← All authors Sophocles Mavroeidis University of Oxford (from arXiv:2103.11371, 2021) · ORCID · OpenAlex
32 papers in scope · 29 published · 7 on the econ.EM arXiv · 1,287 citations · h-index 14 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
James A. Duffy Xiyu Jiao Sam Wycherley Anna Bykhovskaya Igor Kheifets Frank Kleibergen Jesse Hoekstra Patrik Guggenberger Pentti Saikkonen Frank Windmeijer Peter Bühlmann Malte Londschien Andrea Bucci Wenjie Wang Mika Meitz Likai Chen Christis Katsouris Georg Keilbar Òscar Jordà Dennis Lim Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (8 of 32)
Editorial Introduction to the 40th Anniversary Special Issue
published 2026 · Oxford Bulletin of Economics and Statistics
working paper 2026 · arXiv
published 2025 · Journal of Econometrics · 3 citations · first circulated 2022
working paper 2024 · arXiv
Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States
published 2024 · American Economic Journal Macroeconomics · 33 citations · first circulated 2020
Empirical evidence on the Euler equation for investment in the US
published 2024 · Journal of Applied Econometrics · 3 citations · first circulated 2021
with Guido Ascari, Qazi Haque, Leandro M. Magnusson
published 2023 · Journal of Business and Economic Statistics · 6 citations · first circulated 2022
Coherence without rationality at the zero lower bound
published 2023 · Journal of Economic Theory · 11 citations · first circulated 2022
with Guido Ascari, Nigel McClung
working paper 2023 · arXiv · 2 citations
published 2023 · Econometric Theory · 2 citations · first circulated 2021
Editorial for Special Issue: Vector Autoregressions
published 2021 · Journal of Econometrics
published 2021 · Journal of Econometrics · 3 citations
published 2021 · Econometrica · 6 citations
The Unbearable Lightness of Equilibria in a Low Interest Rate Environment
published 2021 · Journal of Monetary Economics · 5 citations · first circulated 2020
with Guido Ascari
Empirical evidence on the Euler equation for consumption in the US
published 2019 · Journal of Monetary Economics · 33 citations
with Guido Ascari, Leandro M. Magnusson
ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS
published 2019 · Econometric Theory · 4 citations
A more powerful subvector Anderson Rubin test in linear instrumental variables regression
published 2019 · Quantitative Economics · 24 citations
Perpetual learning and apparent long memory
published 2018 · Journal of Economic Dynamics and Control · 7 citations
Bargaining and Wage Rigidity in a Matching Model for the US
published 2017 · Oxford Bulletin of Economics and Statistics · first circulated 2015
with James M. Malcomson
Learning can generate long memory
published 2017 · Journal of Econometrics · 25 citations
Estimation of heterogeneous autoregressive parameters with short panel data
published 2015 · Journal of Econometrics · 14 citations
IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS
published 2014 · Journal of Applied Econometrics · 14 citations
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve
published 2014 · Journal of Economic Literature · 359 citations
Identification Using Stability Restrictions
published 2014 · Econometrica · 49 citations · first circulated 2011
with Leandro M. Magnusson
On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression
published 2012 · Econometrica · 67 citations
Monetary Policy Rules and Macroeconomic Stability: Some New Evidence
published 2010 · American Economic Review · 127 citations
Identification‐Robust Minimum Distance Estimation of the New Keynesian Phillips Curve
published 2010 · Journal of money credit and banking · 27 citations
with Leandro M. Magnusson
Inference in models with adaptive learning
published 2010 · Journal of Monetary Economics · 46 citations
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve
published 2009 · Journal of Business and Economic Statistics · 196 citations
Rejoinder
published 2009 · Journal of Business and Economic Statistics · 1 citations
Identification Issues in Forward-Looking Models Estimated by GMM, with an Application to the Phillips Curve
published 2005 · Journal of money credit and banking · 196 citations
Weak Identification of Forward‐looking Models in Monetary Economics*
published 2004 · Oxford Bulletin of Economics and Statistics · 24 citations
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