He is an applied microeconomist whose research focuses on three areas of economics: family intertemporal decisions; heterogeneity in risk preferences and decisions under uncertainty; political economy and development economics. For instance, in a recent research project, Mazzocco attempts to understand the effect of political incentives on economic development and the quality of life of individuals. In a different project, he studies empirically and theoretically the main mechanisms behind the decisions by politicians to engage in corruption using audit reports data from municipalities in Brazil.