New Approaches to the Identification of Macroeconomic Models

Publications

Other (5)

A Test for Kronecker Product Structure Covariance Matrix

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

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

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

Identification at the Zero Lower Bound

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

Peer reviewed articles (5)

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

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

ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS

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

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, Published Online, 2019, ISSN 0304-3932
Publisher: Elsevier BV
DOI: 10.1016/j.jmoneco.2019.12.004

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, 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, 36/1, 2020, Page(s) 86-121, ISSN 0266-4666
Publisher: Cambridge University Press
DOI: 10.1017/s0266466619000045