Browsing School of Economics and Finance by Author "Theodoridis, K"
Now showing items 1-10 of 10
-
Changing Macroeconomic Dynamics at the Zero Lower Bound
Liu, P; Theodoridis, K; Mumtaz, H; Zanetti, F (2019-07-03) -
The Changing Transmission of Uncertainty Shocks in the US
Mumtaz, H; Theodoridis, K (2018) -
Common and country specific economic uncertainty
Mumtaz, H; Theodoridis, K (2017-03) -
DSGE priors for BVAR models
Filippeli, T; Theodoridis, K (2015-03) -
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation
Filippeli, T; Harrison, R; Theodoridis, K (Elsevier/Science Direct, 2019-01-18)© 2019 EcoSta Econometrics and Statistics A new method for estimating Bayesian vector autoregression (VAR) models using priors from a dynamic stochastic general equilibrium (DSGE) model is presented. The DSGE model priors ... -
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS
Mumtaz, H; Theodoridis, K (2023) -
Fiscal policy shocks and stock prices in the United States
Mumtaz, H; Theodoridis, K (2020-10) -
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach
Carriero, A; Mumtaz, H; Theodoridis, K; Theophilopoulou, A (2015-09) -
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS
Mumtaz, H; Theodoridis, K (2015-06) -
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?
Mumtaz, H; Pinter, G; Theodoridis, K (2018-05)