Sophocles Mavroeidis
Senior Research Fellow
Professor of Macroeconometrics, Department of Economics, University of Oxford
Biography
Sophocles Mavroeidis is a member of the Department of Economics at the University of Oxford, and fellow of University College, Oxford. His research is on econometrics and empirical macroeconomics. In his methodological work, he primarily studies questions of identification and inference in macroeconomic models. In his applied work, he studies models of inflation, monetary policy, unemployment and learning.
Recent Publications
Nov 2018
A more powerful subvector Anderson-Rubin test in linear instrumental variables regression
in Quantitative Economics
Sophocles Mavroeidis , Frank Kleibergen , Patrik Guggenberger
in Quantitative Economics
Sophocles Mavroeidis , Frank Kleibergen , Patrik Guggenberger
May 2018
Perpetual learning and apparent long memory
in Journal of Economic Dynamics and Control
Guillaume Chevillon , Sophocles Mavroeidis
in Journal of Economic Dynamics and Control
Guillaume Chevillon , Sophocles Mavroeidis
Apr 2017
Apr 2017
Sept 2015
Estimation of heterogeneous autoregressive parameters with short panel data
in Journal of Econometrics
Sophocles Mavroeidis , Yuya Sasaki , Ivo Welch
in Journal of Econometrics
Sophocles Mavroeidis , Yuya Sasaki , Ivo Welch
Jul 2015
Robust inference in structural VARs with long-run restrictions
Guillaume Chevillon , Sophocles Mavroeidis , Zhaoguo Zhan
Guillaume Chevillon , Sophocles Mavroeidis , Zhaoguo Zhan
Nov 2014
Identification issues in limited-information Bayesian analysis of structural macroeconomic models
Sophocles Mavroeidis , Frank Kleibergen
Sophocles Mavroeidis , Frank Kleibergen
Sept 2014
Jan 2014
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve
Sophocles Mavroeidis , Mikkel Plagborg-Møller , J.H. Stock
Sophocles Mavroeidis , Mikkel Plagborg-Møller , J.H. Stock