Details about Haroon Mumtaz

Access statistics for papers by Haroon Mumtaz.

Last updated 2009-12-01. Update your information in the RePEc Author Service.

Short-id: pmu116

Working Papers

2009

1. Dynamics of the term structure of UK interest rates
   Bank of England working papers, Bank of England View citations
2. International Comovements, Business Cycle and Inflation: a Historical Perspective
   CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy
3. One TV, One Price?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009)
4. What lies beneath: what can disaggregated data tell us about the behaviour of prices?
   Bank of England working papers, Bank of England

2008

5. Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Bank of England working papers, Bank of England View citations
6. Investigating the structural stability of the Phillips curve relationship
   Bank of England working papers, Bank of England View citations
7. Time-Varying Yield Curve Dynamics and Monetary Policy
   Discussion Papers, Monetary Policy Committee Unit, Bank of England
   See also Journal Article in Journal of Applied Econometrics (2009)

2007

8. U.S. evolving macroeconomic dynamics - a structural investigation
   Working Paper Series, European Central Bank View citations

2006

9. Inflation Globalization and the Fall of Country Specific Fluctuations
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

10. "Aggregation Bias" DOES Explain the PPP Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations

2003

11. PPP Strikes Back: Aggregation and the Real Exchange Rate
    IMF Working Papers, International Monetary Fund View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations
    IEHAS Discussion Papers, Institute of Economics, Hungarian Academy of Sciences (2003)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003)
    See also Journal Article in The Quarterly Journal of Economics (2005)

Undated

12. Consumption excess sensitivity, liquidity constraints and the collateral role of housing
    Bank of England working papers, Bank of England View citations
13. Exchange rate pass-through into UK import prices
    Bank of England working papers, Bank of England View citations

Journal Articles

2009

1. EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING
   Macroeconomic Dynamics, 2009, 13, (03), 305-326
2. The Transmission of International Shocks: A Factor-Augmented VAR Approach
   Journal of Money, Credit and Banking, 2009, 41, (s1), 71-100 View citations
3. Time-varying yield curve dynamics and monetary policy
   Journal of Applied Econometrics, 2009, 24, (6), 895-913
   See also Working Paper (2008)

2008

4. International influences on domestic prices and activities: a FAVAR approach to open economy
   Proceedings, 2008

2005

5. PPP Strikes Back: Aggregation and the Real Exchange Rate
   The Quarterly Journal of Economics, 2005, 120, (1), 1-43 View citations
   See also Working Paper (2003)

2003

6. Nonlinearities and Real Exchange Rate Dynamics
   Journal of the European Economic Association, 2003, 1, (2-3), 639-649 View citations