haroon mumtaz
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Queen Mary University of London
/ School of Economics and Finance
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) - 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, Oxford University Press (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) - Unknown item RePEc:qmw:qmwecw:wp707 (paper)
- Unknown item RePEc:qmw:qmwecw:wp708 (paper)
- Unknown item RePEc:qmw:qmwecw:wp714 (paper)
- Unknown item RePEc:qmw:qmwecw:wp715 (paper)
- Unknown item RePEc:qmw:qmwecw:wp716 (paper)
- Unknown item RePEc:qmw:qmwecw:wp729 (paper)
- Unknown item RePEc:qmw:qmwecw:wp735 (paper)
- Unknown item RePEc:qmw:qmwecw:wp738 (paper)
- Unknown item RePEc:qmw:qmwecw:wp739 (paper)
- Unknown item RePEc:qmw:qmwecw:wp752 (paper)
- Unknown item RePEc:qmw:qmwecw:wp757 (paper)
- Unknown item RePEc:qmw:qmwecw:wp760 (paper)
- Unknown item RePEc:qmw:qmwecw:wp783 (paper)
- Unknown item RePEc:qmw:qmwecw:wp793 (paper)
- Unknown item RePEc:qmw:qmwecw:wp804 (paper)
- Unknown item RePEc:qmw:qmwecw:wp817 (paper)
- 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)