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Publications:  Prof Haroon Mumtaz

MUMTAZ H(2019). Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. Journal of Monetary Economics
10.1016/j.jmoneco.2019.03.011
https://qmro.qmul.ac.uk/xmlui/handle/123456789/56732
MUMTAZ H, Alessandri P(2019). Financial regimes and uncertainty shocks. Journal of Monetary Economics
https://qmro.qmul.ac.uk/xmlui/handle/123456789/39464
MUMTAZ H, MANDALINCI Z(2018). Global Economic Divergence and Portfolio Capital Flows to Emerging Markets. Journal of Money, Credit and Banking
10.1111/jmcb.12576
https://qmro.qmul.ac.uk/xmlui/handle/123456789/46923
MUMTAZ H, theophilopoulou A, sunder-plassmann L(2018). The State-Level Impact of Uncertainty Shocks. Journal of Money, Credit and Banking
10.1111/jmcb.12509
https://qmro.qmul.ac.uk/xmlui/handle/123456789/39683
Mumtaz H, Theodoridis K(2018). The Changing Transmission of Uncertainty Shocks in the U.S. Journal of Business and Economic Statistics vol. 36, (2) 239-252.
10.1080/07350015.2016.1147357
https://qmro.qmul.ac.uk/xmlui/handle/123456789/11852
MUMTAZ H(2018). Does uncertainty affect real activity? Evidence from state-level data. Economics Letters vol. 167, 127-130.
10.1016/j.econlet.2018.03.026
https://qmro.qmul.ac.uk/xmlui/handle/123456789/38524
MUMTAZ H(2018). What do VARs Tell Us about the Impact of a Credit Supply Shock. International Economic Review
10.1111/iere.12282
https://qmro.qmul.ac.uk/xmlui/handle/123456789/21042
MUMTAZ H, surico P(2018). Policy Uncertainty and Aggregate fluctuations. Journal of Applied Econometrics
10.1002/jae.2613
https://qmro.qmul.ac.uk/xmlui/handle/123456789/32131
Akram QF, Mumtaz H(2017). Time-Varying Dynamics of the Norwegian Economy. The Scandinavian Journal of Economics
10.1111/sjoe.12270
https://qmro.qmul.ac.uk/xmlui/handle/123456789/27703
Mumtaz H, Theophilopoulou A(2017). The impact of monetary policy on inequality in the UK. An empirical analysis. European Economic Review vol. 98, Article C, 410-423.
10.1016/j.euroecorev.2017.07.008
https://qmro.qmul.ac.uk/xmlui/handle/123456789/27683
MUMTAZ H, theodoridis K, zanetti F, liu P(2017). Changing Macroeconomic Dynamics at the Zero Lower Bound. Journal of Business and Economic Statistics
10.1080/07350015.2017.1350186
https://qmro.qmul.ac.uk/xmlui/handle/123456789/25048
Chiu C-WJ, Mumtaz H, Pintér G(2017). Forecasting with VAR models: Fat tails and stochastic volatility. International Journal of Forecasting
10.1016/j.ijforecast.2017.03.001
https://qmro.qmul.ac.uk/xmlui/handle/123456789/24928
MUMTAZ H, theodoridis K(2017). Common and country specific economic uncertainty. Journal of International Economics vol. 105, 205-216.
10.1016/j.jinteco.2017.01.007
https://qmro.qmul.ac.uk/xmlui/handle/123456789/19067
MUMTAZ H, alessandri P(2017). Financial conditions and density forecasts for US output and inflation. Review of Economic Dynamics
10.1016/j.red.2017.01.003
https://qmro.qmul.ac.uk/xmlui/handle/123456789/19069
Faccini R, Mumtaz H, Surico P(2016). International fiscal spillovers. Journal of International Economics vol. 99, 31-45.
10.1016/j.jinteco.2015.11.009
https://qmro.qmul.ac.uk/xmlui/handle/123456789/10750
Mumtaz H, Surico P(2015). THE TRANSMISSION MECHANISM IN GOOD AND BAD TIMES. International Economic Review vol. 56, (4) 1237-1260.
10.1111/iere.12136
https://qmro.qmul.ac.uk/xmlui/handle/123456789/10963
MUMTAZ H(2015). THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS. Journal of the European Economic Association vol. 13, (3)
10.1111/jeea.12120
https://qmro.qmul.ac.uk/xmlui/handle/123456789/11853
Carriero A, Mumtaz H, Theophilopoulou A(2015). Macroeconomic information, structural change, and the prediction of fiscal aggregates. International Journal of Forecasting vol. 31, (2) 325-348.
10.1016/j.ijforecast.2014.06.006
Carriero A, Mumtaz H, Theodoridis K, Theophilopoulou A(2015). The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach. Journal of Money, Credit and Banking vol. 47, (6) 1223-1238.
10.1111/jmcb.12243
https://qmro.qmul.ac.uk/xmlui/handle/123456789/11854
Ellis C, Mumtaz H, Zabczyk P(2014). What Lies Beneath? A Time-varying FAVAR Model for the UK Transmission Mechanism. The Economic Journal vol. 124, (576) 668-699.
10.1111/ecoj.12147
Barnett A, Mumtaz H, Theodoridis K(2014). Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters. International Journal of Forecasting vol. 30, (1) 129-143.
10.1016/j.ijforecast.2013.06.002
Liu P, Mumtaz H, Theophilopoulou A(2014). The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR. Journal of International Money and Finance vol. 46, 1-15.
10.1016/j.jimonfin.2014.03.004
MUMTAZ H, Sunder-Plassmann L(2013). TIME-VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS. Journal of Applied Econometrics vol. 28, (3) 498-525.
10.1002/jae.2270
MUMTAZ H, Theodoridis K (2012). The international transmission of volatility shocks: an empirical analysis. no. 463, pp. 1-54.
Mumtaz H, Surico P(2012). EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS. Journal of the European Economic Association vol. 10, (4) 716-734.
10.1111/j.1542-4774.2012.01068.x
Mumtaz H, Zanetti F(2012). NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION*. International Economic Review vol. 53, (1) 235-254.
10.1111/j.1468-2354.2011.00678.x
MUMTAZ H(2012). Assessing the Economy-wide Effects of Quantitative Easing. The Economic Journal
10.1111/j.1468-0297.2012.02555.x
MUMTAZ H, Simonelli S, Surico P(2011). International Comovements, Business Cycle and Inflation: a Historical Perspective. Review of Economic Dynamics vol. 14, (1) 176-198.
10.1016/j.red.2010.08.002
Bianchi F, Mumtaz H, Surico P(2009). The great moderation of the term structure of UK interest rates. Journal of Monetary Economics vol. 56, (6) 856-871.
10.1016/j.jmoneco.2009.06.004
MUMTAZ H, SURICO P(2009). The Transmission of International Shocks: A Factor-Augmented VAR Approach. Journal of Money, Credit and Banking vol. 41, 71-100.
10.1111/j.1538-4616.2008.00199.x
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