Access Statistics for Konstantinos Theodoridis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach for Detecting Shifts in Forecast Accuracy 0 0 0 53 0 1 3 87
A Trendy Approach to UK Inflation Dynamics 0 0 0 34 0 1 1 85
A new approach for detecting shifts in forecast accuracy 0 0 0 74 0 0 3 95
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 0 0 2 114
A structural model for policy analysis and forecasting: NZSIM 1 1 3 127 1 3 8 242
A trendy approach to UK inflation dynamics 0 1 6 121 2 4 18 160
Aggregate Skewness and the Business Cycle 2 9 30 186 10 27 102 464
Aggregate Skewness and the Business Cycle 0 2 10 32 2 6 26 85
Aggregate skewness and the business cycle 2 4 5 20 3 8 12 52
An efficient minimum distance estimator for DSGE models 0 0 0 110 3 4 8 306
Assessing the economy-wide effects of quantitative easing 0 0 5 504 1 3 14 1,335
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 0 149 0 0 4 330
Common and Country Specific Economic Uncertainty 0 0 1 21 0 1 6 123
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach 0 0 1 11 0 0 2 52
Cross-country co-movement in long-term interest rates: a DSGE approach 0 0 1 75 0 1 5 167
DSGE Priors for BVAR Models 0 0 0 5 0 0 4 41
DSGE model restrictions for structural VAR identification 0 0 0 187 0 0 0 352
DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation 0 0 0 107 1 1 5 235
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 1 79 0 1 5 99
Do contractionary monetary policy shocks expand shadow banking? 0 0 2 338 1 2 13 562
Do macro shocks matter for equities? 0 0 0 38 0 0 1 162
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 88 0 0 4 284
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 4 0 1 3 59
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 164 0 0 3 330
Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison 0 0 0 270 0 0 2 449
Estimating Time-Varying DSGE Models Using Minimum Distance Methods 0 0 0 10 0 1 1 68
Estimating time-varying DSGE models using minimum distance methods 0 0 0 119 1 1 1 164
Financial Structure and Economic Growth 0 0 1 841 0 2 8 1,805
Fiscal Policy Shocks and Stock Prices in the United State 0 0 0 57 0 1 1 95
Fiscal Policy Shocks and Stock Prices in the United States 0 0 1 43 0 2 10 69
Fiscal Sustainability and Policy Interactions 0 1 21 21 1 2 24 24
Fiscal policy shocks and stock prices in the United States 0 0 1 64 0 1 2 94
Fiscal policy shocks and stock prices in the United States 0 0 1 21 0 0 1 25
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 0 0 0 270 1 2 7 693
Forward Guidance, Quantitative Easing, or both? 0 1 7 173 0 5 20 548
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries 0 0 0 31 0 2 5 179
How Robust is the R&D-Productivity relationship? Evidence from OECD Countries 0 0 1 129 1 1 3 285
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 0 0 8 186
Is there a National Housing Market Bubble Brewing in the United States? 0 0 1 56 0 1 3 145
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 81 0 0 0 179
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 22 0 0 2 138
News and Labor Market Dynamics in the Data and in Matching Models 0 0 0 41 0 0 3 144
News and labour market dynamics in the data and in matching models 0 0 0 36 0 1 2 122
News-Driven Business Cycles in Small Open Economies 0 1 1 179 0 2 4 362
News-driven business cycles in small open economies 0 0 1 222 1 1 2 353
Non-linear Dynamics of Oil Supply News Shocks 1 4 34 34 5 11 67 67
Non-linear effects of oil shocks on stock prices 4 8 24 463 7 18 64 1,014
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 6 2 2 2 24
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 0 0 4 68
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 1 1 2 27
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 0 1 37 0 1 2 82
Risk news shocks and the business cycle 0 0 1 129 0 1 3 317
State Dependence in Labor Market Fluctuations 0 0 0 43 1 2 2 40
State Dependence in Labor Market Fluctuations 0 0 0 27 0 0 0 38
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 1 2 2 55
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 1 58 0 0 4 129
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 1 1 21 0 1 3 62
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications 0 0 1 30 0 0 5 58
State dependence in labor market fluctuations: evidence, theory, and policy implications 0 0 0 22 0 0 0 61
State dependence in labour market fluctuations 0 0 0 7 0 0 0 14
Testing a Model of the UK by the Method of Indirect Inference 0 0 0 64 0 1 1 217
Testing a model of the UK by the method of indirect inference 0 0 1 106 0 1 6 320
The Anatomy of Small Open Economy Productivity Trends 0 1 8 30 1 3 26 62
The Anatomy of Small Open Economy Productivity Trends 0 0 4 13 0 1 6 20
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 0 2 8 505 1 6 30 1,434
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 1 5 0 2 5 63
The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 1 134 0 1 3 250
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 72 0 0 1 121
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 1 1 35 1 3 6 84
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 2 15 0 1 8 101
The anatomy of small open economy trends 0 0 0 18 1 1 2 35
The international transmission of volatility shocks: an empirical analysis 0 0 0 257 0 2 4 504
US financial shocks and the distribution of income and consumption in the UK 0 0 0 93 0 1 2 189
US financial shocks and the distribution of income and consumption in the UK 0 1 1 40 0 1 2 75
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 1 1 1 125 1 3 4 296
Understanding International Long-Term Interest Rate Comovement 0 1 4 205 0 4 14 503
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 42 0 1 1 107
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 8 0 0 4 93
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 1 16 0 1 4 146
Total Working Papers 11 40 199 8,067 51 161 650 18,624
11 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Trendy Approach to UK Inflation Dynamics 1 2 2 5 1 2 3 22
A new approach for detecting shifts in forecast accuracy 0 0 0 4 1 2 4 30
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 16 0 0 4 73
Assessing the Economy‐wide Effects of Quantitative Easing 2 2 7 421 3 5 30 1,305
Changing Macroeconomic Dynamics at the Zero Lower Bound 1 1 1 33 1 1 5 174
Common and country specific economic uncertainty 2 2 7 115 2 7 31 440
DSGE Model Restrictions for Structural VAR Identification 0 0 3 213 0 3 8 504
DSGE priors for BVAR models 0 0 0 31 0 0 2 142
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 0 7 0 1 5 34
Do contractionary monetary policy shocks expand shadow banking? 0 0 4 54 2 5 23 311
Dynamic effects of monetary policy shocks on macroeconomic volatility 1 2 7 48 3 6 24 161
Financial structure and economic growth 2 2 4 351 3 4 12 1,027
Fiscal policy shocks and stock prices in the United States 0 0 4 30 0 1 6 126
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 1 106 0 0 6 356
Is there a national housing market bubble brewing in the United States? 0 0 2 2 1 1 5 5
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 0 2 8 92 1 3 24 268
News shocks and labour market dynamics in matching models 0 0 0 2 0 0 1 14
News shocks and labour market dynamics in matching models 0 0 1 49 0 2 9 187
News-driven business cycles in small open economies 0 0 0 60 1 2 4 231
On the robustness of R&D 1 1 2 33 1 1 5 147
Precautionary liquidity shocks, excess reserves and business cycles 1 2 3 4 1 3 7 20
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 0 1 11 1 1 3 53
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 0 0 3 7 0 2 10 23
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 1 3 84 1 4 11 273
Testing a Model of the UK by the Method of Indirect Inference 0 0 1 47 0 0 1 201
The Changing Transmission of Uncertainty Shocks in the U.S 1 3 6 42 2 5 15 123
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 1 1 6 71 1 2 19 216
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 1 1 2 28 2 7 23 115
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 2 28 2 4 8 100
What can company data tell us about financing and investment decisions? 0 1 3 46 0 4 7 321
Total Journal Articles 14 23 83 2,040 30 78 315 7,002


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Understanding International Long-term Interest Rate Comovement 0 1 4 9 0 1 10 19
Total Chapters 0 1 4 9 0 1 10 19


Statistics updated 2025-05-12