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 2 10 97
A Trendy Approach to UK Inflation Dynamics 0 0 0 34 0 1 10 95
A new approach for detecting shifts in forecast accuracy 0 0 2 76 1 3 14 109
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 0 3 10 124
A structural model for policy analysis and forecasting: NZSIM 0 0 3 131 1 5 33 278
A trendy approach to UK inflation dynamics 0 1 2 125 1 6 19 184
Aggregate Skewness and the Business Cycle 0 0 8 40 0 3 27 113
Aggregate Skewness and the Business Cycle 2 7 34 225 4 16 100 582
Aggregate skewness and the business cycle 0 0 0 20 0 4 21 74
An efficient minimum distance estimator for DSGE models 0 0 0 110 0 2 16 323
Assessing the economy-wide effects of quantitative easing 0 2 5 510 1 14 41 1,378
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 1 151 1 5 22 354
Common and Country Specific Economic Uncertainty 0 0 1 22 1 4 20 146
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach 0 0 0 11 2 4 7 59
Cross-country co-movement in long-term interest rates: a DSGE approach 0 0 1 76 1 3 12 180
DSGE Priors for BVAR Models 0 0 1 6 0 6 13 55
DSGE model restrictions for structural VAR identification 0 0 0 187 1 4 14 366
DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation 0 0 2 109 0 3 13 249
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 0 79 0 3 16 115
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 0 1 11 575
Do macro shocks matter for equities? 0 0 0 38 0 2 9 172
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 164 0 2 12 343
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 5 0 1 9 68
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 3 91 0 5 16 301
Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison 0 0 0 270 0 1 10 459
Estimating Time-Varying DSGE Models Using Minimum Distance Methods 0 0 0 10 0 1 11 79
Estimating time-varying DSGE models using minimum distance methods 0 0 0 119 0 0 9 173
Financial Structure and Economic Growth 0 0 0 841 2 4 17 1,822
Fiscal Policy Shocks and Stock Prices in the United State 0 0 0 57 0 3 19 114
Fiscal Policy Shocks and Stock Prices in the United States 0 0 1 44 0 3 11 81
Fiscal Sustainability and Policy Interactions 0 0 14 39 0 3 28 59
Fiscal policy shocks and stock prices in the United States 0 0 0 21 0 4 14 39
Fiscal policy shocks and stock prices in the United States 0 0 0 64 0 2 17 111
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 0 0 0 270 1 3 15 709
Forward Guidance, Quantitative Easing, or both? 0 0 2 176 0 4 23 573
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries 0 0 1 32 1 3 10 189
How Robust is the R&D-Productivity relationship? Evidence from OECD Countries 0 0 0 129 2 2 6 292
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 56 0 1 8 153
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 2 4 10 198
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 81 0 3 20 199
News Shocks and Labor Market Dynamics in Matching Models 0 0 1 23 0 1 17 155
News and Labor Market Dynamics in the Data and in Matching Models 0 0 1 42 1 4 19 163
News and labour market dynamics in the data and in matching models 0 0 1 37 1 2 13 135
News-Driven Business Cycles in Small Open Economies 0 0 1 180 0 2 17 382
News-Driven Business Cycles in Small Open Economies 0 0 0 222 0 1 16 369
Non-linear Dynamics of Oil Supply News Shocks 0 4 10 47 0 7 41 117
Non-linear effects of oil shocks on stock prices 0 1 15 483 1 6 52 1,078
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 0 5 22 90
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 2 23 1 3 17 44
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 6 0 3 8 32
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 0 0 37 0 3 11 93
Risk news shocks and the business cycle 0 0 0 129 0 4 10 327
State Dependence in Labor Market Fluctuations 0 1 1 44 0 4 15 55
State Dependence in Labor Market Fluctuations 0 0 0 27 0 1 12 50
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 1 4 27 84
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 0 3 18 80
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 58 0 3 19 148
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications 0 0 0 30 1 4 12 70
State dependence in labor market fluctuations: evidence, theory, and policy implications 0 0 0 22 1 3 17 78
State dependence in labour market fluctuations 0 0 0 7 0 1 18 32
Testing a Model of the UK by the Method of Indirect Inference 0 0 1 65 1 1 21 238
Testing a model of the UK by the method of indirect inference 0 0 0 106 1 2 17 337
The Anatomy of Small Open Economy Productivity Trends 1 2 3 19 1 3 12 36
The Anatomy of Small Open Economy Productivity Trends 0 0 8 39 0 5 33 100
The Anatomy of Small Open Economy Trends 0 0 1 19 0 2 9 44
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 0 1 7 515 5 15 59 1,501
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 0 5 1 2 5 69
The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 134 0 1 6 256
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 72 1 3 16 137
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 1 36 0 0 12 96
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 16 0 5 21 123
The international transmission of volatility shocks: an empirical analysis 0 0 1 258 2 3 15 519
US financial shocks and the distribution of income and consumption in the UK 0 0 2 96 0 5 15 205
US financial shocks and the distribution of income and consumption in the UK 0 0 1 41 0 3 10 85
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 1 2 128 1 10 27 328
Understanding International Long-Term Interest Rate Comovement 0 0 2 211 1 4 56 566
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 42 0 4 11 118
What do VARs Tell Us about the Impact of a Credit Supply Shock? 1 1 1 9 1 3 13 107
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 1 1 1 17 1 4 12 158
Total Working Papers 5 22 146 8,249 46 282 1,454 20,195
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 5 0 4 14 37
A new approach for detecting shifts in forecast accuracy 0 0 0 4 0 3 14 45
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 16 0 3 7 80
Assessing the Economy‐wide Effects of Quantitative Easing 0 0 2 425 1 8 38 1,351
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 1 34 0 4 20 196
Common and country specific economic uncertainty 0 1 8 124 3 9 30 474
DSGE Model Restrictions for Structural VAR Identification 0 0 0 213 0 5 12 516
DSGE priors for BVAR models 0 0 1 32 1 2 8 150
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 0 8 0 2 9 44
Do contractionary monetary policy shocks expand shadow banking? 0 0 2 56 0 2 17 331
Dynamic effects of monetary policy shocks on macroeconomic volatility 0 1 5 54 2 6 30 194
Financial structure and economic growth 0 0 0 351 0 4 19 1,046
Fiscal policy shocks and stock prices in the United States 0 1 2 33 0 5 21 152
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 1 107 1 6 16 374
Is there a national housing market bubble brewing in the United States? 0 0 1 4 0 3 12 18
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 0 1 2 94 0 11 34 306
News shocks and labour market dynamics in matching models 0 0 0 2 0 3 8 22
News shocks and labour market dynamics in matching models 0 0 1 50 0 4 16 204
News-driven business cycles in small open economies 0 0 0 60 1 1 19 251
On the robustness of R&D 0 0 0 33 1 4 8 156
Precautionary liquidity shocks, excess reserves and business cycles 0 0 3 8 0 3 29 50
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 0 0 12 0 2 7 61
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 0 0 0 9 0 2 16 42
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 0 0 84 1 3 13 286
Testing a Model of the UK by the Method of Indirect Inference 0 0 1 48 0 5 13 214
The Changing Transmission of Uncertainty Shocks in the U.S 1 1 2 44 1 5 15 138
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 2 73 0 2 18 235
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 1 1 5 39 3 9 32 158
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 1 2 2 30 2 4 31 132
What can company data tell us about financing and investment decisions? 0 0 0 46 0 5 17 338
Total Journal Articles 3 8 41 2,098 17 129 543 7,601

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 0 10 0 6 18 38
Total Chapters 0 0 0 10 0 6 18 38

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10