Vasilis Sarafidis

Assoc Professor

20092019
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Personal profile

Biography

Vasilis' background is in the areas of economics and econometrics. He received his BA in Economics with Computing and Quantitative Methods at the University of Sussex and his MPhil in Economics and Econometrics at the University of Cambridge. He completed his PhD in Econometrics in 2006 with a full ESRC scholarship at the University of Cambridge. Before studying for his PhD, he worked as an economist for a private consultancy in the City of London. During that time he led projects involving econometric analysis and modelling for the electricity, water and telecommunications sectors.

As a consultant he advised, among others, Ofwat - Office for Water Services (U.K.), Telestyrelsen - the national telecom agency in Denmark, the Jersey Competition Regulatory Authority, the Electricity Association (U.K.) and Sydney Water Corporation in Australia.

Vasilis' main area of research lies in panel data analysis. His main focus is on factor models, cross-sectional and spatial dependence, and clustering analysis, with applications to crime, the analysis of water demand and empirical I.O. Part of his academic work is publicly available online at https://ideas.repec.org/f/psa786.html. In 2009 Vasilis received the Dean's Citation award for high contribution to learning and teaching in the Faculty of Economics and Business at the University of Sydney, while in 2011 he was awarded the Teaching Excellence Award by the Discipline of Operations Management and Econometrics at the University of Sydney.

 

*Forthcoming Publications*

Robertson, D., Sarafidis, V., Westerlund, J. Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels. Journal of Business and Economic Statistics, forthcoming.

Sarafidis, V., 2016, Neighborhood GMM estimation of dynamic panel data models, Computational Statistics and Data Analysis, vol 100, 526-544.

Wan, W., Weatherburn, D., Wardlaw, G., Sarafidis, V., Sara, G., 2016, Do drug seizures predict drug-related emergency department presentations or arrests for durg use and possession? International Journal of Drug Policy, vol 27, 74-81.

Juodis, A., Sarafidis, V. Fixed T dynamic panel data estimators with multi-factor errors, Econometric Reviews, forthcoming.

Related Links:

Keywords

  • Factor Models
  • Econometrics
  • Panel Data Analysis
  • Clystering Analysis

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Projects 2017 2019

Research Output 2009 2018

Fixed T dynamic panel data estimators with multifactor errors

Juodis, A. & Sarafidis, V. 2018 In : Econometric Reviews. 37, 8, p. 893-929 37 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Unit root inference in generally trending and cross-correlated fixed-T panels

Robertson, D., Sarafidis, V. & Westerlund, J. 2018 In : Journal of Business and Economic Statistics. 36, 3, p. 493-504 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Does persistence in idiosyncratic risk proxy return-reversals?

Nath, H. B. & Sarafidis, V. Oct 2017 In : Journal of Banking and Financial Economics. 2, 8, p. 27-53 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Regression clustering for panel-data models with fixed effects

Christodoulou, D. & Sarafidis, V. 2017 In : Stata Journal. 17, 2, p. 314-329 16 p., st0475

Research output: Contribution to journalArticleResearchpeer-review

Do drug seizures predict drug-related emergency department presentations or arrests for drug use and possession?

Wan, W-Y., Weatherburn, D., Wardlaw, G., Sarafidis, V. & Sara, G. 2016 In : International Journal of Drug Policy. 27, p. 74 - 81 8 p.

Research output: Contribution to journalArticleResearchpeer-review