Details about Haroon Mumtaz

Access statistics for papers by Haroon Mumtaz.

Last updated 2013-05-07. Update your information in the RePEc Author Service.

Short-id: pmu116

Working Papers

2012

1. Assessing the economy-wide effects of quantitative easing
   Bank of England working papers, Bank of England View citations (10)
   See also Journal Article in Economic Journal (2012)
2. Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics
   Working Papers, Bank of Canada View citations (1)
   See also Journal Article in Journal of Economic Dynamics and Control (2013)
3. Factor adjustment costs: a structural investigation
   Bank of England working papers, Bank of England
4. Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters
   Bank of England working papers, Bank of England View citations (2)
5. Neutral technology shocks and employment dynamics: results based on an RBC identification scheme
   Bank of England working papers, Bank of England
6. The international transmission of volatility shocks: an empirical analysis
   Bank of England working papers, Bank of England

2011

7. Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
8. Estimating the impact of the volatility of shocks: a structural VAR approach
   Bank of England working papers, Bank of England
9. International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy
   Bank of England working papers, Bank of England View citations (5)
10. What lies beneath? A time-varying FAVAR model for the UK transmission mechanism
    Working Paper Series, European Central Bank View citations (1)

2010

11. All together now: Do international factors explain relative price co-movements?
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand
    Also in Bank of England working papers, Bank of England (2010) View citations (1)
12. Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR
    Bank of England working papers, Bank of England View citations (8)
13. Dynamics of the Term Structure of UK Interest Rates
    Working Papers, Duke University, Department of Economics View citations (5)
    Also in Bank of England working papers, Bank of England (2009) View citations (6)
14. Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR
    Bank of England working papers, Bank of England
15. Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom
    Bank of England working papers, Bank of England View citations (1)
16. Time-varying dynamics of the real exchange rate. A structural VAR analysis
    Bank of England working papers, Bank of England View citations (1)
17. Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis
    Bank of England working papers, Bank of England View citations (4)

2009

18. A Historical Perspective on International Co-movements: 1821-2007
    2009 Meeting Papers, Society for Economic Dynamics
19. International Comovements, Business Cycle and Inflation: a Historical Perspective
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy View citations (2)
    Also in Discussion Papers, Monetary Policy Committee Unit, Bank of England (2009)
    See also Journal Article in Review of Economic Dynamics (2011)
20. 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)
    See also Journal Article in Scandinavian Journal of Economics (2010)
21. What lies beneath: what can disaggregated data tell us about the behaviour of prices?
    Bank of England working papers, Bank of England View citations (6)

2008

22. Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Bank of England working papers, Bank of England (2008) View citations (10)
23. Investigating the structural stability of the Phillips curve relationship
    Bank of England working papers, Bank of England View citations (8)
24. 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

25. U.S. evolving macroeconomic dynamics - a structural investigation
    Working Paper Series, European Central Bank View citations (22)

2006

26. Consumption excess sensitivity, liquidity constraints and the collateral role of housing
    Bank of England working papers, Bank of England View citations (5)
27. Exchange rate pass-through into UK import prices
    Bank of England working papers, Bank of England View citations (12)
28. Inflation Globalization and the Fall of Country Specific Fluctuations
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

29. "Aggregation Bias" DOES Explain the PPP Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (3)
30. PPP strikes back: aggregation and the real exchange rate
    Open Access publications from University College London, University College London View citations (121)
    Also in IEHAS Discussion Papers, Institute of Economics, Hungarian Academy of Sciences (2003) View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (34)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (1)
    IMF Working Papers, International Monetary Fund (2003) View citations (32)
    See also Journal Article in The Quarterly Journal of Economics (2005)

2003

31. Nonlinearities and real exchange rate dynamics
    Open Access publications from University College London, University College London View citations (9)
    See also Journal Article in Journal of the European Economic Association (2003)

Journal Articles

2013

1. Changes in the effects of monetary policy on disaggregate price dynamics
   Journal of Economic Dynamics and Control, 2013, 37, (3), 543-560
   See also Working Paper (2012)
2. TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS
   Journal of Applied Econometrics, 2013, 28, (3), 498-525

2012

3. Assessing the Economy‐wide Effects of Quantitative Easing
   Economic Journal, 2012, 122, (564), F316-F347 View citations (4)
   See also Working Paper (2012)
4. EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS
   Journal of the European Economic Association, 2012, 10, (4), 716-734 View citations (13)
5. NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION
   International Economic Review, 2012, 53, (1), 235-254

2011

6. Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK
   Journal of Money, Credit and Banking, 2011, 43, (7), 1443-1474
7. Exchange rate pass-through into U.K. import prices: evidence from disaggregated data
   Staff Papers, 2011, (June)
8. International Comovements, Business Cycle and Inflation: a Historical Perspective
   Review of Economic Dynamics, 2011, 14, (1), 176-198 View citations (7)
   See also Working Paper (2009)
   Software Item (2010)

2010

9. One TV, One Price?
   Scandinavian Journal of Economics, 2010, 112, (4), 753-781 View citations (1)
   See also Working Paper (2009)

2009

10. EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING
    Macroeconomic Dynamics, 2009, 13, (03), 305-326 View citations (12)
11. The Transmission of International Shocks: A Factor-Augmented VAR Approach
    Journal of Money, Credit and Banking, 2009, 41, (s1), 71-100 View citations (17)
12. The great moderation of the term structure of UK interest rates
    Journal of Monetary Economics, 2009, 56, (6), 856-871 View citations (8)
13. Time-varying yield curve dynamics and monetary policy
    Journal of Applied Econometrics, 2009, 24, (6), 895-913 View citations (2)
    See also Working Paper (2008)

2008

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

2005

15. PPP Strikes Back: Aggregation and the Real Exchange Rate
    The Quarterly Journal of Economics, 2005, 120, (1), 1-43 View citations (144)
    See also Working Paper (2005)

2003

16. Nonlinearities and Real Exchange Rate Dynamics
    Journal of the European Economic Association, 2003, 1, (2-3), 639-649 View citations (29)
    See also Working Paper (2003)

Books

2012

1. Applied Bayesian econometrics for central bankers
   Technical Books, Centre for Central Banking Studies, Bank of England

Software Items

2010

1. Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2011)