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 0 2 87
A Trendy Approach to UK Inflation Dynamics 0 0 0 34 0 0 1 85
A new approach for detecting shifts in forecast accuracy 1 1 1 75 1 1 3 96
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 1 1 3 115
A structural model for policy analysis and forecasting: NZSIM 1 2 5 129 1 4 12 246
A trendy approach to UK inflation dynamics 1 3 6 124 1 6 21 166
Aggregate Skewness and the Business Cycle 1 6 28 192 4 22 93 486
Aggregate Skewness and the Business Cycle 0 0 8 32 1 2 22 87
Aggregate skewness and the business cycle 0 0 4 20 1 2 11 54
An efficient minimum distance estimator for DSGE models 0 0 0 110 0 1 8 307
Assessing the economy-wide effects of quantitative easing 0 1 5 505 1 3 13 1,338
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 1 1 150 0 2 6 332
Common and Country Specific Economic Uncertainty 0 0 0 21 1 4 7 127
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach 0 0 0 11 0 0 1 52
Cross-country co-movement in long-term interest rates: a DSGE approach 0 0 0 75 0 1 4 168
DSGE Priors for BVAR Models 0 0 0 5 0 1 3 42
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 0 1 4 236
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 0 79 0 0 2 99
Do contractionary monetary policy shocks expand shadow banking? 0 0 1 338 0 2 13 564
Do macro shocks matter for equities? 0 0 0 38 0 1 2 163
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 4 0 0 3 59
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 88 0 1 5 285
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 164 1 2 4 332
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 1 1 2 69
Estimating time-varying DSGE models using minimum distance methods 0 0 0 119 0 0 1 164
Financial Structure and Economic Growth 0 0 1 841 0 0 7 1,805
Fiscal Policy Shocks and Stock Prices in the United State 0 0 0 57 0 0 1 95
Fiscal Policy Shocks and Stock Prices in the United States 1 1 1 44 1 2 9 71
Fiscal Sustainability and Policy Interactions 1 5 26 26 1 8 32 32
Fiscal policy shocks and stock prices in the United States 0 0 0 64 0 0 1 94
Fiscal policy shocks and stock prices in the United States 0 0 0 21 1 1 1 26
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 0 0 0 270 0 1 6 694
Forward Guidance, Quantitative Easing, or both? 0 1 6 174 0 2 17 550
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries 0 0 0 31 0 0 5 179
How Robust is the R&D-Productivity relationship? Evidence from OECD Countries 0 0 0 129 0 1 3 286
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 0 2 7 188
Is there a National Housing Market Bubble Brewing in the United States? 0 0 1 56 0 0 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 0 2 122
News-Driven Business Cycles in Small Open Economies 0 0 1 179 1 4 8 366
News-driven business cycles in small open economies 0 0 1 222 7 7 9 360
Non-linear Dynamics of Oil Supply News Shocks 0 3 37 37 2 11 78 78
Non-linear effects of oil shocks on stock prices 1 6 24 469 5 17 65 1,031
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 6 0 0 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 0 0 2 27
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 0 1 37 0 0 2 82
Risk news shocks and the business cycle 0 0 1 129 0 0 3 317
State Dependence in Labor Market Fluctuations 0 0 0 43 0 0 2 40
State Dependence in Labor Market Fluctuations 0 0 0 27 1 1 1 39
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 0 2 4 57
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 58 0 0 1 129
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 1 21 4 4 6 66
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications 0 0 0 30 0 0 2 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 1 1 1 15
Testing a Model of the UK by the Method of Indirect Inference 0 0 0 64 0 0 1 217
Testing a model of the UK by the method of indirect inference 0 0 1 106 2 2 8 322
The Anatomy of Small Open Economy Productivity Trends 3 4 8 34 3 8 25 70
The Anatomy of Small Open Economy Productivity Trends 0 3 6 16 0 4 9 24
The Anatomy of Small Open Economy Trends 0 0 0 18 0 0 2 35
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 1 4 9 509 2 10 33 1,444
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 1 5 0 1 6 64
The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 1 134 0 0 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 0 1 35 2 2 7 86
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 15 0 1 6 102
The international transmission of volatility shocks: an empirical analysis 0 0 0 257 0 0 4 504
US financial shocks and the distribution of income and consumption in the UK 0 0 1 40 0 0 1 75
US financial shocks and the distribution of income and consumption in the UK 0 1 1 94 0 1 2 190
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 1 2 126 0 5 9 301
Understanding International Long-Term Interest Rate Comovement 0 4 6 209 1 8 19 511
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 42 0 0 1 107
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 8 1 2 6 95
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 2 2 5 148
Total Working Papers 11 47 200 8,114 51 168 685 18,792
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 0 0 2 5 0 1 4 23
A new approach for detecting shifts in forecast accuracy 0 0 0 4 0 1 3 31
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 0 2 6 423 8 16 40 1,321
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 1 33 1 3 6 177
Common and country specific economic uncertainty 1 2 9 117 3 7 29 447
DSGE Model Restrictions for Structural VAR Identification 0 0 2 213 1 1 8 505
DSGE priors for BVAR models 1 1 1 32 1 1 2 143
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 1 1 8 1 2 7 36
Do contractionary monetary policy shocks expand shadow banking? 0 0 2 54 1 4 21 315
Dynamic effects of monetary policy shocks on macroeconomic volatility 0 1 8 49 2 5 26 166
Financial structure and economic growth 0 0 3 351 3 3 13 1,030
Fiscal policy shocks and stock prices in the United States 0 1 3 31 3 8 12 134
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 0 106 2 4 9 360
Is there a national housing market bubble brewing in the United States? 0 1 1 3 0 1 3 6
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 0 0 6 92 2 6 21 274
News shocks and labour market dynamics in matching models 0 0 0 49 2 3 10 190
News shocks and labour market dynamics in matching models 0 0 0 2 1 1 2 15
News-driven business cycles in small open economies 0 0 0 60 3 4 7 235
On the robustness of R&D 0 0 2 33 0 1 3 148
Precautionary liquidity shocks, excess reserves and business cycles 0 1 4 5 1 2 8 22
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 1 2 12 1 2 5 55
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 0 2 5 9 0 3 13 26
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 0 3 84 0 0 10 273
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 0 0 6 42 0 0 14 123
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 1 1 4 72 1 2 15 218
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 0 6 8 34 3 14 35 129
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 2 28 1 2 9 102
What can company data tell us about financing and investment decisions? 0 0 2 46 0 0 6 321
Total Journal Articles 3 20 84 2,060 41 97 346 7,099


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 3 10 1 2 4 21
Total Chapters 0 1 3 10 1 2 4 21


Statistics updated 2025-08-05