Konstantinos Theodoridis

Cardiff University

Aberconway Building

Colum Drive

Cardiff, Wales CF10 3EU

United Kingdom

  • Cardiff University

SCHOLARLY PAPERS

25

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3,445

SSRN CITATIONS
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Top 6,560

in Total Papers Citations

145

CROSSREF CITATIONS

97

Scholarly Papers (25)

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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, Haroon Mumtaz, Ibrahim Stevens and Konstantinos Theodoridis
King's College, London, Bank of EnglandUniversity of London - School of Sciences, Bank of England and Cardiff University
Downloads 798 (52,575)
Citation 49

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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 456 (106,619)
Citation 15

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

3.

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 384 (130,117)
Citation 34

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

4.

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, Haroon Mumtaz and Konstantinos Theodoridis
Bank of England, Bank of EnglandUniversity of London - School of Sciences and Cardiff University
Downloads 380 (131,704)
Citation 13

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

5.

A Trendy Approach to UK Inflation Dynamics

Downloads 260 (196,553)
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 162 (303,660)
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 98 (447,171)
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
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Citation 6
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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, Haroon Mumtaz and Konstantinos Theodoridis
Bank of EnglandUniversity of London - School of Sciences and Cardiff University
Downloads 148 (327,310)
Citation 28

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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 120 (384,474)

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8.

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
Stephen Burgess, Emilio Fernández Corugedo, Charlotta Groth, Richard Harrison, Francesca Monti, Konstantinos Theodoridis and Matt Waldron
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 112 (404,214)
Citation 32

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forecasting, macro-modelling, misspecification

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
Norges Bank Investment Management (NBIM), Queen Mary, University of London and Cardiff University
Downloads 109 (412,225)
Citation 5

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

10.

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 109 (412,225)
Citation 4

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VAR Identification, Model Misspecification, DSGE Model

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 77 (515,083)
Citation 9

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

12.

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 71 (539,095)
Citation 3

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

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 61 (583,166)
Citation 10

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

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 - Te Herenga Waka
Downloads 59 (592,776)
Citation 6

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

15.

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 J. Bratsiotis and Konstantinos Theodoridis
The University of Manchester and Cardiff University
Downloads 44 (674,553)

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

16.

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 40 (699,920)

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DSGE models, multi-step prediction errors, forecasting

17.

The anatomy of small open economy trends

Number of pages: 43 Posted: 28 Jan 2022
Christoph Görtz, Konstantinos Theodoridis and Christoph Thoenissen
University of Birmingham - Department of Economics, Cardiff University and University of Sheffield
Downloads 39 (706,507)

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Non-stationary productivity shocks, TFP, investment specific technology shocks, trend shocks, DSGE modelling, state space model.

18.

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 38 (713,410)
Citation 5

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

19.

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 37 (720,174)

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Forecast breaks, statistical decision making, central banking

20.

Fiscal Policy Shocks and Stock Prices in the United States

European Stability Mechanism Working Paper No. 48
Number of pages: 36 Posted: 02 Jul 2021
Haroon Mumtaz and Konstantinos Theodoridis
Queen Mary, University of London and Cardiff University
Downloads 34 (741,216)
Citation 2

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Fiscal policy shocks, Stock prices, VAR, FAVAR, DSGE

21.

Aggregate skewness and the business cycle

Downloads 30 (771,441)
Citation 1

Aggregate skewness and the business cycle

European Stability Mechanism Working Paper No. 53
Number of pages: 48 Posted: 01 Aug 2022
Martin Iseringhausen, Ivan Petrella, Ivan Petrella, Ivan Petrella and Konstantinos Theodoridis
European Stability Mechanism, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Cardiff University
Downloads 30 (794,032)
Citation 1

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Business cycles, downside risk, skewness

22.

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 20 (855,652)

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

23.

State Dependence in Labour Market Fluctuations

European Stability Mechanism Working Paper No. 47
Number of pages: 72 Posted: 07 Jul 2021
Carlo Pizzinelli, Konstantinos Theodoridis and Francesco Zanetti
International Monetary Fund (IMF), Cardiff University and University of Oxford
Downloads 14 (912,870)
Citation 1

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Search and Matching Models, State Dependence in Business Cycles, Threshold Vector Autoregression

24.

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 (995,458)
Citation 2
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Bootstrap, Indirect inference, Model evaluation, Non-linear Time Series Models, Open economy models, UK models

25.

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