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 0 1 2 86
A new approach for detecting shifts in forecast accuracy 0 1 1 75 0 1 3 96
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 0 1 3 115
A structural model for policy analysis and forecasting: NZSIM 0 2 5 130 0 9 19 254
A trendy approach to UK inflation dynamics 0 1 6 124 0 2 21 167
Aggregate Skewness and the Business Cycle 1 2 7 34 1 4 19 90
Aggregate Skewness and the Business Cycle 6 9 35 200 16 25 105 507
Aggregate skewness and the business cycle 0 0 4 20 0 1 11 54
An efficient minimum distance estimator for DSGE models 0 0 0 110 0 0 8 307
Assessing the economy-wide effects of quantitative easing 0 0 5 505 1 3 15 1,340
Changing Macroeconomic Dynamics at the Zero Lower Bound 1 1 2 151 1 2 8 334
Common and Country Specific Economic Uncertainty 0 0 0 21 0 1 6 127
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 3 168
DSGE Priors for BVAR Models 0 0 0 5 0 0 2 42
DSGE model restrictions for structural VAR identification 0 0 0 187 1 1 1 353
DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation 1 1 1 108 1 1 4 237
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 0 79 0 0 2 99
Do contractionary monetary policy shocks expand shadow banking? 0 0 1 338 0 1 14 565
Do macro shocks matter for equities? 0 0 0 38 0 0 2 163
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 164 0 2 5 333
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 1 1 89 0 1 3 286
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 4 0 0 1 59
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 1 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 0 0 6 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 1 1 44 0 1 9 71
Fiscal Sustainability and Policy Interactions 0 3 23 28 2 6 29 37
Fiscal policy shocks and stock prices in the United States 0 0 0 64 0 0 1 94
Fiscal policy shocks and stock prices in the United States 0 0 0 21 0 1 1 26
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 0 0 0 270 0 1 6 695
Forward Guidance, Quantitative Easing, or both? 0 0 6 174 0 1 16 551
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries 0 0 0 31 1 1 6 180
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 0 30 0 0 6 188
Is there a National Housing Market Bubble Brewing in the United States? 0 0 1 56 0 0 3 145
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 22 0 0 1 138
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 81 0 0 0 179
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 2 122
News-Driven Business Cycles in Small Open Economies 0 0 1 179 0 1 7 366
News-driven business cycles in small open economies 0 0 0 222 0 8 9 361
Non-linear Dynamics of Oil Supply News Shocks 1 2 22 39 3 6 49 82
Non-linear effects of oil shocks on stock prices 0 1 22 469 1 7 57 1,033
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 3 4 8 72
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 6 1 1 3 25
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 0 0 2 27
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 0 0 37 0 0 1 82
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 1 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 1 21 2 6 8 68
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 0 0 4 57
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 0 30 0 0 2 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 1 1 15
Testing a Model of the UK by the Method of Indirect Inference 1 1 1 65 2 3 4 220
Testing a model of the UK by the method of indirect inference 0 0 1 106 0 3 8 323
The Anatomy of Small Open Economy Productivity Trends 1 4 8 35 5 11 29 78
The Anatomy of Small Open Economy Productivity Trends 1 1 6 17 1 2 9 26
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 0 1 7 509 3 6 31 1,448
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 1 5 0 0 5 64
The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 1 134 0 0 2 250
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 2 7 86
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 15 3 3 9 105
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 0 1 40 0 1 2 76
US financial shocks and the distribution of income and consumption in the UK 0 0 1 94 1 2 4 192
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 1 1 3 127 1 2 11 303
Understanding International Long-Term Interest Rate Comovement 0 1 6 210 10 14 31 524
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 1 5 95
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 0 2 3 148
Total Working Papers 14 34 184 8,137 60 159 682 18,900
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 0 0 3 23
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 3 73
Assessing the Economy‐wide Effects of Quantitative Easing 0 2 8 425 4 14 41 1,327
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 1 33 0 3 8 179
Common and country specific economic uncertainty 0 2 8 118 1 5 27 449
DSGE Model Restrictions for Structural VAR Identification 0 0 1 213 0 1 7 505
DSGE priors for BVAR models 0 1 1 32 0 1 2 143
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 1 8 0 1 6 36
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 54 2 5 21 319
Dynamic effects of monetary policy shocks on macroeconomic volatility 1 1 8 50 1 6 26 170
Financial structure and economic growth 0 0 3 351 0 3 13 1,030
Fiscal policy shocks and stock prices in the United States 0 0 3 31 1 4 13 135
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 1 1 107 1 4 10 362
Is there a national housing market bubble brewing in the United States? 1 1 2 4 1 1 4 7
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 0 0 4 92 0 3 17 275
News shocks and labour market dynamics in matching models 0 0 0 2 0 1 2 15
News shocks and labour market dynamics in matching models 0 0 0 49 0 2 9 190
News-driven business cycles in small open economies 0 0 0 60 2 5 8 237
On the robustness of R&D 0 0 1 33 1 1 3 149
Precautionary liquidity shocks, excess reserves and business cycles 1 1 5 6 2 4 11 25
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 0 1 12 0 1 4 55
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 0 0 3 9 0 1 9 27
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 0 2 84 0 0 8 273
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 1 1 6 43 2 4 15 127
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 3 72 1 2 14 219
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 1 1 9 35 1 4 33 130
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 0 28 1 2 8 103
What can company data tell us about financing and investment decisions? 0 0 1 46 0 1 6 322
Total Journal Articles 5 12 75 2,069 21 80 336 7,138

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 3 6 23
Total Chapters 0 0 3 10 2 3 6 23

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Statistics updated 2025-10-06