![Konstantinos Theodoridis](https://profiles-cardiff.imgix.net/attachments/1422?w=200&h=200&auto=format&crop=faces&fit=crop&q=90")
Professor Konstantinos Theodoridis
Professor of Economics
- TheodoridisK1@cardiff.ac.uk
- +44 29208 75582
- Aberconway Building, Room Room Q24, Colum Road, Cathays, Cardiff, CF10 3EU
Publication
2023
- Gupta, R., Ma, J., Theodoridis, K. and Wohar, M. E. 2023. Is there a national housing market bubble brewing in the United States?. Macroeconomic Dynamics 27(8), pp. 2191-2228. (10.1017/S1365100522000645)
- 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)
- 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)
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, article number: 101518. (10.1016/j.intfin.2022.101518)
- Chin, M., De Graeve, F., Filippeli, T. and Theodoridis, K. 2022. Understanding international long-term interest rate comovement. Advances in Econometrics 43
2021
- Churm, R., Joyce, M., Kapetanios, G. and Theodoridis, K. 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. (., Hayes, S., Kapetanios, G. and Theodoridis, K. 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., Theodoridis, K., Mumtaz, H. and Zanetti, F. 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., McDonald, C., Sander, N. and Theodoridis, K. 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
- 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)
- Carriero, A., Mumtaz, H., Theodoridis, K. and Theophilopoulou, A. 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)
- 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)
- Filippeli, T. and Theodoridis, K. 2015. DSGE priors for BVAR models. Empirical Economics 48(2), pp. 627-656. (10.1007/s00181-013-0797-z)
2014
- 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)
- 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)
2012
- Kapetanios, G., Mumtaz, H., Stevens, I. and Theodoridis, K. 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
- 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)
- Luintel, K., Khan, M., Arestis, P. and Theodoridis, K. 2008. Financial structure and economic growth. Journal of Development Economics 86(1), pp. 181-200. (10.1016/j.jdeveco.2007.11.006)
Articles
- Gupta, R., Ma, J., Theodoridis, K. and Wohar, M. E. 2023. Is there a national housing market bubble brewing in the United States?. Macroeconomic Dynamics 27(8), pp. 2191-2228. (10.1017/S1365100522000645)
- 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)
- 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)
- Bratsiotis, G. J. and Theodoridis, K. 2022. Precautionary liquidity shocks, excess reserves and business cycles. Journal of International Financial Markets, Institutions and Money 77, article number: 101518. (10.1016/j.intfin.2022.101518)
- Chin, M., De Graeve, F., Filippeli, T. and Theodoridis, K. 2022. Understanding international long-term interest rate comovement. Advances in Econometrics 43
- Churm, R., Joyce, M., Kapetanios, G. and Theodoridis, K. 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)
- 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)
- Chiu, C. (., Hayes, S., Kapetanios, G. and Theodoridis, K. 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., Theodoridis, K., Mumtaz, H. and Zanetti, F. 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)
- 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)
- 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)
- Kamber, G., McDonald, C., Sander, N. and Theodoridis, K. 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)
- 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)
- Carriero, A., Mumtaz, H., Theodoridis, K. and Theophilopoulou, A. 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)
- 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)
- Filippeli, T. and Theodoridis, K. 2015. DSGE priors for BVAR models. Empirical Economics 48(2), pp. 627-656. (10.1007/s00181-013-0797-z)
- 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)
- 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)
- Kapetanios, G., Mumtaz, H., Stevens, I. and Theodoridis, K. 2012. Assessing the economy-wide effects of quantitative easing. Economic Journal 122(564), pp. F316-F347. (10.1111/j.1468-0297.2012.02555.x)
- 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)
- Luintel, K., Khan, M., Arestis, P. and Theodoridis, K. 2008. Financial structure and economic growth. Journal of Development Economics 86(1), pp. 181-200. (10.1016/j.jdeveco.2007.11.006)