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 3 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 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 0 2 4 128 1 4 11 245
A trendy approach to UK inflation dynamics 1 2 5 123 4 7 20 165
Aggregate Skewness and the Business Cycle 3 7 32 191 8 28 100 482
Aggregate Skewness and the Business Cycle 0 0 8 32 0 3 21 86
Aggregate skewness and the business cycle 0 2 4 20 1 4 10 53
An efficient minimum distance estimator for DSGE models 0 0 0 110 0 4 8 307
Assessing the economy-wide effects of quantitative easing 0 1 5 505 0 3 13 1,337
Changing Macroeconomic Dynamics at the Zero Lower Bound 1 1 1 150 2 2 6 332
Common and Country Specific Economic Uncertainty 0 0 1 21 1 3 9 126
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 1 1 5 168
DSGE Priors for BVAR Models 0 0 0 5 1 1 4 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 2 4 236
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 1 79 0 0 4 99
Do contractionary monetary policy shocks expand shadow banking? 0 0 1 338 1 3 13 564
Do macro shocks matter for equities? 0 0 0 38 1 1 2 163
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 88 1 1 5 285
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 164 1 1 3 331
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 4 0 0 3 59
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 0 1 68
Estimating time-varying DSGE models using minimum distance methods 0 0 0 119 0 1 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 0 0 0 43 0 1 8 70
Fiscal Sustainability and Policy Interactions 3 4 25 25 4 8 31 31
Fiscal policy shocks and stock prices in the United States 0 0 1 21 0 0 1 25
Fiscal policy shocks and stock prices in the United States 0 0 0 64 0 0 1 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 2 6 694
Forward Guidance, Quantitative Easing, or both? 0 1 6 174 0 2 18 550
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 1 129 0 2 4 286
Is there a National Housing Market Bubble Brewing in the United States? 0 0 1 56 0 0 3 145
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 1 2 7 188
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 0 3 7 365
News-driven business cycles in small open economies 0 0 1 222 0 1 2 353
Non-linear Dynamics of Oil Supply News Shocks 1 4 37 37 5 14 76 76
Non-linear effects of oil shocks on stock prices 3 9 23 468 4 19 61 1,026
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 0 1 2 27
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 6 0 2 2 24
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 0 0 4 68
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 27 0 0 0 38
State Dependence in Labor Market Fluctuations 0 0 0 43 0 1 2 40
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 21 0 0 2 62
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 0 3 4 57
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 0 1 217
Testing a model of the UK by the method of indirect inference 0 0 1 106 0 0 6 320
The Anatomy of Small Open Economy Productivity Trends 0 3 6 16 0 4 9 24
The Anatomy of Small Open Economy Productivity Trends 0 1 5 31 1 6 23 67
The Anatomy of Small Open Economy Trends 0 0 0 18 0 1 2 35
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 3 3 9 508 4 9 34 1,442
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 1 5 1 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 0 1 5 84
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 2 15 1 1 7 102
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 1 1 94 0 1 3 190
US financial shocks and the distribution of income and consumption in the UK 0 0 1 40 0 0 1 75
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 2 2 126 1 6 9 301
Understanding International Long-Term Interest Rate Comovement 1 4 6 209 3 7 18 510
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 1 5 94
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 1 16 0 0 4 146
Total Working Papers 16 47 203 8,103 49 168 672 18,741
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 1 2 5 0 2 4 23
A new approach for detecting shifts in forecast accuracy 0 0 0 4 0 2 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 4 6 423 1 11 32 1,313
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 1 1 33 2 3 5 176
Common and country specific economic uncertainty 0 3 8 116 1 6 28 444
DSGE Model Restrictions for Structural VAR Identification 0 0 2 213 0 0 7 504
DSGE priors for BVAR models 0 0 0 31 0 0 1 142
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 1 1 1 8 1 1 6 35
Do contractionary monetary policy shocks expand shadow banking? 0 0 3 54 1 5 21 314
Dynamic effects of monetary policy shocks on macroeconomic volatility 1 2 8 49 2 6 25 164
Financial structure and economic growth 0 2 4 351 0 3 11 1,027
Fiscal policy shocks and stock prices in the United States 1 1 4 31 1 5 10 131
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 0 106 2 2 7 358
Is there a national housing market bubble brewing in the United States? 1 1 1 3 1 2 3 6
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 0 0 6 92 1 5 19 272
News shocks and labour market dynamics in matching models 0 0 1 49 1 1 9 188
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 0 60 0 2 5 232
On the robustness of R&D 0 1 2 33 1 2 5 148
Precautionary liquidity shocks, excess reserves and business cycles 1 2 4 5 1 2 7 21
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 1 1 2 12 1 2 4 54
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 1 2 5 9 2 3 13 26
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 0 3 84 0 1 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 1 6 42 0 2 14 123
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 4 71 1 2 16 217
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 2 7 8 34 3 13 32 126
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 2 28 0 3 8 101
What can company data tell us about financing and investment decisions? 0 0 2 46 0 0 6 321
Total Journal Articles 9 31 86 2,057 23 86 317 7,058

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 1 3 10 1 1 3 20
Total Chapters 1 1 3 10 1 1 3 20

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04