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Haroon Mumtaz

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First Name:Haroon
Middle Name:
Last Name:Mumtaz
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RePEc Short-ID:pmu116
Email:[This author has chosen not to make the email address public]
Homepage:https://sites.google.com/site/hmumtaz77/
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Location: London, United Kingdom
Homepage: http://www.econ.qmul.ac.uk/
Email:
Phone: +44 (0) 20 7882 5096
Fax: +44 (0) 20 8983 3580
Postal: London E1 4NS
Handle: RePEc:edi:deqmwuk (more details at EDIRC)
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  1. Haroon Mumtaz & Angeliki Theophilopoulou, 2015. "Monetary Policy and Inequality in the UK," Working Papers 738, Queen Mary University of London, School of Economics and Finance.
  2. Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015. "Forecasting with VAR Models: Fat Tails and Stochastic Volatility," CReMFi Discussion Papers 2, CReMFi, School of Economics and Finance, QMUL.
  3. Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015. "What do VARs Tell Us about the Impact of a Credit Supply Shock?," Working Papers 739, Queen Mary University of London, School of Economics and Finance.
  4. Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2014. "Fat-tails in VAR Models," Working Papers 714, Queen Mary University of London, School of Economics and Finance.
  5. Mumtaz, Haroon & Surico, Paolo, 2014. "The Transmission Mechanism in Good and Bad Times," CEPR Discussion Papers 10083, C.E.P.R. Discussion Papers.
  6. Francesco Zanetti & Haroon Mumtaz, 2014. "Labor Market Dynamics: a Time-varying Analysis," Economics Series Working Papers 728, University of Oxford, Department of Economics.
  7. Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2014. "What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis," Working Papers 716, Queen Mary University of London, School of Economics and Finance.
  8. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial regimes and uncertainty shocks," BCAM Working Papers 1404, Birkbeck Centre for Applied Macroeconomics.
  9. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial indicators and density forecasts for US output and inflation," Temi di discussione (Economic working papers) 977, Bank of Italy, Economic Research and International Relations Area.
  10. Haroon Mumtaz & Konstantinos Theodoridis, 2014. "The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis," Working Papers 735, Queen Mary University of London, School of Economics and Finance.
  11. Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2013. "The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach," Working Papers 707, Queen Mary University of London, School of Economics and Finance.
  12. Haroon Mumtaz & Paolo Surico, 2013. "Policy Uncertainty and Aggregate Fluctuations," Working Papers 708, Queen Mary University of London, School of Economics and Finance.
  13. Francesco Zanetti & Haroon Mumtaz, 2013. "The Effect of Labor and Financial Frictions on Aggregate Fluctuations," Economics Series Working Papers 690, University of Oxford, Department of Economics.
  14. Piergiorgio Alessandri & Haroon Mumtaz, 2013. "Financial conditions and density forecasts for US Output and inflation," Joint Research Papers 4, Centre for Central Banking Studies, Bank of England.
  15. Kapetanios, George & Mumtaz, Haroon & Stevens, Ibrahim & Theodoridis, Konstantinos, 2012. "Assessing the economy-wide effects of quantitative easing," Bank of England working papers 443, Bank of England.
  16. Mumtaz, Haroon & Zanetti, Francesco, 2012. "Neutral technology shocks and employment dynamics: results based on an RBC identification scheme," Bank of England working papers 453, Bank of England.
  17. Haroon Mumtaz & Alexandra Solovyeva & Elena Vasilieva, 2012. "Asset prices, credit and the Russian economy," Joint Research Papers 1, Centre for Central Banking Studies, Bank of England.
  18. Mumtaz, Haroon & Zanetti, Francesco, 2012. "Factor adjustment costs: a structural investigation," Bank of England working papers 467, Bank of England.
  19. Christiane Baumeister & Philip Liu & Haroon Mumtaz, 2012. "Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics," Working Papers 12-13, Bank of Canada.
  20. Mumtaz, Haroon & Theodoridis, Konstantinos, 2012. "The international transmission of volatility shocks: an empirical analysis," Bank of England working papers 463, Bank of England.
  21. Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2012. "Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters," Bank of England working papers 450, Bank of England.
  22. Mumtaz, Haroon & Surico, Paolo, 2011. "Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters," CEPR Discussion Papers 8233, C.E.P.R. Discussion Papers.
  23. Mumtaz, Haroon & Zabczyk, Pawel & Ellis, Colin, 2011. "What lies beneath? A time-varying FAVAR model for the UK transmission mechanism," Working Paper Series 1320, European Central Bank.
  24. Mumtaz, Haroon, 2011. "Estimating the impact of the volatility of shocks: a structural VAR approach," Bank of England working papers 437, Bank of England.
  25. Liu, Philip & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2011. "International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy," Bank of England working papers 425, Bank of England.
  26. Baumeister, Christiane & Liu, Philip & Mumtaz, Haroon, 2010. "Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR," Bank of England working papers 401, Bank of England.
  27. Mumtaz, Haroon, 2010. "Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR," Bank of England working papers 386, Bank of England.
  28. Mumtaz, Haroon & Sunder-Plassmann, Laura, 2010. "Time-varying dynamics of the real exchange rate. A structural VAR analysis," Bank of England working papers 382, Bank of England.
  29. Liu, Philip & Mumtaz, Haroon, 2010. "Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom," Bank of England working papers 397, Bank of England.
  30. Karagedikli, Özer & Mumtaz, Haroon & Tanaka, Misa, 2010. "All together now: do international factors explain relative price comovements?," Bank of England working papers 381, Bank of England.
  31. Barnett, Alina & Groen, Jan J J & Mumtaz, Haroon, 2010. "Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis," Bank of England working papers 392, Bank of England.
  32. Mumtaz, Haroon & Zabczyk, Pawel & Ellis, Colin, 2009. "What lies beneath: what can disaggregated data tell us about the behaviour of prices?," Bank of England working papers 364, Bank of England.
  33. Haroon Mumtaz & Saverio Simonelli & Paolo Surico, 2009. "International Comovements, Business Cycle and Inflation: a Historical Perspective," CSEF Working Papers 233, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  34. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey, 2009. "One TV, One Price?," NBER Working Papers 15418, National Bureau of Economic Research, Inc.
  35. Bianchi, Francesco & Mumtaz, Haroon & Surico, Paolo, 2009. "Dynamics of the term structure of UK interest rates," Bank of England working papers 363, Bank of England.
  36. Saverio Simonelli & Haroon Mumtaz & Paolo Surico, 2009. "A Historical Perspective on International Co-movements: 1821-2007," 2009 Meeting Papers 523, Society for Economic Dynamics.
  37. Groen, Jan J J & Mumtaz, Haroon, 2008. "Investigating the structural stability of the Phillips curve relationship," Bank of England working papers 350, Bank of England.
  38. Haroon Mumtaz & Paolo Surico, 2008. "Evolving international inflation dynamics: evidence from a time-varying dynamic factor model," Bank of England working papers 341, Bank of England.
  39. Mumtaz, Haroon & Surico, Paolo, 2008. "Time-Varying Yield Curve Dynamics and Monetary Policy," Discussion Papers 23, Monetary Policy Committee Unit, Bank of England.
  40. Benati, Luca & Mumtaz, Haroon, 2007. "U.S. evolving macroeconomic dynamics: a structural investigation," Working Paper Series 0746, European Central Bank.
  41. Haroon Mumtaz & Özlem Oomen & Jian Wang, 2006. "Exchange rate pass-through into UK import prices," Bank of England working papers 312, Bank of England.
  42. Haroon Mumtaz & Paolo Surico, 2006. "Inflation Globalization and the Fall of Country Specific Fluctuations," Computing in Economics and Finance 2006 166, Society for Computational Economics.
  43. Andrew Benito & Haroon Mumtaz, 2006. "Consumption excess sensitivity, liquidity constraints and the collateral role of housing," Bank of England working papers 306, Bank of England.
  44. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey, 2005. ""Aggregation Bias" DOES Explain the PPP Puzzle," NBER Working Papers 11607, National Bureau of Economic Research, Inc.
  45. Jean Imbs & Haroon Mumtaz & Morton O. Ravn & Helene Rey, 2002. "PPP Strikes Back: Aggregation and the Real Exchange Rate," NBER Working Papers 9372, National Bureau of Economic Research, Inc.
  1. Mumtaz, Haroon & Zanetti, Francesco, 2015. "Factor adjustment costs: A structural investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 341-355.
  2. Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2014. "Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters," International Journal of Forecasting, Elsevier, vol. 30(1), pages 129-143.
  3. Colin Ellis & Haroon Mumtaz & Pawel Zabczyk, 2014. "What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism," Economic Journal, Royal Economic Society, vol. 0(576), pages 668-699, 05.
  4. Liu, Philip & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2014. "The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR," Journal of International Money and Finance, Elsevier, vol. 46(C), pages 1-15.
  5. Haroon Mumtaz & Laura Sunder‐Plassmann, 2013. "Time‐Varying Dynamics Of The Real Exchange Rate: An Empirical Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 498-525, 04.
  6. Haroon Mumtaz & Francesco Zanetti, 2013. "The Impact of the Volatility of Monetary Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 535-558, 06.
  7. Baumeister, Christiane & Liu, Philip & Mumtaz, Haroon, 2013. "Changes in the effects of monetary policy on disaggregate price dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 543-560.
  8. George Kapetanios & Haroon Mumtaz & Ibrahim Stevens & Konstantinos Theodoridis, 2012. "Assessing the Economy‐wide Effects of Quantitative Easing," Economic Journal, Royal Economic Society, vol. 122(564), pages F316-F347, November.
  9. Haroon Mumtaz & Paolo Surico, 2012. "Evolving International Inflation Dynamics: World And Country-Specific Factors," Journal of the European Economic Association, European Economic Association, vol. 10(4), pages 716-734, 08.
  10. Haroon Mumtaz & Francesco Zanetti, 2012. "Neutral Technology Shocks And The Dynamics Of Labor Input: Results From An Agnostic Identification," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(1), pages 235-254, 02.
  11. Haroon Mumtaz & Özlem Oomen & Jian Wang, 2011. "Exchange rate pass-through into U.K. import prices: evidence from disaggregated data," Staff Papers, Federal Reserve Bank of Dallas, issue June.
  12. Philip Liu & Haroon Mumtaz, 2011. "Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1443-1474, October.
  13. Haroon Mumtaz & Saverio Simonelli & Paolo Surico, 2011. "International Comovements, Business Cycle and Inflation: a Historical Perspective," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 176-198, January.
  14. Jean M. Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey, 2010. "One TV, One Price?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 112(4), pages 753-781, December.
  15. Bianchi, Francesco & Mumtaz, Haroon & Surico, Paolo, 2009. "The great moderation of the term structure of UK interest rates," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 856-871, September.
  16. Haroon Mumtaz & Paolo Surico, 2009. "The Transmission of International Shocks: A Factor-Augmented VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 71-100, 02.
  17. Benito, Andrew & Mumtaz, Haroon, 2009. "Excess Sensitivity, Liquidity Constraints, And The Collateral Role Of Housing," Macroeconomic Dynamics, Cambridge University Press, vol. 13(03), pages 305-326, June.
  18. Haroon Mumtaz & Paolo Surico, 2009. "Time-varying yield curve dynamics and monetary policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 895-913.
  19. Paolo Surico & Haroon Mumtaz, 2008. "International influences on domestic prices and activities: a FAVAR approach to open economy," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  20. Jean Imbs & Haroon Mumtaz & Morten Ravn & Hélène Rey, 2005. "PPP Strikes Back: Aggregation and the Real Exchange Rate," The Quarterly Journal of Economics, MIT Press, vol. 120(1), pages 1-43, January.
  21. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey, 2003. "Nonlinearities and Real Exchange Rate Dynamics," Journal of the European Economic Association, MIT Press, vol. 1(2-3), pages 639-649, 04/05.
  1. Haroon Mumtaz & Saverio Simonelli & Paolo Surico, 2010. "Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective"," Computer Codes 09-235, Review of Economic Dynamics.
  1. Andrew P Blake & Haroon Mumtaz, 2012. "Applied Bayesian econometrics for central bankers," Technical Books, Centre for Central Banking Studies, Bank of England, edition 1, number 4, December.
44 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2014-04-18 2014-04-18 2015-03-05
  2. NEP-BEC: Business Economics (1) 2012-06-05
  3. NEP-CBA: Central Banking (24) 2006-07-15 2007-05-04 2008-04-12 2008-05-31 2008-09-20 2009-03-28 2009-03-28 2009-08-02 2009-10-24 2009-11-27 2010-03-20 2010-03-20 2010-04-11 2010-05-02 2010-06-11 2010-08-06 2010-11-06 2011-04-16 2011-06-04 2011-11-07 2012-05-22 2012-06-05 2013-08-05 2015-02-28. Author is listed
  4. NEP-COM: Industrial Competition (1) 2009-11-27
  5. NEP-CUL: Cultural Economics (1) 2009-11-27
  6. NEP-DGE: Dynamic General Equilibrium (6) 2010-08-06 2012-05-22 2012-06-05 2014-01-17 2014-12-08 2015-01-09. Author is listed
  7. NEP-ECM: Econometrics (3) 2011-11-07 2013-09-06 2014-04-18
  8. NEP-EEC: European Economics (3) 2009-10-24 2009-11-27 2011-04-16
  9. NEP-ETS: Econometric Time Series (2) 2011-06-04 2014-04-18
  10. NEP-FMK: Financial Markets (2) 2006-09-30 2009-03-28
  11. NEP-FOR: Forecasting (7) 2010-03-20 2011-11-07 2012-06-05 2013-08-05 2014-04-18 2014-04-18 2014-12-29. Author is listed
  12. NEP-HIS: Business, Economic & Financial History (1) 2009-08-02
  13. NEP-IFN: International Finance (3) 2002-12-09 2003-03-14 2009-10-24
  14. NEP-INT: International Trade (1) 2009-11-27
  15. NEP-LAB: Labour Economics (2) 2012-06-05 2014-12-08
  16. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2014-12-08
  17. NEP-MAC: Macroeconomics (34) 2006-07-15 2006-09-30 2007-05-04 2008-04-12 2008-05-31 2008-09-20 2009-03-28 2009-03-28 2009-08-02 2010-03-20 2010-04-11 2010-05-02 2010-06-11 2010-08-06 2010-11-06 2011-04-16 2011-06-04 2011-11-07 2012-05-22 2012-06-05 2012-06-05 2013-08-05 2014-01-17 2014-04-18 2014-04-18 2014-06-02 2014-11-28 2014-12-08 2014-12-13 2014-12-29 2015-01-03 2015-01-09 2015-02-28 2015-03-05. Author is listed
  18. NEP-MFD: Microfinance (1) 2015-03-05
  19. NEP-MIC: Microeconomics (1) 2010-08-06
  20. NEP-MON: Monetary Economics (13) 2006-07-15 2007-05-04 2008-04-12 2008-05-31 2009-03-28 2009-03-28 2010-03-20 2010-04-11 2010-06-11 2010-11-06 2011-04-16 2012-05-22 2015-02-28. Author is listed
  21. NEP-OPM: Open Economy Macroeconomics (7) 2009-08-02 2009-10-24 2010-03-20 2010-03-20 2010-05-02 2011-06-04 2012-10-13. Author is listed
  22. NEP-ORE: Operations Research (3) 2014-11-28 2014-12-13 2015-01-09
  23. NEP-PBE: Public Economics (1) 2014-06-02
  24. NEP-RMG: Risk Management (1) 2014-04-18
  25. NEP-UPT: Utility Models & Prospect Theory (1) 2013-09-06
  26. NEP-URE: Urban & Real Estate Economics (1) 2006-09-30
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