Vasilis Sarafidis

Assoc Professor

Accepting PhD Students

20062020

Research output per year

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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 2018 and 2019, Vasilis received a Commendation for Teaching Excellence by the Deputy Vice Chancellor at Monash University. In 2011 he was awarded the Teaching Excellence Award by the Discipline of Operations Management and Econometrics at the University of Sydney, while 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.

 *Forthcoming publications*

Norkute, M., Sarafidis V., Yamagata T. and G. Cui (2020). Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure. Journal of Econometrics, accepted, pg. 1-99.

Sarafidis, V., and T. Wansbeek (2020). 40 years of panel data analysis: past, present and future. Journal of Econometrics, accepted, pg. 1-20.

Juodis, A. and V. Sarafidis (2020). A linear estimator for factor-augmented fixed-T panels with endogenous regressors. Journal of Business & Economic Statistics, accepted, pg. 1-36. 

*Open access link to new articles*

Zhu, H., Sarafidis V., and M. Silvapulle (2020). A new structural break test for panels with common factorsEconometrics Journal, Vol. 23, pg. 137-155.

 *Papers under review by journals*

IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude toward risk. With G. Cui and T. Yamagata.

Identification and estimation of differentiated products models. With D. Byrne, S. Imai, N. Jain, and M. Hirukawa.

Related Links:

Research area keywords

  • Econometric Theory and Practice
  • Micro Econometrics
  • Panel Data Analysis

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Projects

Research Output

A new structural break test for panels with common factors

Zhu, H., Sarafidis, V. & Silvapulle, M. J., Jan 2020, In : Econometrics Journal. 23, 1, p. 137-155 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Crime, deterrence and punishment revisited

Bun, M. J. G., Kelaher, R., Sarafidis, V. & Weatherburn, D., 2019, (Accepted/In press) In : Empirical Economics. 31 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Income inequality and white-on-black racial bias in the United States: evidence from project implicit and Google trends

Connor, P., Sarafidis, V., Zyphur, M. J., Keltner, D. & Chen, S., Feb 2019, In : Psychological Science. 30, 2, p. 205-222 18 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

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
4 Citations (Scopus)

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

2 Citations (Scopus)