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Evolving macroeconomic dynamics in a small open economy : an estimated Markov-switching DSGE model for the United Kingdom
Liu, Philip; Mumtaz, Haroon - 2010
shock volatilities provides the best model fit. Estimates from the selected DSGE model suggest that the mid-1970s were …
Persistent link: https://www.econbiz.de/10003989518
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Estimating the impact of the volatility of shocks : a structural VAR approach
Mumtaz, Haroon - 2011
Persistent link: https://www.econbiz.de/10009375419
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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