IDEAS home Printed from https://ideas.repec.org/f/pfi206.html
   My authors  Follow this author

Thomai Filippeli

Personal Details

First Name:Thomai
Middle Name:
Last Name:Filippeli
Suffix:
RePEc Short-ID:pfi206

Affiliation

School of Economics and Finance
Queen Mary University of London

London, United Kingdom
http://www.econ.qmul.ac.uk/

: +44 (0) 20 7882 5096
+44 (0) 20 8983 3580
London E1 4NS
RePEc:edi:deqmwuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018. "DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation," Cardiff Economics Working Papers E2018/5, Cardiff University, Cardiff Business School, Economics Section.
  2. Chin, Michael & Graeve, Ferre De & Filippeli, Thomai & Theodoridis, Konstantinos, 2018. "Understanding International Long-Term Interest Rate Comovement," Cardiff Economics Working Papers E2018/19, Cardiff University, Cardiff Business School, Economics Section.
  3. Michael Chin & Thomai Filippeli & Konstantinos Theodoridis, 2015. "Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach," Working Papers 753, Queen Mary University of London, School of Economics and Finance.
  4. Thomai Filippeli & Konstantinos Theodoridis, 2014. "DSGE Priors for BVAR Models," Working Papers 713, Queen Mary University of London, School of Economics and Finance.
  5. Thomai Filippeli, 2011. "Theoretical Priors for BVAR Models & Quasi-Bayesian DSGE Model Estimation," 2011 Meeting Papers 396, Society for Economic Dynamics.

Articles

  1. Thomai Filippeli & Konstantinos Theodoridis, 2015. "DSGE priors for BVAR models," Empirical Economics, Springer, vol. 48(2), pages 627-656, March.
  2. Thomai Filippeli, 2011. "Inflation differentials in EMU: what can we learn from the time series evidence?," Economics Bulletin, AccessEcon, vol. 31(3), pages 2541-2548.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos, 2015. "Cross-country co-movement in long-term interest rates: a DSGE approach," Bank of England working papers 530, Bank of England.

    Mentioned in:

    1. Cross-country co-movement in long-term interest rates: a DSGE approach
      by Christian Zimmermann in NEP-DGE blog on 2015-07-24 20:58:29

Working papers

  1. Chin, Michael & Graeve, Ferre De & Filippeli, Thomai & Theodoridis, Konstantinos, 2018. "Understanding International Long-Term Interest Rate Comovement," Cardiff Economics Working Papers E2018/19, Cardiff University, Cardiff Business School, Economics Section.

    Cited by:

    1. Brandyn Bok & Marco Del Negro & Eric Qian Qian & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2019. "Global Trends in Interest Rates," Liberty Street Economics 20190227, Federal Reserve Bank of New York.
    2. Martin Feldkircher & Elizaveta Lukmanova & Gabriele Tondl, 2019. "Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment," Department of Economics Working Papers wuwp289, Vienna University of Economics and Business, Department of Economics.
    3. Zakipour-Saber, Shayan, 2019. "Forecasting in the euro area: The role of the US long rate," Economic Letters 5/EL/19, Central Bank of Ireland.

  2. Michael Chin & Thomai Filippeli & Konstantinos Theodoridis, 2015. "Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach," Working Papers 753, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Kiryoung LEE & Chanik JO, 2018. "Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 118-134, December.
    2. Mumtaz, Haroon & Theodoridis, Konstantinos, 2017. "Common and country specific economic uncertainty," Journal of International Economics, Elsevier, vol. 105(C), pages 205-216.
    3. Kollmann, Robert, 2015. "Risk Sharing in a World Economy with Uncertainty Shocks," CEPR Discussion Papers 10940, C.E.P.R. Discussion Papers.
    4. Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," GRU Working Paper Series GRU_2017_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    5. Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
    6. Haroon Mumtaz & Konstantinos Theodoridis, 2016. "Volatility Co-movement and the Great Moderation. An Empirical Analysis," Working Papers 804, Queen Mary University of London, School of Economics and Finance.
    7. Bluwstein, Kristina & Yung, Julieta, 2019. "Back to the real economy: the effects of risk perception shocks on the term premium and bank lending," Bank of England working papers 806, Bank of England.
    8. Serdar Kabaca, 2016. "Quantitative Easing in a Small Open Economy: An International Portfolio Balancing Approach," Staff Working Papers 16-55, Bank of Canada.

  3. Thomai Filippeli & Konstantinos Theodoridis, 2014. "DSGE Priors for BVAR Models," Working Papers 713, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
    2. De Luigi, Clara & Huber, Florian, 2018. "Debt regimes and the effectiveness of monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 218-238.

  4. Thomai Filippeli, 2011. "Theoretical Priors for BVAR Models & Quasi-Bayesian DSGE Model Estimation," 2011 Meeting Papers 396, Society for Economic Dynamics.

    Cited by:

    1. Tim Robinson, 2013. "Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies," RBA Research Discussion Papers rdp2013-06, Reserve Bank of Australia.

Articles

  1. Thomai Filippeli & Konstantinos Theodoridis, 2015. "DSGE priors for BVAR models," Empirical Economics, Springer, vol. 48(2), pages 627-656, March.
    See citations under working paper version above.
  2. Thomai Filippeli, 2011. "Inflation differentials in EMU: what can we learn from the time series evidence?," Economics Bulletin, AccessEcon, vol. 31(3), pages 2541-2548.

    Cited by:

    1. Knobel, A. & Mironov, A., 2015. "Assessment of CIS Countries Readiness for Creation of Currency Union," Journal of the New Economic Association, New Economic Association, vol. 25(1), pages 76-101.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (5) 2014-04-18 2015-07-04 2015-10-04 2018-02-19 2018-07-30. Author is listed
  2. NEP-ECM: Econometrics (2) 2014-04-18 2018-02-19. Author is listed
  3. NEP-MAC: Macroeconomics (2) 2015-10-04 2018-07-30. Author is listed
  4. NEP-MON: Monetary Economics (2) 2015-07-04 2015-10-04. Author is listed
  5. NEP-ORE: Operations Research (2) 2014-04-18 2018-02-19. Author is listed
  6. NEP-CBA: Central Banking (1) 2018-07-30
  7. NEP-ETS: Econometric Time Series (1) 2014-04-18

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Thomai Filippeli should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.