16
H index
29
i10 index
1164
Citations
Cardiff University | 16 H index 29 i10 index 1164 Citations RESEARCH PRODUCTION: 27 Articles 83 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Konstantinos Theodoridis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 2 |
Journal of Business & Economic Statistics | 2 |
International Economic Review | 2 |
Journal of International Economics | 2 |
Year | Title of citing document | |
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2020 | Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05. Full description at Econpapers || Download paper | |
2020 | “Measuring and assessing economic uncertaintyâ€. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003. Full description at Econpapers || Download paper | |
2020 | Inflation Dynamics of Financial Shocks. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03301. Full description at Econpapers || Download paper | |
2020 | Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088. Full description at Econpapers || Download paper | |
2021 | On Classifying the Effects of Policy Announcements on Volatility. (2020). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2011.14094. Full description at Econpapers || Download paper | |
2021 | Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158. Full description at Econpapers || Download paper | |
2021 | Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers || Download paper | |
2021 | Identification at the Zero Lower Bound. (2021). Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2103.12779. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834. Full description at Econpapers || Download paper | |
2022 | Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank. (2022). Mulaahmetovic, Inda. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:12:y:2022:i:3:p:141-163:id:4436. Full description at Econpapers || Download paper | |
2021 | Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko. Full description at Econpapers || Download paper | |
2020 | Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16. Full description at Econpapers || Download paper | |
2020 | LED: An estimated DSGE model of the Luxembourg economy for policy analysis. (2020). Moura, Alban. In: BCL working papers. RePEc:bcl:bclwop:bclwp147. Full description at Econpapers || Download paper | |
2020 | The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology. (2020). Frost, Jon ; Gambacorta, Romina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_565_20. Full description at Econpapers || Download paper | |
2020 | The non-linear effects of the Feds asset purchases. (2020). Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1280_20. Full description at Econpapers || Download paper | |
2021 | The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806. Full description at Econpapers || Download paper | |
2021 | Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829. Full description at Econpapers || Download paper | |
2021 | Paying Banks to Lend? Evidence from the Eurosystems TLTRO and the Euro Area Credit Registry. (2021). Vari, Miklos ; Nguyen, Benoit ; Grossmann-Wirth, Vincent ; da Silva, Emilie. In: Working papers. RePEc:bfr:banfra:848. Full description at Econpapers || Download paper | |
2020 | International spillovers of forward guidance shocks. (2020). Rees, Daniel ; Kulish, Mariano ; Jones, Callum. In: BIS Working Papers. RePEc:bis:biswps:870. Full description at Econpapers || Download paper | |
2020 | The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology. (2020). Gambacorta, Romina ; Frost, Jon. In: BIS Working Papers. RePEc:bis:biswps:871. Full description at Econpapers || Download paper | |
2021 | Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82. Full description at Econpapers || Download paper | |
2020 | Exchange rate volatility and pass?through to inflation in South Africa. (2020). Miyajima, Ken. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:404-418. Full description at Econpapers || Download paper | |
2022 | Mixed Monetary–Fiscal Policies and Macroeconomic Fluctuations: An Analysis Based on the Dynamic Stochastic General Equilibrium Model. (2022). Zhang, Guangbin ; Li, Jiayang ; Wang, XI. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:2:p:167-196. Full description at Econpapers || Download paper | |
2022 | From financial structure to economic growth: Theory, evidence and challenges. (2022). Xu, Guangdong. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12197. Full description at Econpapers || Download paper | |
2021 | EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015. Full description at Econpapers || Download paper | |
2020 | Introducing dominantâ€currency pricing in the ECBs global macroeconomic model. (2020). Meuchelböck, Saskia ; Georgiadis, Georgios ; Mosle, Saskia. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:2:p:234-256. Full description at Econpapers || Download paper | |
2022 | Financial structure convergence. (2022). Sever, Can. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:65-83. Full description at Econpapers || Download paper | |
2020 | Private Sector Debt, Financial Constraints, and the Effects of Monetary Policy: Evidence from the US. (2020). Scharler, Johann ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:4:p:889-915. Full description at Econpapers || Download paper | |
2020 | On the Timeâ€Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237. Full description at Econpapers || Download paper | |
2020 | Gains from Wage Flexibility and the Zero Lower Bound. (2020). Billi, Roberto ; Gali, Jordi. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:6:p:1239-1261. Full description at Econpapers || Download paper | |
2020 | The Government Spending Multiplier at the Zero Lower Bound: Evidence from the United States. (2020). Gasteiger, Emanuel ; Fragetta, Matteo ; di Serio, Mario. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:6:p:1262-1294. Full description at Econpapers || Download paper | |
2021 | Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175. Full description at Econpapers || Download paper | |
2021 | The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas. (2021). Wynne, Mark ; Chudik, Alexander ; Koech, Janet. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:495-517. Full description at Econpapers || Download paper | |
2021 | The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869. Full description at Econpapers || Download paper | |
2021 | International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110. Full description at Econpapers || Download paper | |
2021 | Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217. Full description at Econpapers || Download paper | |
2022 | The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56. Full description at Econpapers || Download paper | |
2022 | Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400. Full description at Econpapers || Download paper | |
2021 | Local demand shocks and firms survival: An application to the Italian economy during the Great Recession. (2021). Modica, Marco ; Marin, Giovanni. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:3:p:745-775. Full description at Econpapers || Download paper | |
2021 | Natural resources, technological progress, and economic modernization. (2021). Sadikzada, Elkhan Richard. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:1:p:381-404. Full description at Econpapers || Download paper | |
2021 | Fear thy neighbor: Spillovers from economic policy uncertainty. (2021). Grigoli, Francesco ; Hengge, Martina ; Biljanovska, Nina. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:409-438. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100. Full description at Econpapers || Download paper | |
2020 | Anticipated Productivity and the Labor Market. (2020). Potter, Tristan ; Chugh, Sanjay ; Chahrour, Ryan. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:992. Full description at Econpapers || Download paper | |
2020 | The global effects of global risk and uncertainty. (2020). Bonciani, Dario ; Ricci, Martino. In: Bank of England working papers. RePEc:boe:boeewp:0863. Full description at Econpapers || Download paper | |
2020 | Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? The case of the UK. (2020). Giansante, Simone ; Ongena, Steven ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0883. Full description at Econpapers || Download paper | |
2020 | Liquidity and monetary transmission: a quasi-experimental approach. (2020). Wanengkirtyo, Boromeus ; Miller, Sam. In: Bank of England working papers. RePEc:boe:boeewp:0891. Full description at Econpapers || Download paper | |
2021 | Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates. (2021). Hinterschweiger, Marc ; Stratton, Tom ; Ozden, Tolga ; Khairnar, Kunal. In: Bank of England working papers. RePEc:boe:boeewp:0904. Full description at Econpapers || Download paper | |
2021 | Optimal policy with occasionally binding constraints: piecewise linear solution methods. (2021). Waldron, Matt ; Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0911. Full description at Econpapers || Download paper | |
2021 | Flexible inflation targeting with active fiscal policy. (2021). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0928. Full description at Econpapers || Download paper | |
2021 | A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk. (2021). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0931. Full description at Econpapers || Download paper | |
2021 | Mortgage pricing and monetary policy. (2021). Surico, Paolo ; Gavazza, Alessandro ; Benetton, Matteo. In: Bank of England working papers. RePEc:boe:boeewp:0936. Full description at Econpapers || Download paper | |
2022 | House price dynamics, optimal LTV limits and the liquidity trap. (2022). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea. In: Bank of England working papers. RePEc:boe:boeewp:0969. Full description at Econpapers || Download paper | |
2020 | Inflationary household uncertainty shocks. (2020). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_005. Full description at Econpapers || Download paper | |
2021 | Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001. Full description at Econpapers || Download paper | |
2022 | Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005. Full description at Econpapers || Download paper | |
2020 | The macroeconomic impact of shocks to bank capital buffers in the Euro Area. (2020). Moccero, Diego ; Laurent, Maurin ; Reiner, Martin ; Derrick, Kanngiesser ; Diego, Moccero. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:17:n:15. Full description at Econpapers || Download paper | |
2020 | Is unemployment on steroids in advanced economies?. (2020). Grigoli, Francesco ; Francisco, Ramirez ; Di, Bella Gabriel. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:17:n:24. Full description at Econpapers || Download paper | |
2020 | Uncertainty and Forecasts of U.S. Recessions. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Christian, Pierdzioch. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:20:n:1. Full description at Econpapers || Download paper | |
2021 | Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5. Full description at Econpapers || Download paper | |
2021 | Foreign Direct Investment and Innovations: Transmission Dynamics of Persistent Demand and Technology Shocks in a Macro Model. (2021). Roeger, Werner. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei300. Full description at Econpapers || Download paper | |
2021 | The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87. Full description at Econpapers || Download paper | |
2020 | Balance Sheet Policies in a Large Currency Union: A Primer on ECB Non-Standard Measures since 2014. (2020). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu ; Darracq-Paris, Matthieu. In: Revue d'économie politique. RePEc:cai:repdal:redp_302_0171. Full description at Econpapers || Download paper | |
2020 | Unobserved components models with stochastic volatility for extracting trends and cycles in credit. (2020). O'Brien, Martin ; Velasco, Sofia. In: Research Technical Papers. RePEc:cbi:wpaper:09/rt/20. Full description at Econpapers || Download paper | |
2020 | The Euro Area Periphery Sovereigns Fiscal Positions and Unconventional Monetary Policy. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8041. Full description at Econpapers || Download paper | |
2020 | Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054. Full description at Econpapers || Download paper | |
2020 | Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178. Full description at Econpapers || Download paper | |
2020 | Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data. (2020). Henzel, Steffen ; Grimme, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8791. Full description at Econpapers || Download paper | |
2021 | The Impact of Aggregate Uncertainty on Firm-Level Uncertainty. (2021). Grimme, Christian ; Easaw, Joshy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8934. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2020 | Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis. (2020). Nishimura, Kiyohiko G ; Heckel, Markus. In: CARF F-Series. RePEc:cfi:fseres:cf501. Full description at Econpapers || Download paper | |
2021 | The Bright and Dark Side of Financial Support from Local and Central Banks after a Natural Disaster: Evidence from the Great Kanto Earthquake, 1923 Japan. (2021). Okubo, Toshihiro ; Strobl, Eric ; Okazaki, Tetsuji. In: CARF F-Series. RePEc:cfi:fseres:cf511. Full description at Econpapers || Download paper | |
2021 | Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks. (2021). Franta, Michal ; Libich, Jan. In: Working Papers. RePEc:cnb:wpaper:2021/3. Full description at Econpapers || Download paper | |
2021 | Learning and Cross-Country Correlations in a Multi-Country DSGE Model. (2021). Audzei, Volha. In: Working Papers. RePEc:cnb:wpaper:2021/7. Full description at Econpapers || Download paper | |
2021 | The Bright and Dark Side of Financial Support from Local and Central Banks after a Natural Disaster: Evidence from the Great Kanto Earthquake, 1923 Japan. (2000). Okubo, Toshihiro ; Strobl, Eric ; Okazaki, Tetsuji. In: CIGS Working Paper Series. RePEc:cnn:wpaper:21-001e. Full description at Econpapers || Download paper | |
2020 | Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:059. Full description at Econpapers || Download paper | |
2020 | Switching Volatility in a Nonlinear Open Economy. (2020). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Dynare Working Papers. RePEc:cpm:dynare:060. Full description at Econpapers || Download paper | |
2020 | The Signalling Channel of Negative Interest Rates. (2020). Haas, Alexander ; de Groot, Oliver ; DeGroot, Oliver . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14268. Full description at Econpapers || Download paper | |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14271. Full description at Econpapers || Download paper | |
2021 | Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017. Full description at Econpapers || Download paper | |
2022 | The Signalling Channel of Negative Interest Rates. (2022). Haas, Alexander ; DeGroot, Oliver ; de Groot, Oliver. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1990. Full description at Econpapers || Download paper | |
2020 | A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691. Full description at Econpapers || Download paper | |
2020 | Macroprudential policy measures: macroeconomic impact and interaction with monetary policy. (2020). Nikolov, Kalin ; Mazelis, Falk ; DARRACQ PARIES, Matthieu ; Korner, Jenny ; Karadi, Peter ; Kok, Christoffer ; Rancoita, Elena ; van der Ghote, Alejandro ; Cozzi, Guido ; Weber, Julien. In: Working Paper Series. RePEc:ecb:ecbwps:20202376. Full description at Econpapers || Download paper | |
2020 | Macroprudential regulation and leakage to the shadow banking sector. (2020). Mazelis, Falk ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20202406. Full description at Econpapers || Download paper | |
2020 | Who takes the ECB’s targeted funding?. (2020). Vergote, Olivier ; Sugo, Tomohiro. In: Working Paper Series. RePEc:ecb:ecbwps:20202439. Full description at Econpapers || Download paper | |
2021 | Tracking global economic uncertainty: implications for the euro area. (2021). Quaglietti, Lucia ; Geis, Andre ; Ricci, Martino ; Bobasu, Alina. In: Working Paper Series. RePEc:ecb:ecbwps:20212541. Full description at Econpapers || Download paper | |
2021 | Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Guilhem, Arthur Saint ; Motto, Roberto ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20212564. Full description at Econpapers || Download paper | |
2021 | Fifty shades of QE: comparing findings of central bankers and academics. (2021). Pastor, Lubos ; Janokova, Martina ; Kempf, Elisabeth ; Fabo, Brian. In: Working Paper Series. RePEc:ecb:ecbwps:20212584. Full description at Econpapers || Download paper | |
2021 | Investment funds, risk-taking, and monetary policy in the euro area. (2021). Kaufmann, Christoph ; Cappiello, Lorenzo ; Ryan, Ellen ; Giuzio, Margherita. In: Working Paper Series. RePEc:ecb:ecbwps:20212605. Full description at Econpapers || Download paper | |
2021 | Market finance as a spare tyre? Corporate investment and access to bank credit in Europe. (2021). Rusinova, Desislava ; Maurin, Laurent ; Andersson, Malin. In: Working Paper Series. RePEc:ecb:ecbwps:20212606. Full description at Econpapers || Download paper | |
2021 | Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624. Full description at Econpapers || Download paper | |
2021 | The Impact of Quantitative Easing on Cryptocurrency. (2021). Peng, Geng ; Liu, Ying ; Lv, Benfu ; Gu, Cong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-4. Full description at Econpapers || Download paper | |
2021 | Overall and time-varying effects of global and domestic uncertainty on the Korean economy. (2021). Suh, Hyunduk ; Hwang, So Jung. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000737. Full description at Econpapers || Download paper | |
2020 | Does financial structure matter for economic growth in China. (2020). Zhang, Chengsi ; Liu, Guanchun. In: China Economic Review. RePEc:eee:chieco:v:61:y:2020:i:c:s1043951x18300828. Full description at Econpapers || Download paper | |
2021 | Firm financial behaviour dynamics and interactions: A structural vector autoregression approach. (2021). Thijssen, Jacco ; Hoque, Hafiz ; Li, Shengfeng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001498. Full description at Econpapers || Download paper | |
2020 | The extensive margin and US aggregate fluctuations: A quantitative assessment. (2020). Casares, Miguel ; Poutineau, Jean-Christophe ; Khan, Hashmat. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301652. Full description at Econpapers || Download paper | |
2020 | Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks. (2020). Georgiadis, Georgios ; Janokova, Martina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301937. Full description at Econpapers || Download paper | |
2021 | Effects of US quantitative easing on emerging market economies. (2021). Park, Woong Yong ; Bhattarai, Saroj ; Chatterjee, Arpita. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920301998. Full description at Econpapers || Download paper | |
2021 | Search Frictions and Evolving Labour Market Dynamics. (2021). Wang, Bingsong ; Martin, Chris ; Ellington, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000397. Full description at Econpapers || Download paper | |
2021 | Qualitative versus quantitative external information for proxy vector autoregressive analysis. (2021). Lütkepohl, Helmut ; Boer, Lukas ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000531. Full description at Econpapers || Download paper | |
2021 | On fiscal and monetary policy-induced macroeconomic volatility dynamics. (2021). Liu, Xiaochun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000580. Full description at Econpapers || Download paper | |
2021 | Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Zhu, BO ; Chen, Pingshe. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2015 | News Shocks and Labor Market Dynamics in Matching Models In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 10 |
2016 | News shocks and labour market dynamics in matching models.(2016) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2015 | News Shocks and Labor Market Dynamics in Matching Models.(2015) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2016 | News shocks and labour market dynamics in matching models.(2016) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2018 | State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 14 |
2018 | State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2018 | State dependence in labor market fluctuations: evidence, theory, and policy implications.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2019 | State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications.(2019) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2018 | State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications.(2018) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2020 | Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 75 |
2012 | The international transmission of volatility shocks: an empirical analysis.(2012) In: Bank of England working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2021 | A Trendy Approach to UK Inflation Dynamics In: Manchester School. [Full Text][Citation analysis] | article | 10 |
2018 | A Trendy Approach to UK Inflation Dynamics.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | A trendy approach to UK inflation dynamics.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2010 | DSGE model restrictions for structural VAR identification In: Bank of England working papers. [Full Text][Citation analysis] | paper | 14 |
2012 | DSGE Model Restrictions for Structural VAR Identification.(2012) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2011 | An efficient minimum distance estimator for DSGE models In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Assessing the economy-wide effects of quantitative easing In: Bank of England working papers. [Full Text][Citation analysis] | paper | 206 |
2012 | Assessing the Economyâ€wide Effects of Quantitative Easing.(2012) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 206 | article | |
2012 | Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters In: Bank of England working papers. [Full Text][Citation analysis] | paper | 56 |
2014 | Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | article | |
2013 | The Bank of Englands forecasting platform: COMPASS, MAPS, EASE and the suite of models In: Bank of England working papers. [Full Text][Citation analysis] | paper | 119 |
2013 | Risk news shocks and the business cycle In: Bank of England working papers. [Full Text][Citation analysis] | paper | 12 |
2014 | News and labour market dynamics in the data and in matching models In: Bank of England working papers. [Full Text][Citation analysis] | paper | 4 |
2014 | News and Labor Market Dynamics in the Data and in Matching Models.(2014) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2014 | Estimating time-varying DSGE models using minimum distance methods In: Bank of England working papers. [Full Text][Citation analysis] | paper | 14 |
2015 | Estimating Time-Varying DSGE Models Using Minimum Distance Methods.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2015 | Estimating Time-Varying DSGE Models Using Minimum Distance Methods.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2015 | Do contractionary monetary policy shocks expand shadow banking? In: Bank of England working papers. [Full Text][Citation analysis] | paper | 37 |
2018 | Do contractionary monetary policy shocks expand shadow banking?.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2015 | Cross-country co-movement in long-term interest rates: a DSGE approach In: Bank of England working papers. [Full Text][Citation analysis] | paper | 15 |
2015 | Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2015 | Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2015 | Unconventional monetary policies and the macroeconomy: the impact of the United Kingdoms QE2 and Funding for Lending Scheme In: Bank of England working papers. [Full Text][Citation analysis] | paper | 28 |
2015 | A new approach to multi-step forecasting using dynamic stochastic general equilibrium models In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
2015 | A new approach to multi-step forecasting using dynamic stochastic general equilibrium models.(2015) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2017 | Do macro shocks matter for equities? In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2018 | DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
2020 | DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation.(2020) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2018 | A new approach for detecting shifts in forecast accuracy In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2018 | A New Approach for Detecting Shifts in Forecast Accuracy.(2018) In: Cardiff Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | A new approach for detecting shifts in forecast accuracy.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2013 | What can company data tell us about financing and investment decisions? In: Bank of England Quarterly Bulletin. [Full Text][Citation analysis] | article | 5 |
2007 | Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | Testing a model of the UK by the method of indirect inference In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 15 |
2008 | Testing a Model of the UK by the Method of Indirect Inference.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2009 | Testing a Model of the UK by the Method of Indirect Inference.(2009) In: Open Economies Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2008 | Financial Structure and Economic Growth In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 81 |
2008 | Financial structure and economic growth.(2008) In: Journal of Development Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | article | |
2010 | How Robust is the R&D-Productivity relationship? Evidence from OECD Countries In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | How Robust is the R&D – Productivity relationship? Evidence from OECD Countries.(2010) In: WIPO Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2017 | US financial shocks and the distribution of income and consumption in the UK In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | US financial shocks and the distribution of income and consumption in the UK.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2018 | The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis..(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Understanding International Long-Term Interest Rate Comovement In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 10 |
2018 | Fiscal Policy Shocks and Stock Prices in the United State In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 10 |
2020 | Fiscal policy shocks and stock prices in the United States.(2020) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2017 | Fiscal policy shocks and stock prices in the United States.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Fiscal Policy Shocks and Stock Prices in the United States.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Fiscal Policy Shocks and Stock Prices in the United States.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2021 | Fiscal policy shocks and stock prices in the United States.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2018 | Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 11 |
2020 | Dynamic effects of monetary policy shocks on macroeconomic volatility.(2020) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2015 | Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2015 | Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2015 | Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2018 | DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Precautionary Liquidity Shocks, Excess Reserves and Business Cycles In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Precautionary Liquidity Shocks, Excess Reserves and Business Cycles.(2020) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Precautionary Liquidity Shocks, Excess Reserves and Business Cycles.(2021) In: EconStor Preprints. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | State Dependence in Labor Market Fluctuations In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | State Dependence in Labor Market Fluctuations.(2020) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2020 | State dependence in labour market fluctuations.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2020 | STATE DEPENDENCE IN LABOR MARKET FLUCTUATIONS.(2020) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2020 | Is there a National Housing Market Bubble Brewing in the United States? In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | Is there a National Housing Market Bubble Brewing in the United States?.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2021 | Aggregate Skewness and the Business Cycle In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Modelling the business cycle of a small open economy: The Reserve Bank of New Zealands DSGE model In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
2017 | Common and country specific economic uncertainty In: Journal of International Economics. [Full Text][Citation analysis] | article | 76 |
2015 | Common and Country Specific Economic Uncertainty.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
2015 | Common and Country Specific Economic Uncertainty.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
2017 | News-driven business cycles in small open economies In: Journal of International Economics. [Full Text][Citation analysis] | article | 23 |
2014 | News-driven business cycles in small open economies.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2014 | News-Driven Business Cycles in Small Open Economies.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2021 | Unconventional monetary policies and the macroeconomy: The impact of the UKs QE2 and funding for lending scheme In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2014 | On the robustness of R&D In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 15 |
2017 | The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Forward Guidance, Quantitative Easing, or both? In: Working Paper Research. [Full Text][Citation analysis] | paper | 11 |
2015 | A structural model for policy analysis and forecasting: NZSIM In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] | paper | 16 |
2017 | Changing Macroeconomic Dynamics at the Zero Lower Bound In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 60 |
2019 | Changing Macroeconomic Dynamics at the Zero Lower Bound.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
2013 | The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach In: Working Papers. [Full Text][Citation analysis] | paper | 83 |
2013 | The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
2015 | The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach.(2015) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | article | |
2014 | DSGE Priors for BVAR Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | DSGE Priors for BVAR Models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | DSGE priors for BVAR models.(2015) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2014 | What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2014 | The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
2014 | The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2015 | What do VARs Tell Us about the Impact of a Credit Supply Shock? In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2015 | What do VARs Tell Us about the Impact of a Credit Supply Shock?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2018 | WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?.(2018) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2016 | Volatility Co-movement and the Great Moderation. An Empirical Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Volatility Co-movement and the Great Moderation. An Empirical Analysis.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Non-linear effects of oil shocks on stock prices In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | The Changing Transmission of Uncertainty Shocks in the U.S. In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 40 |
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