Affiliation:
Assistant Professor
Department of
Contact details:
Telephone: 401 863 2506
Sophocles_Mavroeidis
brown.edu
Office: Robinson 303B
Office hours: on leave (Fall 2009)
Official Brown Research page
Publications
Weak identification of forward-looking models in monetary economics. Oxford Bulletin of Economics and Statistics, 2004, vol. 66 Supplement, pp. 609-635.
Identification issues in forward-looking models estimated by GMM, with an application to the Phillips curve. Journal of Money Credit and Banking, 2005, vol. 37 number 3, pp. 421-448. Additional Unpublished Appendix.
Weak instrument robust tests and the new Keynesian Phillips curve (with Frank Kleibergen). with discussions by F. Canova, J. C. Chao and N. R. Swanson, J. M. Dufour, A. Mikusheva, J. Wright, M. Yogo, E. Zivot and S. Chaudhuri, and rejoinder. Journal of Business and Economic Statistics, 2009, vol. 27 issue 3, pp. 293-339.
Monetary policy rules and macroeconomic stability: some new evidence. Forthcoming in the American Economic Review. Final version: November 2008. Additional Appendix (version presented at the NBER Summer Institute 2007 was entitled: "Testing for indeterminacy in US monetary policy")
Working papers
Inference in models with adaptive learning (with Guillaume Chevillon and Michael Massmann), revised September 2009
Inference on subsets of parameters in GMM without assuming identification (with Frank Kleibergen), Revised, September 2009
Identification-robust Minimum Distance estimation of the new Keynesian Phillips curve (with Leandro Magnusson), revised August 2009. matlab code
Identifying Euler Equation models via stability restrictions (with Leandro Magnusson), April 2009
Matching frictions, efficiency wages and unemployment in the USA and the UK (with Jim Malcomson), new version February 2007
Testing the New Keynesian Phillips Curve without assuming identification, Brown Economics working paper 2006-13.
Conditional inference in the cointegrated vector autoregressive model (with Kees Jan van Garderen), February 2006
In progress
Inference in structural vector autoregressions with long-run restrictions
Testing for indeterminacy in US monetary policy: a full information approach
Old stuff
Econometric Issues in Forward-Looking Monetary Models. (DPhil thesis, 2002)
Identification and Mis-specification Issues in Forward-Looking Monetary Models, August 2001. (Presented at METU Economics Conference, Ankara 2001)