Vasilis Sarafidis

BA (Hons) Sussex, MPhil Cambridge, PhD Cambridge
Senior Lecturer
vasilis.sarafidis@sydney.edu.au

Room 488
H04 - Merewether Building
The University of Sydney
NSW 2006 Australia

Phone: +61 2 9036 9120
Fax: +61 2 9351 6409

Vasilis' background is in the areas of economics and econometrics. He received his BA (First Class Honours) 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 Ofwat - Office for Water Services (U.K.), Telestyrelsen - the national telecom agency in Denmark, the Jersey Competition Regulatory Authority, and the Electricity Association (U.K.). Recently he has collaborated with Sydney Water Corporation in a joint research study that determines the residential price elasticity of water demand in Sydney and contributes to a current public policy debate on the issue of whether scarce pricing can be used effectively to balance supply and demand for water usage.

Vasilis' main area of research lies in panel data analysis. In particular, he is interested in estimation and statistical inference in models with unobserved heterogeneity, with current focus on models characterised by cross-sectional dependence and parameter heterogeneity. His research has been published in leading scientific journals in econometrics and statistics. Some of his current work-in-progress is available at IDEAS RePEc .

Vasilis has been a regular speaker at international conferences such as the World Congress of the Econometric Society, the International Conference on Panel Data, and the Far Eastern and South Asia Meeting of the Econometric Society. He is a founding member of MEAFA, a cross-disciplinary research network that promotes methodological advances in financial analysis.

In 2009 he received the Dean's Citation award for his contribution to learning and teaching in the Faculty.

Research Expertise

Research Interests

• Analysis of Longitudinal/Panel Data
• Microeconometrics
• Cross-sectional Dependence
• Factor Analysis
• Clustering Analysis