Department of Economics

Dr Nikolaos Sakkas

Nikolaos Sakkas

Lecturer in Economics

3 East 4.32
Tel: +44 (0) 1225 38 6954

PhD supervision

Interested in supervising students studying:

  • Development of Econometric methodology to enable the sound analysis of economic and financial data
  • Application of econometric modelling in particular to issues of changes in monetary policy, changes in the relationships between macroeconomic fundamentals, cross-country heterogeneity in the effect of public debt on policy and economic performance
  • Analysis of the determinants of the exchange rates and supply of cryptocurrency.

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Office Hours
  • Tuesdays 13.00 - 15.00


Nikolaos received his undergraduate degree in economics from the Athens University of Economics and Business in 2002 and then went on to pursue postgraduate studies at the University of Nottingham (MSc, PhD).  He joined Bath in 2012 after working in an ESRC funded research project at the University of Manchester.

Research interests

Nikolaos’s research interests are in:

  • Time Series Econometrics
  • Applied Macroeconomics

In particular, he has worked in the areas of unit root testing, structural breaks and monetary economics.


Jump to: Articles


Hall, A. R., Osborn, D. R. and Sakkas, N., 2017. The asymptotic behaviour of the residual sum of squares in models with multiple break points. Econometric Reviews, 36 (6-9), pp. 667-698.

Hall, A. R., Osborn, D. R. and Sakkas, N., 2015. Structural break inference using information criteria in models estimated by two stage least squares. Journal of Time Series Analysis, 36 (5), pp. 741-762.

Hall, A. and Sakkas, N., 2013. Approximate p-values of certain tests involving hypotheses about multiple breaks. Journal of Econometric Methods, 2 (1), pp. 53-67.

Hall, A. R., Osborn, D. R. and Sakkas, N., 2013. Inference on structural breaks using information criteria. The Manchester School, 81 (S3), pp. 54-81.

Harris, D., Harvey, D. I., Leybourne, S. and Sakkas, N., 2010. Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations. Econometric Theory, 26 (1), pp. 311-324.

This list was generated on Sun Oct 22 00:34:54 2017 IST.

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