Dr Kostas Mouratidis
Department of Economics
Lecturer in Economics
+44 114 222 3407
Full contact details
Department of Economics
9 Mappin Street
Kostas joined the department in September 2008. He received his PhD and MSc from Birmingham University.
He previously held positions at the National Institute of Economics and Social Research in London (NIESR) and Lecturer in Finance at Swansea University. Kostas also held an internship at Fiscal Policy Division of the European Central Bank.
- Research interests
My research focuses on two areas: Economic forecasting, Monetary Economics and Macro Finance. In the area of economic forecasting, I evaluate the forecast performance of forecasters using survey data.
Alternatively, in the area of monetary economic, I analyse monetary policy preferences and the policy decision of central banks.
I would be interested in supervising PhD students in macro-finance and the impact of financial development on economic growth accounting for the different phases of business cycle. I am also working on issues concerning the monetary transmission mechanism through the risk-taking channel.
- Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy. Journal of International Money and Finance.
- The risk‐taking channel in the United States : A GVAR approach. International Journal of Finance and Economics. View this article in WRRO
- Financial Depth and the Asymmetric Impact of Monetary Policy. Oxford Bulletin of Economics and Statistics, 79(6), 1195-1218. View this article in WRRO
- Asymmetric Monetary Policy Rules for an Open Economy: Evidence from Canada and the UK. International Journal of Finance and Economics, 21(3), 279-293. View this article in WRRO
- Monetary Policy Preferences of the EMU and the UK. Manchester School, 84(4), 528-550. View this article in WRRO
- Regime Dependent Effects of Inflation Uncertainty on Real Growth: A Markov Switching Approach. Scottish Journal of Political Economy, 63(2), 135-155. View this article in WRRO
- View this article in WRRO Effects of Inflation on Output Gap: A MRS-IV Approach. Review of Economic Analysis, 7(1), 3-23.
- Evaluating currency crises: A multivariate markov regime switching approach. Manchester School.
- Testing for trade-offs in the reinsurance decision of U.K. life insurance firms. Journal of Accounting, Auditing and Finance, 25(3), 491-522.
- FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS. ECON INQ, 47(1), 34-54.
- Evaluating currency crises: A Bayesian Markov switching approach. J MACROECON, 30(4), 1688-1711.
- Evaluating currency crises: the case of the European monetary system. EMPIR ECON, 35(1), 11-27.
- Uncertainty in UK manufacturing: Evidence from qualitative survey data. ECON LETT, 94(2), 245-252.
- Credibility of monetary policy in four accession countries: a Markov regime-switching approach. International Journal of Finance & Economics, 10(1), 81-89.
- Is There a Trade-Off Between Inflation Variability and Output-Gap Variability in the EMU Countries?. Scottish Journal of Political Economy, 51(5), 691-706.
- The impact of financial liberalization policies on financial development: Evidence from developing economies. INT J FINANC ECON, 7(2), 109-121.
- The Euro: Reflections on the first three years. International Review of Applied Economics, 16(1), 1-17.
- The North-South Divide, the Euro and the World. Journal of International Money and Finance.
- Teaching activities
I currently teach Business Finance and Further Econometrics. Business finance explores issues concerning the use of financial derivatives to minimize exchange rate risk. The aim of this module is to help students develop critical thinking and an independent viewpoint about topical policy discussions such as Economics Exposure and Transaction Exposure driven by the volatile behaviour of the exchange rate.
Further econometrics introduces students to the main problems that empirical studies face. Students become familiar with the problem of endogeneity and the econometric methods required to solve this problem.
The aim of this module is twofold. First, it will enable to understand empirical academic papers. Second, it will give students the confidence to conduct empirical studies on their own. I am also involved in teaching MSc students to motivate, structure and write an academic paper for their MSc Dissertation
- ECN340 Further Econometrics
- ECN604 Business Finance
- ECN6800 MSc Dissertation