Konstantinos Theodoridis

Cardiff University

Aberconway Building

Colum Drive

Cardiff, Wales CF10 3EU

United Kingdom

SCHOLARLY PAPERS

21

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2,086

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14

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Scholarly Papers (21)

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 690 (35,172)

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

Assessing the Economy‐Wide Effects of Quantitative Easing

The Economic Journal, Vol. 122, Issue 564, pp. F316-F347, 2012
Number of pages: 32 Posted: 30 Oct 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 1 (669,724)
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2.

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 239 (125,568)

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

3.

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 223 (134,497)

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

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 177 (167,443)

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

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 106 (251,661)

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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 36 (442,421)

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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
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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 90 (278,764)

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Stochastic volatility, Gibbs sampling, DSGE model

7.

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 82 (295,271)

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VAR Identification, Model Misspecification, DSGE Model

8.

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 74 (313,640)

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9.

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 66 (333,760)

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

10.

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 66 (333,760)

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forecasting, macro-modelling, misspecification

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 46 (394,790)

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

12.

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 (405,517)

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

13.

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 43 (405,517)

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

14.

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 40 (416,667)

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

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 22 (500,558)

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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 17 (529,168)

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

17.

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 11 (564,333)

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Forecast breaks, statistical decision making, central banking

18.

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 8 (582,572)

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

19.

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 (601,389)
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Bootstrap, Indirect inference, Model evaluation, Non-linear Time Series Models, Open economy models, UK models

20.

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 (637,860)
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21.

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