Access Statistics for Haroon Mumtaz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Aggregation Bias" DOES Explain the PPP Puzzle 0 0 0 142 0 2 7 513
'Aggregation Bias' DOES Explain the PPP Puzzle 0 0 0 86 1 2 6 425
A Historical Perspective on International Co-movements: 1821-2007 0 0 0 5 2 2 8 47
A generalised stochastic volatility in mean VAR 1 4 13 98 3 11 34 150
All together now: Do international factors explain relative price co-movements? 0 1 4 37 2 3 12 159
All together now: do international factors explain relative price comovements? 1 3 6 108 2 4 17 279
Assessing the economy-wide effects of quantitative easing 1 13 39 439 6 27 117 1,091
Asset prices, credit and the Russian economy 0 0 5 44 0 0 21 141
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 4 8 72 2 6 17 161
Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics 0 3 11 179 3 6 26 367
Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR 0 2 5 186 3 5 21 389
Changing Macroeconomic Dynamics at the Zero Lower Bound 1 5 18 124 4 14 58 221
Common and Country Specific Economic Uncertainty 0 1 8 13 7 11 32 47
Common and Country Specific Economic Uncertainty 0 2 19 258 3 13 62 511
Common and country specific factors in the distribution of real wages 2 4 31 93 4 11 77 203
Consumption excess sensitivity, liquidity constraints and the collateral role of housing 0 1 3 264 1 5 34 1,164
Does uncertainty affect real activity? Evidence from state-level 0 0 2 20 2 3 13 48
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 114 2 5 17 228
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 3 3 8 21 36
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 17 75 6 16 70 192
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 2 7 42 139 8 23 95 235
Dynamics of the Term Structure of UK Interest Rates 0 0 0 49 1 2 8 162
Dynamics of the term structure of UK interest rates 0 0 0 209 1 1 9 393
Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters 0 0 0 106 0 1 4 248
Estimating the impact of the volatility of shocks: a structural VAR approach 0 2 17 239 2 7 48 401
Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model 0 1 6 283 3 7 18 668
Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR 0 5 11 290 3 8 29 531
Evolving international inflation dynamics: evidence from a time-varying dynamic factor model 0 1 6 401 0 4 28 859
Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom 0 2 5 243 0 3 15 378
Exchange rate pass-through into UK import prices 1 2 4 191 4 10 25 847
Factor adjustment costs: a structural investigation 0 1 3 40 1 5 10 113
Fat-tails in VAR Models 0 0 0 1 1 2 8 17
Fat-tails in VAR Models 0 1 5 188 4 7 30 374
Financial Conditions and Density Forecasts for US Output and Inflation 0 1 3 11 3 6 22 36
Financial Conditions and Density Forecasts for US Output and Inflation 0 1 4 156 4 10 31 312
Financial Regimes and Uncertainty Shocks 0 2 5 10 3 7 30 44
Financial Regimes and Uncertainty Shocks 3 7 41 356 8 27 129 716
Financial conditions and density forecasts for US Output and inflation 0 0 1 723 3 4 20 1,570
Financial conditions and density forecasts for US output and inflation 1 2 4 63 2 5 16 140
Financial indicators and density forecasts for US output and inflation 0 1 3 53 2 3 14 101
Financial regimes and uncertainty shocks 0 0 8 153 1 7 55 411
Fiscal Policy Shocks and Stock Prices in the United State 1 1 5 50 2 2 17 55
Fiscal Policy Shocks and Stock Prices in the United States 0 0 2 39 2 3 15 30
Fiscal Policy Shocks and Stock Prices in the United States 9 16 31 238 16 29 90 496
Fiscal policy shocks and stock prices in the United States 0 0 1 61 1 2 17 60
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 0 0 9 254 3 8 45 612
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 1 6 88 2 4 19 186
Forecasting with VAR models: fat tails and stochastic volatility 0 1 10 68 2 4 22 109
Global Economic Divergence and Portfolio Capital Flows to Emerging Markets 0 1 1 2 0 3 7 12
Global Economic Divergence and Portfolio Capital Flows to Emerging Markets 0 2 12 113 2 7 34 180
How to Sell Jobs 0 0 1 32 0 8 38 92
Inflation Globalization and the Fall of Country Specific Fluctuations 0 0 3 171 0 1 5 396
International Comovements, Business Cycle and Inflation: a Historical Perspective 0 0 1 213 0 0 2 513
International comovements, business cycle and inflation: a historical perspective 0 0 2 39 0 1 13 133
International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy 0 1 3 224 4 6 24 438
Investigating the structural stability of the Phillips curve relationship 0 0 0 109 0 1 10 340
Labor Market Dynamics: a Time-varying Analysis 0 0 2 102 0 0 12 148
Measuring the origins of macroeconomic uncertainty 3 18 95 347 9 35 193 617
Monetary Policy and Inequality in the UK 2 7 14 253 6 14 49 441
Monetary Policy and Inequality in the UK 0 1 2 6 1 5 15 26
Neutral technology shocks and employment dynamics: results based on an RBC identification scheme 0 0 1 66 1 2 6 141
Non-linear effects of government spending shocks in the US. Evidence from state-level data 0 0 2 37 1 4 11 65
Non-linear effects of oil shocks on stock prices 3 9 90 300 5 28 209 605
One TV, One Price? 0 0 0 26 1 1 13 114
One TV, One Price? 0 0 1 104 0 0 15 330
One TV, One Price? 0 0 0 0 0 0 11 37
Online Appendix to "Financial conditions and density forecasts for US output and inflation" 0 1 5 60 2 5 33 116
PPP Strikes Back: Aggregation and the Real Exchange Rate 0 0 0 50 1 5 23 270
PPP Strikes Back: Aggregation and the Real Exchange Rate 0 0 0 175 2 6 23 745
PPP Strikes Back: Aggregation and the Real Exchange Rate 0 1 2 447 2 9 32 1,386
PPP Strikes Back; Aggregation and the Real Exchange Rate 0 0 1 227 2 5 23 725
Policy Uncertainty and Aggregate Fluctuations 0 1 4 59 0 3 10 86
Policy Uncertainty and Aggregate Fluctuations 0 3 7 13 2 7 22 40
Policy Uncertainty and Aggregate Fluctuations 0 8 43 586 10 31 123 1,186
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 3 7 27 306 6 17 64 508
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 1 3 2 3 10 13
The Effect of Labor and Financial Frictions on Aggregate Fluctuations 0 0 1 128 0 0 8 228
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 2 72 2 3 17 69
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 1 4 30 2 3 15 46
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 3 14 117 1 9 44 167
The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis 1 5 10 20 4 15 30 64
The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis 3 9 46 468 7 21 148 980
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 1 3 251 4 7 33 542
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 1 3 7 7 2 8 36 44
The State Level Impact of Uncertainty Shocks 1 3 5 8 1 5 18 35
The State Level Impact of Uncertainty Shocks 0 0 2 198 1 5 20 461
The Transmission Mechanism in Good and Bad Times 0 1 1 71 1 2 15 194
The evolving impact of global, region-specific and country-specific uncertainty 0 2 13 96 0 5 30 124
The international transmission of volatility shocks: an empirical analysis 1 3 6 242 2 5 18 441
The role of oil prices and monetary policy in the Norwegian economy since the 1980s 0 0 2 82 1 2 6 91
Time-Varying Yield Curve Dynamics and Monetary Policy 0 1 8 371 1 3 22 789
Time-varying dynamics of the real exchange rate. A structural VAR analysis 1 2 5 344 2 3 15 637
Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis 1 5 21 231 2 13 53 449
U.S. evolving macroeconomic dynamics: a structural investigation 1 5 11 318 1 12 46 844
US financial shocks and the distribution of income and consumption in the UK 0 0 0 36 1 1 13 57
US financial shocks and the distribution of income and consumption in the UK 0 2 11 77 1 4 34 142
Using time-varying VARs to diagnose the source of ‘Great Moderations’: a Monte Carlo analysis 0 0 1 76 0 0 5 192
VAR Models with Non-Gaussian Shocks 1 1 2 123 5 9 33 259
VAR Models with Non-Gaussian Shocks 0 0 0 48 2 2 14 58
VAR models with non-Gaussian shocks 0 0 1 31 1 1 6 17
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 2 8 104 1 7 27 271
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 1 38 2 3 16 36
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 3 4 6 1 4 14 23
What do VARs Tell Us about the Impact of a Credit Supply Shock? 2 2 7 232 5 8 33 463
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 3 7 16 215 3 14 51 465
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 1 2 10 12 6 13 47 56
What lies beneath: what can disaggregated data tell us about the behaviour of prices? 0 0 1 74 1 2 12 228
What lies beneath? A time-varying FAVAR model for the UK transmission mechanism 0 1 7 215 1 6 25 446
Total Working Papers 51 222 973 15,473 261 757 3,473 35,097


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing the Economy‐wide Effects of Quantitative Easing 1 5 25 359 5 21 85 1,088
Changes in the effects of monetary policy on disaggregate price dynamics 3 18 122 894 14 68 355 2,273
Common and country specific economic uncertainty 0 1 14 55 3 12 57 198
Does uncertainty affect real activity? Evidence from state-level data 0 2 11 27 0 8 27 73
EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS 1 5 25 307 2 9 44 559
EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING 1 1 3 94 3 6 19 214
Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK 1 5 43 384 3 10 69 649
Exchange rate pass-through into U.K. import prices: evidence from disaggregated data 3 5 13 81 6 14 43 277
Factor adjustment costs: A structural investigation 0 0 3 23 0 1 18 103
Financial conditions and density forecasts for US output and inflation 8 21 96 287 19 55 325 799
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 2 5 11 97 3 6 29 224
Forecasting with VAR models: Fat tails and stochastic volatility 1 2 5 17 3 6 29 91
International Comovements, Business Cycle and Inflation: a Historical Perspective 0 0 6 404 1 4 44 1,270
International fiscal spillovers 0 0 3 88 3 5 20 287
International influences on domestic prices and activities: a FAVAR approach to open economy 0 0 3 121 0 2 7 192
Labor Market Dynamics: A Time-Varying Analysis 0 0 1 11 1 1 12 79
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 10 0 1 2 43
NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION 2 3 8 74 2 4 16 179
Nonlinearities and Real Exchange Rate Dynamics 0 2 6 158 3 8 30 468
One TV, One Price? 0 0 2 63 0 2 16 399
PPP Strikes Back: Aggregation And the Real Exchange Rate 2 3 11 185 4 12 52 1,958
Policy uncertainty and aggregate fluctuations 1 1 11 31 1 5 34 85
THE EFFECT OF LABOR AND FINANCIAL FRICTIONS ON AGGREGATE FLUCTUATIONS 0 0 2 27 1 4 11 78
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 1 5 59 1 7 24 157
THE TRANSMISSION MECHANISM IN GOOD AND BAD TIMES 0 0 3 45 0 2 10 112
TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS 0 0 0 0 0 3 19 232
The Changing Transmission of Uncertainty Shocks in the U.S 0 1 4 10 0 1 17 46
The Evolving Transmission of Uncertainty Shocks in the United Kingdom 0 3 9 31 2 7 24 87
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 7 47 1 2 28 146
The Impact of the Volatility of Monetary Policy Shocks 0 2 8 97 2 10 29 255
The Transmission of International Shocks: A Factor-Augmented VAR Approach 0 0 14 756 6 24 96 1,526
The great moderation of the term structure of UK interest rates 1 2 14 260 4 8 60 678
The impact of monetary policy on inequality in the UK. An empirical analysis 13 25 89 192 22 55 208 476
The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR 1 10 30 308 2 15 63 631
Time-varying yield curve dynamics and monetary policy 1 4 16 301 3 16 60 657
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 1 4 9 19 2 6 27 63
What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism 0 3 6 66 1 8 19 174
Total Journal Articles 43 134 638 5,988 123 428 2,028 16,826


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applied Bayesian econometrics for central bankers 0 0 23 543 15 51 255 1,429
Total Books 0 0 23 543 15 51 255 1,429


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Financial conditions and density forecasts for US output and inflation" 3 21 101 511 8 36 174 790
Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective" 0 1 8 345 1 4 22 554
Total Software Items 3 22 109 856 9 40 196 1,344


Statistics updated 2020-09-04