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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
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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
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International comovements, business cycle and inflation : a historical perspective
Mumtaz, Haroon; Simonelli, Saverio; Surico, Paolo - In: Review of economic dynamics 14 (2011) 1, pp. 176-198
Persistent link: https://www.econbiz.de/10009259784
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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
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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
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Financial conditions and density forecasts for US output and inflation
Alessandri, Piergiorgio; Mumtaz, Haroon - In: Review of economic dynamics 24 (2017), pp. 66-78
Persistent link: https://www.econbiz.de/10011847185
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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
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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
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International comovements, business cycle and inflation: A historical perspective
Mumtaz, Haroon; Simonelli, Saverio; Surico, Paolo - In: Review of economic dynamics 14 (2011) 1, pp. 176-199
Persistent link: https://www.econbiz.de/10008771252
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Monetary policy uncertainty and firm dynamics
Fasani, Stefano; Mumtaz, Haroon; Rossi, Lorenza - In: Review of economic dynamics 47 (2023), pp. 278-296
Persistent link: https://www.econbiz.de/10013555882