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 2 2 11 99
A Trendy Approach to UK Inflation Dynamics 0 0 0 34 0 1 10 97
A new approach for detecting shifts in forecast accuracy 0 0 1 76 3 3 16 112
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 2 2 10 126
A structural model for policy analysis and forecasting: NZSIM 2 2 3 133 4 7 31 285
A trendy approach to UK inflation dynamics 0 0 1 125 1 5 21 189
Aggregate Skewness and the Business Cycle 1 1 27 229 4 14 82 601
Aggregate Skewness and the Business Cycle 1 1 7 42 2 5 27 119
An efficient minimum distance estimator for DSGE models 0 0 1 111 0 0 14 324
Assessing the economy-wide effects of quantitative easing 0 0 5 510 2 6 41 1,385
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 0 151 1 3 23 357
Common and Country Specific Economic Uncertainty 1 1 1 23 3 3 21 150
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach 0 1 1 12 0 3 10 62
Cross-country co-movement in long-term interest rates: a DSGE approach 0 0 1 76 3 4 16 184
DSGE Priors for BVAR Models 0 0 1 6 2 2 14 57
DSGE model restrictions for structural VAR identification 0 0 0 187 4 5 18 371
DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation 0 0 0 109 0 1 12 250
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 0 79 4 5 20 120
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 2 3 12 578
Do macro shocks matter for equities? 0 0 0 38 1 1 9 173
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 2 91 3 3 17 305
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 5 0 1 10 69
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 164 1 1 12 345
Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison 0 0 0 270 1 2 12 461
Estimating Time-Varying DSGE Models Using Minimum Distance Methods 0 0 0 10 1 1 11 80
Estimating time-varying DSGE models using minimum distance methods 0 0 0 119 2 3 12 176
Financial Structure and Economic Growth 0 0 0 841 1 4 20 1,826
Fiscal Policy Shocks and Stock Prices in the United State 0 0 0 57 4 4 23 118
Fiscal Policy Shocks and Stock Prices in the United States 1 1 1 45 5 6 15 87
Fiscal Sustainability and Policy Interactions 0 0 7 39 1 2 18 61
Fiscal policy shocks and stock prices in the United States 0 0 0 64 2 3 20 114
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 0 0 0 270 1 1 15 711
Forward Guidance, Quantitative Easing, or both? 0 0 2 176 0 0 21 573
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries 0 0 1 32 0 2 10 191
How Robust is the R&D-Productivity relationship? Evidence from OECD Countries 0 0 0 129 0 1 7 293
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 2 3 13 202
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 56 2 2 9 155
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 23 1 2 16 157
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 81 0 0 20 199
News and Labor Market Dynamics in the Data and in Matching Models 0 0 1 42 1 1 19 164
News and labour market dynamics in the data and in matching models 0 0 1 37 1 1 14 136
News-Driven Business Cycles in Small Open Economies 0 0 0 222 2 4 10 373
News-Driven Business Cycles in Small Open Economies 0 0 1 180 5 5 19 387
Non-linear Dynamics of Oil Supply News Shocks 0 1 9 48 3 8 40 126
Non-linear effects of oil shocks on stock prices 1 2 13 486 5 7 44 1,086
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 6 3 5 11 37
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 0 21 1 1 16 91
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 2 23 1 2 19 46
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 0 0 37 0 0 11 94
Risk news shocks and the business cycle 0 0 0 129 1 4 14 331
State Dependence in Labor Market Fluctuations 0 0 0 27 5 6 17 56
State Dependence in Labor Market Fluctuations 0 0 1 44 1 1 16 56
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 58 1 4 22 152
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 1 1 28 86
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 3 5 15 85
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications 0 0 0 30 1 1 12 71
State dependence in labor market fluctuations: evidence, theory, and policy implications 0 0 0 22 2 2 19 80
Testing a Model of the UK by the Method of Indirect Inference 0 0 0 65 2 3 21 241
Testing a model of the UK by the method of indirect inference 0 0 0 106 3 3 18 341
The Anatomy of Small Open Economy Productivity Trends 0 1 3 20 5 6 16 42
The Anatomy of Small Open Economy Productivity Trends 0 0 4 39 0 1 21 101
The Anatomy of Small Open Economy Trends 0 0 1 19 3 4 13 48
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 1 1 5 516 3 7 52 1,510
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 0 5 0 0 4 69
The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 134 1 1 7 257
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 72 1 1 17 138
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 36 1 1 9 97
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 16 1 2 20 125
The international transmission of volatility shocks: an empirical analysis 0 0 1 258 1 3 16 523
US financial shocks and the distribution of income and consumption in the UK 0 0 2 96 1 1 13 206
US financial shocks and the distribution of income and consumption in the UK 0 0 1 41 4 5 13 90
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 0 1 128 1 4 26 332
Understanding International Long-Term Interest Rate Comovement 0 0 0 211 7 8 39 574
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 42 1 3 13 121
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 9 2 2 15 110
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 1 17 2 2 12 160
Total Working Papers 8 12 112 8,219 143 231 1,390 20,304
14 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 0 5 0 2 15 39
A new approach for detecting shifts in forecast accuracy 0 0 0 4 2 3 16 48
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 16 2 3 11 84
Assessing the Economy‐wide Effects of Quantitative Easing 0 0 0 425 7 9 32 1,363
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 1 34 1 3 18 199
Common and country specific economic uncertainty 1 2 7 126 1 6 28 480
DSGE Model Restrictions for Structural VAR Identification 0 0 1 214 0 0 12 517
DSGE priors for BVAR models 0 0 0 32 3 4 11 154
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 0 8 1 2 10 46
Do contractionary monetary policy shocks expand shadow banking? 0 0 1 56 3 4 14 336
Dynamic effects of monetary policy shocks on macroeconomic volatility 0 0 4 54 2 3 28 199
Financial structure and economic growth 0 0 1 352 3 5 25 1,055
Fiscal policy shocks and stock prices in the United States 0 0 2 33 6 8 24 161
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 0 107 1 2 14 377
Is there a national housing market bubble brewing in the United States? 0 0 1 5 2 4 15 23
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 1 1 3 95 1 3 36 312
News shocks and labour market dynamics in matching models 0 0 0 2 1 2 11 26
News shocks and labour market dynamics in matching models 0 0 1 50 0 1 14 205
News-driven business cycles in small open economies 0 0 0 60 2 2 13 253
On the robustness of R&D 0 0 0 33 2 3 10 159
Precautionary liquidity shocks, excess reserves and business cycles 0 2 4 10 0 3 28 53
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 0 0 12 0 1 9 64
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS 0 0 0 9 1 1 17 46
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 1 1 1 85 3 3 17 290
Testing a Model of the UK by the Method of Indirect Inference 0 0 1 48 3 4 17 218
The Changing Transmission of Uncertainty Shocks in the U.S 0 0 2 45 5 8 23 150
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 2 74 2 6 22 242
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 1 1 4 40 3 3 31 162
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 2 30 2 3 31 136
What can company data tell us about financing and investment decisions? 0 0 0 46 2 2 18 340
Total Journal Articles 4 8 38 2,110 61 103 570 7,737

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 0 10 1 1 15 40
Total Chapters 0 0 0 10 1 1 15 40

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Statistics updated 2026-11-12