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Haroon Mumtaz
Haroon Mumtaz
queen mary college
Verified email at qmul.ac.uk - Homepage
Title
Cited by
Cited by
Year
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
6302005
Assessing the economy‐wide effects of quantitative easing
G Kapetanios, H Mumtaz, I Stevens, K Theodoridis
The Economic Journal 122 (564), F316-F347, 2012
5582012
Financial regimes and uncertainty shocks
P Alessandri, H Mumtaz
Journal of Monetary Economics 101, 31-46, 2019
3222019
The impact of monetary policy on inequality in the UK. An empirical analysis
H Mumtaz, A Theophilopoulou
European Economic Review 98, 410-423, 2017
3112017
Evolving international inflation dynamics: world and country-specific factors
H Mumtaz, P Surico
Journal of the European Economic Association 10 (4), 716-734, 2012
2972012
The impact of the volatility of monetary policy shocks
H Mumtaz, F Zanetti
Journal of Money, Credit and Banking 45 (4), 535-558, 2013
2622013
The transmission of international shocks: a factor‐augmented VAR approach
H Mumtaz, P Surico
Journal of Money, Credit and Banking 41, 71-100, 2009
2482009
Applied Bayesian econometrics for central bankers
AP Blake, H Mumtaz
Technical Books, 2012
1992012
Policy uncertainty and aggregate fluctuations
H Mumtaz, P Surico
Journal of Applied Econometrics 33 (3), 319-331, 2018
1672018
International comovements, business cycle and inflation: A historical perspective
H Mumtaz, S Simonelli, P Surico
Review of Economic Dynamics 14 (1), 176-198, 2011
1622011
Common and country specific economic uncertainty
H Mumtaz, K Theodoridis
Journal of International Economics 105, 205-216, 2017
1542017
Financial conditions and density forecasts for US output and inflation
P Alessandri, H Mumtaz
Review of Economic Dynamics 24, 66-78, 2017
1542017
The international transmission of volatility shocks: An empirical analysis
H Mumtaz, K Theodoridis
Journal of the European Economic Association 13 (3), 512-533, 2015
1502015
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
1472015
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
1452018
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
1412009
US evolving macroeconomic dynamics: a structural investigation
L Benati, H Mumtaz
ECB Working Paper, 2007
1362007
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
1122019
Forecasting with VAR models: Fat tails and stochastic volatility
CWJ Chiu, H Mumtaz, G Pinter
International Journal of Forecasting 33 (4), 1124-1143, 2017
1022017
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