Details about Konstantinos Theodoridis

Access statistics for papers by Konstantinos Theodoridis.

Last updated 2024-08-03. Update your information in the RePEc Author Service.

Short-id: pth92

Working Papers

2024

1. Fiscal Sustainability and Policy Interactions
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section
2. Non-linear Dynamics of Oil Supply News Shocks
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section

2023

3. The Anatomy of Small Open Economy Productivity Trends
   Working Papers, The University of Sheffield, Department of Economics
   Also in Discussion Papers, Department of Economics, University of Birmingham (2023)

2022

4. Aggregate Skewness and the Business Cycle
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2021) View citations (1)
   Working Papers, European Stability Mechanism (2022) View citations (2)
5. The anatomy of small open economy trends
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

2021

6. Fiscal policy shocks and stock prices in the United States
   Working Papers, European Stability Mechanism
   Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2018)
   Working Papers, Queen Mary University of London, School of Economics and Finance (2017) View citations (9)
   Working Papers, Lancaster University Management School, Economics Department (2017) View citations (9)
   See also Journal Article Fiscal policy shocks and stock prices in the United States, European Economic Review, Elsevier (2020) View citations (12) (2020)
7. Precautionary Liquidity Shocks, Excess Reserves and Business Cycles
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics
   Also in Economics Discussion Paper Series, Economics, The University of Manchester (2020)
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2020)
   See also Journal Article Precautionary liquidity shocks, excess reserves and business cycles, Journal of International Financial Markets, Institutions and Money, Elsevier (2022) View citations (6) (2022)

2020

8. Is there a National Housing Market Bubble Brewing in the United States?
   Working Papers, University of Pretoria, Department of Economics View citations (7)
   Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2020) View citations (7)
   See also Journal Article Is there a national housing market bubble brewing in the United States?, Macroeconomic Dynamics, Cambridge University Press (2023) (2023)
9. Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint
   BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics
10. State Dependence in Labor Market Fluctuations
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (13)
    Also in Working Papers, European Stability Mechanism (2020) View citations (1)
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2020) View citations (13)
    See also Journal Article STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2020) View citations (9) (2020)

2019

11. State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2018) View citations (18)
    Economics Series Working Papers, University of Oxford, Department of Economics (2018) View citations (18)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) View citations (18)
    BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2018) View citations (18)

2018

12. A New Approach for Detecting Shifts in Forecast Accuracy
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section
    Also in Bank of England working papers, Bank of England (2018)
    See also Journal Article A new approach for detecting shifts in forecast accuracy, International Journal of Forecasting, Elsevier (2019) View citations (1) (2019)
13. A Trendy Approach to UK Inflation Dynamics
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Discussion Papers, Monetary Policy Committee Unit, Bank of England (2017) View citations (9)
    See also Journal Article A Trendy Approach to UK Inflation Dynamics, Manchester School, University of Manchester (2021) View citations (2) (2021)
14. DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section
15. DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation
    Bank of England working papers, Bank of England
    See also Journal Article DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation, Econometrics and Statistics, Elsevier (2020) View citations (2) (2020)
16. Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section
    Also in Working Papers, Lancaster University Management School, Economics Department (2015) View citations (3)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2015) View citations (3)
    See also Journal Article Dynamic effects of monetary policy shocks on macroeconomic volatility, Journal of Monetary Economics, Elsevier (2020) View citations (26) (2020)
17. Non-linear effects of oil shocks on stock prices
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (5)
18. The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (6)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2017)
    See also Journal Article THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2023) (2023)
19. Understanding International Long-Term Interest Rate Comovement
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (10)
    See also Chapter Understanding International Long-term Interest Rate Comovement, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)

2017

20. Changing Macroeconomic Dynamics at the Zero Lower Bound
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (33)
    See also Journal Article Changing Macroeconomic Dynamics at the Zero Lower Bound, Journal of Business & Economic Statistics, Taylor & Francis Journals (2019) View citations (62) (2019)
21. Do macro shocks matter for equities?
    Bank of England working papers, Bank of England View citations (1)
22. The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis
    Working Papers, Lancaster University Management School, Economics Department
23. US financial shocks and the distribution of income and consumption in the UK
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (4)
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2017) View citations (4)

2016

24. Forward Guidance, Quantitative Easing, or both?
    Working Paper Research, National Bank of Belgium View citations (17)
25. Volatility Co-movement and the Great Moderation. An Empirical Analysis
    Working Papers, Queen Mary University of London, School of Economics and Finance

2015

26. A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
    Bank of England working papers, Bank of England View citations (1)
    See also Journal Article A new approach to multi-step forecasting using dynamic stochastic general equilibrium models, Economics Letters, Elsevier (2015) View citations (1) (2015)
27. A structural model for policy analysis and forecasting: NZSIM
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (17)
28. Common and Country Specific Economic Uncertainty
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (32)
    See also Journal Article Common and country specific economic uncertainty, Journal of International Economics, Elsevier (2017) View citations (75) (2017)
29. Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (18)
    Also in Bank of England working papers, Bank of England (2015) View citations (18)
30. Do contractionary monetary policy shocks expand shadow banking?
    Bank of England working papers, Bank of England View citations (22)
    See also Journal Article Do contractionary monetary policy shocks expand shadow banking?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (36) (2018)
31. Estimating Time-Varying DSGE Models Using Minimum Distance Methods
    Working Papers, Queen Mary University of London, School of Economics and Finance
    Also in Bank of England working papers, Bank of England (2014) View citations (14)
32. News Shocks and Labor Market Dynamics in Matching Models
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)
    Also in BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2015) View citations (1)
    See also Journal Article News shocks and labour market dynamics in matching models, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2016) View citations (16) (2016)
33. Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme
    Bank of England working papers, Bank of England View citations (31)
34. What do VARs Tell Us about the Impact of a Credit Supply Shock?
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (9)
    See also Journal Article WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2018) View citations (29) (2018)

2014

35. DSGE Priors for BVAR Models
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (1)
    See also Journal Article DSGE priors for BVAR models, Empirical Economics, Springer (2015) View citations (1) (2015)
36. News and Labor Market Dynamics in the Data and in Matching Models
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (13)
    Also in Bank of England working papers, Bank of England (2014) View citations (4)
37. News-Driven Business Cycles in Small Open Economies
    Working Papers, The University of Sheffield, Department of Economics View citations (5)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (2)
    See also Journal Article News-driven business cycles in small open economies, Journal of International Economics, Elsevier (2017) View citations (21) (2017)
38. The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (5)
39. What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (2)

2013

40. Risk news shocks and the business cycle
    Bank of England working papers, Bank of England View citations (16)
41. The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models
    Bank of England working papers, Bank of England View citations (141)
42. The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (8)
    See also Journal Article The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach, Journal of Money, Credit and Banking, Blackwell Publishing (2015) View citations (104) (2015)

2012

43. Assessing the economy-wide effects of quantitative easing
    Bank of England working papers, Bank of England View citations (233)
    See also Journal Article Assessing the Economy‐wide Effects of Quantitative Easing, Economic Journal, Royal Economic Society (2012) View citations (193) (2012)
44. Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters
    Bank of England working papers, Bank of England View citations (21)
    See also Journal Article Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters, International Journal of Forecasting, Elsevier (2014) View citations (44) (2014)
45. The international transmission of volatility shocks: an empirical analysis
    Bank of England working papers, Bank of England View citations (19)
    See also Journal Article THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS, Journal of the European Economic Association, European Economic Association (2015) View citations (95) (2015)

2011

46. An efficient minimum distance estimator for DSGE models
    Bank of England working papers, Bank of England View citations (13)

2010

47. DSGE model restrictions for structural VAR identification
    Bank of England working papers, Bank of England View citations (3)
    See also Journal Article DSGE Model Restrictions for Structural VAR Identification, International Journal of Central Banking, International Journal of Central Banking (2012) View citations (14) (2012)
48. How Robust is the R&D – Productivity relationship? Evidence from OECD Countries
    WIPO Economic Research Working Papers, World Intellectual Property Organization - Economics and Statistics Division View citations (7)
49. How Robust is the R&D-Productivity relationship? Evidence from OECD Countries
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (7)

2008

50. Financial Structure and Economic Growth
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (91)
    See also Journal Article Financial structure and economic growth, Journal of Development Economics, Elsevier (2008) View citations (95) (2008)
51. Testing a Model of the UK by the Method of Indirect Inference
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2008) View citations (7)
    See also Journal Article Testing a Model of the UK by the Method of Indirect Inference, Open Economies Review, Springer (2009) View citations (17) (2009)

2007

52. Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (1)

Journal Articles

2023

1. Is there a national housing market bubble brewing in the United States?
   Macroeconomic Dynamics, 2023, 27, (8), 2191-2228
   See also Working Paper Is there a National Housing Market Bubble Brewing in the United States?, Working Papers (2020) View citations (7) (2020)
2. THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS
   International Economic Review, 2023, 64, (4), 1749-1775
   See also Working Paper The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis, Cardiff Economics Working Papers (2018) View citations (6) (2018)

2022

3. Precautionary liquidity shocks, excess reserves and business cycles
   Journal of International Financial Markets, Institutions and Money, 2022, 77, (C) View citations (6)
   See also Working Paper Precautionary Liquidity Shocks, Excess Reserves and Business Cycles, EconStor Preprints (2021) (2021)

2021

4. A Trendy Approach to UK Inflation Dynamics
   Manchester School, 2021, 89, (S1), 23-75 View citations (2)
   See also Working Paper A Trendy Approach to UK Inflation Dynamics, CEPR Discussion Papers (2018) View citations (3) (2018)
5. Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme
   The Quarterly Review of Economics and Finance, 2021, 80, (C), 721-736 View citations (5)

2020

6. DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation
   Econometrics and Statistics, 2020, 16, (C), 1-27 View citations (2)
   See also Working Paper DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation, Bank of England working papers (2018) (2018)
7. Dynamic effects of monetary policy shocks on macroeconomic volatility
   Journal of Monetary Economics, 2020, 114, (C), 262-282 View citations (26)
   See also Working Paper Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility, Cardiff Economics Working Papers (2018) (2018)
8. Fiscal policy shocks and stock prices in the United States
   European Economic Review, 2020, 129, (C) View citations (12)
   See also Working Paper Fiscal policy shocks and stock prices in the United States, Working Papers (2021) (2021)
9. STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS
   International Economic Review, 2020, 61, (3), 1027-1072 View citations (9)
   See also Working Paper State Dependence in Labor Market Fluctuations, Economics Series Working Papers (2020) View citations (13) (2020)

2019

10. A new approach for detecting shifts in forecast accuracy
    International Journal of Forecasting, 2019, 35, (4), 1596-1612 View citations (1)
    See also Working Paper A New Approach for Detecting Shifts in Forecast Accuracy, Cardiff Economics Working Papers (2018) (2018)
11. Changing Macroeconomic Dynamics at the Zero Lower Bound
    Journal of Business & Economic Statistics, 2019, 37, (3), 391-404 View citations (62)
    See also Working Paper Changing Macroeconomic Dynamics at the Zero Lower Bound, Economics Series Working Papers (2017) View citations (33) (2017)

2018

12. Do contractionary monetary policy shocks expand shadow banking?
    Journal of Applied Econometrics, 2018, 33, (2), 198-211 View citations (36)
    See also Working Paper Do contractionary monetary policy shocks expand shadow banking?, Bank of England working papers (2015) View citations (22) (2015)
13. The Changing Transmission of Uncertainty Shocks in the U.S
    Journal of Business & Economic Statistics, 2018, 36, (2), 239-252 View citations (59)
14. WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?
    International Economic Review, 2018, 59, (2), 625-646 View citations (29)
    See also Working Paper What do VARs Tell Us about the Impact of a Credit Supply Shock?, Working Papers (2015) View citations (9) (2015)

2017

15. Common and country specific economic uncertainty
    Journal of International Economics, 2017, 105, (C), 205-216 View citations (75)
    See also Working Paper Common and Country Specific Economic Uncertainty, Working Papers (2015) View citations (32) (2015)
16. News-driven business cycles in small open economies
    Journal of International Economics, 2017, 105, (C), 77-89 View citations (21)
    See also Working Paper News-Driven Business Cycles in Small Open Economies, Working Papers (2014) View citations (5) (2014)

2016

17. Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model
    Economic Modelling, 2016, 59, (C), 546-569 View citations (20)
18. News shocks and labour market dynamics in matching models
    Canadian Journal of Economics/Revue canadienne d'économique, 2016, 49, (3), 906-930 View citations (16)
    Also in Canadian Journal of Economics, 2016, 49, (3), 906-930 (2016) View citations (16)
    See also Working Paper News Shocks and Labor Market Dynamics in Matching Models, Economics Series Working Papers (2015) View citations (1) (2015)

2015

19. A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
    Economics Letters, 2015, 136, (C), 237-242 View citations (1)
    See also Working Paper A new approach to multi-step forecasting using dynamic stochastic general equilibrium models, Bank of England working papers (2015) View citations (1) (2015)
20. DSGE priors for BVAR models
    Empirical Economics, 2015, 48, (2), 627-656 View citations (1)
    See also Working Paper DSGE Priors for BVAR Models, Working Papers (2014) View citations (1) (2014)
21. THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS
    Journal of the European Economic Association, 2015, 13, (3), 512-533 View citations (95)
    See also Working Paper The international transmission of volatility shocks: an empirical analysis, Bank of England working papers (2012) View citations (19) (2012)
22. The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach
    Journal of Money, Credit and Banking, 2015, 47, (6), 1223-1238 View citations (104)
    See also Working Paper The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach, Working Papers (2013) View citations (8) (2013)

2014

23. Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters
    International Journal of Forecasting, 2014, 30, (1), 129-143 View citations (44)
    See also Working Paper Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters, Bank of England working papers (2012) View citations (21) (2012)
24. On the robustness of R&D
    Journal of Productivity Analysis, 2014, 42, (2), 137-155 View citations (22)

2013

25. What can company data tell us about financing and investment decisions?
    Bank of England Quarterly Bulletin, 2013, 53, (4), 361-370 View citations (5)

2012

26. Assessing the Economy‐wide Effects of Quantitative Easing
    Economic Journal, 2012, 122, (564), F316-F347 View citations (193)
    See also Working Paper Assessing the economy-wide effects of quantitative easing, Bank of England working papers (2012) View citations (233) (2012)
27. DSGE Model Restrictions for Structural VAR Identification
    International Journal of Central Banking, 2012, 8, (4), 61-95 View citations (14)
    See also Working Paper DSGE model restrictions for structural VAR identification, Bank of England working papers (2010) View citations (3) (2010)

2009

28. Testing a Model of the UK by the Method of Indirect Inference
    Open Economies Review, 2009, 20, (2), 265-291 View citations (17)
    See also Working Paper Testing a Model of the UK by the Method of Indirect Inference, CEPR Discussion Papers (2008) View citations (4) (2008)

2008

29. Financial structure and economic growth
    Journal of Development Economics, 2008, 86, (1), 181-200 View citations (95)
    See also Working Paper Financial Structure and Economic Growth, Cardiff Economics Working Papers (2008) View citations (91) (2008)

Chapters

2022

1. Understanding International Long-term Interest Rate Comovement
   A chapter in Essays in Honour of Fabio Canova, 2022, vol. 44B, pp 147-189
   See also Working Paper Understanding International Long-Term Interest Rate Comovement, Cardiff University, Cardiff Business School, Economics Section (2018) View citations (10) (2018)