معرفی
Professor Vasilis Sarafidis is a faculty member in the Department of Economics and Finance at Brunel University London, within the College of Business, Arts and Social Sciences. He holds the academic rank of Professor in Finance and is actively engaged in research, teaching, and academic leadership.
His educational background includes a PhD in Econometrics from the University of Cambridge (2006), an MPhil in Economics and Econometrics from the same institution (2001), and a BA in Economics with Computing and Quantitative Methods from the University of Sussex (2000).
His research is centered on the econometric analysis of panel data, with emphasis on model specification and testing, dynamic panels, common factor structures, spatial interactions and networks, multi-dimensional panels, and random coefficient models. Applications span banking and finance, crime analysis, natural resource allocation, and policy evaluation. His methodological contributions are particularly significant in models with heterogeneous effects and nonlinear error components.
His recent publications (2022–2024) reveal a strong focus on advanced panel data techniques, including IV estimation of spatial dynamic panels, Granger non-causality tests, factor-augmented models, and rank conditions in CCE estimators. These works demonstrate a consistent trend toward improving inference in complex, high-dimensional panel settings with cross-sectional dependence and unobserved heterogeneity.
He has served as Associate Editor for Empirical Economics since 2019 and as Guest Editor for the Journal of Econometrics and Empirical Economics. He is a member of the Scientific Committee for the International Panel Data Conference series since 2016. He has held leadership roles including Director of Education at Monash University (2017–2019) and Associate Dean for PhD Research at BI Norwegian Business School (2021–2023).
His research has been supported by competitive funding, including a major Australian Research Council (ARC) grant (DP-170103135) for AUD 379,500 on micro-panel data with nonlinear error components, applied to alcohol-fueled violence and drug-related harm. He has advised major institutions such as the Productivity Commission (Australia), Essential Services Commission, NSW IPART, and water and energy regulators. He has organized major international conferences, including the 2015 AAE Conference, 2017 and 2021 International Panel Data Conferences, and is organizing the 2025 conference on 'Social and Sustainable Finance' at Brunel.
He also contributes to the academic community through open-source software, having co-developed the Stata package xtivdfreg for IV estimation of panel data models with unobserved factors, available on GitHub.
