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 1 143 1 2 6 518
'Aggregation Bias' DOES Explain the PPP Puzzle 0 0 0 86 0 0 2 426
A Historical Perspective on International Co-movements: 1821-2007 0 0 0 5 0 0 4 49
A generalised stochastic volatility in mean VAR 2 4 10 106 2 8 28 172
All together now: Do international factors explain relative price co-movements? 0 0 0 37 0 1 5 162
All together now: do international factors explain relative price comovements? 0 0 4 111 0 2 10 287
Assessing the economy-wide effects of quantitative easing 0 10 40 475 8 38 146 1,225
Asset prices, credit and the Russian economy 0 0 0 44 0 0 5 146
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 1 5 77 1 5 14 173
Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics 0 2 8 185 0 5 22 384
Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR 0 2 8 193 0 3 18 403
Changing Macroeconomic Dynamics at the Zero Lower Bound 1 3 12 133 3 8 48 261
Common and Country Specific Economic Uncertainty 0 1 2 14 1 4 23 60
Common and Country Specific Economic Uncertainty 2 2 7 265 5 11 44 550
Common and country specific factors in the distribution of real wages 2 4 15 105 5 9 39 234
Consumption excess sensitivity, liquidity constraints and the collateral role of housing 0 0 0 264 2 6 18 1,178
Does uncertainty affect real activity? Evidence from state-level 0 4 4 24 0 4 6 52
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 115 0 0 7 232
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 2 22 157 5 11 64 287
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 5 80 2 12 51 231
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 3 0 1 13 43
Dynamics of the Term Structure of UK Interest Rates 0 0 2 51 0 0 3 164
Dynamics of the term structure of UK interest rates 0 0 1 210 1 1 6 398
Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters 0 0 0 106 1 1 6 254
Estimating the impact of the volatility of shocks: a structural VAR approach 0 2 9 247 1 9 32 429
Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model 0 1 6 288 0 1 17 680
Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR 0 2 12 301 1 6 25 552
Evolving international inflation dynamics: evidence from a time-varying dynamic factor model 0 1 8 408 0 5 37 894
Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom 2 4 6 247 3 7 17 392
Exchange rate pass-through into UK import prices 1 1 3 192 2 4 19 859
Factor adjustment costs: a structural investigation 0 1 1 41 0 5 10 120
Fat-tails in VAR Models 0 0 0 1 0 4 9 25
Fat-tails in VAR Models 1 1 2 190 2 3 23 391
Financial Conditions and Density Forecasts for US Output and Inflation 0 0 2 13 1 3 19 50
Financial Conditions and Density Forecasts for US Output and Inflation 0 1 4 160 0 3 24 330
Financial Regimes and Uncertainty Shocks 2 10 25 375 6 17 83 779
Financial Regimes and Uncertainty Shocks 0 2 6 15 6 11 39 78
Financial conditions and density forecasts for US Output and inflation 0 0 0 723 0 1 17 1,583
Financial conditions and density forecasts for US output and inflation 0 2 7 68 2 6 22 158
Financial indicators and density forecasts for US output and inflation 0 2 3 55 0 3 10 108
Financial regimes and uncertainty shocks 1 4 12 165 3 9 40 447
Fiscal Policy Shocks and Stock Prices in the United State 0 2 6 55 2 7 23 76
Fiscal Policy Shocks and Stock Prices in the United States 0 0 1 40 1 2 13 40
Fiscal Policy Shocks and Stock Prices in the United States 2 5 21 248 6 18 61 537
Fiscal policy shocks and stock prices in the United States 0 0 1 62 1 1 6 65
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 0 1 8 262 1 5 35 642
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 1 5 93 0 4 13 196
Forecasting with VAR models: fat tails and stochastic volatility 1 2 5 73 3 7 18 125
Global Economic Divergence and Portfolio Capital Flows to Emerging Markets 0 0 1 2 0 1 5 15
Global Economic Divergence and Portfolio Capital Flows to Emerging Markets 0 4 9 121 2 7 21 196
How to Sell Jobs 1 1 1 33 1 2 15 105
Inflation Globalization and the Fall of Country Specific Fluctuations 0 0 2 173 0 3 6 402
International Comovements, Business Cycle and Inflation: a Historical Perspective 0 0 2 215 0 3 11 524
International comovements, business cycle and inflation: a historical perspective 0 0 1 40 0 1 5 138
International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy 0 0 3 227 0 0 10 444
Investigating the structural stability of the Phillips curve relationship 0 0 0 109 0 0 2 341
Labor Market Dynamics: a Time-varying Analysis 1 1 1 103 2 3 7 155
Measuring the origins of macroeconomic uncertainty 2 9 35 374 7 22 90 692
Monetary Policy and Inequality in the UK 0 0 13 260 0 2 31 461
Monetary Policy and Inequality in the UK 0 0 4 9 0 0 15 38
Neutral technology shocks and employment dynamics: results based on an RBC identification scheme 0 1 1 67 0 1 4 144
Non-linear effects of government spending shocks in the US. Evidence from state-level data 1 4 30 67 1 10 57 119
Non-linear effects of oil shocks on stock prices 4 14 47 339 9 29 121 707
One TV, One Price? 0 0 0 104 1 2 8 338
One TV, One Price? 0 0 0 26 0 1 3 116
One TV, One Price? 0 0 0 0 0 3 5 42
Online Appendix to "Financial conditions and density forecasts for US output and inflation" 1 5 11 71 1 7 38 151
PPP Strikes Back: Aggregation and the Real Exchange Rate 0 1 3 450 0 2 14 1,394
PPP Strikes Back: Aggregation and the Real Exchange Rate 0 0 0 175 0 1 8 750
Policy Uncertainty and Aggregate Fluctuations 0 2 7 18 3 5 21 55
Policy Uncertainty and Aggregate Fluctuations 1 6 27 611 7 21 110 1,276
Policy Uncertainty and Aggregate Fluctuations 0 2 9 68 3 20 38 123
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 0 3 2 2 8 18
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 2 2 13 314 5 16 48 543
The Effect of Labor and Financial Frictions on Aggregate Fluctuations 0 1 2 130 0 1 9 237
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 72 1 2 7 74
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 1 9 125 1 5 28 190
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 2 32 5 5 18 62
The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis 3 9 36 499 11 30 110 1,079
The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis 0 2 17 33 3 8 39 93
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 1 5 255 3 9 36 571
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 4 9 2 3 21 60
The State Level Impact of Uncertainty Shocks 0 0 0 198 0 0 7 465
The State Level Impact of Uncertainty Shocks 0 3 8 14 0 4 12 44
The Transmission Mechanism in Good and Bad Times 0 0 3 74 0 2 12 205
The evolving impact of global, region-specific and country-specific uncertainty 0 2 5 100 0 6 20 140
The international transmission of volatility shocks: an empirical analysis 3 4 12 251 8 10 25 462
The role of oil prices and monetary policy in the Norwegian economy since the 1980s 0 0 0 82 0 2 6 96
Time-Varying Yield Curve Dynamics and Monetary Policy 0 2 6 377 0 5 17 805
Time-varying dynamics of the real exchange rate. A structural VAR analysis 0 1 8 350 7 36 56 690
Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis 1 2 12 241 6 12 42 484
U.S. evolving macroeconomic dynamics: a structural investigation 0 1 10 326 0 6 28 868
US financial shocks and the distribution of income and consumption in the UK 0 0 1 37 0 1 11 67
US financial shocks and the distribution of income and consumption in the UK 0 1 6 81 1 3 19 157
Using time-varying VARs to diagnose the source of ‘Great Moderations’: a Monte Carlo analysis 0 0 0 76 0 1 2 194
VAR Models with Non-Gaussian Shocks 0 0 3 125 0 3 24 278
VAR Models with Non-Gaussian Shocks 0 0 0 48 0 0 2 58
VAR models with non-Gaussian shocks 0 0 0 31 0 0 2 18
Volatility Co-movement and the Great Moderation. An Empirical Analysis 1 3 6 110 3 14 37 306
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 38 2 3 12 46
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 1 4 234 0 3 22 479
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 3 7 1 4 15 35
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 1 3 11 221 2 13 42 499
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 2 5 15 6 13 37 84
What lies beneath: what can disaggregated data tell us about the behaviour of prices? 1 1 3 77 3 4 11 237
What lies beneath? A time-varying FAVAR model for the UK transmission mechanism 1 2 7 221 2 6 21 464
Total Working Papers 41 174 708 15,779 189 651 2,651 36,279


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 7 27 382 9 22 89 1,161
Changes in the effects of monetary policy on disaggregate price dynamics 2 16 69 953 26 78 270 2,500
Common and country specific economic uncertainty 0 4 13 68 6 20 60 251
Does uncertainty affect real activity? Evidence from state-level data 0 0 7 33 1 3 23 94
EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS 4 7 19 324 7 15 48 603
EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING 0 1 5 98 1 2 15 224
Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK 4 12 24 405 6 21 54 697
Exchange rate pass-through into U.K. import prices: evidence from disaggregated data 0 2 11 89 7 19 57 326
Factor adjustment costs: A structural investigation 0 1 2 25 1 4 6 109
Financial conditions and density forecasts for US output and inflation 4 18 70 346 8 42 221 989
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 5 99 2 8 30 250
Forecasting with VAR models: Fat tails and stochastic volatility 2 7 17 33 3 10 32 120
International Comovements, Business Cycle and Inflation: a Historical Perspective 0 1 8 412 1 10 36 1,304
International fiscal spillovers 0 3 4 92 2 10 23 305
International influences on domestic prices and activities: a FAVAR approach to open economy 0 0 3 124 1 2 6 198
Labor Market Dynamics: A Time-Varying Analysis 0 0 1 12 0 0 5 83
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 10 0 0 3 46
NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION 0 0 11 82 0 1 30 206
Nonlinearities and Real Exchange Rate Dynamics 0 1 7 165 0 2 22 485
One TV, One Price? 0 0 1 64 3 7 23 420
PPP Strikes Back: Aggregation And the Real Exchange Rate 2 4 13 195 4 9 41 1,992
Policy uncertainty and aggregate fluctuations 4 6 16 46 7 13 33 115
THE EFFECT OF LABOR AND FINANCIAL FRICTIONS ON AGGREGATE FLUCTUATIONS 0 0 5 32 1 1 15 90
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 1 1 6 64 7 11 31 182
TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS 0 0 0 0 1 4 17 248
The Changing Transmission of Uncertainty Shocks in the U.S 0 1 3 13 1 3 9 55
The Evolving Transmission of Uncertainty Shocks in the United Kingdom 0 0 5 34 0 2 20 102
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 1 48 1 3 13 157
The Impact of the Volatility of Monetary Policy Shocks 2 5 12 108 6 13 46 294
The Transmission of International Shocks: A Factor-Augmented VAR Approach 0 0 0 756 3 20 78 1,592
The great moderation of the term structure of UK interest rates 0 2 15 274 0 2 35 709
The impact of monetary policy on inequality in the UK. An empirical analysis 9 26 95 268 14 43 224 663
The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR 1 6 26 329 3 13 62 684
Time-varying yield curve dynamics and monetary policy 0 1 17 315 2 6 44 692
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 4 21 1 1 9 69
What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism 0 0 5 70 1 2 13 183
Total Journal Articles 36 133 527 6,389 136 422 1,743 18,198
1 registered items for which data could not be found


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 0 543 30 105 261 1,665
Total Books 0 0 0 543 30 105 261 1,665


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" 5 24 95 594 8 40 166 935
Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective" 0 1 3 348 0 5 15 566
Total Software Items 5 25 98 942 8 45 181 1,501


Statistics updated 2021-07-05