Sophocles Mavroeidis : Citation Profile


Are you Sophocles Mavroeidis?

Oxford University

11

H index

13

i10 index

854

Citations

RESEARCH PRODUCTION:

21

Articles

20

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 47
   Journals where Sophocles Mavroeidis has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 18 (2.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma404
   Updated: 2022-11-19    RAS profile: 2021-12-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Ascari, Guido (4)

Chevillon, Guillaume (3)

Magnusson, Leandro (3)

Kleibergen, Frank (2)

Haque, Qazi (2)

Ikeda, Daisuke (2)

Zanetti, Francesco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sophocles Mavroeidis.

Is cited by:

Chatelain, Jean-Bernard (31)

Ralf, Kirsten (31)

Boldea, Otilia (22)

Fanelli, Luca (17)

Khalaf, Lynda (16)

Malikane, Christopher (15)

Hubert, Paul (13)

Mesters, Geert (13)

Barnichon, Régis (13)

Antoine, Bertille (12)

Kleibergen, Frank (12)

Cites to:

Gertler, Mark (35)

Galí, Jordi (32)

Andrews, Donald (28)

Stock, James (23)

Schorfheide, Frank (20)

Phillips, Peter (20)

Dufour, Jean-Marie (19)

Campbell, John (19)

West, Kenneth (17)

Kleibergen, Frank (14)

Lopez-Salido, David (14)

Main data


Where Sophocles Mavroeidis has published?


Journals with more than one article published# docs
Econometrica3
Journal of Monetary Economics2
Oxford Bulletin of Economics and Statistics2
Journal of Money, Credit and Banking2
Journal of Business & Economic Statistics2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6
Working Papers / Tulane University, Department of Economics2

Recent works citing Sophocles Mavroeidis (2022 and 2021)


YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

Full description at Econpapers || Download paper

2022Collateral Shocks. (2022). Gauthier, David ; Becard, Yvan. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:1:p:83-103.

Full description at Econpapers || Download paper

2022Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

Full description at Econpapers || Download paper

2022Almost Similar Tests for Mediation Effects and other Hypotheses with Singularities. (2020). van Garderen, Kees Jan ; vanGARDEREN, KeesJan ; van Giersbergen, Noud. In: Papers. RePEc:arx:papers:2012.11342.

Full description at Econpapers || Download paper

2021Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables. (2021). Dovi, Max-Sebastian. In: Papers. RePEc:arx:papers:2101.09543.

Full description at Econpapers || Download paper

2021Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345.

Full description at Econpapers || Download paper

2021Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346.

Full description at Econpapers || Download paper

2022Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382.

Full description at Econpapers || Download paper

2022Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

Full description at Econpapers || Download paper

2021Standard Errors for Calibrated Parameters. (2021). Plagborg-Moller, Mikkel ; Cocci, Matthew D. In: Papers. RePEc:arx:papers:2109.08109.

Full description at Econpapers || Download paper

2021No-Regret Forecasting with Egalitarian Committees. (2021). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:2109.13801.

Full description at Econpapers || Download paper

2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

Full description at Econpapers || Download paper

2022Two-step estimation in linear regressions with adaptive learning. (2022). Mayer, Alexander. In: Papers. RePEc:arx:papers:2204.05298.

Full description at Econpapers || Download paper

2022GMM is Inadmissible Under Weak Identification. (2022). Mikusheva, Anna ; Andrews, Isaiah. In: Papers. RePEc:arx:papers:2204.12462.

Full description at Econpapers || Download paper

2022Testing for a Threshold in Models with Endogenous Regressors. (2022). Boldea, Otilia ; Rothfelder, Mario P. In: Papers. RePEc:arx:papers:2207.10076.

Full description at Econpapers || Download paper

2022Coherence without Rationality at the Zero Lower Bound. (2022). McClung, Nigel ; Mavroeidis, Sophocles ; Ascari, Guido. In: Papers. RePEc:arx:papers:2208.02073.

Full description at Econpapers || Download paper

2022The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

Full description at Econpapers || Download paper

2021Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning. (2021). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202101.

Full description at Econpapers || Download paper

2021Imperfect Information, Heterogenous Demand Shocks, and Inflation Dynamics. (2021). Zanetti, Francesco ; Tsuruga, Tomohiro ; Okuda, Tatsushi. In: BCAM Working Papers. RePEc:bbk:bbkcam:2104.

Full description at Econpapers || Download paper

2021Job Polarization and the Flattening of the Price Phillips Curve. (2021). Siena, Daniele ; Riccardo, Zago. In: Working papers. RePEc:bfr:banfra:819.

Full description at Econpapers || Download paper

2022Estimation and inference in adaptive learning models with slowly decreasing gains. (2022). Mayer, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:720-749.

Full description at Econpapers || Download paper

2021Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217.

Full description at Econpapers || Download paper

2021Revisiting intertemporal elasticity of substitution in a sticky price model. (2021). Vahamaa, Oskari ; Vilmunen, Jouko ; Kilponen, Juha. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_009.

Full description at Econpapers || Download paper

2021Determinacy and E-stability with interest rate rules at the zero lower bound. (2021). Eo, Yunjong ; McClung, Nigel. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_014.

Full description at Econpapers || Download paper

2022A Comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM. (2022). Kurozumi, Takushi ; Oishi, Ryohei. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e03.

Full description at Econpapers || Download paper

2022An Econometrician amongst Statisticians: T. W. Anderson. (2022). Phillips, Peter. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2333.

Full description at Econpapers || Download paper

2022Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334.

Full description at Econpapers || Download paper

2021The unbearable lightness of equilibria in a low interest rate environment. (2021). Mavroeidis, Sophocles ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:734.

Full description at Econpapers || Download paper

2021Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
2021Addressing the endogeneity of slack in Phillips Curves. (2021). Koester, Gerrit ; Nickel, Christiane ; Dovi, Max-Sebastian. In: Working Paper Series. RePEc:ecb:ecbwps:20212619.

Full description at Econpapers || Download paper

2021Macroeconomic reversal rate in a low interest rate environment. (2021). Samarina, Anna ; Konietschke, Paul ; Stanga, Irina M ; van den End, Jan Willem. In: Working Paper Series. RePEc:ecb:ecbwps:20212620.

Full description at Econpapers || Download paper

2022Measuring trend inflation in India. (2022). Behera, Harendra ; Patra, Michael Debabrata. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000331.

Full description at Econpapers || Download paper

2021Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737.

Full description at Econpapers || Download paper

2022Inflation dynamics in an emerging market: The case of South Africa. (2022). Malikane, Christopher ; Dladla, Pholile. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:262-271.

Full description at Econpapers || Download paper

2021Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Belomestny, Denis ; Krymova, Ekaterina. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206.

Full description at Econpapers || Download paper

2021The impact of hedging on risk-averse agents’ output decisions. (2021). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002273.

Full description at Econpapers || Download paper

2022Heterogeneity in speed of adjustment using finite mixture models. (2022). Harris, Mark ; Khoo, Joye ; Greene, William H ; Durand, Robert B. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003023.

Full description at Econpapers || Download paper

2021Macroeconomic volatility at the zero lower bound: Evidence from the OECD. (2021). Swaminathan, Anthony. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001543.

Full description at Econpapers || Download paper

2022Globalisation and the slope of the Phillips curve. (2022). Moessner, Richhild ; Kohlscheen, Emanuel. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001732.

Full description at Econpapers || Download paper

2021Efficient size correct subset inference in homoskedastic linear instrumental variables regression. (2021). Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:78-96.

Full description at Econpapers || Download paper

2021Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models. (2021). Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1057-1082.

Full description at Econpapers || Download paper

2021Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:47-73.

Full description at Econpapers || Download paper

2022Monetary policy, firm heterogeneity, and product variety. (2022). Zanetti, Francesco ; Hamano, Masashige. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s001429212200037x.

Full description at Econpapers || Download paper

2021Forecasting annual inflation in Suriname. (2021). Franses, Philip Hans ; Bhaghoe, Sailesh ; Ooft, Gavin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000767.

Full description at Econpapers || Download paper

2021Ties that bind: Estimating the natural rate of interest for small open economies. (2021). Martínez García, Enrique ; Grossman, Valerie ; Wynne, Mark A ; Martinez-Garcia, Enrique ; Zhang, Ren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560620302710.

Full description at Econpapers || Download paper

2022Financial effects of QE and conventional monetary policy compared. (2022). Wieladek, Tomasz ; Weale, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000766.

Full description at Econpapers || Download paper

2021Policy Rules and Economic Performance. (2021). Prodan, Ruxandra ; Papell, David H ; Nikolsko-Rzhevskyy, Alex. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000045.

Full description at Econpapers || Download paper

2022The medium-run Phillips curve: A time–frequency investigation for the UK. (2022). Giri, Federico ; Gallegati, Marco ; Fratianni, Michele. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000465.

Full description at Econpapers || Download paper

2021The Phillips multiplier. (2021). Mesters, Geert ; Barnichon, Régis. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:689-705.

Full description at Econpapers || Download paper

2021Taylor rule estimation by OLS. (2021). Nechio, Fernanda ; Carvalho, Carlos ; Tristo, Tiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:124:y:2021:i:c:p:140-154.

Full description at Econpapers || Download paper

2022The unbearable lightness of equilibria in a low interest rate environment. (2022). Mavroeidis, Sophocles ; Ascari, Guido. In: Journal of Monetary Economics. RePEc:eee:moneco:v:127:y:2022:i:c:p:1-17.

Full description at Econpapers || Download paper

2022Agriculture and inflation: Expected and unexpected shocks. (2022). Silva, Adriana Ferreira ; Castro, Nicole Renno ; Carrara, Aniela Fagundes ; de Camargo, Geraldo Santana. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:178-188.

Full description at Econpapers || Download paper

2021Inflation dynamics, the role of inflation at different horizons and inflation uncertainty. (2021). Choi, Yoonseok. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:649-662.

Full description at Econpapers || Download paper

2022The economics of immense risk, urgent action and radical change: towards new approaches to the economics of climate change. (2022). Stiglitz, Joseph ; Taylor, Charlotte ; Stern, Nicholas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113702.

Full description at Econpapers || Download paper

2021Monetary Policy over the Life Cycle. (2021). Ikeda, Daisuke ; Braun, R.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:93475.

Full description at Econpapers || Download paper

2022The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework. (2022). Waggoner, Daniel F ; Hubrich, Kirstin. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:94786.

Full description at Econpapers || Download paper

2021Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies. (2019). Zhang, Ren ; Wynne, Mark ; Martínez García, Enrique ; Martinez-Garcia, Enrique ; Grossman, Valerie. In: Globalization Institute Working Papers. RePEc:fip:feddgw:359.

Full description at Econpapers || Download paper

2022Dynamic Identification Using System Projections and Instrumental Variables. (2022). Mertens, Karel ; Lewis, Daniel. In: Working Papers. RePEc:fip:feddwp:93894.

Full description at Econpapers || Download paper

2022The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework. (2022). Waggoner, Daniel F ; Hubrich, Kirstin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-34.

Full description at Econpapers || Download paper

2021Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy. (2021). Wieland, Johannes ; McKay, Alisdair. In: Staff Report. RePEc:fip:fedmsr:89902.

Full description at Econpapers || Download paper

2021Research on the Spatial Network Structure and Influencing Factors of the Allocation Efficiency of Agricultural Science and Technology Resources in China. (2021). Wang, Xiumei ; Chen, Zhe ; Wei, Feng ; Hou, Mengyang. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:11:p:1170-:d:683481.

Full description at Econpapers || Download paper

2021Do Inflation Expectations Matter for Small, Open Economies? Empirical Evidence from the Solomon Islands. (2021). Sharma, Parmendra ; Rohoia, Angeline B. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:448-:d:638092.

Full description at Econpapers || Download paper

2022Weather Shocks and Inflation Expectations in Semi-Structural Models. (2022). Saldarriaga, Sara Naranjo ; Romero, Jose Vicente. In: IHEID Working Papers. RePEc:gii:giihei:heidwp20-2022.

Full description at Econpapers || Download paper

2021Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, . In: Post-Print. RePEc:hal:journl:hal-01527872.

Full description at Econpapers || Download paper

2021Revisiting Identification Concepts in Bayesian Analysis. (2021). Simoni, Anna ; FLORENS, Jean-Pierre. In: Post-Print. RePEc:hal:journl:hal-03504692.

Full description at Econpapers || Download paper

2021Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:hal-01527872.

Full description at Econpapers || Download paper

2021Inflation and Unemployment, new insights during the EMU accession. (2021). Combes, Jean-Louis ; Lesuisse, Pierre. In: Working Papers. RePEc:hal:wpaper:hal-03216478.

Full description at Econpapers || Download paper

2021Monetary Policy over the Lifecycle. (2021). Ikeda, Daisuke ; Braun, Anton R. In: IMES Discussion Paper Series. RePEc:ime:imedps:21-e-09.

Full description at Econpapers || Download paper

2022Density forecasts of inflation using Gaussian process regression models.. (2022). Claveria, Oscar ; Torra, Salvador ; Monte, Enric ; Soric, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202210.

Full description at Econpapers || Download paper

2022Falling Labour Share and the Anaemic Growth in Portugal: a Post-Keynesian Econometric Analysis. (2022). Barradas, Ricardo ; Alcobia, Joo. In: Working Papers REM. RePEc:ise:remwps:wp02472022.

Full description at Econpapers || Download paper

2021Does media coverage help firms “lobby” for government subsidies? Evidence from China. (2021). Zhu, Ruichao ; Huang, Zeyue ; Luo, Jin-Hui. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:38:y:2021:i:1:d:10.1007_s10490-018-9600-1.

Full description at Econpapers || Download paper

2021The Condemned Live Longer – New Evidence of the New Keynesian Phillips Curve in Central and Eastern Europe. (2021). Ertl, Martin ; Zobl, Franz Xaver. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:4:d:10.1007_s11079-020-09604-4.

Full description at Econpapers || Download paper

2022INFLATION EXPECTATIONS AND CONSUMPTION WITH MACHINE LEARNING. (2022). Uuskla, Lenno ; Gabrielyan, Diana. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:142.

Full description at Econpapers || Download paper

2022The Unemployment-Inflation Trade-off Revisited: The Phillips Curve in COVID Times. (2022). Sahin, Aysegul ; Giannoni, Marc ; Eusepi, Stefano ; Crump, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:29785.

Full description at Econpapers || Download paper

2021A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity. (2021). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberge, Patrik. In: Economics Series Working Papers. RePEc:oxf:wpaper:960.

Full description at Econpapers || Download paper

2021Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2021). Zanetti, Francesco ; Mavroeidis, Sophocles ; Li, Shangshang ; Ikeda, Daisuke. In: Economics Series Working Papers. RePEc:oxf:wpaper:961.

Full description at Econpapers || Download paper

2022A Test for Kronecker Product Structure Covariance Matrix. (2022). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberge, Patrik. In: Economics Series Working Papers. RePEc:oxf:wpaper:962.

Full description at Econpapers || Download paper

2021Imperfect Credibility versus No Credibility of Optimal Monetary Policy. (2021). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: MPRA Paper. RePEc:pra:mprapa:104516.

Full description at Econpapers || Download paper

2021Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters. (2021). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:106227.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints. (). Villalvazo, Sergio ; Schorfheide, Frank ; Cuba-Borda, Pablo ; Aruoba, S. Boragan ; Higa-Flores, Kenji. In: Review of Economic Dynamics. RePEc:red:issued:20-14.

Full description at Econpapers || Download paper

2022Assessment of inflation expectations based on internet data. (2022). Petrova, Diana. In: Applied Econometrics. RePEc:ris:apltrx:0444.

Full description at Econpapers || Download paper

2021Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function. (2021). da Silva, Edilean Kleber. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01805-2.

Full description at Econpapers || Download paper

2021Is the future really observable? A practical approach to model monetary policy rules. (2021). Marfatia, Hardik A. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01910-7.

Full description at Econpapers || Download paper

2022Reducing large datasets to improve the identification of estimated policy rules. (2022). Bayar, Omer. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02134-z.

Full description at Econpapers || Download paper

2021Imperfect Information, Heterogeneous Demand Shocks,and Inflation Dynamics. (2021). Zanetti, Francesco ; Tsuruga, Tomohiro ; Okuda, Tatsushi. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:030.

Full description at Econpapers || Download paper

2021Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy. (2021). McKay, Alisdair ; Wieland, Johannes F. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:6:p:2717-2749.

Full description at Econpapers || Download paper

2022Macro?Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models. (2022). Liao, Zhipeng ; Dou, Winston Wei ; Cheng, XU. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:2:p:685-713.

Full description at Econpapers || Download paper

2022Optimal Decision Rules for Weak GMM. (2022). Mikusheva, Anna ; Andrews, Isaiah. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:2:p:715-748.

Full description at Econpapers || Download paper

2022Long?term inflation expectations and inflation dynamics. (2022). Pétursson, Thórarinn. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:158-174.

Full description at Econpapers || Download paper

2022Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:3-22.

Full description at Econpapers || Download paper

2022Generalized band spectrum estimation with an application to the New Keynesian Phillips curve. (2022). Choi, Jinho ; Guo, Junjie ; Escanciano, Juan Carlos. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:1055-1078.

Full description at Econpapers || Download paper

2021Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption. (2021). Wang, Xuexin. In: Working Papers. RePEc:wyi:wpaper:002595.

Full description at Econpapers || Download paper

2021Analysing euro area inflation outlook with the Phillips curve. (2021). Vilmi, Lauri ; Oinonen, Sami. In: BoF Economics Review. RePEc:zbw:bofecr:52021.

Full description at Econpapers || Download paper

2021Estimation of Heuristic Switching in Behavioral Macroeconomic Models. (2021). Sacht, Stephen ; Kukacka, Jiri. In: Economics Working Papers. RePEc:zbw:cauewp:202101.

Full description at Econpapers || Download paper

2022Relative Risk Aversion: A Meta-Analysis. (2022). Irsova, Zuzana ; Havranek, Tomas ; Elminejad, Ali. In: EconStor Preprints. RePEc:zbw:esprep:260586.

Full description at Econpapers || Download paper

2022Discovering the true Schumpeter: New insights into the finance and growth nexus. (2022). Mayer, Fabian ; Haas, Thomas ; Geissendorfer, Lisa ; Bofinger, Peter. In: W.E.P. - Würzburg Economic Papers. RePEc:zbw:wuewep:102.

Full description at Econpapers || Download paper

Works by Sophocles Mavroeidis:


YearTitleTypeCited
2010Monetary Policy Rules and Macroeconomic Stability: Some New Evidence In: American Economic Review.
[Full Text][Citation analysis]
article82
2014Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve In: Journal of Economic Literature.
[Full Text][Citation analysis]
article229
2014Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve.(2014) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 229
paper
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve.() In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 229
paper
2021The unbearable lightness of equilibria in a low interest rate environment In: Papers.
[Full Text][Citation analysis]
paper2
2022A Test for Kronecker Product Structure Covariance Matrix In: Papers.
[Full Text][Citation analysis]
paper0
2022Testing the effectiveness of unconventional monetary policy in Japan and the United States In: Papers.
[Full Text][Citation analysis]
paper10
2020Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States.(2020) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2022A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity In: Papers.
[Full Text][Citation analysis]
paper1
2021Identification at the Zero Lower Bound In: Papers.
[Full Text][Citation analysis]
paper8
2021Identification at the Zero Lower Bound.(2021) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2022Empirical evidence on the Euler equation for investment in the US In: Papers.
[Full Text][Citation analysis]
paper7
2021Empirical evidence on the Euler equation for investment in the US.(2021) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2009Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article98
2009Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2004Weak Identification of Forward?looking Models in Monetary Economics In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article76
2017Bargaining and Wage Rigidity in a Matching Model for the US In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article0
2015Bargaining and Wage Rigidity in a Matching Model for the US.(2015) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006Testing the New Keynesian Phillips Curve Without Assuming Identification In: Working Papers.
[Full Text][Citation analysis]
paper14
2020ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS In: Econometric Theory.
[Full Text][Citation analysis]
article1
2011Learning generates Long Memory In: ESSEC Working Papers.
[Full Text][Citation analysis]
paper11
2013Learning generates Long Memory.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2016Robust inference in structural VARs with long-run restrictions In: ESSEC Working Papers.
[Full Text][Citation analysis]
paper3
2004Conditional Inference in Cointegrating Vector Autoregressive Models In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]
paper0
2012On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression In: Econometrica.
[Full Text][Citation analysis]
article38
2018Perpetual learning and apparent long memory In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article3
2015Estimation of heterogeneous autoregressive parameters with short panel data In: Journal of Econometrics.
[Full Text][Citation analysis]
article6
2017Learning can generate long memory In: Journal of Econometrics.
[Full Text][Citation analysis]
article10
2021Empirical evidence on the Euler equation for consumption in the US In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article7
2010Inference in models with adaptive learning In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article30
2005Identification Issues in Forward-Looking Models Estimated by GMM, with an Application to the Phillips Curve. In: Journal of Money, Credit and Banking.
[Citation analysis]
article155
2010Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve In: Journal of Money, Credit and Banking.
[Citation analysis]
article9
2009Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2010Identification?Robust Minimum Distance Estimation of the New Keynesian Phillips Curve.(2010) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2010Nash Bargaining, Credible Bargaining and Efficiency Wages in a Matching Model for the US In: Economics Series Working Papers.
[Full Text][Citation analysis]
paper6
2011Nash Bargaining, Credible Bargaining and Efficiency wages in a matching model for the US.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2011Identification Using Stability Restrictions In: Working Papers.
[Full Text][Citation analysis]
paper28
2014Identification Using Stability Restrictions.(2014) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
article
2014Identification Using Stability Restrictions.(2014) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
article
2014IDENTIFICATION ISSUES IN LIMITED?INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article5
2019A more powerful subvector Anderson Rubin test in linear instrumental variables regression In: Quantitative Economics.
[Full Text][Citation analysis]
article15

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team