Similar Search Results

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

The impact of uncertainty shocks under measurement error : a proxy SVAR approach

Carriero, Andrea; Mumtaz, Haroon; Theodoridis, Konstantinos - In: Journal of money, credit and banking : JMCB 47 (2015) 6, pp. 1223-1238

Persistent link: https://www.econbiz.de/10011345073

Changes in the effects of monetary policy on disaggregate price dynamics

Baumeister, Christiane; Liu, Philip; Mumtaz, Haroon - In: Journal of Economic Dynamics and Control 37 (2013) 3, pp. 543-560

Based on a time-varying factor-augmented vector autoregression, we demonstrate that the propagation mechanism of monetary policy disturbances differs across disaggregate components of personal consumption expenditures. While many disaggregate prices rise temporarily in response to a monetary...

Persistent link: https://www.econbiz.de/10010608463

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

The impact of macroeconomic uncertainty on inequality : an empirical study for the United Kingdom

Theophilopoulou, Angeliki - In: Journal of money, credit and banking : JMCB 54 (2022) 4, pp. 859-884

Persistent link: https://www.econbiz.de/10013281318

Uncovering the hit list for small inflation targeters : a Bayesian structural analysis

Kam, Timothy; Lees, Kirdan; Liu, Philip - In: Journal of money, credit and banking : JMCB 41 (2009) 4, pp. 583-618

Persistent link: https://www.econbiz.de/10003844249

DSGE model restrictions for structural VAR identification

Liu, Philip; Theodoridis, Konstantinos - In: International journal of central banking : IJCB 8 (2012) 4, pp. 61-95

Persistent link: https://www.econbiz.de/10009693569

Does uncertainty affect real activity? : evidence from state-level data

Mumtaz, Haroon - In: Economics letters 167 (2018), pp. 127-130

Persistent link: https://www.econbiz.de/10012016519

A generalised stochastic volatility in mean VAR

Mumtaz, Haroon - In: Economics letters 173 (2018), pp. 10-14

Persistent link: https://www.econbiz.de/10012022862

The transmission mechanism in good and bad times

Mumtaz, Haroon; Surico, Paolo - In: International economic review 56 (2015) 4, pp. 1237-1260

Persistent link: https://www.econbiz.de/10011485270