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 86
A Trendy Approach to UK Inflation Dynamics 0 0 0 34 1 1 1 85
A new approach for detecting shifts in forecast accuracy 0 0 0 74 0 1 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 0 1 2 126 1 2 6 240
A trendy approach to UK inflation dynamics 1 3 6 121 1 9 15 157
Aggregate Skewness and the Business Cycle 4 12 30 181 9 26 101 446
Aggregate Skewness and the Business Cycle 1 3 12 31 3 7 28 82
Aggregate skewness and the business cycle 1 1 2 17 3 4 10 47
An efficient minimum distance estimator for DSGE models 0 0 1 110 0 1 5 302
Assessing the economy-wide effects of quantitative easing 0 2 6 504 1 5 16 1,333
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 0 149 0 3 4 330
Common and Country Specific Economic Uncertainty 0 0 2 21 1 1 7 123
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 1 1 5 167
DSGE Priors for BVAR Models 0 0 0 5 0 1 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 0 1 4 234
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 1 79 0 0 4 98
Do contractionary monetary policy shocks expand shadow banking? 0 1 2 338 0 4 11 560
Do macro shocks matter for equities? 0 0 0 38 0 1 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 1 164 0 0 4 330
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 4 0 0 2 58
Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison 0 0 0 270 0 1 2 449
Estimating Time-Varying DSGE Models Using Minimum Distance Methods 0 0 0 10 1 1 1 68
Estimating time-varying DSGE models using minimum distance methods 0 0 0 119 0 0 0 163
Financial Structure and Economic Growth 0 0 1 841 0 0 6 1,803
Fiscal Policy Shocks and Stock Prices in the United State 0 0 0 57 1 1 2 95
Fiscal Policy Shocks and Stock Prices in the United States 0 0 2 43 1 4 12 68
Fiscal Sustainability and Policy Interactions 1 4 21 21 1 9 23 23
Fiscal policy shocks and stock prices in the United States 0 0 1 21 0 0 2 25
Fiscal policy shocks and stock prices in the United States 0 0 1 64 1 1 4 94
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 0 0 0 270 0 0 5 691
Forward Guidance, Quantitative Easing, or both? 1 1 8 173 5 5 23 548
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries 0 0 1 31 1 2 5 178
How Robust is the R&D-Productivity relationship? Evidence from OECD Countries 0 0 1 129 0 1 2 284
Is there a National Housing Market Bubble Brewing in the United States? 0 1 1 56 1 2 3 145
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 0 2 11 186
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 22 0 0 2 138
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 81 0 0 0 179
News and Labor Market Dynamics in the Data and in Matching Models 0 0 0 41 0 2 3 144
News and labour market dynamics in the data and in matching models 0 0 0 36 0 0 1 121
News-Driven Business Cycles in Small Open Economies 0 0 1 178 1 2 6 361
News-driven business cycles in small open economies 0 0 1 222 0 0 1 352
Non-linear Dynamics of Oil Supply News Shocks 2 2 32 32 3 6 59 59
Non-linear effects of oil shocks on stock prices 2 4 31 457 4 12 72 1,000
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 6 0 0 0 22
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 0 1 1 26
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 2 21 0 3 6 68
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 0 1 37 1 1 2 82
Risk news shocks and the business cycle 0 0 1 129 0 1 3 316
State Dependence in Labor Market Fluctuations 0 0 0 27 0 0 0 38
State Dependence in Labor Market Fluctuations 0 0 0 43 0 0 0 38
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 1 1 1 21 1 1 3 62
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 1 1 1 54
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 0 1 30 0 1 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 1 1 1 217
Testing a model of the UK by the method of indirect inference 0 0 1 106 1 4 8 320
The Anatomy of Small Open Economy Productivity Trends 1 1 8 30 1 2 28 60
The Anatomy of Small Open Economy Productivity Trends 0 0 4 13 1 1 7 20
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 1 1 11 504 4 7 47 1,432
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 1 1 5 1 2 4 62
The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 1 134 0 0 2 249
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 0 34 1 2 4 82
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 2 15 1 2 8 101
The anatomy of small open economy trends 0 0 1 18 0 0 3 34
The international transmission of volatility shocks: an empirical analysis 0 0 0 257 2 3 4 504
US financial shocks and the distribution of income and consumption in the UK 0 0 0 39 0 0 1 74
US financial shocks and the distribution of income and consumption in the UK 0 0 1 93 0 0 4 188
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 0 0 124 2 3 4 295
Understanding International Long-Term Interest Rate Comovement 1 1 4 205 2 3 13 501
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 42 1 1 1 107
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 8 0 0 5 93
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 1 16 0 0 4 145
Total Working Papers 17 40 213 8,044 62 159 660 18,525
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 0 3 0 0 1 20
A new approach for detecting shifts in forecast accuracy 0 0 0 4 1 1 4 29
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 1 16 0 1 5 73
Assessing the Economy‐wide Effects of Quantitative Easing 0 0 5 419 0 4 30 1,300
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 1 32 0 2 6 173
Common and country specific economic uncertainty 0 1 8 113 3 8 33 436
DSGE Model Restrictions for Structural VAR Identification 0 0 4 213 2 4 8 503
DSGE priors for BVAR models 0 0 1 31 0 1 4 142
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 0 7 1 3 5 34
Do contractionary monetary policy shocks expand shadow banking? 0 0 5 54 2 6 23 308
Dynamic effects of monetary policy shocks on macroeconomic volatility 0 1 8 46 1 3 26 156
Financial structure and economic growth 0 1 2 349 0 1 12 1,023
Fiscal policy shocks and stock prices in the United States 0 1 6 30 1 2 12 126
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 2 106 0 1 9 356
Is there a national housing market bubble brewing in the United States? 0 0 2 2 0 0 4 4
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 1 3 8 91 1 3 23 266
News shocks and labour market dynamics in matching models 0 0 2 49 1 2 9 186
News shocks and labour market dynamics in matching models 0 0 0 2 0 0 1 14
News-driven business cycles in small open economies 0 0 1 60 0 0 4 229
On the robustness of R&D 0 0 1 32 0 0 4 146
Precautionary liquidity shocks, excess reserves and business cycles 1 2 2 3 1 3 5 18
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 0 1 11 0 0 3 52
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 0 0 4 7 1 2 18 22
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 1 2 4 84 3 5 11 272
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 2 5 40 2 3 14 120
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 6 70 1 4 21 215
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 0 0 1 27 4 10 23 112
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 2 28 1 2 9 97
What can company data tell us about financing and investment decisions? 0 0 2 45 1 1 4 318
Total Journal Articles 4 13 85 2,021 27 72 332 6,951

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 1 2 4 9 1 2 10 19
Total Chapters 1 2 4 9 1 2 10 19

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Statistics updated 2025-03-03