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 1 1 3 88
A Trendy Approach to UK Inflation Dynamics 0 0 0 34 1 1 2 86
A new approach for detecting shifts in forecast accuracy 0 1 1 75 0 1 3 96
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 0 1 3 115
A structural model for policy analysis and forecasting: NZSIM 1 2 6 130 8 10 20 254
A trendy approach to UK inflation dynamics 0 2 6 124 1 6 22 167
Aggregate Skewness and the Business Cycle 1 1 7 33 2 3 21 89
Aggregate Skewness and the Business Cycle 2 6 29 194 5 17 97 491
Aggregate skewness and the business cycle 0 0 4 20 0 2 11 54
An efficient minimum distance estimator for DSGE models 0 0 0 110 0 0 8 307
Assessing the economy-wide effects of quantitative easing 0 0 5 505 1 2 14 1,339
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 1 1 150 1 3 7 333
Common and Country Specific Economic Uncertainty 0 0 0 21 0 2 6 127
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 0 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 1 2 14 565
Do macro shocks matter for equities? 0 0 0 38 0 1 2 163
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 1 1 1 89 1 2 3 286
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 0 164 1 3 5 333
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 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 0 1 1 44 0 1 9 71
Fiscal Sustainability and Policy Interactions 2 6 28 28 3 8 35 35
Fiscal policy shocks and stock prices in the United States 0 0 0 21 0 1 1 26
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 1 1 7 695
Forward Guidance, Quantitative Easing, or both? 0 0 6 174 1 1 17 551
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 0 3 286
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 0 1 7 188
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 1 1 4 145
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 1 8 366
News-driven business cycles in small open economies 0 0 1 222 1 8 10 361
Non-linear Dynamics of Oil Supply News Shocks 1 2 38 38 1 8 79 79
Non-linear effects of oil shocks on stock prices 0 4 24 469 1 10 64 1,032
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 0 0 2 27
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 1 1 5 69
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 0 0 37 0 0 1 82
Risk news shocks and the business cycle 0 0 0 129 0 0 2 317
State Dependence in Labor Market Fluctuations 0 0 0 27 0 1 1 39
State Dependence in Labor Market Fluctuations 0 0 0 43 0 0 2 40
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 58 1 1 1 130
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 1 21 0 4 6 66
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 0 0 4 57
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 0 1 1 15
Testing a Model of the UK by the Method of Indirect Inference 0 0 0 64 1 1 2 218
Testing a model of the UK by the method of indirect inference 0 0 1 106 1 3 9 323
The Anatomy of Small Open Economy Productivity Trends 0 0 6 16 1 1 10 25
The Anatomy of Small Open Economy Productivity Trends 0 3 7 34 3 7 26 73
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 0 4 8 509 1 7 32 1,445
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 1 5 0 1 5 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 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 94 1 1 3 191
US financial shocks and the distribution of income and consumption in the UK 0 0 1 40 1 1 2 76
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 0 2 126 1 2 10 302
Understanding International Long-Term Interest Rate Comovement 1 2 6 210 3 7 21 514
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 42 1 1 2 108
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 8 0 2 6 95
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 0 2 4 148
Total Working Papers 9 36 200 8,123 48 148 712 18,840
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 0 3 23
A new approach for detecting shifts in forecast accuracy 0 0 0 4 1 1 4 32
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 16 0 0 3 73
Assessing the Economy‐wide Effects of Quantitative Easing 2 2 8 425 2 11 40 1,323
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 1 33 2 5 8 179
Common and country specific economic uncertainty 1 2 9 118 1 5 28 448
DSGE Model Restrictions for Structural VAR Identification 0 0 2 213 0 1 8 505
DSGE priors for BVAR models 0 1 1 32 0 1 2 143
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 1 1 8 0 2 6 36
Do contractionary monetary policy shocks expand shadow banking? 0 0 2 54 2 4 23 317
Dynamic effects of monetary policy shocks on macroeconomic volatility 0 1 8 49 3 7 27 169
Financial structure and economic growth 0 0 3 351 0 3 13 1,030
Fiscal policy shocks and stock prices in the United States 0 1 3 31 0 4 12 134
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 1 1 1 107 1 5 10 361
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 5 92 1 4 20 275
News shocks and labour market dynamics in matching models 0 0 0 2 0 1 2 15
News shocks and labour market dynamics in matching models 0 0 0 49 0 3 10 190
News-driven business cycles in small open economies 0 0 0 60 0 3 7 235
On the robustness of R&D 0 0 1 33 0 1 2 148
Precautionary liquidity shocks, excess reserves and business cycles 0 1 4 5 1 3 9 23
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 1 2 12 0 2 5 55
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 0 1 3 9 1 3 11 27
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 0 3 84 0 0 9 273
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 5 42 2 2 13 125
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 4 72 0 2 14 218
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 0 2 8 34 0 6 34 129
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 2 28 0 1 9 102
What can company data tell us about financing and investment decisions? 0 0 1 46 1 1 6 322
Total Journal Articles 4 16 81 2,064 18 82 342 7,117

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

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Statistics updated 2025-09-05