansakarya.weebly.com
Workplace:Economics Department, University of Essex, (more information at EDIRC)

Access statistics for papers by Neslihan Sakarya.

Last updated 2022-04-21. Update your information in the RePEc Author Service.

Short-id: psa1619

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Journal Articles

2022

  1. NEGATIVE POWERS OF INTEGRATED PROCESSES
    Econometric Theory, 2022, 38, (2), 339-369 Downloads
  2. The spectral analysis of the Hodrick–Prescott filter
    Journal of Time Series Analysis, 2022, 43, (3), 479-489 Downloads

2020

  1. A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION
    Econometric Theory, 2020, 36, (5), 840-870 Downloads View citations (13)

2016

  1. The Econometrics of the Hodrick-Prescott Filter
    The Review of Economics and Statistics, 2016, 98, (2), 310-317 Downloads View citations (53)
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