Haroon Mumtaz

Queen Mary, University of London

Lincoln's Inn Fields

Mile End Rd.

London, E1 4NS

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

244

CITATIONS
Rank 18,322

SSRN RANKINGS

Top 18,322

in Total Papers Citations

26

Scholarly Papers (7)

1.

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 102 (258,408)
Citation 1

Abstract:

Loading...

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

2.

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 81 (299,130)
Citation 8

Abstract:

Loading...

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

3.

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 33 (447,652)
Citation 97

Abstract:

Loading...

financial frictions, predictive densities, Great Recession, threshold VAR

4.

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 27 (476,237)

Abstract:

Loading...

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

5.

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 1 (643,529)
  • Add to Cart

Abstract:

Loading...

6.

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 (661,710)
  • Add to Cart

Abstract:

Loading...

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

7.

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 0 (661,710)
Citation 4
  • Add to Cart

Abstract:

Loading...