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 5 8 95
A Trendy Approach to UK Inflation Dynamics 0 0 0 34 0 1 9 94
A new approach for detecting shifts in forecast accuracy 0 0 2 76 0 4 11 106
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 0 4 7 121
A structural model for policy analysis and forecasting: NZSIM 0 1 5 131 0 16 32 273
A trendy approach to UK inflation dynamics 0 0 3 124 0 7 20 178
Aggregate Skewness and the Business Cycle 4 8 34 218 9 34 112 566
Aggregate Skewness and the Business Cycle 1 3 8 40 1 10 27 110
Aggregate skewness and the business cycle 0 0 2 20 3 8 21 70
An efficient minimum distance estimator for DSGE models 0 0 0 110 0 8 18 321
Assessing the economy-wide effects of quantitative easing 0 0 4 508 5 13 30 1,364
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 2 151 3 12 19 349
Common and Country Specific Economic Uncertainty 0 0 1 22 6 12 19 142
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach 0 0 0 11 0 3 3 55
Cross-country co-movement in long-term interest rates: a DSGE approach 0 0 1 76 0 4 10 177
DSGE Priors for BVAR Models 0 0 1 6 1 3 8 49
DSGE model restrictions for structural VAR identification 0 0 0 187 0 9 10 362
DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation 0 0 2 109 2 3 12 246
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 0 79 1 8 13 112
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 1 3 13 574
Do macro shocks matter for equities? 0 0 0 38 1 4 8 170
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 164 0 6 11 341
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 1 3 91 1 4 12 296
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 5 1 5 8 67
Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison 0 0 0 270 1 7 9 458
Estimating Time-Varying DSGE Models Using Minimum Distance Methods 0 0 0 10 2 7 10 78
Estimating time-varying DSGE models using minimum distance methods 0 0 0 119 1 5 10 173
Financial Structure and Economic Growth 0 0 0 841 1 8 13 1,818
Fiscal Policy Shocks and Stock Prices in the United State 0 0 0 57 4 15 16 111
Fiscal Policy Shocks and Stock Prices in the United States 0 0 1 44 1 4 9 78
Fiscal Sustainability and Policy Interactions 0 4 18 39 1 8 33 56
Fiscal policy shocks and stock prices in the United States 0 0 0 64 1 8 15 109
Fiscal policy shocks and stock prices in the United States 0 0 0 21 1 5 10 35
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 0 0 0 270 1 7 14 706
Forward Guidance, Quantitative Easing, or both? 0 1 3 176 2 10 21 569
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries 0 1 1 32 0 3 7 186
How Robust is the R&D-Productivity relationship? Evidence from OECD Countries 0 0 0 129 0 3 6 290
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 1 1 8 194
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 56 0 3 7 152
News Shocks and Labor Market Dynamics in Matching Models 0 0 1 23 4 8 16 154
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 81 0 13 17 196
News and Labor Market Dynamics in the Data and in Matching Models 1 1 1 42 1 7 15 159
News and labour market dynamics in the data and in matching models 1 1 1 37 1 7 11 133
News-Driven Business Cycles in Small Open Economies 0 0 0 222 2 4 16 368
News-Driven Business Cycles in Small Open Economies 0 0 1 180 2 6 18 380
Non-linear Dynamics of Oil Supply News Shocks 1 3 10 43 4 18 48 110
Non-linear effects of oil shocks on stock prices 1 6 23 482 7 19 65 1,072
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 6 1 2 7 29
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 1 8 17 85
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 1 1 2 23 1 11 15 41
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 0 0 37 0 4 8 90
Risk news shocks and the business cycle 0 0 0 129 0 5 6 323
State Dependence in Labor Market Fluctuations 0 0 0 27 2 8 11 49
State Dependence in Labor Market Fluctuations 0 0 0 43 0 6 12 51
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 3 20 26 80
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 2 3 15 77
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 58 1 7 16 145
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications 0 0 0 30 0 3 8 66
State dependence in labor market fluctuations: evidence, theory, and policy implications 0 0 0 22 0 10 14 75
State dependence in labour market fluctuations 0 0 0 7 0 8 17 31
Testing a Model of the UK by the Method of Indirect Inference 0 0 1 65 1 14 20 237
Testing a model of the UK by the method of indirect inference 0 0 0 106 0 11 15 335
The Anatomy of Small Open Economy Productivity Trends 0 0 4 17 1 3 13 33
The Anatomy of Small Open Economy Productivity Trends 1 1 9 39 3 8 34 95
The Anatomy of Small Open Economy Trends 0 1 1 19 0 2 8 42
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 0 1 9 514 7 17 53 1,486
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 0 5 0 1 4 67
The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 134 1 4 5 255
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 72 1 13 13 134
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 1 36 1 4 13 96
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 1 1 16 1 8 17 118
The international transmission of volatility shocks: an empirical analysis 0 1 1 258 0 5 12 516
US financial shocks and the distribution of income and consumption in the UK 0 1 3 96 1 3 11 200
US financial shocks and the distribution of income and consumption in the UK 0 1 1 41 0 4 7 82
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 0 3 127 0 7 23 318
Understanding International Long-Term Interest Rate Comovement 0 0 6 211 4 20 59 562
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 42 1 5 7 114
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 8 0 6 11 104
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 2 4 8 154
Total Working Papers 11 38 171 8,227 108 596 1,340 19,913
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 1 5 0 4 12 33
A new approach for detecting shifts in forecast accuracy 0 0 0 4 0 5 13 42
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 16 1 3 4 77
Assessing the Economy‐wide Effects of Quantitative Easing 0 0 6 425 0 7 41 1,343
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 2 34 2 6 19 192
Common and country specific economic uncertainty 0 3 10 123 1 8 27 465
DSGE Model Restrictions for Structural VAR Identification 0 0 0 213 1 4 7 511
DSGE priors for BVAR models 0 0 1 32 2 4 6 148
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 1 8 0 2 8 42
Do contractionary monetary policy shocks expand shadow banking? 0 1 2 56 1 6 20 329
Dynamic effects of monetary policy shocks on macroeconomic volatility 0 1 6 53 1 11 30 188
Financial structure and economic growth 0 0 2 351 1 10 18 1,042
Fiscal policy shocks and stock prices in the United States 0 0 2 32 3 5 21 147
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 1 107 0 4 12 368
Is there a national housing market bubble brewing in the United States? 0 0 2 4 0 3 11 15
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 0 0 1 93 4 13 28 295
News shocks and labour market dynamics in matching models 0 0 0 2 1 4 5 19
News shocks and labour market dynamics in matching models 0 0 1 50 1 4 13 200
News-driven business cycles in small open economies 0 0 0 60 0 6 20 250
On the robustness of R&D 0 0 1 33 0 1 6 152
Precautionary liquidity shocks, excess reserves and business cycles 1 2 5 8 1 16 28 47
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 0 1 12 0 0 7 59
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 0 0 2 9 3 9 17 40
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 0 0 84 1 9 11 283
Testing a Model of the UK by the Method of Indirect Inference 0 0 1 48 2 5 8 209
The Changing Transmission of Uncertainty Shocks in the U.S 0 0 2 43 1 3 12 133
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 3 73 5 13 18 233
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 0 1 11 38 4 13 36 149
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 0 28 2 7 30 128
What can company data tell us about financing and investment decisions? 0 0 0 46 0 10 12 333
Total Journal Articles 1 9 64 2,090 38 195 500 7,472

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 1 10 1 4 13 32
Total Chapters 0 0 1 10 1 4 13 32

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 2026-04-09