Konstantinos Theodoridis
Dados Biográficos
| ID | 234571 |
|---|---|
| NOME | Konstantinos Theodoridis |
| PRENOMES | Konstantinos |
| SOBRENOME | Theodoridis |
| ASSINATURA | THEODORIDIS K |
| AFILIAÇÕES | Bank of England, London, EC2R 8AH, United Kingdom () |
| ORCID | 0000-0002-9171-4062 |
| VERIFICADO | Sim |
| TOTAL DE OBRAS | 6 |
| TOTAL DE CITAÇÕES | 12 |
| TOTAL COMO AUTOR | 6 |
| TOTAL COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 2007 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2026 |
| ÍNDICE H | 2 |
Aggregate Skewness and the Business Cycle
We develop a data-rich measure of expected macroeconomic skewness in the U.S. economy. Expected macroeconomic skewness is strongly procyclical, mainly reflects the cyclicality in the skewness of real variables, is highly correlated with the cross-sectional skewness of firm-level employment growth, and is distinct from financial market skewness. Revisions in expected skewness lead to business cycle fluctuations nearly indistinguishable from those …
Beyond materialistic hyper-consumption
The impact of the Global Financial Crisis on consumption has emerged as a crucial issue. Despite increasing attention in academic research, few studies investigate the effects of the crisis to young people’s relationship with consumption and how young consumers experience such transformations. This paper seeks to understand young people’s perceptions of the changing nature of consumption through comparative research in Greece and the UK. It explo…
Changing Macroeconomic Dynamics at the Zero Lower Bound
This article develops a change-point VAR model that isolates four major macroeconomic regimes in the US since the 1960s. The model identifies shocks to demand, supply, monetary policy, and spread yield using restrictions from a general equilibrium model. The analysis discloses important changes to the statistical properties of key macroeconomic variables and their responses to the identified shocks. During the crisis period, spread shocks became …
The Changing Transmission of Uncertainty Shocks in the U.S
This article investigates if the impact of uncertainty shocks on the U.S. economy has changed over time. To this end, we develop an extended factor augmented vector autoregression (VAR) model that simultaneously allows the estimation of a measure of uncertainty and its time-varying impact on a range of variables. We find that the impact of uncertainty shocks on real activity and financial variables has declined systematically over time. In contra…
Assessing the Economy‐wide Effects of Quantitative Easing
Journal Article Assessing the Economy‐wide Effects of Quantitative Easing Get access George Kapetanios, George Kapetanios Queen Mary University of London and Bank of England Search for other works by this author on: Oxford Academic Google Scholar Haroon Mumtaz, Haroon Mumtaz Bank of England Search for other works by this author on: Oxford Academic Google Scholar Ibrahim Stevens, Ibrahim Stevens Deutsche Gesellschaft für Internationale Zusammenarb…
Financial structure and economic growth
Assessing the Economy‐wide Effects of Quantitative Easing
Journal Article Assessing the Economy‐wide Effects of Quantitative Easing Get access George Kapetanios, George Kapetanios Queen Mary University of London and Bank of England Search for other works by this author on: Oxford Academic Google Scholar Haroon Mumtaz, Haroon Mumtaz Bank of England Search for other works by this author on: Oxford Academic Google Scholar Ibrahim Stevens, Ibrahim Stevens Deutsche Gesellschaft für Internationale Zusammenarb…
Financial structure and economic growth
Financial structure and economic growth
Assessing the Economy‐wide Effects of Quantitative Easing
Journal Article Assessing the Economy‐wide Effects of Quantitative Easing Get access George Kapetanios, George Kapetanios Queen Mary University of London and Bank of England Search for other works by this author on: Oxford Academic Google Scholar Haroon Mumtaz, Haroon Mumtaz Bank of England Search for other works by this author on: Oxford Academic Google Scholar Ibrahim Stevens, Ibrahim Stevens Deutsche Gesellschaft für Internationale Zusammenarb…
The Changing Transmission of Uncertainty Shocks in the U.S
This article investigates if the impact of uncertainty shocks on the U.S. economy has changed over time. To this end, we develop an extended factor augmented vector autoregression (VAR) model that simultaneously allows the estimation of a measure of uncertainty and its time-varying impact on a range of variables. We find that the impact of uncertainty shocks on real activity and financial variables has declined systematically over time. In contra…
Changing Macroeconomic Dynamics at the Zero Lower Bound
This article develops a change-point VAR model that isolates four major macroeconomic regimes in the US since the 1960s. The model identifies shocks to demand, supply, monetary policy, and spread yield using restrictions from a general equilibrium model. The analysis discloses important changes to the statistical properties of key macroeconomic variables and their responses to the identified shocks. During the crisis period, spread shocks became …
Aggregate Skewness and the Business Cycle
We develop a data-rich measure of expected macroeconomic skewness in the U.S. economy. Expected macroeconomic skewness is strongly procyclical, mainly reflects the cyclicality in the skewness of real variables, is highly correlated with the cross-sectional skewness of firm-level employment growth, and is distinct from financial market skewness. Revisions in expected skewness lead to business cycle fluctuations nearly indistinguishable from those …
Beyond materialistic hyper-consumption
The impact of the Global Financial Crisis on consumption has emerged as a crucial issue. Despite increasing attention in academic research, few studies investigate the effects of the crisis to young people’s relationship with consumption and how young consumers experience such transformations. This paper seeks to understand young people’s perceptions of the changing nature of consumption through comparative research in Greece and the UK. It explo…
Economics (5 obras) · Monetary Policy and Economic Impact (5 obras) · Econometrics (4 obras) · Macroeconomics (4 obras) · Economic theories and models (3 obras) · Finance (3 obras) · Monetary policy (3 obras) · Dynamic stochastic general equilibrium (2 obras) · Global Financial Crisis and Policies (2 obras) · Monetary economics (2 obras)