Konstantinos Theodoridis

Cardiff University

Aberconway Building

Colum Drive

Cardiff, Wales CF10 3EU

United Kingdom

SCHOLARLY PAPERS

28

DOWNLOADS
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Top 25,318

in Total Papers Downloads

2,845

SSRN CITATIONS
Rank 6,340

SSRN RANKINGS

Top 6,340

in Total Papers Citations

109

CROSSREF CITATIONS

99

Scholarly Papers (28)

1.

Assessing the Economy-Wide Effects of Quantitative Easing

Bank of England Working Paper No. 443
Number of pages: 45 Posted: 27 Jan 2012
King's College, London, Bank of EnglandUniversity of London - School of Sciences, Bank of England and Cardiff University
Downloads 745 (48,257)
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 389 (107,662)
Citation 15

Abstract:

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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 308 (138,820)
Citation 23

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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 306 (139,763)
Citation 13

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

5.
Downloads 210 (202,371)
Citation 8

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 141 (284,764)
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 69 (456,621)
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, Haroon Mumtaz and Konstantinos Theodoridis
Bank of EnglandUniversity of London - School of Sciences and Cardiff University
Downloads 123 (314,718)
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 102 (358,042)

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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 94 (377,218)
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 93 (379,763)
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
Norges Bank Investment Management (NBIM), Queen Mary, University of London and Cardiff University
Downloads 86 (398,428)
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 61 (479,729)
Citation 9

Abstract:

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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 52 (515,965)
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 48 (533,827)
Citation 10

Abstract:

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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 43 (557,680)
Citation 5

Abstract:

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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
University of Manchester and Cardiff University
Downloads 31 (623,866)

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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 29 (636,607)

Abstract:

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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 24 (671,646)

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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 24 (671,646)
Citation 2

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

19.

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 23 (679,082)
Citation 1

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

20.

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 18 (718,431)

Abstract:

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Forecast breaks, statistical decision making, central banking

21.

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 (790,510)

Abstract:

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

22.

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 8 (810,467)

Abstract:

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

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 8 (810,467)
Citation 1

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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 (841,493)
Citation 2
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Bootstrap, Indirect inference, Model evaluation, Non-linear Time Series Models, Open economy models, UK models

Aggregate skewness and the business cycle

European Stability Mechanism Working Paper No. 53
Number of pages: 48 Posted: 01 Aug 2022
European Stability Mechanism, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Cardiff University
Downloads 3 (900,571)

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Business cycles, downside risk, skewness

26.

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 1 (892,065)
Citation 1

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27.

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 (892,065)

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28.

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