Details about Sophocles Mavroeidis

Access statistics for papers by Sophocles Mavroeidis.

Last updated 2024-07-04. Update your information in the RePEc Author Service.

Short-id: pma404

Working Papers

2025

1. Cointegration with Occasionally Binding Constraints
   Papers, arXiv.org View citations (1)
2. Stationarity with Occasionally Binding Constraints
   Papers, arXiv.org

2024

3. Common Trends and Long-Run Identification in Nonlinear Structural VARs
   Papers, arXiv.org

2023

4. A Ridge-Regularised Jackknifed Anderson-Rubin Test
   Papers, arXiv.org
   See also Journal Article A Ridge-Regularized Jackknifed Anderson-Rubin Test, Journal of Business & Economic Statistics, Taylor & Francis Journals (2024) View citations (2) (2024)
5. Coherence without Rationality at the ZLB
   DEM Working Papers Series, University of Pavia, Department of Economics and Management
   Also in Working Papers, DNB (2023)
6. Coherence without Rationality at the Zero Lower Bound
   Papers, arXiv.org View citations (1)
   See also Journal Article Coherence without rationality at the zero lower bound, Journal of Economic Theory, Elsevier (2023) View citations (1) (2023)
7. Empirical evidence on the Euler equation for investment in the US
   Working Papers, DNB
   Also in School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy (2023)
   Papers, arXiv.org (2022) View citations (7)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) View citations (11)
8. Testing the effectiveness of unconventional monetary policy in Japan and the United States
   Papers, arXiv.org View citations (1)
   Also in BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2022) View citations (1)
   Discussion Papers, Centre for Macroeconomics (CFM) (2022) View citations (1)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022) View citations (1)
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2020) View citations (24)
   Economics Series Working Papers, University of Oxford, Department of Economics (2021) View citations (2)
   See also Journal Article Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States, American Economic Journal: Macroeconomics, American Economic Association (2024) View citations (12) (2024)

2022

9. A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity
   Papers, arXiv.org View citations (1)
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2021) View citations (3)
10. A Test for Kronecker Product Structure Covariance Matrix
    Papers, arXiv.org View citations (2)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2022) View citations (1)
    See also Journal Article A test for Kronecker Product Structure covariance matrix, Journal of Econometrics, Elsevier (2023) (2023)

2021

11. Identification at the Zero Lower Bound
    Papers, arXiv.org View citations (25)
    See also Journal Article Identification at the Zero Lower Bound, Econometrica, Econometric Society (2021) View citations (25) (2021)
12. The unbearable lightness of equilibria in a low interest rate environment
    Working Papers, DNB View citations (2)
    Also in Papers, arXiv.org (2021) View citations (4)
    See also Journal Article The unbearable lightness of equilibria in a low interest rate environment, Journal of Monetary Economics, Elsevier (2022) View citations (5) (2022)

2016

13. Robust inference in structural VARs with long-run restrictions
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School View citations (3)

2015

14. Bargaining and Wage Rigidity in a Matching Model for the US
    IZA Discussion Papers, Institute of Labor Economics (IZA)
    See also Journal Article Bargaining and Wage Rigidity in a Matching Model for the US, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2017) View citations (1) (2017)

2014

15. Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve
    Scholarly Articles, Harvard University Department of Economics View citations (234)
    Also in Working Paper, Harvard University OpenScholar View citations (148)
    See also Journal Article Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve, Journal of Economic Literature, American Economic Association (2014) View citations (271) (2014)

2013

16. Learning generates Long Memory
    Post-Print, HAL View citations (10)
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2011) View citations (2)

2011

17. Identification Using Stability Restrictions
    Working Papers, Tulane University, Department of Economics View citations (2)
    See also Journal Article Identification Using Stability Restrictions, Econometrica, Econometric Society (2014) View citations (43) (2014)
18. Nash Bargaining, Credible Bargaining and Efficiency wages in a matching model for the US
    2011 Meeting Papers, Society for Economic Dynamics
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2010) View citations (6)

2009

19. Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve
    Working Papers, Tulane University, Department of Economics View citations (1)
    See also Journal Article Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve, Journal of Money, Credit and Banking, Blackwell Publishing (2010) View citations (14) (2010)

2006

20. Testing the New Keynesian Phillips Curve Without Assuming Identification
    Working Papers, Brown University, Department of Economics View citations (15)

2004

21. Conditional Inference in Cointegrating Vector Autoregressive Models
    Econometric Society 2004 Australasian Meetings, Econometric Society

Journal Articles

2024

1. A Ridge-Regularized Jackknifed Anderson-Rubin Test
   Journal of Business & Economic Statistics, 2024, 42, (3), 1083-1094 View citations (2)
   See also Working Paper A Ridge-Regularised Jackknifed Anderson-Rubin Test, Papers (2023) (2023)
2. Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States
   American Economic Journal: Macroeconomics, 2024, 16, (2), 250-86 View citations (12)
   See also Working Paper Testing the effectiveness of unconventional monetary policy in Japan and the United States, Papers (2023) View citations (1) (2023)

2023

3. A test for Kronecker Product Structure covariance matrix
   Journal of Econometrics, 2023, 233, (1), 88-112
   See also Working Paper A Test for Kronecker Product Structure Covariance Matrix, Papers (2022) View citations (2) (2022)
4. Coherence without rationality at the zero lower bound
   Journal of Economic Theory, 2023, 214, (C) View citations (1)
   See also Working Paper Coherence without Rationality at the Zero Lower Bound, Papers (2023) View citations (1) (2023)

2022

5. The unbearable lightness of equilibria in a low interest rate environment
   Journal of Monetary Economics, 2022, 127, (C), 1-17 View citations (5)
   See also Working Paper The unbearable lightness of equilibria in a low interest rate environment, Working Papers (2021) View citations (2) (2021)

2021

6. Empirical evidence on the Euler equation for consumption in the US
   Journal of Monetary Economics, 2021, 117, (C), 129-152 View citations (19)
7. Identification at the Zero Lower Bound
   Econometrica, 2021, 89, (6), 2855-2885 View citations (25)
   See also Working Paper Identification at the Zero Lower Bound, Papers (2021) View citations (25) (2021)

2020

8. ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS
   Econometric Theory, 2020, 36, (1), 86-121 View citations (3)

2019

9. A more powerful subvector Anderson Rubin test in linear instrumental variables regression
   Quantitative Economics, 2019, 10, (2), 487-526 View citations (25)

2018

10. Perpetual learning and apparent long memory
    Journal of Economic Dynamics and Control, 2018, 90, (C), 343-365 View citations (4)

2017

11. Bargaining and Wage Rigidity in a Matching Model for the US
    Oxford Bulletin of Economics and Statistics, 2017, 79, (6), 997-1017 View citations (1)
    See also Working Paper Bargaining and Wage Rigidity in a Matching Model for the US, IZA Discussion Papers (2015) (2015)
12. Learning can generate long memory
    Journal of Econometrics, 2017, 198, (1), 1-9 View citations (16)

2015

13. Estimation of heterogeneous autoregressive parameters with short panel data
    Journal of Econometrics, 2015, 188, (1), 219-235 View citations (11)

2014

14. Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve
    Journal of Economic Literature, 2014, 52, (1), 124-88 View citations (271)
    See also Working Paper Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve, Scholarly Articles (2014) View citations (234) (2014)
15. IDENTIFICATION ISSUES IN LIMITED‐INFORMATION BAYESIAN ANALYSIS OF STRUCTURAL MACROECONOMIC MODELS
    Journal of Applied Econometrics, 2014, 29, (7), 1183-1209 View citations (7)
16. Identification Using Stability Restrictions
    Econometrica, 2014, 82, 1799-1851 View citations (43)
    Also in Econometrica, 2014, 82, (5), 1799-1851 (2014) View citations (31)
    See also Working Paper Identification Using Stability Restrictions, Working Papers (2011) View citations (2) (2011)

2012

17. On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression
    Econometrica, 2012, 80, (6), 2649-2666 View citations (46)

2010

18. Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve
    Journal of Money, Credit and Banking, 2010, 42, (2-3), 465-481 View citations (14)
    Also in Journal of Money, Credit and Banking, 2010, 42, (2‐3), 465-481 (2010) View citations (6)
    See also Working Paper Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve, Working Papers (2009) View citations (1) (2009)
19. Inference in models with adaptive learning
    Journal of Monetary Economics, 2010, 57, (3), 341-351 View citations (33)
20. Monetary Policy Rules and Macroeconomic Stability: Some New Evidence
    American Economic Review, 2010, 100, (1), 491-503 View citations (94)

2009

21. Rejoinder
    Journal of Business & Economic Statistics, 2009, 27, (3), 331-339
22. Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve
    Journal of Business & Economic Statistics, 2009, 27, (3), 293-311 View citations (128)

2005

23. Identification Issues in Forward-Looking Models Estimated by GMM, with an Application to the Phillips Curve
    Journal of Money, Credit and Banking, 2005, 37, (3), 421-48 View citations (166)

2004

24. Weak Identification of Forward‐looking Models in Monetary Economics
    Oxford Bulletin of Economics and Statistics, 2004, 66, (s1), 609-635 View citations (78)