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Details about Konstantinos Theodoridis

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Homepage:https://sites.google.com/site/konstantinostheodoridis/
Workplace:Cardiff Business School, Cardiff University, (more information at EDIRC)

Access statistics for papers by Konstantinos Theodoridis.

Last updated 2019-06-04. Update your information in the RePEc Author Service.

Short-id: pth92


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Working Papers

2019

  1. State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) Downloads View citations (1)
    Economics Series Working Papers, University of Oxford, Department of Economics (2018) Downloads
    BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2018) Downloads
    Discussion Papers, Centre for Macroeconomics (CFM) (2018) Downloads

2018

  1. A New Approach for Detecting Shifts in Forecast Accuracy
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
    Also in Bank of England working papers, Bank of England (2018) Downloads
  2. A Trendy Approach to UK Inflation Dynamics
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Discussion Papers, Monetary Policy Committee Unit, Bank of England (2017) Downloads View citations (5)
  3. DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
  4. DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation
    Bank of England working papers, Bank of England Downloads
  5. Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads
    Working Papers, Lancaster University Management School, Economics Department (2015) Downloads View citations (2)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads View citations (3)
  6. Fiscal Policy Shocks and Stock Prices in the United State
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
    Also in Working Papers, Lancaster University Management School, Economics Department (2017) Downloads View citations (3)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2017) Downloads View citations (2)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2017) Downloads View citations (4)
  7. Non-linear effects of oil shocks on stock prices
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
  8. The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (2)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2017) Downloads
  9. Understanding International Long-Term Interest Rate Comovement
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (1)

2017

  1. Changing Macroeconomic Dynamics at the Zero Lower Bound
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (29)
  2. Do macro shocks matter for equities?
    Bank of England working papers, Bank of England Downloads
  3. The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis
    Working Papers, Lancaster University Management School, Economics Department Downloads
  4. US financial shocks and the distribution of income and consumption in the UK
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (1)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2017) Downloads View citations (1)

2016

  1. Forward Guidance, Quantitative Easing, or both?
    Working Paper Research, National Bank of Belgium Downloads View citations (7)
  2. Volatility Co-movement and the Great Moderation. An Empirical Analysis
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2016) Downloads

2015

  1. A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
    Bank of England working papers, Bank of England Downloads View citations (1)
    See also Journal Article in Economics Letters (2015)
  2. A structural model for policy analysis and forecasting: NZSIM
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (10)
  3. Common and Country Specific Economic Uncertainty
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (18)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads View citations (33)

    See also Journal Article in Journal of International Economics (2017)
  4. Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads View citations (9)
    Bank of England working papers, Bank of England (2015) Downloads View citations (8)
  5. Do contractionary monetary policy shocks expand shadow banking?
    Bank of England working papers, Bank of England Downloads View citations (15)
    See also Journal Article in Journal of Applied Econometrics (2018)
  6. Estimating Time-Varying DSGE Models Using Minimum Distance Methods
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (4)
    Also in Bank of England working papers, Bank of England (2014) Downloads View citations (6)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads
  7. News Shocks and Labor Market Dynamics in Matching Models
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)
    Also in BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2015) Downloads View citations (1)

    See also Journal Article in Canadian Journal of Economics (2016)
  8. 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 Downloads View citations (20)
  9. 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 Downloads View citations (8)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads View citations (2)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2014) Downloads View citations (1)

    See also Journal Article in International Economic Review (2018)

2014

  1. DSGE Priors for BVAR Models
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (1)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2014) Downloads

    See also Journal Article in Empirical Economics (2015)
  2. News and Labor Market Dynamics in the Data and in Matching Models
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (12)
    Also in Bank of England working papers, Bank of England (2014) Downloads
  3. News-Driven Business Cycles in Small Open Economies
    Working Papers, The University of Sheffield, Department of Economics Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (1)

    See also Journal Article in Journal of International Economics (2017)
  4. The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (19)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2014) Downloads View citations (1)
  5. 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 Downloads

2013

  1. Risk news shocks and the business cycle
    Bank of England working papers, Bank of England Downloads View citations (14)
  2. The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models
    Bank of England working papers, Bank of England Downloads View citations (78)
  3. The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2013) Downloads View citations (10)

    See also Journal Article in Journal of Money, Credit and Banking (2015)

2012

  1. Assessing the economy-wide effects of quantitative easing
    Bank of England working papers, Bank of England Downloads View citations (134)
    See also Journal Article in Economic Journal (2012)
  2. 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 Downloads View citations (13)
    See also Journal Article in International Journal of Forecasting (2014)
  3. The international transmission of volatility shocks: an empirical analysis
    Bank of England working papers, Bank of England Downloads View citations (13)
    See also Journal Article in Journal of the European Economic Association (2015)

2011

  1. An efficient minimum distance estimator for DSGE models
    Bank of England working papers, Bank of England Downloads View citations (8)

2010

  1. DSGE model restrictions for structural VAR identification
    Bank of England working papers, Bank of England Downloads View citations (2)
    See also Journal Article in International Journal of Central Banking (2012)
  2. 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 Downloads View citations (5)
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2010) Downloads View citations (1)

2008

  1. Financial Structure and Economic Growth
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (59)
    See also Journal Article in Journal of Development Economics (2008)
  2. Testing a Model of the UK by the Method of Indirect Inference
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2008) Downloads View citations (5)

    See also Journal Article in Open Economies Review (2009)

2007

  1. 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 Downloads View citations (1)

Journal Articles

2018

  1. Do contractionary monetary policy shocks expand shadow banking?
    Journal of Applied Econometrics, 2018, 33, (2), 198-211 Downloads View citations (2)
    See also Working Paper (2015)
  2. The Changing Transmission of Uncertainty Shocks in the U.S
    Journal of Business & Economic Statistics, 2018, 36, (2), 239-252 Downloads View citations (2)
  3. WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?
    International Economic Review, 2018, 59, (2), 625-646 Downloads
    See also Working Paper (2015)

2017

  1. Common and country specific economic uncertainty
    Journal of International Economics, 2017, 105, (C), 205-216 Downloads View citations (9)
    See also Working Paper (2015)
  2. News-driven business cycles in small open economies
    Journal of International Economics, 2017, 105, (C), 77-89 Downloads View citations (8)
    See also Working Paper (2014)

2016

  1. 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 Downloads View citations (7)
  2. News shocks and labour market dynamics in matching models
    Canadian Journal of Economics, 2016, 49, (3), 906-930 Downloads View citations (7)
    See also Working Paper (2015)

2015

  1. A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
    Economics Letters, 2015, 136, (C), 237-242 Downloads
    See also Working Paper (2015)
  2. DSGE priors for BVAR models
    Empirical Economics, 2015, 48, (2), 627-656 Downloads View citations (1)
    See also Working Paper (2014)
  3. THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS
    Journal of the European Economic Association, 2015, 13, (3), 512-533 Downloads View citations (28)
    See also Working Paper (2012)
  4. The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach
    Journal of Money, Credit and Banking, 2015, 47, (6), 1223-1238 Downloads View citations (40)
    See also Working Paper (2013)

2014

  1. 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 Downloads View citations (23)
    See also Working Paper (2012)
  2. On the robustness of R&D
    Journal of Productivity Analysis, 2014, 42, (2), 137-155 Downloads View citations (2)

2013

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

2012

  1. Assessing the Economy‐wide Effects of Quantitative Easing
    Economic Journal, 2012, 122, (564), F316-F347 Downloads View citations (113)
    See also Working Paper (2012)
  2. DSGE Model Restrictions for Structural VAR Identification
    International Journal of Central Banking, 2012, 8, (4), 61-95 Downloads View citations (13)
    See also Working Paper (2010)

2009

  1. Testing a Model of the UK by the Method of Indirect Inference
    Open Economies Review, 2009, 20, (2), 265-291 Downloads View citations (9)
    See also Working Paper (2008)

2008

  1. Financial structure and economic growth
    Journal of Development Economics, 2008, 86, (1), 181-200 Downloads View citations (63)
    See also Working Paper (2008)
 
Page updated 2019-06-19