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Macroeconomic information, structural change, and the prediction of fiscal aggregates

Carriero, Andrea; Mumtaz, Haroon; Theophilopoulou, Angeliki - In: International journal of forecasting 31 (2015) 2, pp. 325-348

Persistent link: https://www.econbiz.de/10011474102

Changing macroeconomic dynamics at the zero lower bound

Liu, Philip; Theodoridis, Konstantinos; Mumtaz, Haroon; … - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 391-404

Persistent link: https://www.econbiz.de/10012178183

Forecasting UK GDP growth and inflation under structural change : a comparison of models with time-varying parameters

Barnett, Alina; Mumtaz, Haroon; Theodoridis, Konstantinos - In: International journal of forecasting 30 (2013) 1, pp. 129-143

Persistent link: https://www.econbiz.de/10010247002

Evolving international inflation dynamics : world and country-specific factors

Mumtaz, Haroon; Surico, Paolo - In: Journal of the European Economic Association 10 (2012) 4, pp. 716-734

Persistent link: https://www.econbiz.de/10009678027

The international transmission of volatility shocks : an empirical analysis

Mumtaz, Haroon; Theodoridis, Konstantinos - In: Journal of the European Economic Association 13 (2015) 3, pp. 512-533

Persistent link: https://www.econbiz.de/10011405333

Nonlinearities and real exchange rate dynamics

Imbs, Jean; Mumtaz, Haroon; Ravn, Morten O.; Rey, Hélène - In: Journal of the European Economic Association 1 (2003) 2/3, pp. 639-649

Persistent link: https://www.econbiz.de/10001788092

The evolving impact of global, region-specific, and country-specific uncertainty

Mumtaz, Haroon; Musso, Alberto - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 466-481

Persistent link: https://www.econbiz.de/10012499092

The changing transmission of uncertainty shocks in the U.S.

Mumtaz, Haroon; Theodoridis, Konstantinos - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 239-252

Persistent link: https://www.econbiz.de/10011894695

Forecasting with VAR models : fat tails and stochastic volatility

Chiu, Ching Wai Jeremy; Mumtaz, Haroon; Pintér, Gábor - In: International journal of forecasting 33 (2017) 4, pp. 1124-1143

Persistent link: https://www.econbiz.de/10011746951

Nonlinearities and Real Exchange Rate Dynamics

Imbs, Jean; Mumtaz, Haroon; Ravn, Morten O.; Rey, Hélène - In: Journal of the European Economic Association 1 (2003) 2-3, pp. 639-649

We confirm the presence of substantial nonlinearities in real exchange rate dynamics at the sectoral level. There exists zones where arbitrage is not profitable because of transaction costs, and thus mean reversion is inexistent. We compute the speed of mean reversion of sector specific real...

Persistent link: https://www.econbiz.de/10005737281