Konstantinos Theodoridis

Cardiff University

Aberconway Building

Colum Drive

Cardiff, Wales CF10 3EU

United Kingdom

SCHOLARLY PAPERS

24

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2,491

SSRN CITATIONS
Rank 6,484

SSRN RANKINGS

Top 6,484

in Total Papers Citations

106

CROSSREF CITATIONS

98

Scholarly Papers (24)

1.

Assessing the Economy-Wide Effects of Quantitative Easing

Bank of England Working Paper No. 443
Number of pages: 45 Posted: 27 Jan 2012
George Kapetanios, Haroon Mumtaz, Ibrahim Stevens and Konstantinos Theodoridis
King's College, London, University of London - School of Sciences, Bank of England and Cardiff University
Downloads 716 (43,535)
Citation 49

Abstract:

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Bayesian methods, large-scale asset purchases, quantitative easing, vector autoregressions

2.

Do Contractionary Monetary Policy Shocks Expand Shadow Banking?

Bank of England Working Paper No. 521
Number of pages: 48 Posted: 17 Jan 2015
Benjamin Nelson, Gabor Pinter and Konstantinos Theodoridis
Bank of England, Bank of England and Cardiff University
Downloads 330 (111,971)
Citation 15

Abstract:

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Monetary policy, financial intermediaries, shadow banking, VAR, DSGE

3.

Forecasting UK GDP Growth, Inflation and Interest Rates under Structural Change: A Comparison of Models with Time-Varying Parameters

Bank of England Working Paper No. 450
Number of pages: 56 Posted: 21 May 2012
Alina Barnett, Haroon Mumtaz and Konstantinos Theodoridis
Bank of England, University of London - School of Sciences and Cardiff University
Downloads 288 (129,431)
Citation 13

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Time-varying parameters, stochastic volatility, VAR, FAVAR, forecasting, Bayesian estimation

4.

Unconventional Monetary Policies and the Macroeconomy: The Impact of the United Kingdom's QE2 and Funding for Lending Scheme

Bank of England Working Paper No. 542
Number of pages: 33 Posted: 16 Aug 2015
Rohan Churm, Michael Joyce, George Kapetanios and Konstantinos Theodoridis
Bank of England - Monetary Analysis, Bank of England - Monetary Analysis, King's College, London and Cardiff University
Downloads 247 (151,399)
Citation 20

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Bayesian methods, large-scale asset purchases, quantitative easing, Funding for Lending Scheme, vector autoregressions, auto-regressive distributed lag

5.
Downloads 177 (206,156)
Citation 9

A Trendy Approach to UK Inflation Dynamics

Bank of England Working Paper No. 49
Number of pages: 47 Posted: 21 Jun 2017
Kristin J. Forbes, Lewis Kirkham and Konstantinos Theodoridis
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Bank of England and Cardiff University
Downloads 129 (267,995)
Citation 8

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UK, Inflation, UCSV, Exchange Rate, Slack, Inflation Expectations, Monetary Policy

A Trendy Approach to UK Inflation Dynamics

MIT Sloan Research Paper No. 5268-18
Number of pages: 49 Posted: 30 Jan 2018
Kristin J. Forbes, Lewis Kirkham and Konstantinos Theodoridis
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Bank of England and Cardiff University
Downloads 48 (481,660)
Citation 1

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UK, inflation, UCSV, exchange rate, slack, inflation expectations, monetary policy, Phillips curve

A Trendy Approach to UK Inflation Dynamics

CEPR Discussion Paper No. DP12652
Number of pages: 51 Posted: 29 Jan 2018
Kristin J. Forbes, Lewis Kirkham and Konstantinos Theodoridis
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Bank of England and Cardiff University
Downloads 0
Citation 2
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Exchange rate, inflation, Inflation expectations, monetary policy, Phillips curve, slack, UCSV, UK

6.

The International Transmission of Volatility Shocks: An Empirical Analysis

Bank of England Working Paper No. 463
Number of pages: 67 Posted: 08 Oct 2012
Haroon Mumtaz and Konstantinos Theodoridis
University of London - School of Sciences and Cardiff University
Downloads 117 (286,892)
Citation 28

Abstract:

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Stochastic volatility, Gibbs sampling, DSGE model

7.

What Can Company Data Tell Us About Financing and Investment Decisions?

Bank of England Quarterly Bulletin 2013 Q4
Number of pages: 10 Posted: 16 Jan 2014
Katie Farrant, Mika J. Inkinen, Magda Rutkowska and Konstantinos Theodoridis
Bank of England - Monetary Analysis, Bank of England, Bank of England and Cardiff University
Downloads 92 (336,944)

Abstract:

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8.

DSGE Model Restrictions for Structural VAR Identification

Bank of England Working Paper No. 402
Number of pages: 36 Posted: 01 Nov 2010
Philip Liu and Konstantinos Theodoridis
International Monetary Fund (IMF) and Cardiff University
Downloads 86 (351,242)
Citation 4

Abstract:

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VAR Identification, Model Misspecification, DSGE Model

9.

The Bank of England's Forecasting Platform: COMPASS, MAPS, EASE and the Suite of Models

Bank of England Working Paper No. 471
Posted: 19 May 2013
Bank of England, Bank of England, Bank of England - Monetary Analysis, Bank of England - Monetary Analysis, Bank of England, Cardiff University and Bank of England
Downloads 79 (369,492)
Citation 32

Abstract:

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forecasting, macro-modelling, misspecification

10.

Cross-Country Co-Movement in Long-Term Interest Rates: A DSGE Approach

Bank of England Working Paper No. 530
Number of pages: 36 Posted: 22 Jun 2015
Michael Chin, Thomai Filippeli and Konstantinos Theodoridis
Bank of England, Queen Mary, University of London and Cardiff University
Downloads 74 (383,506)
Citation 5

Abstract:

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Open-economy, international, co-movement, yield curve, interest rates

11.

Estimating Time-Varying DSGE Models Using Minimum Distance Methods

Bank of England Working Paper No. 507
Number of pages: 39 Posted: 28 Aug 2014
Liudas Giraitis, George Kapetanios, Konstantinos Theodoridis and Tony Yates
Queen Mary, King's College, London, Cardiff University and University of Bristol
Downloads 58 (435,103)
Citation 9

Abstract:

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DSGE, structural change, kernel estimation, time-varying VAR, monetary policy shocks

12.

Risk News Shocks and the Business Cycle

Bank of England Working Paper No. 483
Number of pages: 47 Posted: 22 Dec 2013
Gabor Pinter, Konstantinos Theodoridis and Anthony Yates
Bank of England, Cardiff University and Bank of England - Monetary Analysis
Downloads 47 (477,293)
Citation 10

Abstract:

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News shock, business cycles, risk, financial frictions, vector autoregression

13.

An Efficient Minimum Distance Estimator for DSGE Models

Bank of England Working Paper No. 439
Number of pages: 67 Posted: 01 Nov 2011
Konstantinos Theodoridis
Cardiff University
Downloads 44 (490,113)
Citation 3

Abstract:

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Minimum distance estimation, asymptotic efficiency, DSGE model estimation and evaluation, SVAR, IRFs

14.

News-Driven Business Cycles in Small Open Economies

CAMA Working Paper 2/2014
Number of pages: 37 Posted: 15 Jan 2014 Last Revised: 29 Oct 2014
Güneş Kamber, Konstantinos Theodoridis and Christoph Thoenissen
Bank for International Settlements (BIS) - Monetary and Economic Department, Cardiff University and Victoria University of Wellington
Downloads 43 (494,559)
Citation 5

Abstract:

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News shocks, business cycles, open economy macroeconomics, financial frictions, VAR

15.

A New Approach to Multi-Step Forecasting Using Dynamic Stochastic General Equilibrium Models

Bank of England Working Paper No. 567
Number of pages: 15 Posted: 25 Nov 2015
George Kapetanios, Simon Price and Konstantinos Theodoridis
Bank of England, Bank of England and Cardiff University
Downloads 26 (583,185)

Abstract:

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DSGE models, multi-step prediction errors, forecasting

16.

News and Labour Market Dynamics in the Data and in Matching Models

Bank of England Working Paper No. 488
Number of pages: 45 Posted: 05 Apr 2014
Konstantinos Theodoridis and Francesco Zanetti
Cardiff University and Bank of England
Downloads 21 (616,191)
Citation 2

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Anticipated productivity shocks, Bayesian SVAR methods, labour market search frictions

17.

Precautionary Liquidity Shocks, Excess Reserves and Business Cycles

University of Manchester, Economics Discussion Paper Series, No EDP-2014.
Number of pages: 23 Posted: 25 Jan 2021
George Bratsiotis and Konstantinos Theodoridis
University of Manchester and Cardiff University
Downloads 15 (658,324)

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SVAR; Sign and Zero Restrictions; DSGE, Precautionary Liquidity Shock, Excess Reserves, Deposit Rate, Risk, Financial Intermediation

18.

A New Approach for Detecting Shifts in Forecast Accuracy

Bank of England Working Paper No. 721
Number of pages: 28 Posted: 18 Apr 2018
Ching-Wai (Jeremy) Chiu, Simon Hayes, George Kapetanios and Konstantinos Theodoridis
Bank of England, Bank of England, King's College, London and Cardiff University
Downloads 15 (658,324)

Abstract:

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Forecast breaks, statistical decision making, central banking

19.

DSEG-Based Priors for BVARs and Quasi-Bayesian DSGE Estimation

Bank of England Working Paper No. 716
Number of pages: 37 Posted: 08 Mar 2018
Thomai Filippeli, Richard Harrison and Konstantinos Theodoridis
Queen Mary, University of London, Bank of England - Monetary Analysis and Cardiff University
Downloads 10 (696,031)

Abstract:

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BVAR, DSGE, DSGE-VAR, Gibbs sampling, marginal likelihood evaluation, predictive likelihood evaluation, quasi-Bayesian DSGE estimation

20.

Testing a Model of the UK by the Method of Indirect Inference

CEPR Discussion Paper No. DP6849
Number of pages: 33 Posted: 17 Jun 2008
David Meenagh, Patrick Minford and Konstantinos Theodoridis
Cardiff University Business School, Cardiff University Business School and Cardiff University
Downloads 5 (734,801)
Citation 2
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Bootstrap, Indirect inference, Model evaluation, Non-linear Time Series Models, Open economy models, UK models

21.

News Shocks and Labour Market Dynamics in Matching Models

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 49, Issue 3, pp. 906-930, 2016
Number of pages: 25 Posted: 28 Nov 2016
Konstantinos Theodoridis and Francesco Zanetti
Cardiff University and University of Oxford
Downloads 1 (771,639)
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22.

State Dependence in Labor Market Fluctuations

International Economic Review, Vol. 61, Issue 3, pp. 1027-1072, 2020
Number of pages: 46 Posted: 30 Sep 2020
Carlo Pizzinelli, Konstantinos Theodoridis and Francesco Zanetti
International Monetary Fund (IMF), Cardiff University and University of Oxford
Downloads 0 (788,650)
Citation 1
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23.

What Do Vars Tell Us About the Impact of a Credit Supply Shock?

International Economic Review, Vol. 59, Issue 2, pp. 625-646, 2018
Number of pages: 22 Posted: 22 May 2020
Haroon Mumtaz, Gabor Pinter and Konstantinos Theodoridis
Queen Mary, University of London, Bank of England and Cardiff University
Downloads 0 (788,650)
Citation 1
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24.

Do Macro Shocks Matter for Equities?

Bank of England Working Paper No. 692
Posted: 17 Nov 2017
Konstantinos Theodoridis and Will Dison
Cardiff University and Bank of England

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Asset Prices, Stock Markets, Open Economy Macroeconomics, Small Open Economies