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The transmission of international shocks : a factor-augmented VAR approach
Mumtaz, Haroon; Surico, Paolo - In: Journal of money, credit and banking : JMCB 41 (2009), pp. 71-100
Persistent link: https://www.econbiz.de/10003807806
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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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Price setting with menu cost for multi-product firms
Alvarez, Fernando; Lippi, Francesco - 2012
Persistent link: https://www.econbiz.de/10009524191
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Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon; Theodoridis, Konstantinos - 2015
Epstein-Zin preferences to study the volatility implications of a monetary policy shock. An unexpected increases in the policy … volatility effects of the shock are driven by agents' concern about the (in)ability of the monetary authority to reverse …
Persistent link: https://www.econbiz.de/10011389786
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The impact of monetary policy on inequality in the UK : an empirical analysis
Mumtaz, Haroon; Theophilopoulou, Angeliki - 2016
The UK has experienced a dramatic increase in earnings and income inequality over the past four decades. We use detailed micro level information to construct quarterly historical measures of inequality from 1969 to 2012. We investigate whether monetary policy shocks played a role in explaining...
Persistent link: https://www.econbiz.de/10011431334
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Changes in the effects of monetary policy on disaggregate price dynamics
Baumeister, Christiane; Liu, Philip; Mumtaz, Haroon - In: Journal of economic dynamics & control 37 (2013) 3, pp. 543-560
Persistent link: https://www.econbiz.de/10009710496
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The impact of the volatility of monetary policy shocks
Mumtaz, Haroon; Zanetti, Francesco - In: Journal of money, credit and banking : JMCB 45 (2013) 4, pp. 535-558
Persistent link: https://www.econbiz.de/10009759999
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Monetary shocks with observation and menu costs
Alvarez, Fernando; Lippi, Francesco; Paciello, Luigi - 2013
Persistent link: https://www.econbiz.de/10009760696