Publications:  Prof Haroon Mumtaz

MUMTAZ H(2019). Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. Journal of Monetary Economics

MUMTAZ H, Alessandri P(2019). Financial regimes and uncertainty shocks. Journal of Monetary Economics

MUMTAZ H, MANDALINCI Z(2018). Global Economic Divergence and Portfolio Capital Flows to Emerging Markets. Journal of Money, Credit and Banking

MUMTAZ H, theophilopoulou A, sunder-plassmann L(2018). The State-Level Impact of Uncertainty Shocks. Journal of Money, Credit and Banking

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.

MUMTAZ H(2018). Does uncertainty affect real activity? Evidence from state-level data. Economics Letters vol. 167, 127-130.

MUMTAZ H(2018). What do VARs Tell Us about the Impact of a Credit Supply Shock. International Economic Review

MUMTAZ H, surico P(2018). Policy Uncertainty and Aggregate fluctuations. Journal of Applied Econometrics

Akram QF, Mumtaz H(2017). Time-Varying Dynamics of the Norwegian Economy. The Scandinavian Journal of Economics

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.

MUMTAZ H, theodoridis K, zanetti F, liu P(2017). Changing Macroeconomic Dynamics at the Zero Lower Bound. Journal of Business and Economic Statistics

Chiu C-WJ, Mumtaz H, Pintér G(2017). Forecasting with VAR models: Fat tails and stochastic volatility. International Journal of Forecasting

MUMTAZ H, theodoridis K(2017). Common and country specific economic uncertainty. Journal of International Economics vol. 105, 205-216.

MUMTAZ H, alessandri P(2017). Financial conditions and density forecasts for US output and inflation. Review of Economic Dynamics

Faccini R, Mumtaz H, Surico P(2016). International fiscal spillovers. Journal of International Economics vol. 99, 31-45.

Mumtaz H, Surico P(2015). THE TRANSMISSION MECHANISM IN GOOD AND BAD TIMES. International Economic Review vol. 56, (4) 1237-1260.

MUMTAZ H(2015). THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS. Journal of the European Economic Association vol. 13, (3)

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.

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.

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.

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.

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.

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.

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.

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.

MUMTAZ H(2012). Assessing the Economy-wide Effects of Quantitative Easing. The Economic Journal

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.

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.

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.