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 7 9 95
A Trendy Approach to UK Inflation Dynamics 0 0 0 34 0 3 9 94
A new approach for detecting shifts in forecast accuracy 0 0 2 76 1 8 11 106
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 2 4 7 121
A structural model for policy analysis and forecasting: NZSIM 0 1 5 131 8 18 33 273
A trendy approach to UK inflation dynamics 0 0 3 124 3 10 21 178
Aggregate Skewness and the Business Cycle 1 7 33 214 11 31 111 557
Aggregate Skewness and the Business Cycle 1 3 8 39 3 14 27 109
Aggregate skewness and the business cycle 0 0 3 20 3 8 20 67
An efficient minimum distance estimator for DSGE models 0 0 0 110 0 11 19 321
Assessing the economy-wide effects of quantitative easing 0 1 4 508 1 11 26 1,359
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 2 151 1 10 16 346
Common and Country Specific Economic Uncertainty 0 0 1 22 4 7 13 136
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach 0 0 0 11 2 3 3 55
Cross-country co-movement in long-term interest rates: a DSGE approach 0 1 1 76 0 8 10 177
DSGE Priors for BVAR Models 0 0 1 6 0 3 7 48
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 0 3 10 244
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 0 79 0 9 13 111
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 1 3 13 573
Do macro shocks matter for equities? 0 0 0 38 1 5 7 169
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 2 3 91 1 5 11 295
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 164 0 7 11 341
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 1 1 5 0 6 8 66
Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison 0 0 0 270 3 7 8 457
Estimating Time-Varying DSGE Models Using Minimum Distance Methods 0 0 0 10 3 7 8 76
Estimating time-varying DSGE models using minimum distance methods 0 0 0 119 0 7 9 172
Financial Structure and Economic Growth 0 0 0 841 4 8 14 1,817
Fiscal Policy Shocks and Stock Prices in the United State 0 0 0 57 7 11 12 107
Fiscal Policy Shocks and Stock Prices in the United States 0 0 1 44 0 4 9 77
Fiscal Sustainability and Policy Interactions 3 5 18 39 4 9 32 55
Fiscal policy shocks and stock prices in the United States 0 0 0 21 2 7 9 34
Fiscal policy shocks and stock prices in the United States 0 0 0 64 2 9 14 108
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 0 0 0 270 2 7 14 705
Forward Guidance, Quantitative Easing, or both? 1 2 3 176 1 14 19 567
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries 0 1 1 32 0 4 8 186
How Robust is the R&D-Productivity relationship? Evidence from OECD Countries 0 0 0 129 0 4 6 290
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 0 4 7 193
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 56 0 6 7 152
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 81 2 15 17 196
News Shocks and Labor Market Dynamics in Matching Models 0 0 1 23 2 8 12 150
News and Labor Market Dynamics in the Data and in Matching Models 0 0 0 41 3 11 14 158
News and labour market dynamics in the data and in matching models 0 0 0 36 1 7 11 132
News-Driven Business Cycles in Small Open Economies 0 0 0 222 0 2 14 366
News-Driven Business Cycles in Small Open Economies 0 1 2 180 0 6 17 378
Non-linear Dynamics of Oil Supply News Shocks 0 2 10 42 7 15 47 106
Non-linear effects of oil shocks on stock prices 2 5 24 481 3 16 65 1,065
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 6 0 1 6 28
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 0 7 16 84
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 1 22 3 12 14 40
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 7 323
State Dependence in Labor Market Fluctuations 0 0 0 43 0 7 13 51
State Dependence in Labor Market Fluctuations 0 0 0 27 2 6 9 47
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 3 18 23 77
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 58 1 10 15 144
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 0 4 13 75
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications 0 0 0 30 0 6 8 66
State dependence in labor market fluctuations: evidence, theory, and policy implications 0 0 0 22 2 14 14 75
State dependence in labour market fluctuations 0 0 0 7 0 12 17 31
Testing a Model of the UK by the Method of Indirect Inference 0 0 1 65 7 15 19 236
Testing a model of the UK by the method of indirect inference 0 0 0 106 1 11 15 335
The Anatomy of Small Open Economy Productivity Trends 0 0 4 17 1 6 12 32
The Anatomy of Small Open Economy Productivity Trends 0 0 8 38 1 5 32 92
The Anatomy of Small Open Economy Trends 1 1 1 19 1 4 8 42
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 1 3 10 514 5 16 47 1,479
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 0 5 1 1 5 67
The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 134 0 4 5 254
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 72 2 12 12 133
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 2 36 0 5 13 95
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 1 1 16 2 10 16 117
The international transmission of volatility shocks: an empirical analysis 1 1 1 258 2 7 12 516
US financial shocks and the distribution of income and consumption in the UK 0 1 2 41 0 4 8 82
US financial shocks and the distribution of income and consumption in the UK 1 1 3 96 1 2 11 199
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 0 3 127 2 9 23 318
Understanding International Long-Term Interest Rate Comovement 0 0 6 211 11 19 57 558
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 42 0 4 6 113
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 8 1 9 11 104
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 1 3 7 152
Total Working Papers 12 40 172 8,216 138 643 1,280 19,805
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 2 6 13 33
A new approach for detecting shifts in forecast accuracy 0 0 0 4 1 9 13 42
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 16 1 3 3 76
Assessing the Economy‐wide Effects of Quantitative Easing 0 0 6 425 5 10 43 1,343
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 1 2 34 0 8 17 190
Common and country specific economic uncertainty 1 3 10 123 3 10 28 464
DSGE Model Restrictions for Structural VAR Identification 0 0 0 213 1 4 7 510
DSGE priors for BVAR models 0 0 1 32 0 3 4 146
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 1 8 1 5 8 42
Do contractionary monetary policy shocks expand shadow banking? 1 1 2 56 3 6 20 328
Dynamic effects of monetary policy shocks on macroeconomic volatility 0 3 7 53 1 14 31 187
Financial structure and economic growth 0 0 2 351 1 9 18 1,041
Fiscal policy shocks and stock prices in the United States 0 0 2 32 0 6 18 144
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 1 7 11 15
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 0 0 2 93 2 13 25 291
News shocks and labour market dynamics in matching models 0 0 0 2 1 3 4 18
News shocks and labour market dynamics in matching models 0 1 1 50 2 4 13 199
News-driven business cycles in small open economies 0 0 0 60 2 9 21 250
On the robustness of R&D 0 0 1 33 1 3 6 152
Precautionary liquidity shocks, excess reserves and business cycles 1 1 4 7 2 19 28 46
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 0 1 12 0 2 7 59
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 0 0 2 9 1 6 15 37
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 0 0 84 2 8 10 282
Testing a Model of the UK by the Method of Indirect Inference 0 0 1 48 1 4 6 207
The Changing Transmission of Uncertainty Shocks in the U.S 0 0 3 43 1 4 12 132
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 3 73 1 8 13 228
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 0 2 11 38 1 12 33 145
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 0 28 1 21 29 126
What can company data tell us about financing and investment decisions? 0 0 1 46 0 11 15 333
Total Journal Articles 3 13 68 2,089 38 231 483 7,434

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 0 4 12 31
Total Chapters 0 0 1 10 0 4 12 31

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Statistics updated 2026-03-04