New Approaches to the Identification of Macroeconomic Models

Project Information

Macro Identification

Grant agreement ID: 647152

DOI 10.3030/647152

Project closed

EC signature date 7 August 2015

Start date 1 September 2015

End date 28 February 2021

Funded under

• EXCELLENT SCIENCE - European Research Council (ERC)

Total cost € 1 312 383,00

EU contribution € 1 312 383,00

Coordinated by

THE CHANCELLOR, MASTERS AND SCHOLARS OF THE UNIVERSITY OF OXFORD
United Kingdom

Publications

Other (6)

A Test for Kronecker Product Structure Covariance Matrix

Author(s): Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis
Published in: Working Paper, Issue n/a, 2020, Page(s) n/a
Publisher: n/a

Testing the effectiveness of unconventional monetarypolicy in Japan and the United States

Author(s): Daisuke Ikeda, Shangshang Li, Sophocles Mavroeidis, Francesco Zanetti
Published in: Working Paper, Issue n/a, 2020, Page(s) n/a
Publisher: n/a

A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity

Author(s): Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis
Published in: Working Paper, Issue n/a, 2021, Page(s) n/a
Publisher: n/a

The unbearable lightness of equilibria in a low interest rate environment

Author(s): Ascari, Guido; Mavroeidis, Sophocles
Published in: Working Paper, Issue n/a, 2020, Page(s) 1
Publisher: 1

Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables

Author(s): Max-Sebastian Dovì
Published in: Working Paper, Issue n/a, 2021, Page(s) n/a
Publisher: n/a

Identification at the Zero Lower Bound

Author(s): Sophocles Mavroeidis
Published in: Working paper, Issue n/a, 2021, Page(s) n/a
Publisher: n/a

Peer reviewed articles (3)

A more powerful subvector Anderson Rubin test in linear instrumental variables regression

Author(s): Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis
Published in: Quantitative Economics, Issue 10/2, 2019, Page(s) 487-526, ISSN 1759-7323
Publisher: The Economic Society
DOI: 10.3982/qe1116

Empirical evidence on the Euler equation for consumption in the US

Author(s): Guido Ascari, Leandro M. Magnusson, Sophocles Mavroeidis
Published in: Journal of Monetary Economics, Issue 117, 2021, Page(s) 129-152, ISSN 0304-3932
Publisher: Elsevier BV
DOI: 10.1016/j.jmoneco.2019.12.004

ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS

Author(s): Guillaume Chevillon, Sophocles Mavroeidis, Zhaoguo Zhan
Published in: Econometric Theory, Issue 36/1, 2020, Page(s) 86-121, ISSN 0266-4666
Publisher: Cambridge University Press
DOI: 10.1017/s0266466619000045