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 0 1 6 519
'Aggregation Bias' DOES Explain the PPP Puzzle 0 0 0 86 0 1 2 427
A Historical Perspective on International Co-movements: 1821-2007 0 0 0 5 0 0 2 49
A generalised stochastic volatility in mean VAR 0 2 9 108 2 9 29 181
All together now: Do international factors explain relative price co-movements? 0 0 0 37 2 4 6 166
All together now: do international factors explain relative price comovements? 0 2 4 113 0 6 13 293
Assessing the economy-wide effects of quantitative easing 2 3 37 478 6 14 140 1,239
Asset prices, credit and the Russian economy 0 0 0 44 1 1 5 147
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 4 77 2 3 13 176
Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics 0 1 7 186 0 3 20 387
Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR 0 2 8 195 0 3 15 406
Changing Macroeconomic Dynamics at the Zero Lower Bound 1 2 9 135 2 7 41 268
Common and Country Specific Economic Uncertainty 0 0 1 14 3 5 17 65
Common and Country Specific Economic Uncertainty 0 0 5 265 5 16 49 566
Common and country specific factors in the distribution of real wages 1 6 17 111 1 10 39 244
Consumption excess sensitivity, liquidity constraints and the collateral role of housing 0 1 1 265 0 2 14 1,180
Does uncertainty affect real activity? Evidence from state-level 0 0 4 24 1 2 6 54
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 1 2 17 159 2 6 53 293
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 0 3 1 3 9 46
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 1 115 0 1 5 233
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility 0 0 4 80 2 9 40 240
Dynamics of the Term Structure of UK Interest Rates 0 0 2 51 0 1 3 165
Dynamics of the term structure of UK interest rates 0 0 1 210 1 1 5 399
Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters 0 0 0 106 0 0 5 254
Estimating the impact of the volatility of shocks: a structural VAR approach 0 0 8 247 0 1 28 430
Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model 1 1 6 289 1 1 13 681
Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR 0 1 12 302 1 3 24 555
Evolving international inflation dynamics: evidence from a time-varying dynamic factor model 2 2 9 410 2 8 42 902
Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom 0 0 4 247 1 2 14 394
Exchange rate pass-through into UK import prices 0 0 1 192 0 1 10 860
Factor adjustment costs: a structural investigation 0 0 1 41 1 4 10 124
Fat-tails in VAR Models 0 0 2 190 0 2 17 393
Fat-tails in VAR Models 0 0 0 1 0 0 7 25
Financial Conditions and Density Forecasts for US Output and Inflation 0 0 4 160 0 1 17 331
Financial Conditions and Density Forecasts for US Output and Inflation 0 0 2 13 2 2 16 52
Financial Regimes and Uncertainty Shocks 3 6 24 381 9 28 85 807
Financial Regimes and Uncertainty Shocks 0 0 5 15 5 12 45 90
Financial conditions and density forecasts for US Output and inflation 0 0 0 723 0 1 13 1,584
Financial conditions and density forecasts for US output and inflation 1 3 8 71 2 4 22 162
Financial indicators and density forecasts for US output and inflation 0 1 3 56 0 3 9 111
Financial regimes and uncertainty shocks 0 0 9 165 2 6 37 453
Fiscal Policy Shocks and Stock Prices in the United State 0 0 5 55 1 2 23 78
Fiscal Policy Shocks and Stock Prices in the United States 0 0 1 40 1 1 11 41
Fiscal Policy Shocks and Stock Prices in the United States 0 0 9 248 2 4 43 541
Fiscal policy shocks and stock prices in the United States 0 0 1 62 1 2 7 67
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters 0 0 8 262 1 5 33 647
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 1 5 94 1 6 14 202
Forecasting with VAR models: fat tails and stochastic volatility 0 1 6 74 0 2 17 127
Global Economic Divergence and Portfolio Capital Flows to Emerging Markets 3 3 11 124 6 10 25 206
Global Economic Divergence and Portfolio Capital Flows to Emerging Markets 0 0 0 2 0 0 3 15
How to Sell Jobs 0 1 2 34 1 3 14 108
Inflation Globalization and the Fall of Country Specific Fluctuations 0 0 2 173 0 1 7 403
International Comovements, Business Cycle and Inflation: a Historical Perspective 0 1 3 216 0 3 13 527
International comovements, business cycle and inflation: a historical perspective 0 0 1 40 1 1 6 139
International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy 0 1 4 228 1 3 9 447
Investigating the structural stability of the Phillips curve relationship 0 0 0 109 0 1 2 342
Labor Market Dynamics: a Time-varying Analysis 0 1 2 104 0 4 10 159
Measuring the origins of macroeconomic uncertainty 2 8 30 382 4 18 83 710
Monetary Policy and Inequality in the UK 1 1 4 10 1 3 13 41
Monetary Policy and Inequality in the UK 2 2 9 262 2 5 24 466
Neutral technology shocks and employment dynamics: results based on an RBC identification scheme 0 0 1 67 0 0 1 144
Non-linear effects of government spending shocks in the US. Evidence from state-level data 1 2 32 69 3 7 61 126
Non-linear effects of oil shocks on stock prices 2 9 44 348 7 23 111 730
One TV, One Price? 0 0 0 26 0 1 3 117
One TV, One Price? 0 0 0 104 1 5 12 343
One TV, One Price? 0 0 0 0 2 3 8 45
Online Appendix to "Financial conditions and density forecasts for US output and inflation" 2 2 13 73 3 7 40 158
PPP Strikes Back: Aggregation and the Real Exchange Rate 0 0 3 450 0 1 8 1,395
PPP Strikes Back: Aggregation and the Real Exchange Rate 0 0 0 175 0 2 7 752
Policy Uncertainty and Aggregate Fluctuations 0 2 7 20 3 7 21 62
Policy Uncertainty and Aggregate Fluctuations 0 2 24 613 8 13 96 1,289
Policy Uncertainty and Aggregate Fluctuations 0 1 10 69 2 8 45 131
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 0 0 3 5 5 10 23
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis 0 1 9 315 4 12 46 555
The Effect of Labor and Financial Frictions on Aggregate Fluctuations 0 0 2 130 1 3 12 240
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 0 72 2 4 9 78
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 0 2 32 2 4 20 66
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis 0 1 9 126 5 9 30 199
The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis 2 6 31 505 4 18 105 1,097
The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis 1 2 13 35 3 7 32 100
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 4 255 2 6 29 577
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 2 9 2 3 17 63
The State Level Impact of Uncertainty Shocks 0 0 0 198 0 1 5 466
The State Level Impact of Uncertainty Shocks 0 0 6 14 0 2 10 46
The Transmission Mechanism in Good and Bad Times 0 0 3 74 0 2 13 207
The evolving impact of global, region-specific and country-specific uncertainty 0 1 4 101 2 5 19 145
The international transmission of volatility shocks: an empirical analysis 0 1 10 252 6 9 30 471
The role of oil prices and monetary policy in the Norwegian economy since the 1980s 0 0 0 82 0 1 6 97
Time-Varying Yield Curve Dynamics and Monetary Policy 0 1 7 378 1 3 19 808
Time-varying dynamics of the real exchange rate. A structural VAR analysis 1 2 8 352 3 12 64 702
Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis 2 3 12 244 4 9 40 493
U.S. evolving macroeconomic dynamics: a structural investigation 1 2 8 328 2 7 29 875
US financial shocks and the distribution of income and consumption in the UK 2 3 7 84 5 9 22 166
US financial shocks and the distribution of income and consumption in the UK 0 0 1 37 0 2 11 69
Using time-varying VARs to diagnose the source of ‘Great Moderations’: a Monte Carlo analysis 0 0 0 76 0 0 2 194
VAR Models with Non-Gaussian Shocks 0 0 0 48 0 2 2 60
VAR Models with Non-Gaussian Shocks 0 0 2 125 12 19 35 297
VAR models with non-Gaussian shocks 0 0 0 31 0 1 2 19
Volatility Co-movement and the Great Moderation. An Empirical Analysis 0 0 0 38 5 8 18 54
Volatility Co-movement and the Great Moderation. An Empirical Analysis 2 4 10 114 3 11 42 317
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 7 1 2 13 37
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 2 234 0 2 15 481
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 3 15 4 9 35 93
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 1 3 9 224 2 6 39 505
What lies beneath: what can disaggregated data tell us about the behaviour of prices? 0 0 3 77 0 2 10 239
What lies beneath? A time-varying FAVAR model for the UK transmission mechanism 1 3 9 224 2 7 24 471
Total Working Papers 38 106 644 15,885 191 540 2,531 36,819


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 0 0 21 382 3 9 76 1,170
Changes in the effects of monetary policy on disaggregate price dynamics 6 27 80 980 19 76 283 2,576
Common and country specific economic uncertainty 1 2 15 70 7 16 68 267
Does uncertainty affect real activity? Evidence from state-level data 0 0 6 33 0 0 21 94
EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS 1 4 19 328 4 13 55 616
EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING 0 0 4 98 0 3 13 227
Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK 2 5 24 410 5 16 59 713
Exchange rate pass-through into U.K. import prices: evidence from disaggregated data 1 2 9 91 6 15 57 341
Factor adjustment costs: A structural investigation 0 1 2 26 1 3 8 112
Financial conditions and density forecasts for US output and inflation 9 20 76 366 16 43 221 1,032
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters 0 0 2 99 1 9 32 259
Forecasting with VAR models: Fat tails and stochastic volatility 1 4 18 37 4 9 33 129
International Comovements, Business Cycle and Inflation: a Historical Perspective 0 2 9 414 3 8 38 1,312
International fiscal spillovers 2 3 7 95 2 6 24 311
International influences on domestic prices and activities: a FAVAR approach to open economy 0 0 1 124 0 0 4 198
Labor Market Dynamics: A Time-Varying Analysis 0 0 0 12 0 0 3 83
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 10 0 3 6 49
NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION 0 0 8 82 0 0 24 206
Nonlinearities and Real Exchange Rate Dynamics 0 0 7 165 0 2 18 487
One TV, One Price? 0 0 1 64 4 7 26 427
PPP Strikes Back: Aggregation And the Real Exchange Rate 1 3 12 198 1 6 37 1,998
Policy uncertainty and aggregate fluctuations 1 1 14 47 3 5 33 120
THE EFFECT OF LABOR AND FINANCIAL FRICTIONS ON AGGREGATE FLUCTUATIONS 0 1 6 33 0 4 16 94
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 0 0 5 64 6 11 36 193
TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS 0 0 0 0 5 9 25 257
The Changing Transmission of Uncertainty Shocks in the U.S 0 1 3 14 0 3 10 58
The Evolving Transmission of Uncertainty Shocks in the United Kingdom 0 2 5 36 1 5 18 107
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 1 48 0 1 10 158
The Impact of the Volatility of Monetary Policy Shocks 0 1 11 109 0 6 39 300
The Transmission of International Shocks: A Factor-Augmented VAR Approach 0 0 0 756 7 16 79 1,608
The great moderation of the term structure of UK interest rates 1 2 14 276 2 7 31 716
The impact of monetary policy on inequality in the UK. An empirical analysis 7 17 84 285 13 37 207 700
The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR 2 7 26 336 4 11 59 695
Time-varying yield curve dynamics and monetary policy 3 5 18 320 4 11 43 703
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 1 2 22 0 1 5 70
What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism 0 1 5 71 2 5 13 188
Total Journal Articles 38 112 515 6,501 123 376 1,730 18,574


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 25 78 300 1,743
Total Books 0 0 0 543 25 78 300 1,743


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" 10 19 100 613 11 25 164 960
Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective" 1 3 6 351 1 5 17 571
Total Software Items 11 22 106 964 12 30 181 1,531


Statistics updated 2021-10-04