Haroon Mumtaz

Queen Mary, University of London

Lincoln's Inn Fields

Mile End Rd.

London, E1 4NS

United Kingdom

SCHOLARLY PAPERS

17

DOWNLOADS

661

SSRN CITATIONS
Rank 9,625

SSRN RANKINGS

Top 9,625

in Total Papers Citations

108

CROSSREF CITATIONS

22

Scholarly Papers (17)

1.

The Macroeconomic Cost of Climate Volatility

Number of pages: 33 Posted: 02 Aug 2021
Haroon Mumtaz and Piergiorgio Alessandri
Queen Mary, University of London and Bank of Italy
Downloads 145 (282,206)

Abstract:

Loading...

volatility; economic growth; panel VAR

2.

The Role of Oil Prices and Monetary Policy in the Norwegian Economy Since the 1980s

Norges Bank Working Paper 1/2016
Number of pages: 34 Posted: 24 Feb 2016
Qaisar Farooq Akram and Haroon Mumtaz
Norges Bank and Queen Mary, University of London
Downloads 124 (317,911)
Citation 1

Abstract:

Loading...

Time-varying coefficients, stochastic volatility, persistence, great moderation, inflation targeting

3.

Forecasting with VAR Models: Fat Tails and Stochastic Volatility

Bank of England Working Paper No. 528
Number of pages: 31 Posted: 31 May 2015
Bank of England, Queen Mary, University of London and Bank of England
Downloads 97 (375,946)
Citation 16

Abstract:

Loading...

Bayesian VAR, fat-tails, stochastic volatility, Great Recession

4.

Monetary Policy Surprises and their Transmission Through Term Premia and Expected Interest Rates

Bank of England Working Paper No. 914
Number of pages: 42 Posted: 09 Mar 2021 Last Revised: 03 May 2021
Iryna Kaminska, Haroon Mumtaz and Roman Sustek
Bank of England, Queen Mary, University of London and Queen Mary University of London
Downloads 76 (435,173)

Abstract:

Loading...

High-frequency data, affine term structure models, yield curve decomposition, estimation bias, multidimensional policy shocks, monetary policy transmission mechanism

5.

Monetary Policy Transmission During QE Times: Role of Expectations and Term Premia Channels

Bank of England Working Paper No. 978
Number of pages: 46 Posted: 13 Jun 2022 Last Revised: 22 Sep 2022
Iryna Kaminska and Haroon Mumtaz
Bank of England and Queen Mary, University of London
Downloads 48 (542,996)

Abstract:

Loading...

Monetary policy, quantitative easing, monetary transmission mechanism, high frequency data, dynamic term structure model, local projection model

6.

The Evolving Impact of Global, Region-Specific and Country-Specific Uncertainty

ECB Working Paper No. 2147
Number of pages: 53 Posted: 08 May 2018
Haroon Mumtaz and Alberto Musso
Queen Mary, University of London and European Central Bank (ECB)
Downloads 47 (547,723)
Citation 6

Abstract:

Loading...

dynamic factor model, time-varying parameters, stochastic volatility, uncertainty shocks, global uncertainty

7.

Financial Indicators and Density Forecasts for US Output and Inflation

Bank of Italy Temi di Discussione (Working Paper) No. 977
Number of pages: 66 Posted: 17 Jan 2015
Piergiorgio Alessandri and Haroon Mumtaz
Bank of Italy and Queen Mary, University of London
Downloads 44 (562,265)
Citation 97

Abstract:

Loading...

financial frictions, predictive densities, Great Recession, threshold VAR

Revenue- Versus Spending-Based Fiscal Consolidation Announcements: Follow-Up, Multipliers and Confidence

CEPR Discussion Paper No. DP12133
Number of pages: 60 Posted: 10 Jul 2017 Last Revised: 24 Mar 2020
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and Queen Mary, University of London
Downloads 0
  • Add to Cart

Abstract:

Loading...

confidence, fiscal consolidation announcements, Fiscal multipliers, follow-up, narrative identification, panel vector auto-regression

9.

Fiscal Policy Shocks and Stock Prices in the United States

European Stability Mechanism Working Paper No. 48
Number of pages: 36 Posted: 02 Jul 2021
Haroon Mumtaz and Konstantinos Theodoridis
Queen Mary, University of London and Cardiff University
Downloads 25 (676,859)
Citation 1

Abstract:

Loading...

Fiscal policy shocks, Stock prices, VAR, FAVAR, DSGE

10.

A Tail of Labor Supply and a Tale of Monetary Policy

FRB of Chicago Working Paper No. 2022-30
Number of pages: 101 Posted: 11 Jul 2022
Bank of England, Federal Reserve Bank of Chicago, Queen Mary, University of London and Westminster Business School
Downloads 17 (741,069)

Abstract:

Loading...

Monetary policy, Household Survey, FAVARs, TANK, Hand to Mouth

11.

Impulse response estimation via flexible local projections

Number of pages: 31 Posted: 29 Apr 2022
Haroon Mumtaz and Michele Piffer
Queen Mary, University of London and King's College London
Downloads 15 (758,804)

Abstract:

Loading...

Non-linear models, non-parametric techniques, identification.

12.

What Do Vars Tell Us About the Impact of a Credit Supply Shock?

International Economic Review, Vol. 59, Issue 2, pp. 625-646, 2018
Number of pages: 22 Posted: 22 May 2020
Queen Mary, University of London, Bank of England and Cardiff University
Downloads 13 (777,809)
Citation 1

Abstract:

Loading...

13.

Short-Term Tax Cuts, Long-Term Stimulus

NBER Working Paper No. w30246
Number of pages: 65 Posted: 18 Jul 2022 Last Revised: 24 Aug 2022
University of California, DavisBank of England - Monetary Analysis, London Business School - Department of Economics, Queen Mary, University of London and London Business School - Department of Economics
Downloads 5 (861,192)
  • Add to Cart

Abstract:

Loading...

14.

The Transmission Mechanism in Good and Bad Times

International Economic Review, Vol. 56, Issue 4, pp. 1237-1260, 2015
Number of pages: 24 Posted: 29 Oct 2015
Haroon Mumtaz and Paolo Surico
Queen Mary, University of London and London Business School - Department of Economics
Downloads 4 (873,187)

Abstract:

Loading...

15.

Labor Market Dynamics: A Time‐Varying Analysis

Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 3, pp. 319-338, 2015
Number of pages: 20 Posted: 27 Apr 2015
Haroon Mumtaz and Francesco Zanetti
Queen Mary, University of London and Bank of England
Downloads 1 (914,276)
Citation 1

Abstract:

Loading...

16.

A Tail of Labour Supply and a Tale of Monetary Policy

Bank of England Working Paper No. 989
Posted: 22 Jul 2022
University of Surrey, Federal Reserve Bank of Chicago, Queen Mary, University of London and Westminster Business School

Abstract:

Loading...

Monetary policy, household survey, FAVARs, TANK, hand to mouth

17.

Time‐Varying Dynamics of the Norwegian Economy

The Scandinavian Journal of Economics, Vol. 121, Issue 1, pp. 407-434, 2019
Number of pages: 28 Posted: 28 Jan 2019
Q. Farooq Akram and Haroon Mumtaz
Norges Bank - Research Department and Queen Mary, University of London
Downloads 0 (929,692)

Abstract:

Loading...

Great Moderation, inflation targeting, persistence, stochastic volatility, time‐varying coefficients