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 3 87
A Trendy Approach to UK Inflation Dynamics 0 0 0 34 0 0 1 85
A new approach for detecting shifts in forecast accuracy 0 0 0 74 0 0 3 95
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 0 0 2 114
A structural model for policy analysis and forecasting: NZSIM 0 2 4 128 1 4 11 245
A trendy approach to UK inflation dynamics 1 2 5 123 4 7 20 165
Aggregate Skewness and the Business Cycle 3 7 32 191 8 28 100 482
Aggregate Skewness and the Business Cycle 0 0 8 32 0 3 21 86
Aggregate skewness and the business cycle 0 2 4 20 1 4 10 53
An efficient minimum distance estimator for DSGE models 0 0 0 110 0 4 8 307
Assessing the economy-wide effects of quantitative easing 0 1 5 505 0 3 13 1,337
Changing Macroeconomic Dynamics at the Zero Lower Bound 1 1 1 150 2 2 6 332
Common and Country Specific Economic Uncertainty 0 0 1 21 1 3 9 126
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 1 1 5 168
DSGE Priors for BVAR Models 0 0 0 5 1 1 4 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 2 4 236
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 1 79 0 0 4 99
Do contractionary monetary policy shocks expand shadow banking? 0 0 1 338 1 3 13 564
Do macro shocks matter for equities? 0 0 0 38 1 1 2 163
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 88 1 1 5 285
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 164 1 1 3 331
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 4 0 0 3 59
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 0 1 68
Estimating time-varying DSGE models using minimum distance methods 0 0 0 119 0 1 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 0 0 43 0 1 8 70
Fiscal Sustainability and Policy Interactions 3 4 25 25 4 8 31 31
Fiscal policy shocks and stock prices in the United States 0 0 1 21 0 0 1 25
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 0 2 6 694
Forward Guidance, Quantitative Easing, or both? 0 1 6 174 0 2 18 550
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 1 129 0 2 4 286
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 1 2 7 188
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 81 0 0 0 179
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 22 0 0 2 138
News and Labor Market Dynamics in the Data and in Matching Models 0 0 0 41 0 0 3 144
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 3 7 365
News-driven business cycles in small open economies 0 0 1 222 0 1 2 353
Non-linear Dynamics of Oil Supply News Shocks 1 4 37 37 5 14 76 76
Non-linear effects of oil shocks on stock prices 3 9 23 468 4 19 61 1,026
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 0 1 2 27
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 6 0 2 2 24
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 0 0 4 68
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 0 1 37 0 0 2 82
Risk news shocks and the business cycle 0 0 1 129 0 0 3 317
State Dependence in Labor Market Fluctuations 0 0 0 27 0 0 0 38
State Dependence in Labor Market Fluctuations 0 0 0 43 0 1 2 40
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 1 58 0 0 4 129
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 1 21 0 0 2 62
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 0 3 4 57
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications 0 0 1 30 0 0 5 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 0 0 14
Testing a Model of the UK by the Method of Indirect Inference 0 0 0 64 0 0 1 217
Testing a model of the UK by the method of indirect inference 0 0 1 106 0 0 6 320
The Anatomy of Small Open Economy Productivity Trends 0 3 6 16 0 4 9 24
The Anatomy of Small Open Economy Productivity Trends 0 1 5 31 1 6 23 67
The Anatomy of Small Open Economy Trends 0 0 0 18 0 1 2 35
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 3 3 9 508 4 9 34 1,442
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 1 5 1 1 6 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 1 5 84
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 2 15 1 1 7 102
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 1 1 94 0 1 3 190
US financial shocks and the distribution of income and consumption in the UK 0 0 1 40 0 0 1 75
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 2 2 126 1 6 9 301
Understanding International Long-Term Interest Rate Comovement 1 4 6 209 3 7 18 510
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 42 0 0 1 107
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 8 1 1 5 94
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 1 16 0 0 4 146
Total Working Papers 16 47 203 8,103 49 168 672 18,741
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 1 2 5 0 2 4 23
A new approach for detecting shifts in forecast accuracy 0 0 0 4 0 2 3 31
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 16 0 0 4 73
Assessing the Economy‐wide Effects of Quantitative Easing 0 4 6 423 1 11 32 1,313
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 1 1 33 2 3 5 176
Common and country specific economic uncertainty 0 3 8 116 1 6 28 444
DSGE Model Restrictions for Structural VAR Identification 0 0 2 213 0 0 7 504
DSGE priors for BVAR models 0 0 0 31 0 0 1 142
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 1 1 1 8 1 1 6 35
Do contractionary monetary policy shocks expand shadow banking? 0 0 3 54 1 5 21 314
Dynamic effects of monetary policy shocks on macroeconomic volatility 1 2 8 49 2 6 25 164
Financial structure and economic growth 0 2 4 351 0 3 11 1,027
Fiscal policy shocks and stock prices in the United States 1 1 4 31 1 5 10 131
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 0 106 2 2 7 358
Is there a national housing market bubble brewing in the United States? 1 1 1 3 1 2 3 6
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 0 0 6 92 1 5 19 272
News shocks and labour market dynamics in matching models 0 0 1 49 1 1 9 188
News shocks and labour market dynamics in matching models 0 0 0 2 0 0 1 14
News-driven business cycles in small open economies 0 0 0 60 0 2 5 232
On the robustness of R&D 0 1 2 33 1 2 5 148
Precautionary liquidity shocks, excess reserves and business cycles 1 2 4 5 1 2 7 21
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 1 1 2 12 1 2 4 54
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 1 2 5 9 2 3 13 26
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 0 3 84 0 1 10 273
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 1 6 42 0 2 14 123
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 4 71 1 2 16 217
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 2 7 8 34 3 13 32 126
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 2 28 0 3 8 101
What can company data tell us about financing and investment decisions? 0 0 2 46 0 0 6 321
Total Journal Articles 9 31 86 2,057 23 86 317 7,058


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 1 1 3 10 1 1 3 20
Total Chapters 1 1 3 10 1 1 3 20


Statistics updated 2025-07-04