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

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

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