Professor Konstantinos Theodoridis

2023

• Gupta, R. et al., 2023. Is there a national housing market bubble brewing in the United States?. Macroeconomic Dynamics 27 (8), pp.2191-2228. (10.1017/S1365100522000645)
• Iseringhausen, M. , Petrella, I. and Theodoridis, K. 2023. Aggregate skewness and the business cycle. The Review of Economics and Statistics (10.1162/rest_a_01390)
• Mumtaz, H. and Theodoridis, K. 2023. The federal reserve's implicit inflation target and macroeconomic dynamics. An SVAR analysis. International Economic Review 64 (4), pp.1749-1775. (10.1111/iere.12638)

2022

• Bratsiotis, G. J. and Theodoridis, K. 2022. Precautionary liquidity shocks, excess reserves and business cycles. Journal of International Financial Markets, Institutions and Money 77 101518. (10.1016/j.intfin.2022.101518)
• Chin, M. et al., 2022. Understanding international long-term interest rate comovement. Advances in Econometrics 43

2021

• Churm, R. et al., 2021. Unconventional monetary policies and the macroeconomy: the impact of the UK's QE2 and funding for lending scheme. The Quarterly Review of Economics and Finance 80 , pp.721-736. (10.1016/j.qref.2018.10.004)

2020

• Filippeli, T. , Harrison, R. and Theodoridis, K. 2020. DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation. Econometrics and Statistics 16 , pp.1-27. (10.1016/j.ecosta.2018.12.002)
• Mumtaz, H. and Theodoridis, K. 2020. Dynamic effects of monetary policy shocks on macroeconomic volatility. Journal of Monetary Economics 114 , pp.262-282. (10.1016/j.jmoneco.2019.03.011)
• Pizzinelli, C. , Theodoridis, K. and Zanetti, F. 2020. State dependence in labor market fluctuations. International Economic Review 61 (3), pp.1027-1072. (10.1111/iere.12448)

2019

• Chiu, C. (. et al., 2019. A new approach for detecting shifts in forecast accuracy. International Journal of Forecasting 35 (4), pp.1596-1612. (10.1016/j.ijforecast.2019.01.008)
• Liu, P. et al., 2019. Changing macroeconomic dynamics at the zero lower bound. Journal of Business and Economic Statistics 37 (3), pp.391-404. (10.1080/07350015.2017.1350186)

2018

• Mumtaz, H. , Pinter, G. and Theodoridis, K. 2018. What do VARS tell us about the impact of a credit supply shock?. International Economic Review 59 (2), pp.625-646. (10.1111/iere.12282)
• Mumtaz, H. and Theodoridis, K. 2018. The changing transmission of uncertainty shocks in the U.S.. Journal of Business and Economic Statistics 36 (2), pp.239-252. (10.1080/07350015.2016.1147357)
• Nelson, B. , Pinter, G. and Theodoridis, K. 2018. Do contractionary monetary policy shocks expand shadow banking?. Journal of Applied Econometrics 33 (2), pp.198-211. (10.1002/jae.2594)

2017

• Kamber, G. , Theodoridis, K. and Thoenissen, C. 2017. News-driven business cycles in small open economies. Journal of International Economics 105 , pp.77-89. (10.1016/j.jinteco.2016.12.005)
• Mumtaz, H. and Theodoridis, K. 2017. Common and country specific economic uncertainty. Journal of International Economics 105 , pp.205-216. (10.1016/j.jinteco.2017.01.007)

2016

• Kamber, G. et al., 2016. Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model. Economic Modelling 59 , pp.546-569. (10.1016/j.econmod.2016.08.013)
• Theodoridis, K. and Zanetti, F. 2016. News shocks and labour market dynamics in matching models. Canadian Journal of Economics / Revue Canadienne d'Économique 49 (3), pp.906-930. (10.1111/caje.12218)

2015

• Carriero, A. et al., 2015. The impact of uncertainty shocks under measurement error: A proxy SVAR approach. Journal of Money, Credit and Banking 47 (6), pp.1223-1238. (10.1111/jmcb.12243)
• Filippeli, T. and Theodoridis, K. 2015. DSGE priors for BVAR models. Empirical Economics 48 (2), pp.627-656. (10.1007/s00181-013-0797-z)
• Kapetanios, G. , Price, S. and Theodoridis, K. 2015. A new approach to multi-step forecasting using dynamic stochastic general equilibrium models. Economics Letters 136 , pp.237-242. (10.1016/j.econlet.2015.09.034)
• Mumtaz, H. and Theodoridis, K. 2015. The international transmission of volatility shocks: an empirical analysis. Journal of European Economic Association 13 (3), pp.512-533. (10.1111/jeea.12120)

2014

• Barnett, A. , Mumtaz, H. and Theodoridis, K. 2014. Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters. International Journal of Forecasting 30 (1), pp.129-143. (10.1016/j.ijforecast.2013.06.002)
• Luintel, K. , Khan, M. and Theodoridis, K. 2014. On the robustness of R&D. Journal of Productivity Analysis 42 (2), pp.137-155. (10.1007/s11123-013-0360-0)

2012

• Kapetanios, G. et al., 2012. Assessing the economy-wide effects of quantitative easing. Economic Journal 122 (564), pp.F316-F347. (10.1111/j.1468-0297.2012.02555.x)

2008

• Luintel, K. et al. 2008. Financial structure and economic growth. Journal of Development Economics 86 (1), pp.181-200. (10.1016/j.jdeveco.2007.11.006)
• Minford, A. P. L. , Theodoridis, K. and Meenagh, D. 2008. Testing a model of the UK by the method of indirect inference. Open Economies Review 20 (2), pp.265-291. (10.1007/s11079-008-9085-5)