PPP strikes back: Aggregation and the real exchange rate J Imbs, H Mumtaz, MO Ravn, H Rey The Quarterly Journal of Economics 120 (1), 1-43, 2005 | 630 | 2005 |
Assessing the economy‐wide effects of quantitative easing G Kapetanios, H Mumtaz, I Stevens, K Theodoridis The Economic Journal 122 (564), F316-F347, 2012 | 558 | 2012 |
Financial regimes and uncertainty shocks P Alessandri, H Mumtaz Journal of Monetary Economics 101, 31-46, 2019 | 322 | 2019 |
The impact of monetary policy on inequality in the UK. An empirical analysis H Mumtaz, A Theophilopoulou European Economic Review 98, 410-423, 2017 | 311 | 2017 |
Evolving international inflation dynamics: world and country-specific factors H Mumtaz, P Surico Journal of the European Economic Association 10 (4), 716-734, 2012 | 297 | 2012 |
The impact of the volatility of monetary policy shocks H Mumtaz, F Zanetti Journal of Money, Credit and Banking 45 (4), 535-558, 2013 | 262 | 2013 |
The transmission of international shocks: a factor‐augmented VAR approach H Mumtaz, P Surico Journal of Money, Credit and Banking 41, 71-100, 2009 | 248 | 2009 |
Applied Bayesian econometrics for central bankers AP Blake, H Mumtaz Technical Books, 2012 | 199 | 2012 |
Policy uncertainty and aggregate fluctuations H Mumtaz, P Surico Journal of Applied Econometrics 33 (3), 319-331, 2018 | 167 | 2018 |
International comovements, business cycle and inflation: A historical perspective H Mumtaz, S Simonelli, P Surico Review of Economic Dynamics 14 (1), 176-198, 2011 | 162 | 2011 |
Common and country specific economic uncertainty H Mumtaz, K Theodoridis Journal of International Economics 105, 205-216, 2017 | 154 | 2017 |
Financial conditions and density forecasts for US output and inflation P Alessandri, H Mumtaz Review of Economic Dynamics 24, 66-78, 2017 | 154 | 2017 |
The international transmission of volatility shocks: An empirical analysis H Mumtaz, K Theodoridis Journal of the European Economic Association 13 (3), 512-533, 2015 | 150 | 2015 |
The impact of uncertainty shocks under measurement error: A proxy SVAR approach A Carriero, H Mumtaz, K Theodoridis, A Theophilopoulou Journal of Money, Credit and Banking 47 (6), 1223-1238, 2015 | 147 | 2015 |
What do VARs tell US about the impact of a credit supply shock? H Mumtaz, G Pinter, K Theodoridis International Economic Review 59 (2), 625-646, 2018 | 145* | 2018 |
The changing transmission of uncertainty shocks in the US H Mumtaz, K Theodoridis Journal of Business & Economic Statistics 36 (2), 239-252, 2018 | 145 | 2018 |
The great moderation of the term structure of UK interest rates F Bianchi, H Mumtaz, P Surico Journal of Monetary Economics 56 (6), 856-871, 2009 | 141 | 2009 |
US evolving macroeconomic dynamics: a structural investigation L Benati, H Mumtaz ECB Working Paper, 2007 | 136 | 2007 |
Changing macroeconomic dynamics at the zero lower bound P Liu, K Theodoridis, H Mumtaz, F Zanetti Journal of Business & Economic Statistics 37 (3), 391-404, 2019 | 112 | 2019 |
Forecasting with VAR models: Fat tails and stochastic volatility CWJ Chiu, H Mumtaz, G Pinter International Journal of Forecasting 33 (4), 1124-1143, 2017 | 102 | 2017 |