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.