haroon mumtaz

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Contact

Affiliations

• Queen Mary University of London / School of Economics and Finance
  • EDIRC entry
  • location:

Research profile

author of:

• Financial regimes and uncertainty shocks
  BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2014)
  by Piergiorgio Alessandri & Haroon Mumtaz
  (ReDIF-paper, bbk:bbkcam:1404)
• Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics
  Staff Working Papers, Bank of Canada (2012)
  by Christiane Baumeister & Philip Liu & Haroon Mumtaz
  (ReDIF-paper, bca:bocawp:12-13)
• Financial indicators and density forecasts for US output and inflation
  Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2014)
  by Piergiorgio Alessandri & Haroon Mumtaz
  (ReDIF-paper, bdi:wptemi:td_977_14)
• Evolving International Inflation Dynamics: World And Country-Specific Factors
  Journal of the European Economic Association, European Economic Association (2012)
  by Haroon Mumtaz & Paolo Surico
  (ReDIF-article, bla:jeurec:v:10:y:2012:i:4:p:716-734)
• The International Transmission Of Volatility Shocks: An Empirical Analysis
  Journal of the European Economic Association, European Economic Association (2015)
  by Haroon Mumtaz & Konstantinos Theodoridis
  (ReDIF-article, bla:jeurec:v:13:y:2015:i:3:p:512-533)
• Labor Market Dynamics: A Time-Varying Analysis
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2015)
  by Haroon Mumtaz & Francesco Zanetti
  (ReDIF-article, bla:obuest:v:77:y:2015:i:3:p:319-338)
• One TV, One Price?
  Scandinavian Journal of Economics, Wiley Blackwell (2010)
  by Jean M. Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey
  (ReDIF-article, bla:scandj:v:112:y:2010:i:4:p:753-781)
• The role of oil prices and monetary policy in the Norwegian economy since the 1980s
  Working Paper, Norges Bank (2015)
  by Q. Farooq Akram & Haroon Mumtaz
  (ReDIF-paper, bno:worpap:2016_01)
• Investigating the structural stability of the Phillips curve relationship
  Bank of England working papers, Bank of England (2008)
  by Groen, Jan J J & Mumtaz, Haroon
  (ReDIF-paper, boe:boeewp:0350)
• Dynamics of the term structure of UK interest rates
  Bank of England working papers, Bank of England (2009)
  by Bianchi, Francesco & Mumtaz, Haroon & Surico, Paolo
  (ReDIF-paper, boe:boeewp:0363)
• What lies beneath: what can disaggregated data tell us about the behaviour of prices?
  Bank of England working papers, Bank of England (2009)
  by Mumtaz, Haroon & Zabczyk, Pawel & Ellis, Colin
  (ReDIF-paper, boe:boeewp:0364)
• All together now: do international factors explain relative price comovements?
  Bank of England working papers, Bank of England (2010)
  by Karagedikli, Özer & Mumtaz, Haroon & Tanaka, Misa
  (ReDIF-paper, boe:boeewp:0381)
• Time-varying dynamics of the real exchange rate. A structural VAR analysis
  Bank of England working papers, Bank of England (2010)
  by Mumtaz, Haroon & Sunder-Plassmann, Laura
  (ReDIF-paper, boe:boeewp:0382)
• Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR
  Bank of England working papers, Bank of England (2010)
  by Mumtaz, Haroon
  (ReDIF-paper, boe:boeewp:0386)
• Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis
  Bank of England working papers, Bank of England (2010)
  by Barnett, Alina & Groen, Jan J J & Mumtaz, Haroon
  (ReDIF-paper, boe:boeewp:0392)
• Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom
  Bank of England working papers, Bank of England (2010)
  by Liu, Philip & Mumtaz, Haroon
  (ReDIF-paper, boe:boeewp:0397)
• Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR
  Bank of England working papers, Bank of England (2010)
  by Baumeister, Christiane & Liu, Philip & Mumtaz, Haroon
  (ReDIF-paper, boe:boeewp:0401)
• International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy
  Bank of England working papers, Bank of England (2011)
  by Liu, Philip & Mumtaz, Haroon & Theophilopoulou, Angeliki
  (ReDIF-paper, boe:boeewp:0425)
• Estimating the impact of the volatility of shocks: a structural VAR approach
  Bank of England working papers, Bank of England (2011)
  by Mumtaz, Haroon
  (ReDIF-paper, boe:boeewp:0437)
• Assessing the economy-wide effects of quantitative easing
  Bank of England working papers, Bank of England (2012)
  by Kapetanios, George & Mumtaz, Haroon & Stevens, Ibrahim & Theodoridis, Konstantinos
  (ReDIF-paper, boe:boeewp:0443)
• Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters
  Bank of England working papers, Bank of England (2012)
  by Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos
  (ReDIF-paper, boe:boeewp:0450)
• Neutral technology shocks and employment dynamics: results based on an RBC identification scheme
  Bank of England working papers, Bank of England (2012)
  by Mumtaz, Haroon & Zanetti, Francesco
  (ReDIF-paper, boe:boeewp:0453)
• The international transmission of volatility shocks: an empirical analysis
  Bank of England working papers, Bank of England (2012)
  by Mumtaz, Haroon & Theodoridis, Konstantinos
  (ReDIF-paper, boe:boeewp:0463)
• Factor adjustment costs: a structural investigation
  Bank of England working papers, Bank of England (2012)
  by Mumtaz, Haroon & Zanetti, Francesco
  (ReDIF-paper, boe:boeewp:0467)
• Forecasting with VAR models: fat tails and stochastic volatility
  Bank of England working papers, Bank of England (2015)
  by Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor
  (ReDIF-paper, boe:boeewp:0528)
• Consumption excess sensitivity, liquidity constraints and the collateral role of housing
  Bank of England working papers, Bank of England (2006)
  by Andrew Benito & Haroon Mumtaz
  (ReDIF-paper, boe:boeewp:306)
• Exchange rate pass-through into UK import prices
  Bank of England working papers, Bank of England (2006)
  by Haroon Mumtaz & Özlem Oomen & Jian Wang
  (ReDIF-paper, boe:boeewp:312)
• Evolving international inflation dynamics: evidence from a time-varying dynamic factor model
  Bank of England working papers, Bank of England (2008)
  by Haroon Mumtaz & Paolo Surico
  (ReDIF-paper, boe:boeewp:341)
• Asset prices, credit and the Russian economy
  Joint Research Papers, Centre for Central Banking Studies, Bank of England (2012)
  by Haroon Mumtaz & Alexandra Solovyeva & Elena Vasilieva
  (ReDIF-paper, ccb:jrpapr:1)
• Financial conditions and density forecasts for US Output and inflation
  Joint Research Papers, Centre for Central Banking Studies, Bank of England (2013)
  by Piergiorgio Alessandri & Haroon Mumtaz
  (ReDIF-paper, ccb:jrpapr:4)
• Applied Bayesian econometrics for central bankers
  Technical Books, Centre for Central Banking Studies, Bank of England (2012)
  by Andrew P Blake & Haroon Mumtaz
  (ReDIF-book, ccb:tbooks:4)
• US financial shocks and the distribution of income and consumption in the UK
  Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2017)
  by Mumtaz, Haroon & Theodoridis, Konstantinos
  (ReDIF-paper, cdf:wpaper:2017/18)
• The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis
  Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2018)
  by Mumtaz, Haroon & Theodoridis, Konstantinos
  (ReDIF-paper, cdf:wpaper:2018/1)
• Fiscal Policy Shocks and Stock Prices in the United State
  Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2018)
  by Mumtaz, Haroon & Theodoridis, Konstantinos
  (ReDIF-paper, cdf:wpaper:2018/20)
• Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility
  Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2018)
  by Mumtaz, Haroon & Theodoridis, Konstantinos
  (ReDIF-paper, cdf:wpaper:2018/21)
• Non-linear Dynamics of Oil Supply News Shocks
  Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2024)
  by Miescu, Mirela & Mumtaz, Haroon & Theodoridis, Konstantinos
  (ReDIF-paper, cdf:wpaper:2024/18)
• VAR Models with Non-Gaussian Shocks
  Discussion Papers, Centre for Macroeconomics (CFM) (2016)
  by Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter
  (ReDIF-paper, cfm:wpaper:1609)
• Monetary policy surprises and their transmission through term premia and expected interest rates
  Discussion Papers, Centre for Macroeconomics (CFM) (2020)
  by Iryna Kaminska & Haroon Mumtaz & Roman Sustek
  (ReDIF-paper, cfm:wpaper:2024)
• Global house prices since 1950
  Discussion Papers, Centre for Macroeconomics (CFM) (2023)
  by Haroon Mumtaz & Roman Sustek
  (ReDIF-paper, cfm:wpaper:2307)
• A tail of labor supply and a tale of monetary policy
  Discussion Papers, Centre for Macroeconomics (CFM) (2023)
  by Cristiano Cantore & Filippo Ferroni & Haroon Mumtaz & Angeliki Theophilopoulou
  (ReDIF-paper, cfm:wpaper:2308)
• The Transmission Mechanism in Good and Bad Times
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
  by Mumtaz, Haroon & Surico, Paolo
  (ReDIF-paper, cpr:ceprdp:10083)
• PPP Strikes Back: Aggregation and the Real Exchange Rate
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003)
  by Ravn, Morten & Rey, Hélène & Imbs, Jean & Mumtaz, Haroon
  (ReDIF-paper, cpr:ceprdp:3715)
• 'Aggregation Bias' DOES Explain the PPP Puzzle
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
  by Ravn, Morten & Rey, Hélène & Imbs, Jean & Mumtaz, Haroon
  (ReDIF-paper, cpr:ceprdp:5237)
• Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
  by Mumtaz, Haroon & Surico, Paolo
  (ReDIF-paper, cpr:ceprdp:6767)
• One TV, One Price?
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
  by Ravn, Morten & Rey, Hélène & Imbs, Jean & Mumtaz, Haroon
  (ReDIF-paper, cpr:ceprdp:7504)
• Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
  by Mumtaz, Haroon & Surico, Paolo
  (ReDIF-paper, cpr:ceprdp:8233)
• Policy Uncertainty and Aggregate Fluctuations
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
  by Mumtaz, Haroon & Surico, Paolo
  (ReDIF-paper, cpr:ceprdp:9694)
• Excess Sensitivity, Liquidity Constraints, And The Collateral Role Of Housing
  Macroeconomic Dynamics, Cambridge University Press (2009)
  by Benito, Andrew & Mumtaz, Haroon
  (ReDIF-article, cup:macdyn:v:13:y:2009:i:03:p:305-326_08)
• The Effect Of Labor And Financial Frictions On Aggregate Fluctuations
  Macroeconomic Dynamics, Cambridge University Press (2016)
  by Mumtaz, Haroon & Zanetti, Francesco
  (ReDIF-article, cup:macdyn:v:20:y:2016:i:01:p:313-341_00)
• Dynamics of the Term Structure of UK Interest Rates
  Working Papers, Duke University, Department of Economics (2010)
  by Francesco Bianchi & Haroon Mumtaz
  (ReDIF-paper, duk:dukeec:10-38)
• U.S. evolving macroeconomic dynamics: a structural investigation
  Working Paper Series, European Central Bank (2007)
  by Benati, Luca & Mumtaz, Haroon
  (ReDIF-paper, ecb:ecbwps:2007746)
• What lies beneath? A time-varying FAVAR model for the UK transmission mechanism
  Working Paper Series, European Central Bank (2011)
  by Mumtaz, Haroon & Zabczyk, Pawel & Ellis, Colin
  (ReDIF-paper, ecb:ecbwps:20111320)
• The evolving impact of global, region-specific and country-specific uncertainty
  Working Paper Series, European Central Bank (2018)
  by Mumtaz, Haroon & Musso, Alberto
  (ReDIF-paper, ecb:ecbwps:20182147)
• Assessing the Economy‐wide Effects of Quantitative Easing
  Economic Journal, Royal Economic Society (2012)
  by George Kapetanios & Haroon Mumtaz & Ibrahim Stevens & Konstantinos Theodoridis
  (ReDIF-article, ecj:econjl:v:122:y:2012:i:564:p:f316-f347)
• Changes in the effects of monetary policy on disaggregate price dynamics
  Journal of Economic Dynamics and Control, Elsevier (2013)
  by Baumeister, Christiane & Liu, Philip & Mumtaz, Haroon
  (ReDIF-article, eee:dyncon:v:37:y:2013:i:3:p:543-560)
• Factor adjustment costs: A structural investigation
  Journal of Economic Dynamics and Control, Elsevier (2015)
  by Mumtaz, Haroon & Zanetti, Francesco
  (ReDIF-article, eee:dyncon:v:51:y:2015:i:c:p:341-355)
• Does uncertainty affect real activity? Evidence from state-level data
  Economics Letters, Elsevier (2018)
  by Mumtaz, Haroon
  (ReDIF-article, eee:ecolet:v:167:y:2018:i:c:p:127-130)
• The impact of monetary policy on inequality in the UK. An empirical analysis
  European Economic Review, Elsevier (2017)
  by Mumtaz, Haroon & Theophilopoulou, Angeliki
  (ReDIF-article, eee:eecrev:v:98:y:2017:i:c:p:410-423)
• Common and country specific economic uncertainty
  Journal of International Economics, Elsevier (2017)
  by Mumtaz, Haroon & Theodoridis, Konstantinos
  (ReDIF-article, eee:inecon:v:105:y:2017:i:c:p:205-216)
• International fiscal spillovers
  Journal of International Economics, Elsevier (2016)
  by Faccini, Renato & Mumtaz, Haroon & Surico, Paolo
  (ReDIF-article, eee:inecon:v:99:y:2016:i:c:p:31-45)
• Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters
  International Journal of Forecasting, Elsevier (2014)
  by Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos
  (ReDIF-article, eee:intfor:v:30:y:2014:i:1:p:129-143)
• Macroeconomic information, structural change, and the prediction of fiscal aggregates
  International Journal of Forecasting, Elsevier (2015)
  by Carriero, Andrea & Mumtaz, Haroon & Theophilopoulou, Angeliki
  (ReDIF-article, eee:intfor:v:31:y:2015:i:2:p:325-348)
• Forecasting with VAR models: Fat tails and stochastic volatility
  International Journal of Forecasting, Elsevier (2017)
  by Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor
  (ReDIF-article, eee:intfor:v:33:y:2017:i:4:p:1124-1143)
• The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR
  Journal of International Money and Finance, Elsevier (2014)
  by Liu, Philip & Mumtaz, Haroon & Theophilopoulou, Angeliki
  (ReDIF-article, eee:jimfin:v:46:y:2014:i:c:p:1-15)
• The great moderation of the term structure of UK interest rates
  Journal of Monetary Economics, Elsevier (2009)
  by Bianchi, Francesco & Mumtaz, Haroon & Surico, Paolo
  (ReDIF-article, eee:moneco:v:56:y:2009:i:6:p:856-871)
• VAR models with non-Gaussian shocks
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016)
  by Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor
  (ReDIF-paper, ehl:lserod:86238)
• Exchange rate pass-through into U.K. import prices: evidence from disaggregated data
  Staff Papers, Federal Reserve Bank of Dallas (2011)
  by Haroon Mumtaz & Ozlem Oomen & Jian Wang
  (ReDIF-article, fip:feddst:y:2011:i:june:n:14)
• International influences on domestic prices and activities: a FAVAR approach to open economy
  Proceedings, Board of Governors of the Federal Reserve System (U.S.) (2008)
  by Haroon Mumtaz & Paolo Surico
  (ReDIF-article, fip:fedgpr:y:2008:x:4)
• The Evolving Transmission of Uncertainty Shocks in the United Kingdom
  Econometrics, MDPI (2016)
  by Haroon Mumtaz
  (ReDIF-article, gam:jecnmx:v:4:y:2016:i:1:p:16-:d:65689)
• One TV, One Price?
  Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010)
  by Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey
  (ReDIF-paper, hal:cesptp:hal-00612524)
• Time-varying yield curve dynamics and monetary policy
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009)
  by Haroon Mumtaz & Paolo Surico
  (ReDIF-article, jae:japmet:v:24:y:2009:i:6:p:895-913)
• Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility
  Working Papers, Lancaster University Management School, Economics Department (2015)
  by Konstantinos Theodoridis & Haroon Mumtaz
  (ReDIF-paper, lan:wpaper:101219932)
• The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis
  Working Papers, Lancaster University Management School, Economics Department (2017)
  by Haroon Mumtaz & Konstantinos Theodoridis
  (ReDIF-paper, lan:wpaper:173173908)
• Fiscal policy shocks and stock prices in the United States
  Working Papers, Lancaster University Management School, Economics Department (2017)
  by Haroon Mumtaz & Konstantinos Theodoridis
  (ReDIF-paper, lan:wpaper:178117307)
• The Transmission of International Shocks: A Factor-Augmented VAR Approach
  Journal of Money, Credit and Banking, Blackwell Publishing (2009)
  by Haroon Mumtaz & Paolo Surico
  (ReDIF-article, mcb:jmoncb:v:41:y:2009:i:s1:p:71-100)
• Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK
  Journal of Money, Credit and Banking, Blackwell Publishing (2011)
  by Philip Liu & Haroon Mumtaz
  (ReDIF-article, mcb:jmoncb:v:43:y:2011:i:7:p:1443-1474)
• The Impact of the Volatility of Monetary Policy Shocks
  Journal of Money, Credit and Banking, Blackwell Publishing (2013)
  by Haroon Mumtaz & Francesco Zanetti
  (ReDIF-article, mcb:jmoncb:v:45:y:2013:i:4:p:535-558)
• Time-Varying Yield Curve Dynamics and Monetary Policy
  Discussion Papers, Monetary Policy Committee Unit, Bank of England (2008)
  by Mumtaz, Haroon & Surico, Paolo
  (ReDIF-paper, mpc:wpaper:0023)
• International comovements, business cycle and inflation: a historical perspective
  Discussion Papers, Monetary Policy Committee Unit, Bank of England (2009)
  by Mumtaz, Haroon & Simonelli, Saverio & Surico, Paolo
  (ReDIF-paper, mpc:wpaper:0028)
• "Aggregation Bias" DOES Explain the PPP Puzzle
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey
  (ReDIF-paper, nbr:nberwo:11607)
• One TV, One Price?
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey
  (ReDIF-paper, nbr:nberwo:15418)
• PPP Strikes Back: Aggregation and the Real Exchange Rate
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by Jean Imbs & Haroon Mumtaz & Morton O. Ravn & Helene Rey
  (ReDIF-paper, nbr:nberwo:9372)
• All together now: Do international factors explain relative price co-movements?
  Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2010)
  by Özer Karagedikli & Haroon Mumtaz & Misa Tanaka
  (ReDIF-paper, nzb:nzbdps:2010/02)
• PPP Strikes Back: Aggregation And the Real Exchange Rate
  The Quarterly Journal of Economics, President and Fellows of Harvard College (2005)
  by Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey
  (ReDIF-article, oup:qjecon:v:120:y:2005:i:1:p:1-43.)
• The Effect of Labor and Financial Frictions on Aggregate Fluctuations
  Economics Series Working Papers, University of Oxford, Department of Economics (2013)
  by Francesco Zanetti & Haroon Mumtaz
  (ReDIF-paper, oxf:wpaper:690)
• Labor Market Dynamics: a Time-varying Analysis
  Economics Series Working Papers, University of Oxford, Department of Economics (2014)
  by Francesco Zanetti & Haroon Mumtaz
  (ReDIF-paper, oxf:wpaper:728)
• Changing Macroeconomic Dynamics at the Zero Lower Bound
  Economics Series Working Papers, University of Oxford, Department of Economics (2017)
  by Francesco Zanetti & Philip Liu & Haroon Mumtaz and Konstantinos Theodoridis
  (ReDIF-paper, oxf:wpaper:824)
• Financial conditions and density forecasts for US output and inflation
  CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL (2014)
  by Piergiorgio Alessandri & Haroon Mumtaz
  (ReDIF-paper, qmm:wpaper:1)
• Forecasting with VAR Models: Fat Tails and Stochastic Volatility
  CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL (2015)
  by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter
  (ReDIF-paper, qmm:wpaper:2)
• VAR Models with Non-Gaussian Shocks
  CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL (2016)
  by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter
  (ReDIF-paper, qmm:wpaper:4)
• Bayesian Vector Autoregressions with Non-Gaussian Shocks
  CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL (2016)
  by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter
  (ReDIF-paper, qmm:wpaper:5)
• The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach
  Working Papers, Queen Mary University of London, School of Economics and Finance (2013)
  by Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou
  (ReDIF-paper, qmw:qmwecw:707)
• Policy Uncertainty and Aggregate Fluctuations
  Working Papers, Queen Mary University of London, School of Economics and Finance (2013)
  by Haroon Mumtaz & Paolo Surico
  (ReDIF-paper, qmw:qmwecw:708)
• Fat-tails in VAR Models
  Working Papers, Queen Mary University of London, School of Economics and Finance (2014)
  by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter
  (ReDIF-paper, qmw:qmwecw:714)
• Financial Conditions and Density Forecasts for US Output and Inflation
  Working Papers, Queen Mary University of London, School of Economics and Finance (2014)
  by Piergiorgio Alessandri & Haroon Mumtaz
  (ReDIF-paper, qmw:qmwecw:715)
• What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis
  Working Papers, Queen Mary University of London, School of Economics and Finance (2014)
  by Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis
  (ReDIF-paper, qmw:qmwecw:716)
• Financial Regimes and Uncertainty Shocks
  Working Papers, Queen Mary University of London, School of Economics and Finance (2014)
  by Piergiorgio Alessandri & Haroon Mumtaz
  (ReDIF-paper, qmw:qmwecw:729)
• The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis
  Working Papers, Queen Mary University of London, School of Economics and Finance (2014)
  by Haroon Mumtaz & Konstantinos Theodoridis
  (ReDIF-paper, qmw:qmwecw:735)
• Monetary Policy and Inequality in the UK
  Working Papers, Queen Mary University of London, School of Economics and Finance (2015)
  by Haroon Mumtaz & Angeliki Theophilopoulou
  (ReDIF-paper, qmw:qmwecw:738)
• What do VARs Tell Us about the Impact of a Credit Supply Shock?
  Working Papers, Queen Mary University of London, School of Economics and Finance (2015)
  by Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis
  (ReDIF-paper, qmw:qmwecw:739)
• Common and Country Specific Economic Uncertainty
  Working Papers, Queen Mary University of London, School of Economics and Finance (2015)
  by Haroon Mumtaz & Konstantinos Theodoridis
  (ReDIF-paper, qmw:qmwecw:752)
• Global Economic Divergence and Portfolio Capital Flows to Emerging Markets
  Working Papers, Queen Mary University of London, School of Economics and Finance (2015)
  by Zeyyad Mandalinci & Haroon Mumtaz
  (ReDIF-paper, qmw:qmwecw:757)
• Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility
  Working Papers, Queen Mary University of London, School of Economics and Finance (2015)
  by Haroon Mumtaz & Konstantinos Theodoridis
  (ReDIF-paper, qmw:qmwecw:760)
• The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis
  Working Papers, Queen Mary University of London, School of Economics and Finance (2016)
  by Haroon Mumtaz & Angeliki Theophilopoulou
  (ReDIF-paper, qmw:qmwecw:783)
• The State Level Impact of Uncertainty Shocks
  Working Papers, Queen Mary University of London, School of Economics and Finance (2016)
  by Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou
  (ReDIF-paper, qmw:qmwecw:793)
• Volatility Co-movement and the Great Moderation. An Empirical Analysis
  Working Papers, Queen Mary University of London, School of Economics and Finance (2016)
  by Haroon Mumtaz & Konstantinos Theodoridis
  (ReDIF-paper, qmw:qmwecw:804)
• Fiscal Policy Shocks and Stock Prices in the United States
  Working Papers, Queen Mary University of London, School of Economics and Finance (2017)
  by Haroon Mumtaz & Konstantinos Theodoridis
  (ReDIF-paper, qmw:qmwecw:817)
• The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis
  Working Papers, Queen Mary University of London, School of Economics and Finance (2017)
  by Haroon Mumtaz & Konstantinos Theodoridis
  (ReDIF-paper, qmw:qmwecw:820)
• Non-linear effects of government spending shocks in the US. Evidence from state-level data
  Working Papers, Queen Mary University of London, School of Economics and Finance (2017)
  by Haroon Mumtaz & Laura Sunder-Plassmann
  (ReDIF-paper, qmw:qmwecw:841)
• Does uncertainty affect real activity? Evidence from state-level
  Working Papers, Queen Mary University of London, School of Economics and Finance (2017)
  by Haroon Mumtaz
  (ReDIF-paper, qmw:qmwecw:844)
• US financial shocks and the distribution of income and consumption in the UK
  Working Papers, Queen Mary University of London, School of Economics and Finance (2017)
  by Haroon Mumtaz & Konstantinos Theodoridis
  (ReDIF-paper, qmw:qmwecw:845)
• How to Sell Jobs
  Working Papers, Queen Mary University of London, School of Economics and Finance (2018)
  by Radoslawa Nikolowa & Daniel Ferreira
  (ReDIF-paper, qmw:qmwecw:846)
• A generalised stochastic volatility in mean VAR
  Working Papers, Queen Mary University of London, School of Economics and Finance (2018)
  by Haroon Mumtaz
  (ReDIF-paper, qmw:qmwecw:855)
• Common and country specific factors in the distribution of real wages
  Working Papers, Queen Mary University of London, School of Economics and Finance (2018)
  by Eleni Chatzivgeri & Haroon Mumtaz & Daniela Tavasci & Luigi Ventimiglia
  (ReDIF-paper, qmw:qmwecw:863)
• Measuring the origins of macroeconomic uncertainty
  Working Papers, Queen Mary University of London, School of Economics and Finance (2018)
  by Haroon Mumtaz
  (ReDIF-paper, qmw:qmwecw:864)
• Non-linear effects of oil shocks on stock prices
  Working Papers, Queen Mary University of London, School of Economics and Finance (2018)
  by Haroon Mumtaz & Ahmed Pirzada & Konstantinos Theodoridis
  (ReDIF-paper, qmw:qmwecw:865)
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• Online Appendix to "Financial conditions and density forecasts for US output and inflation"
  Online Appendices, Review of Economic Dynamics (2017)
  by Piergiorgio Alessandri & Haroon Mumtaz
  (ReDIF-paper, red:append:14-103)
• Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective"
  Computer Codes, Review of Economic Dynamics (2010)
  by Haroon Mumtaz & Saverio Simonelli & Paolo Surico
  (ReDIF-software, red:ccodes:09-235)
• Code and data files for "Financial conditions and density forecasts for US output and inflation"
  Computer Codes, Review of Economic Dynamics (2017)
  by Piergiorgio Alessandri & Haroon Mumtaz
  (ReDIF-software, red:ccodes:14-103)
• International Comovements, Business Cycle and Inflation: a Historical Perspective
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011)
  by Haroon Mumtaz & Saverio Simonelli & Paolo Surico
  (ReDIF-article, red:issued:09-235)
• Financial conditions and density forecasts for US output and inflation
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017)
  by Piergiorgio Alessandri & Haroon Mumtaz
  (ReDIF-article, red:issued:14-103)
• Monetary Policy and Firm Dynamics
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023)
  by Stefano Fasani & Haroon Mumtaz & Lorenza Rossi
  (ReDIF-article, red:issued:21-105)
• A Historical Perspective on International Co-movements: 1821-2007
  2009 Meeting Papers, Society for Economic Dynamics (2009)
  by Saverio Simonelli & Haroon Mumtaz & Paolo Surico
  (ReDIF-paper, red:sed009:523)
• Using time-varying VARs to diagnose the source of ‘Great Moderations’: a Monte Carlo analysis
  CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2008)
  by Richard Harrison & Haroon Mumtaz & Tony Yates
  (ReDIF-paper, san:cdmacp:0814)
• Inflation Globalization and the Fall of Country Specific Fluctuations
  Computing in Economics and Finance 2006, Society for Computational Economics (2006)
  by Haroon Mumtaz & Paolo Surico
  (ReDIF-paper, sce:scecfa:166)
• International Comovements, Business Cycle and Inflation: a Historical Perspective
  CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2009)
  by Haroon Mumtaz & Saverio Simonelli & Paolo Surico
  (ReDIF-paper, sef:csefwp:233)
• The Changing Transmission of Uncertainty Shocks in the U.S
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2018)
  by Haroon Mumtaz & Konstantinos Theodoridis
  (ReDIF-article, taf:jnlbes:v:36:y:2018:i:2:p:239-252)
• Nonlinearities and Real Exchange Rate Dynamics
  Journal of the European Economic Association, MIT Press (2003)
  by Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey
  (ReDIF-article, tpr:jeurec:v:1:y:2003:i:2-3:p:639-649)
• What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism
  Economic Journal, Royal Economic Society (2014)
  by Colin Ellis & Haroon Mumtaz & Pawel Zabczyk
  (ReDIF-article, wly:econjl:v::y:2014:i:576:p:668-699)
• Neutral Technology Shocks And The Dynamics Of Labor Input: Results From An Agnostic Identification
  International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2012)
  by Haroon Mumtaz & Francesco Zanetti
  (ReDIF-article, wly:iecrev:v:53:y:2012:i:1:p:235-254)
• What Do Vars Tell Us About The Impact Of A Credit Supply Shock?
  International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2018)
  by Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis
  (ReDIF-article, wly:iecrev:v:59:y:2018:i:2:p:625-646)
• Time‐Varying Dynamics Of The Real Exchange Rate: An Empirical Analysis
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013)
  by Haroon Mumtaz & Laura Sunder‐Plassmann
  (ReDIF-article, wly:japmet:v:28:y:2013:i:3:p:498-525)
• Policy uncertainty and aggregate fluctuations
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018)
  by Haroon Mumtaz & Paolo Surico
  (ReDIF-article, wly:japmet:v:33:y:2018:i:3:p:319-331)
• The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach
  Journal of Money, Credit and Banking, Blackwell Publishing (2015)
  by Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou
  (ReDIF-article, wly:jmoncb:v:47:y:2015:i:6:p:1223-1238)