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Time-varying inflation expectations and economic fluctuations in the United Kingdom : a structural VAR analysis
Barnett, Alina; Groen, Jan J. J.; Mumtaz, Haroon - 2010
response of monetary policy to this type of shock appears to be crucial for this result. -- Inflation expectations ; Markov …
Persistent link: https://www.econbiz.de/10003969381
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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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The international transmission of volatility shocks : an empirical analysis
Mumtaz, Haroon; Theodoridis, Konstantinos - 2012
Persistent link: https://www.econbiz.de/10009671786