Professor Vasilis Sarafidis
Professor - Finance

Summary

For further information, please see my personal webpage.

My educational background is in the areas of economics and econometrics. I received a BA in Economics with Computing and Quantitative Methods at the University of Sussex, and an MPhil in Economics and Econometrics at the University of Cambridge. I completed my PhD degree in Econometrics in 2006 at the University of Cambridge.

My main area of research lies in the econometric analysis of panel data. My focus lies on model specification and testing, dynamic panels, common factor structures, models for spatial interactions and networks, multi-dimensional panels, and random coefficient models; with applications to banking and finance, the analysis of crime, water-usage demand, among others.

Before studying for my PhD, I worked as an economist for a private consultancy in the City of London. During that time I led projects involving econometric analysis and modelling for the electricity, water and telecommunications sectors. As a consultant I advised, among others, the Office for Water Services (U.K.), the National Telecom Agency in Denmark, the Jersey Competition Regulatory Authority and the Electricity Association (U.K.)

During my academic career, I have also acted as an advisor to the Productivity Commission (Australia), the Essential Services Commission in Victoria, the Commonwealth Environmental Office, the NSW Independent Pricing and Regulatory Tribunal, the Bureau of Airline Representatives of Australia, the NSW Corrective Services, the South East Water Corporation, and the Sydney Water Corporation.

Qualifications

PhD Econometrics, University of Cambridge, 2006

MPhil Economics and Econometrics, University of Cambridge, 2001

BA Economics with Computing and Quantitative Methods, University of Sussex, 2000