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 1 2 88
A Trendy Approach to UK Inflation Dynamics 0 0 0 34 1 2 3 87
A new approach for detecting shifts in forecast accuracy 0 0 1 75 0 0 2 96
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 1 1 3 116
A structural model for policy analysis and forecasting: NZSIM 0 1 5 130 0 8 17 254
A trendy approach to UK inflation dynamics 0 0 6 124 1 2 22 168
Aggregate Skewness and the Business Cycle 1 3 7 35 2 5 19 92
Aggregate Skewness and the Business Cycle 2 10 35 202 12 33 107 519
Aggregate skewness and the business cycle 0 0 4 20 4 4 15 58
An efficient minimum distance estimator for DSGE models 0 0 0 110 3 3 9 310
Assessing the economy-wide effects of quantitative easing 0 0 3 505 4 6 17 1,344
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 1 2 151 0 2 7 334
Common and Country Specific Economic Uncertainty 1 1 1 22 2 2 8 129
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach 0 0 0 11 0 0 0 52
Cross-country co-movement in long-term interest rates: a DSGE approach 0 0 0 75 0 0 2 168
DSGE Priors for BVAR Models 0 0 0 5 1 1 3 43
DSGE model restrictions for structural VAR identification 0 0 0 187 0 1 1 353
DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation 1 2 2 109 1 2 5 238
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 0 79 1 1 2 100
Do contractionary monetary policy shocks expand shadow banking? 0 0 1 338 1 2 12 566
Do macro shocks matter for equities? 0 0 0 38 1 1 3 164
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 164 0 1 4 333
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 4 0 0 1 59
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 1 1 89 2 3 5 288
Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison 0 0 0 270 0 0 1 449
Estimating Time-Varying DSGE Models Using Minimum Distance Methods 0 0 0 10 0 0 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 1 1 7 1,806
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 1 44 1 1 10 72
Fiscal Sustainability and Policy Interactions 4 6 16 32 6 11 30 43
Fiscal policy shocks and stock prices in the United States 0 0 0 21 0 0 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 2 6 696
Forward Guidance, Quantitative Easing, or both? 0 0 3 174 1 2 11 552
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries 0 0 0 31 1 2 6 181
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 1 1 3 146
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 1 1 7 189
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 1 1 1 23 3 3 3 141
News and Labor Market Dynamics in the Data and in Matching Models 0 0 0 41 0 1 4 145
News and labour market dynamics in the data and in matching models 0 0 0 36 0 0 1 122
News-Driven Business Cycles in Small Open Economies 0 0 1 179 2 2 9 368
News-Driven Business Cycles in Small Open Economies 0 0 0 222 2 3 11 363
Non-linear Dynamics of Oil Supply News Shocks 0 2 11 39 4 8 38 86
Non-linear effects of oil shocks on stock prices 4 4 20 473 9 11 55 1,042
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 21 3 7 10 75
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 6 1 2 4 26
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 0 0 37 1 1 2 83
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 0 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 21 1 1 5 58
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 58 0 1 1 130
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 1 21 2 4 10 70
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications 0 0 0 30 1 1 3 59
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 1 15
Testing a Model of the UK by the Method of Indirect Inference 0 1 1 65 0 3 4 220
Testing a model of the UK by the method of indirect inference 0 0 0 106 0 1 7 323
The Anatomy of Small Open Economy Productivity Trends 0 1 4 17 0 2 7 26
The Anatomy of Small Open Economy Productivity Trends 0 1 7 35 2 10 26 80
The Anatomy of Small Open Economy Trends 0 0 0 18 0 0 1 35
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 2 2 9 511 10 14 35 1,458
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 1 5 1 1 6 65
The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 134 0 0 1 250
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 1 1 2 36 2 2 8 88
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 0 15 0 3 7 105
The international transmission of volatility shocks: an empirical analysis 0 0 0 257 3 3 6 507
US financial shocks and the distribution of income and consumption in the UK 0 0 1 94 1 3 5 193
US financial shocks and the distribution of income and consumption in the UK 0 0 1 40 1 2 3 77
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 1 3 127 3 5 14 306
Understanding International Long-Term Interest Rate Comovement 1 2 7 211 11 24 41 535
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 42 0 1 2 108
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 8 0 0 5 95
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 0 0 3 148
Total Working Papers 18 41 160 8,155 113 221 705 19,013
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 1 1 4 24
A new approach for detecting shifts in forecast accuracy 0 0 0 4 0 1 4 32
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 16 0 0 2 73
Assessing the Economy‐wide Effects of Quantitative Easing 0 2 7 425 4 10 42 1,331
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 1 33 2 4 10 181
Common and country specific economic uncertainty 1 2 9 119 3 5 28 452
DSGE Model Restrictions for Structural VAR Identification 0 0 0 213 0 0 6 505
DSGE priors for BVAR models 0 0 1 32 0 0 2 143
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 1 8 0 0 5 36
Do contractionary monetary policy shocks expand shadow banking? 1 1 1 55 3 7 22 322
Dynamic effects of monetary policy shocks on macroeconomic volatility 0 1 5 50 1 5 19 171
Financial structure and economic growth 0 0 3 351 0 0 9 1,030
Fiscal policy shocks and stock prices in the United States 0 0 2 31 2 3 13 137
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 1 1 107 1 3 9 363
Is there a national housing market bubble brewing in the United States? 0 1 2 4 1 2 5 8
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 0 0 4 92 1 2 15 276
News shocks and labour market dynamics in matching models 0 0 0 2 0 0 1 15
News shocks and labour market dynamics in matching models 0 0 0 49 1 1 9 191
News-driven business cycles in small open economies 0 0 0 60 3 5 11 240
On the robustness of R&D 0 0 1 33 0 1 3 149
Precautionary liquidity shocks, excess reserves and business cycles 0 1 5 6 0 3 10 25
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 0 1 12 0 0 4 55
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 0 0 2 9 2 3 10 29
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 0 2 84 0 0 7 273
Testing a Model of the UK by the Method of Indirect Inference 0 0 0 47 0 0 0 201
The Changing Transmission of Uncertainty Shocks in the U.S 0 1 5 43 0 4 13 127
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 3 72 1 2 11 220
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 1 2 10 36 1 2 33 131
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 0 28 2 3 10 105
What can company data tell us about financing and investment decisions? 0 0 1 46 0 1 5 322
Total Journal Articles 3 12 69 2,072 29 68 322 7,167

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 3 10 2 4 8 25
Total Chapters 0 0 3 10 2 4 8 25

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Statistics updated 2025-11-08