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 81
A Trendy Approach to UK Inflation Dynamics 0 0 1 33 0 1 6 71
A new approach for detecting shifts in forecast accuracy 0 1 1 73 0 2 7 91
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 0 0 8 102
A structural model for policy analysis and forecasting: NZSIM 1 1 3 120 1 3 14 216
A trendy approach to UK inflation dynamics 0 0 1 112 0 3 13 128
Aggregate Skewness and the Business Cycle 5 16 63 63 11 36 116 116
An efficient minimum distance estimator for DSGE models 0 0 0 107 1 1 16 278
Assessing the economy-wide effects of quantitative easing 0 3 14 490 1 10 56 1,284
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 1 5 139 3 4 19 283
Common and Country Specific Economic Uncertainty 0 0 3 268 4 5 41 595
Common and Country Specific Economic Uncertainty 0 0 2 16 3 5 32 93
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach 0 0 0 9 0 0 0 43
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach 0 0 2 47 0 1 11 155
Cross-country co-movement in long-term interest rates: a DSGE approach 0 0 0 73 1 2 6 150
DSGE Priors for BVAR Models 0 1 2 5 0 2 7 37
DSGE Priors for BVAR Models 1 1 5 186 2 2 18 370
DSGE model restrictions for structural VAR identification 0 2 2 187 0 2 7 348
DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation 0 1 6 103 1 4 21 213
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 1 1 2 78 1 1 6 90
Do contractionary monetary policy shocks expand shadow banking? 0 1 2 333 3 5 28 521
Do macro shocks matter for equities? 0 1 1 37 0 3 34 140
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 4 0 1 10 53
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 3 161 1 2 19 309
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 116 0 0 7 239
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 4 84 1 2 28 263
Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison 0 0 1 270 0 3 4 445
Estimating Time-Varying DSGE Models Using Minimum Distance Methods 0 0 0 60 0 0 5 78
Estimating Time-Varying DSGE Models Using Minimum Distance Methods 1 1 3 10 1 1 8 66
Estimating time-varying DSGE models using minimum distance methods 0 0 0 119 0 0 6 160
Financial Structure and Economic Growth 0 2 5 838 2 14 43 1,742
Fiscal Policy Shocks and Stock Prices in the United State 0 0 0 55 0 0 10 86
Fiscal Policy Shocks and Stock Prices in the United States 0 0 0 248 0 1 8 546
Fiscal Policy Shocks and Stock Prices in the United States 0 0 1 41 1 1 4 44
Fiscal policy shocks and stock prices in the United States 0 0 0 62 0 2 13 78
Fiscal policy shocks and stock prices in the United States 0 1 15 15 0 2 16 16
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 1 1 3 265 2 4 18 662
Forward Guidance, Quantitative Easing, or both? 0 2 6 160 0 4 30 503
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries 0 1 2 28 1 4 15 158
How Robust is the R&D-Productivity relationship? Evidence from OECD Countries 0 0 0 126 2 2 11 263
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 1 9 36 139
Is there a National Housing Market Bubble Brewing in the United States? 0 1 16 51 0 1 27 136
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 80 0 2 21 164
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 20 0 2 17 113
News and Labor Market Dynamics in the Data and in Matching Models 0 0 0 41 0 1 14 130
News and labour market dynamics in the data and in matching models 0 0 0 36 0 0 7 116
News-Driven Business Cycles in Small Open Economies 0 0 1 175 3 3 13 339
News-driven business cycles in small open economies 0 0 0 220 2 2 6 340
Non-linear effects of oil shocks on stock prices 0 5 26 371 6 21 86 806
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 2 18 18 0 2 20 20
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 2 5 0 0 10 20
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 2 19 0 3 20 55
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 1 5 31 0 2 10 70
Risk news shocks and the business cycle 0 0 0 124 0 1 6 303
State Dependence in Labor Market Fluctuations 0 0 2 27 0 1 4 37
State Dependence in Labor Market Fluctuations 0 0 1 43 0 2 10 38
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 57 0 0 4 121
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 19 1 3 13 52
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 0 0 8 52
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications 0 0 0 29 0 0 3 53
State dependence in labor market fluctuations: evidence, theory, and policy implications 0 0 0 22 0 2 12 55
State dependence in labour market fluctuations 0 0 7 7 1 3 14 14
Testing a Model of the UK by the Method of Indirect Inference 0 0 0 64 0 0 4 213
Testing a model of the UK by the method of indirect inference 0 1 2 105 0 2 6 305
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 2 3 18 475 7 14 63 1,309
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 3 4 7 321 5 8 27 575
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 0 3 1 4 21 39
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 72 1 2 11 85
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 2 4 130 3 6 28 220
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 1 33 0 0 9 73
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 0 9 0 1 10 70
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 1 1 4 259 2 4 26 597
The international transmission of volatility shocks: an empirical analysis 1 1 3 255 5 6 27 492
US financial shocks and the distribution of income and consumption in the UK 0 0 1 38 1 1 4 71
US financial shocks and the distribution of income and consumption in the UK 0 1 5 87 0 2 13 172
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 1 1 115 0 3 11 274
Understanding International Long-Term Interest Rate Comovement 0 4 14 185 2 12 50 441
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 1 6 117 2 8 30 339
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 38 0 7 25 71
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 234 2 8 16 496
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 7 0 3 12 48
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 15 2 3 23 110
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 1 4 227 0 5 25 526
Total Working Papers 17 67 310 9,530 90 294 1,525 20,815


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 1 1 2 4 12 12
A new approach for detecting shifts in forecast accuracy 0 0 0 1 0 0 5 19
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 1 14 1 2 6 59
Assessing the Economy‐wide Effects of Quantitative Easing 1 4 16 398 2 7 53 1,215
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 5 25 5 9 42 119
Common and country specific economic uncertainty 1 6 18 86 1 9 62 317
DSGE Model Restrictions for Structural VAR Identification 0 1 7 203 1 2 18 471
DSGE priors for BVAR models 0 0 1 30 0 1 7 128
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 2 5 0 0 3 21
Do contractionary monetary policy shocks expand shadow banking? 1 2 6 34 4 10 51 210
Dynamic effects of monetary policy shocks on macroeconomic volatility 1 1 9 18 1 5 32 72
Financial structure and economic growth 0 1 9 340 3 7 48 945
Fiscal policy shocks and stock prices in the United States 0 0 2 9 1 4 22 54
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 2 101 5 10 42 295
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 0 2 9 73 0 3 26 211
News shocks and labour market dynamics in matching models 0 0 0 2 0 1 3 13
News shocks and labour market dynamics in matching models 0 1 3 45 0 2 20 156
News-driven business cycles in small open economies 0 1 10 54 0 3 36 200
On the robustness of R&D 0 0 3 30 2 2 16 131
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 1 1 9 0 3 9 45
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 1 2 6 70 4 8 39 225
Testing a Model of the UK by the Method of Indirect Inference 1 1 3 46 1 2 7 188
The Changing Transmission of Uncertainty Shocks in the U.S 0 1 10 23 0 4 18 74
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 2 2 3 51 2 2 12 169
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 0 0 6 7 1 2 38 42
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 3 24 1 2 9 78
What can company data tell us about financing and investment decisions? 0 0 0 41 0 1 5 308
Total Journal Articles 8 26 136 1,740 37 105 641 5,777


Statistics updated 2022-08-04