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Research

Publications: Prof Haroon Mumtaz

Fasani S, Mumtaz H, Rossi L ( 2022 ) . Monetary policy uncertainty and firm dynamics . Review of Economic Dynamics
Kaminska I, Mumtaz H, Ĺ ustek R ( 2021 ) . Monetary policy surprises and their transmission through term premia and expected interest rates . Journal of Monetary Economics vol. 124 , 48 - 65 .
Beetsma R, Furtuna O, Giuliodori M, Mumtaz H ( 2021 ) . Revenue- versus spending-based fiscal consolidation announcements: Multipliers and follow-up . Journal of International Economics vol. 131 ,
Mumtaz H, Theophilopoulou A ( 2020 ) . Monetary Policy and Wealth Inequality over the Great Recession in the UK. An Empirical Analysis . European Economic Review Article 103598 , 103598 - 103598 .
Mumtaz H, Theodoridis K ( 2020 ) . Fiscal policy shocks and stock prices in the United States . European Economic Review vol. 129 ,
Chatzivgeri E, Mumtaz H, Tavasci D, Ventimiglia L ( 2019 ) . Common and country specific factors in the distribution of real wages . Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
Mumtaz H, Musso A ( 2019 ) . The evolving impact of global, region-specific and country-specific uncertainty . Journal of Business and Economic Statistics
MUMTAZ H ( 2019 ) . Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility . 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, Alessandri P ( 2018 ) . Financial regimes and uncertainty shocks . Journal of Monetary Economics vol. 101 , 31 - 46 .
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 .
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 .
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 .
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 .