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 88
A Trendy Approach to UK Inflation Dynamics 0 0 0 34 4 5 7 91
A new approach for detecting shifts in forecast accuracy 1 1 2 76 2 2 4 98
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 1 2 3 117
A structural model for policy analysis and forecasting: NZSIM 0 0 5 130 1 1 17 255
A trendy approach to UK inflation dynamics 0 0 6 124 0 1 20 168
Aggregate Skewness and the Business Cycle 5 13 38 207 7 35 106 526
Aggregate Skewness and the Business Cycle 1 3 8 36 3 6 20 95
Aggregate skewness and the business cycle 0 0 4 20 1 5 16 59
An efficient minimum distance estimator for DSGE models 0 0 0 110 0 3 9 310
Assessing the economy-wide effects of quantitative easing 2 2 5 507 4 9 20 1,348
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 1 2 151 2 3 9 336
Common and Country Specific Economic Uncertainty 0 1 1 22 0 2 7 129
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach 0 0 0 11 0 0 0 52
Cross-country co-movement in long-term interest rates: a DSGE approach 0 0 0 75 1 1 3 169
DSGE Priors for BVAR Models 1 1 1 6 2 3 5 45
DSGE model restrictions for structural VAR identification 0 0 0 187 0 1 1 353
DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation 0 2 2 109 3 5 8 241
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 0 79 2 3 4 102
Do contractionary monetary policy shocks expand shadow banking? 0 0 1 338 4 5 14 570
Do macro shocks matter for equities? 0 0 0 38 0 1 3 164
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 164 1 1 4 334
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 89 2 4 6 290
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 4 1 1 2 60
Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison 0 0 0 270 1 1 2 450
Estimating Time-Varying DSGE Models Using Minimum Distance Methods 0 0 0 10 0 0 2 69
Estimating time-varying DSGE models using minimum distance methods 0 0 0 119 1 1 2 165
Financial Structure and Economic Growth 0 0 0 841 3 4 6 1,809
Fiscal Policy Shocks and Stock Prices in the United State 0 0 0 57 1 1 2 96
Fiscal Policy Shocks and Stock Prices in the United States 0 0 1 44 1 2 9 73
Fiscal Sustainability and Policy Interactions 2 6 17 34 3 11 32 46
Fiscal policy shocks and stock prices in the United States 0 0 0 21 1 1 2 27
Fiscal policy shocks and stock prices in the United States 0 0 0 64 5 5 6 99
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 0 0 0 270 2 3 7 698
Forward Guidance, Quantitative Easing, or both? 0 0 2 174 1 2 10 553
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries 0 0 0 31 1 3 6 182
How Robust is the R&D-Productivity relationship? Evidence from OECD Countries 0 0 0 129 0 0 3 286
Is there a National Housing Market Bubble Brewing in the United States? 0 0 1 56 0 1 3 146
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 0 1 5 189
News Shocks and Labor Market Dynamics in Matching Models 0 1 1 23 1 4 4 142
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 81 2 2 2 181
News and Labor Market Dynamics in the Data and in Matching Models 0 0 0 41 2 2 5 147
News and labour market dynamics in the data and in matching models 0 0 0 36 3 3 4 125
News-Driven Business Cycles in Small Open Economies 0 0 1 179 4 6 13 372
News-Driven Business Cycles in Small Open Economies 0 0 0 222 1 3 12 364
Non-linear Dynamics of Oil Supply News Shocks 1 2 10 40 5 12 38 91
Non-linear effects of oil shocks on stock prices 3 7 23 476 7 17 61 1,049
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 2 8 12 77
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 1 1 1 22 1 1 3 28
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 6 1 3 5 27
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 0 0 37 3 4 5 86
Risk news shocks and the business cycle 0 0 0 129 1 1 3 318
State Dependence in Labor Market Fluctuations 0 0 0 43 4 4 6 44
State Dependence in Labor Market Fluctuations 0 0 0 27 2 2 3 41
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 1 2 6 59
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 1 21 1 5 10 71
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 58 4 4 5 134
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications 0 0 0 30 1 2 3 60
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 4 4 5 19
Testing a Model of the UK by the Method of Indirect Inference 0 1 1 65 1 3 5 221
Testing a model of the UK by the method of indirect inference 0 0 0 106 1 1 8 324
The Anatomy of Small Open Economy Productivity Trends 3 4 9 38 7 14 29 87
The Anatomy of Small Open Economy Productivity Trends 0 1 4 17 0 1 7 26
The Anatomy of Small Open Economy Trends 0 0 0 18 3 3 4 38
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 0 2 8 511 5 18 38 1,463
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 1 5 1 2 6 66
The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 134 0 0 1 250
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 72 0 0 0 121
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 1 2 36 2 4 10 90
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 0 15 2 5 8 107
The international transmission of volatility shocks: an empirical analysis 0 0 0 257 2 5 8 509
US financial shocks and the distribution of income and consumption in the UK 1 1 2 95 4 6 9 197
US financial shocks and the distribution of income and consumption in the UK 0 0 1 40 1 2 4 78
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 1 3 127 3 7 17 309
Understanding International Long-Term Interest Rate Comovement 0 1 7 211 4 25 41 539
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 42 1 1 3 109
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 8 0 0 2 95
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 1 1 4 149
Total Working Papers 21 53 172 8,176 149 322 796 19,162
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 3 4 7 27
A new approach for detecting shifts in forecast accuracy 0 0 0 4 1 1 5 33
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 16 0 0 1 73
Assessing the Economy‐wide Effects of Quantitative Easing 0 0 6 425 2 10 37 1,333
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 1 33 1 3 11 182
Common and country specific economic uncertainty 1 2 8 120 2 6 26 454
DSGE Model Restrictions for Structural VAR Identification 0 0 0 213 1 1 7 506
DSGE priors for BVAR models 0 0 1 32 0 0 2 143
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 1 8 1 1 6 37
Do contractionary monetary policy shocks expand shadow banking? 0 1 1 55 0 5 20 322
Dynamic effects of monetary policy shocks on macroeconomic volatility 0 1 5 50 2 4 20 173
Financial structure and economic growth 0 0 3 351 2 2 10 1,032
Fiscal policy shocks and stock prices in the United States 1 1 3 32 1 4 14 138
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 1 107 1 3 9 364
Is there a national housing market bubble brewing in the United States? 0 1 2 4 0 2 4 8
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 1 1 5 93 2 3 15 278
News shocks and labour market dynamics in matching models 0 0 0 49 4 5 11 195
News shocks and labour market dynamics in matching models 0 0 0 2 0 0 1 15
News-driven business cycles in small open economies 0 0 0 60 1 6 12 241
On the robustness of R&D 0 0 1 33 0 1 3 149
Precautionary liquidity shocks, excess reserves and business cycles 0 1 5 6 2 4 12 27
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 0 1 12 2 2 5 57
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 0 0 2 9 2 4 11 31
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 0 2 84 1 1 7 274
Testing a Model of the UK by the Method of Indirect Inference 1 1 1 48 2 2 2 203
The Changing Transmission of Uncertainty Shocks in the U.S 0 1 5 43 1 3 11 128
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 2 72 0 2 9 220
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 0 2 9 36 2 4 31 133
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 0 28 0 3 10 105
What can company data tell us about financing and investment decisions? 0 0 1 46 0 0 5 322
Total Journal Articles 4 12 68 2,076 36 86 324 7,203

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 0 3 10 2 6 10 27
Total Chapters 0 0 3 10 2 6 10 27

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Statistics updated 2025-12-06