Skip to contents Alessandri, Piergiorgio [Author] ; Mumtaz, Haroon [Other] Financial Indicators and Density Forecasts for US Output and Inflation Books View online Schließen > Access https://ssrn.com/abstract=2550781 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Bank of Italy Temi di Discussione (Working Paper) ; No. 977 Akram, Qaisar Farooq [Author] ; Mumtaz, Haroon [Other] The Role of Oil Prices and Monetary Policy in the Norwegian Economy Since the 1980s Books View online Schließen > Access https://ssrn.com/abstract=2736851 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: Norges Bank Working Paper ; 1/2016 Liu, Philip [Author] ; Mumtaz, Haroon [Other] Evolving Macroeconomic Dynamics in a Small Open Economy : An Estimated Markov-Switching DSGE Model for the United Kingdom Books View online Schließen > Access https://ssrn.com/abstract=1649449 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Bank of England Working Paper ; No. 397 Groen, Jan J. [Author] ; Mumtaz, Haroon [Other] Investigating the Structural Stability of the Phillips Curve Relationship Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1280800 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: Bank of England Working Paper ; No. 350 Chiu, Ching-Wai (Jeremy) [Author] ; Mumtaz, Haroon [Other]; Pinter, Gabor [Other] Forecasting with VAR Models : Fat Tails and Stochastic Volatility Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2612030 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Bank of England Working Paper ; No. 528 Baumeister, Christiane [Author] ; Liu, Philip [Other]; Mumtaz, Haroon [Other] Changes in the Transmission of Monetary Policy : Evidence from a Time-Varying Factor-Augmented VAR Books View online Schließen > Access https://ssrn.com/abstract=1701142 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Bank of England Working Paper ; No. 401 Bianchi, Francesco [Author] ; Mumtaz, Haroon [Other]; Surico, Paolo [Other] Dynamics of the Term Structure of UK Interest Rates Books View online Schließen > Access https://ssrn.com/abstract=1592535 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Economics Research Initiatives at Duke (ERID) Working Paper ; No. 39 Barnett, Alina [Author] ; Mumtaz, Haroon [Other]; Theodoridis, Konstantinos [Other] Forecasting UK GDP Growth, Inflation and Interest Rates under Structural Change : A Comparison of Models with Time-Varying Parameters Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2063198 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: Bank of England Working Paper ; No. 450 Liu, Philip [Author] ; Mumtaz, Haroon [Other]; Theophilopoulou, Angeliki [Other] International Transmission of Shocks : A Time-Varying Factor-Augmented VAR Approach to the Open Economy Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1854325 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: Bank of England Working Paper ; No. 425 Bianchi, Francesco [Author] ; Mumtaz, Haroon [Other]; Surico, Paolo [Other] Dynamics of the Term Structure of UK Interest Rates Books View online Schließen > Access https://ssrn.com/abstract=1366980 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Published in: Bank of England Working Paper ; No. 363 Mumtaz, Haroon [Author] A generalised stochastic volatility in mean VAR : an updated algorithm Books View online Schließen > Access https://www.qmul.ac.uk/sef/media/econ/research/workingpapers/2020/wp908.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: School of Economics and Finance, Queen Mary University of London, [2020] Published in: School of Economics and Finance: Working paper ; 908 Mumtaz, Haroon [Author] A generalised stochastic volatility in mean VAR: An updated algorithm Books View online Schließen > Links http://hdl.handle.net/10419/247177 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, School of Economics and Finance, 2020 Mumtaz, Haroon [Author] Does uncertainty affect real activity? : evidence from state-level data Books View online Schließen > Access http://www.econ.qmul.ac.uk/research/workingpapers/2017/items/846.html Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: School of Economics and Finance, Queen Mary University of London, [2018] Published in: School of Economics and Finance: Working paper ; 846 Mumtaz, Haroon [Author] Does uncertainty affect real activity? Evidence from state-level data Books View online Schließen > Links http://hdl.handle.net/10419/184797 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, School of Economics and Finance, 2018 Mumtaz, Haroon [Author] ; Musso, Alberto [Other] The Evolving Impact of Global, Region-Specific and Country-Specific Uncertainty Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3172027 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: ECB Working Paper ; No. 2147 Mumtaz, Haroon [Author] A generalised stochastic volatility in mean VAR Books View online Schließen > Access http://www.econ.qmul.ac.uk/research/workingpapers/2018/items/855.html Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: School of Economics and Finance, Queen Mary University of London, [2018] Published in: School of Economics and Finance: Working paper ; 855 Mumtaz, Haroon [Author] A generalised stochastic volatility in mean VAR Books View online Schließen > Links http://hdl.handle.net/10419/184806 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, School of Economics and Finance, 2018 Mumtaz, Haroon [Author] Measuring the origins of macroeconomic uncertainty Books View online Schließen > Access http://www.econ.qmul.ac.uk/media/econ/research/workingpapers/2018/wp864.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: School of Economics and Finance, Queen Mary University of London, [2018] Published in: School of Economics and Finance: Working paper ; 864 Mumtaz, Haroon [Author] Measuring the origins of macroeconomic uncertainty Books View online Schließen > Links http://hdl.handle.net/10419/210421 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, School of Economics and Finance, 2018 Mumtaz, Haroon [Author] The evolving transmission of uncertainty shocks in the United Kingdom Articles View online Schließen > Access http://hdl.handle.net/10419/171869 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2016 Published in: Econometrics ; 4(2016), 1 vom: März, Seite 1-18
Alessandri, Piergiorgio [Author] ; Mumtaz, Haroon [Other] Financial Indicators and Density Forecasts for US Output and Inflation Books View online Schließen > Access https://ssrn.com/abstract=2550781 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Bank of Italy Temi di Discussione (Working Paper) ; No. 977
Akram, Qaisar Farooq [Author] ; Mumtaz, Haroon [Other] The Role of Oil Prices and Monetary Policy in the Norwegian Economy Since the 1980s Books View online Schließen > Access https://ssrn.com/abstract=2736851 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: Norges Bank Working Paper ; 1/2016
Liu, Philip [Author] ; Mumtaz, Haroon [Other] Evolving Macroeconomic Dynamics in a Small Open Economy : An Estimated Markov-Switching DSGE Model for the United Kingdom Books View online Schließen > Access https://ssrn.com/abstract=1649449 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Bank of England Working Paper ; No. 397
Groen, Jan J. [Author] ; Mumtaz, Haroon [Other] Investigating the Structural Stability of the Phillips Curve Relationship Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1280800 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: Bank of England Working Paper ; No. 350
Chiu, Ching-Wai (Jeremy) [Author] ; Mumtaz, Haroon [Other]; Pinter, Gabor [Other] Forecasting with VAR Models : Fat Tails and Stochastic Volatility Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2612030 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Bank of England Working Paper ; No. 528
Baumeister, Christiane [Author] ; Liu, Philip [Other]; Mumtaz, Haroon [Other] Changes in the Transmission of Monetary Policy : Evidence from a Time-Varying Factor-Augmented VAR Books View online Schließen > Access https://ssrn.com/abstract=1701142 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Bank of England Working Paper ; No. 401
Bianchi, Francesco [Author] ; Mumtaz, Haroon [Other]; Surico, Paolo [Other] Dynamics of the Term Structure of UK Interest Rates Books View online Schließen > Access https://ssrn.com/abstract=1592535 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Economics Research Initiatives at Duke (ERID) Working Paper ; No. 39
Barnett, Alina [Author] ; Mumtaz, Haroon [Other]; Theodoridis, Konstantinos [Other] Forecasting UK GDP Growth, Inflation and Interest Rates under Structural Change : A Comparison of Models with Time-Varying Parameters Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2063198 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: Bank of England Working Paper ; No. 450
Liu, Philip [Author] ; Mumtaz, Haroon [Other]; Theophilopoulou, Angeliki [Other] International Transmission of Shocks : A Time-Varying Factor-Augmented VAR Approach to the Open Economy Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1854325 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: Bank of England Working Paper ; No. 425
Bianchi, Francesco [Author] ; Mumtaz, Haroon [Other]; Surico, Paolo [Other] Dynamics of the Term Structure of UK Interest Rates Books View online Schließen > Access https://ssrn.com/abstract=1366980 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Published in: Bank of England Working Paper ; No. 363
Mumtaz, Haroon [Author] A generalised stochastic volatility in mean VAR : an updated algorithm Books View online Schließen > Access https://www.qmul.ac.uk/sef/media/econ/research/workingpapers/2020/wp908.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: School of Economics and Finance, Queen Mary University of London, [2020] Published in: School of Economics and Finance: Working paper ; 908
> Access https://www.qmul.ac.uk/sef/media/econ/research/workingpapers/2020/wp908.pdf Show more show less
Mumtaz, Haroon [Author] A generalised stochastic volatility in mean VAR: An updated algorithm Books View online Schließen > Links http://hdl.handle.net/10419/247177 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, School of Economics and Finance, 2020
Mumtaz, Haroon [Author] Does uncertainty affect real activity? : evidence from state-level data Books View online Schließen > Access http://www.econ.qmul.ac.uk/research/workingpapers/2017/items/846.html Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: School of Economics and Finance, Queen Mary University of London, [2018] Published in: School of Economics and Finance: Working paper ; 846
Mumtaz, Haroon [Author] Does uncertainty affect real activity? Evidence from state-level data Books View online Schließen > Links http://hdl.handle.net/10419/184797 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, School of Economics and Finance, 2018
Mumtaz, Haroon [Author] ; Musso, Alberto [Other] The Evolving Impact of Global, Region-Specific and Country-Specific Uncertainty Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3172027 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: ECB Working Paper ; No. 2147
Mumtaz, Haroon [Author] A generalised stochastic volatility in mean VAR Books View online Schließen > Access http://www.econ.qmul.ac.uk/research/workingpapers/2018/items/855.html Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: School of Economics and Finance, Queen Mary University of London, [2018] Published in: School of Economics and Finance: Working paper ; 855
Mumtaz, Haroon [Author] A generalised stochastic volatility in mean VAR Books View online Schließen > Links http://hdl.handle.net/10419/184806 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, School of Economics and Finance, 2018
Mumtaz, Haroon [Author] Measuring the origins of macroeconomic uncertainty Books View online Schließen > Access http://www.econ.qmul.ac.uk/media/econ/research/workingpapers/2018/wp864.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: School of Economics and Finance, Queen Mary University of London, [2018] Published in: School of Economics and Finance: Working paper ; 864
> Access http://www.econ.qmul.ac.uk/media/econ/research/workingpapers/2018/wp864.pdf Show more show less
Mumtaz, Haroon [Author] Measuring the origins of macroeconomic uncertainty Books View online Schließen > Links http://hdl.handle.net/10419/210421 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, School of Economics and Finance, 2018
Mumtaz, Haroon [Author] The evolving transmission of uncertainty shocks in the United Kingdom Articles View online Schließen > Access http://hdl.handle.net/10419/171869 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2016 Published in: Econometrics ; 4(2016), 1 vom: März, Seite 1-18
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