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 2 81
A Trendy Approach to UK Inflation Dynamics 0 0 1 33 0 1 6 71
A new approach for detecting shifts in forecast accuracy 0 1 1 73 0 2 7 91
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 0 101 0 0 8 102
A structural model for policy analysis and forecasting: NZSIM 1 1 3 120 1 3 14 216
A trendy approach to UK inflation dynamics 0 0 1 112 0 3 13 128
Aggregate Skewness and the Business Cycle 5 16 63 63 11 36 116 116
An efficient minimum distance estimator for DSGE models 0 0 0 107 1 1 16 278
Assessing the economy-wide effects of quantitative easing 0 3 14 490 1 10 56 1,284
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 1 5 139 3 4 19 283
Common and Country Specific Economic Uncertainty 0 0 3 268 4 5 41 595
Common and Country Specific Economic Uncertainty 0 0 2 16 3 5 32 93
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach 0 0 0 9 0 0 0 43
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach 0 0 2 47 0 1 11 155
Cross-country co-movement in long-term interest rates: a DSGE approach 0 0 0 73 1 2 6 150
DSGE Priors for BVAR Models 0 1 2 5 0 2 7 37
DSGE Priors for BVAR Models 1 1 5 186 2 2 18 370
DSGE model restrictions for structural VAR identification 0 2 2 187 0 2 7 348
DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation 0 1 6 103 1 4 21 213
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 1 1 2 78 1 1 6 90
Do contractionary monetary policy shocks expand shadow banking? 0 1 2 333 3 5 28 521
Do macro shocks matter for equities? 0 1 1 37 0 3 34 140
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 4 0 1 10 53
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 3 161 1 2 19 309
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 116 0 0 7 239
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 4 84 1 2 28 263
Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison 0 0 1 270 0 3 4 445
Estimating Time-Varying DSGE Models Using Minimum Distance Methods 0 0 0 60 0 0 5 78
Estimating Time-Varying DSGE Models Using Minimum Distance Methods 1 1 3 10 1 1 8 66
Estimating time-varying DSGE models using minimum distance methods 0 0 0 119 0 0 6 160
Financial Structure and Economic Growth 0 2 5 838 2 14 43 1,742
Fiscal Policy Shocks and Stock Prices in the United State 0 0 0 55 0 0 10 86
Fiscal Policy Shocks and Stock Prices in the United States 0 0 0 248 0 1 8 546
Fiscal Policy Shocks and Stock Prices in the United States 0 0 1 41 1 1 4 44
Fiscal policy shocks and stock prices in the United States 0 0 0 62 0 2 13 78
Fiscal policy shocks and stock prices in the United States 0 1 15 15 0 2 16 16
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 1 1 3 265 2 4 18 662
Forward Guidance, Quantitative Easing, or both? 0 2 6 160 0 4 30 503
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries 0 1 2 28 1 4 15 158
How Robust is the R&D-Productivity relationship? Evidence from OECD Countries 0 0 0 126 2 2 11 263
Is there a National Housing Market Bubble Brewing in the United States? 0 0 0 30 1 9 36 139
Is there a National Housing Market Bubble Brewing in the United States? 0 1 16 51 0 1 27 136
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 80 0 2 21 164
News Shocks and Labor Market Dynamics in Matching Models 0 0 0 20 0 2 17 113
News and Labor Market Dynamics in the Data and in Matching Models 0 0 0 41 0 1 14 130
News and labour market dynamics in the data and in matching models 0 0 0 36 0 0 7 116
News-Driven Business Cycles in Small Open Economies 0 0 1 175 3 3 13 339
News-driven business cycles in small open economies 0 0 0 220 2 2 6 340
Non-linear effects of oil shocks on stock prices 0 5 26 371 6 21 86 806
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 2 18 18 0 2 20 20
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 2 5 0 0 10 20
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles 0 0 2 19 0 3 20 55
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint 0 1 5 31 0 2 10 70
Risk news shocks and the business cycle 0 0 0 124 0 1 6 303
State Dependence in Labor Market Fluctuations 0 0 2 27 0 1 4 37
State Dependence in Labor Market Fluctuations 0 0 1 43 0 2 10 38
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 57 0 0 4 121
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 19 1 3 13 52
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications 0 0 0 21 0 0 8 52
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications 0 0 0 29 0 0 3 53
State dependence in labor market fluctuations: evidence, theory, and policy implications 0 0 0 22 0 2 12 55
State dependence in labour market fluctuations 0 0 7 7 1 3 14 14
Testing a Model of the UK by the Method of Indirect Inference 0 0 0 64 0 0 4 213
Testing a model of the UK by the method of indirect inference 0 1 2 105 0 2 6 305
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models 2 3 18 475 7 14 63 1,309
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 3 4 7 321 5 8 27 575
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 0 3 1 4 21 39
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 72 1 2 11 85
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 2 4 130 3 6 28 220
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 1 33 0 0 9 73
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 0 9 0 1 10 70
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 1 1 4 259 2 4 26 597
The international transmission of volatility shocks: an empirical analysis 1 1 3 255 5 6 27 492
US financial shocks and the distribution of income and consumption in the UK 0 0 1 38 1 1 4 71
US financial shocks and the distribution of income and consumption in the UK 0 1 5 87 0 2 13 172
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme 0 1 1 115 0 3 11 274
Understanding International Long-Term Interest Rate Comovement 0 4 14 185 2 12 50 441
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 1 6 117 2 8 30 339
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 38 0 7 25 71
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 234 2 8 16 496
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 7 0 3 12 48
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 15 2 3 23 110
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 1 4 227 0 5 25 526
Total Working Papers 17 67 310 9,530 90 294 1,525 20,815

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 1 1 2 4 12 12
A new approach for detecting shifts in forecast accuracy 0 0 0 1 0 0 5 19
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models 0 0 1 14 1 2 6 59
Assessing the Economy‐wide Effects of Quantitative Easing 1 4 16 398 2 7 53 1,215
Changing Macroeconomic Dynamics at the Zero Lower Bound 0 0 5 25 5 9 42 119
Common and country specific economic uncertainty 1 6 18 86 1 9 62 317
DSGE Model Restrictions for Structural VAR Identification 0 1 7 203 1 2 18 471
DSGE priors for BVAR models 0 0 1 30 0 1 7 128
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 0 0 2 5 0 0 3 21
Do contractionary monetary policy shocks expand shadow banking? 1 2 6 34 4 10 51 210
Dynamic effects of monetary policy shocks on macroeconomic volatility 1 1 9 18 1 5 32 72
Financial structure and economic growth 0 1 9 340 3 7 48 945
Fiscal policy shocks and stock prices in the United States 0 0 2 9 1 4 22 54
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 2 101 5 10 42 295
Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model 0 2 9 73 0 3 26 211
News shocks and labour market dynamics in matching models 0 0 0 2 0 1 3 13
News shocks and labour market dynamics in matching models 0 1 3 45 0 2 20 156
News-driven business cycles in small open economies 0 1 10 54 0 3 36 200
On the robustness of R&D 0 0 3 30 2 2 16 131
STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS 0 1 1 9 0 3 9 45
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 1 2 6 70 4 8 39 225
Testing a Model of the UK by the Method of Indirect Inference 1 1 3 46 1 2 7 188
The Changing Transmission of Uncertainty Shocks in the U.S 0 1 10 23 0 4 18 74
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 2 2 3 51 2 2 12 169
Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme 0 0 6 7 1 2 38 42
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 3 24 1 2 9 78
What can company data tell us about financing and investment decisions? 0 0 0 41 0 1 5 308
Total Journal Articles 8 26 136 1,740 37 105 641 5,777

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2022-08-04