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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
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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 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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Evolving macroeconomic dynamics in a small open economy : an estimated Markov switching DSGE model for the UK
Liu, Philip; Mumtaz, Haroon - In: Journal of money, credit and banking : JMCB 43 (2011) 7, pp. 1443-1474
Persistent link: https://www.econbiz.de/10009349319
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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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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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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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Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna; Mumtaz, Haroon; Šustek, Roman - 2021
Persistent link: https://www.econbiz.de/10012694041
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Monetary policy uncertainty and firm dynamics
Fasani, Stefano; Mumtaz, Haroon; Rossi, Lorenza - 2020
Persistent link: https://www.econbiz.de/10012372937