Details about Haroon Mumtaz

Access statistics for papers by Haroon Mumtaz.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pmu116

Working Papers

2024

1. Non-linear Dynamics of Oil Supply News Shocks
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section

2023

2. A tail of labor supply and a tale of monetary policy
   Discussion Papers, Centre for Macroeconomics (CFM) View citations (2)
3. Global house prices since 1950
   Discussion Papers, Centre for Macroeconomics (CFM)

2020

4. Monetary policy surprises and their transmission through term premia and expected interest rates
   Discussion Papers, Centre for Macroeconomics (CFM)

2018

5. A generalised stochastic volatility in mean VAR
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (12)
6. Common and country specific factors in the distribution of real wages
   Working Papers, Queen Mary University of London, School of Economics and Finance
7. Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section
   Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) View citations (3)
   Working Papers, Lancaster University Management School, Economics Department (2015) View citations (3)
8. Fiscal Policy Shocks and Stock Prices in the United State
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section
   Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2017) View citations (9)
   Working Papers, Lancaster University Management School, Economics Department (2017) View citations (9)
9. How to Sell Jobs
   Working Papers, Queen Mary University of London, School of Economics and Finance
10. Measuring the origins of macroeconomic uncertainty
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (1)
11. Non-linear effects of oil shocks on stock prices
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (4)
12. The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (4)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2017)
13. The evolving impact of global, region-specific and country-specific uncertainty
    Working Paper Series, European Central Bank View citations (7)

2017

14. Changing Macroeconomic Dynamics at the Zero Lower Bound
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (33)
15. Does uncertainty affect real activity? Evidence from state-level
    Working Papers, Queen Mary University of London, School of Economics and Finance
16. Non-linear effects of government spending shocks in the US. Evidence from state-level data
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (1)
17. Online Appendix to "Financial conditions and density forecasts for US output and inflation"
    Online Appendices, Review of Economic Dynamics View citations (58)
    See also Journal Article Financial conditions and density forecasts for US output and inflation, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (72) (2017)
18. The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis
    Working Papers, Lancaster University Management School, Economics Department
19. US financial shocks and the distribution of income and consumption in the UK
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (4)
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2017) View citations (3)

2016

20. Bayesian Vector Autoregressions with Non-Gaussian Shocks
    CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL
21. The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (18)
    See also Journal Article The impact of monetary policy on inequality in the UK. An empirical analysis, European Economic Review, Elsevier (2017) View citations (156) (2017)
22. The State Level Impact of Uncertainty Shocks
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (10)
23. VAR Models with Non-Gaussian Shocks
    CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2016) View citations (3)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) View citations (2)
24. Volatility Co-movement and the Great Moderation. An Empirical Analysis
    Working Papers, Queen Mary University of London, School of Economics and Finance

2015

25. Common and Country Specific Economic Uncertainty
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (32)
    See also Journal Article Common and country specific economic uncertainty, Journal of International Economics, Elsevier (2017) View citations (70) (2017)
26. Forecasting with VAR Models: Fat Tails and Stochastic Volatility
    CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL View citations (11)
    Also in Bank of England working papers, Bank of England (2015) View citations (11)
    See also Journal Article Forecasting with VAR models: Fat tails and stochastic volatility, International Journal of Forecasting, Elsevier (2017) View citations (68) (2017)
27. Global Economic Divergence and Portfolio Capital Flows to Emerging Markets
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (3)
28. Monetary Policy and Inequality in the UK
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (6)
29. The role of oil prices and monetary policy in the Norwegian economy since the 1980s
    Working Paper, Norges Bank View citations (1)
30. What do VARs Tell Us about the Impact of a Credit Supply Shock?
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (9)
    See also Journal Article WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2018) View citations (29) (2018)

2014

31. Fat-tails in VAR Models
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (8)
32. Financial Conditions and Density Forecasts for US Output and Inflation
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (19)
    Also in Joint Research Papers, Centre for Central Banking Studies, Bank of England (2013) View citations (4)
    CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL (2014) View citations (20)
    See also Journal Article Financial conditions and density forecasts for US output and inflation, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (72) (2017)
33. Financial Regimes and Uncertainty Shocks
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (40)
    Also in BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2014) View citations (42)
34. Financial indicators and density forecasts for US output and inflation
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (7)
35. Labor Market Dynamics: a Time-varying Analysis
    Economics Series Working Papers, University of Oxford, Department of Economics
    See also Journal Article Labor Market Dynamics: A Time-Varying Analysis, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2015) View citations (19) (2015)
36. The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (5)
37. The Transmission Mechanism in Good and Bad Times
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
38. What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (2)

2013

39. Policy Uncertainty and Aggregate Fluctuations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (43)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2013) View citations (39)
    See also Journal Article Policy uncertainty and aggregate fluctuations, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (50) (2018)
40. The Effect of Labor and Financial Frictions on Aggregate Fluctuations
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (3)
    See also Journal Article THE EFFECT OF LABOR AND FINANCIAL FRICTIONS ON AGGREGATE FLUCTUATIONS, Macroeconomic Dynamics, Cambridge University Press (2016) View citations (31) (2016)
41. The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (8)
    See also Journal Article The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach, Journal of Money, Credit and Banking, Blackwell Publishing (2015) View citations (101) (2015)

2012

42. Assessing the economy-wide effects of quantitative easing
    Bank of England working papers, Bank of England View citations (231)
    See also Journal Article Assessing the Economy‐wide Effects of Quantitative Easing, Economic Journal, Royal Economic Society (2012) View citations (193) (2012)
43. Asset prices, credit and the Russian economy
    Joint Research Papers, Centre for Central Banking Studies, Bank of England View citations (8)
44. Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics
    Staff Working Papers, Bank of Canada View citations (1)
    See also Journal Article Changes in the effects of monetary policy on disaggregate price dynamics, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (36) (2013)
45. Factor adjustment costs: a structural investigation
    Bank of England working papers, Bank of England View citations (4)
    See also Journal Article Factor adjustment costs: A structural investigation, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (21) (2015)
46. 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 (21)
    See also Journal Article Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters, International Journal of Forecasting, Elsevier (2014) View citations (43) (2014)
47. Neutral technology shocks and employment dynamics: results based on an RBC identification scheme
    Bank of England working papers, Bank of England View citations (3)
48. The international transmission of volatility shocks: an empirical analysis
    Bank of England working papers, Bank of England View citations (19)
    See also Journal Article THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS, Journal of the European Economic Association, European Economic Association (2015) View citations (94) (2015)

2011

49. Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
50. Estimating the impact of the volatility of shocks: a structural VAR approach
    Bank of England working papers, Bank of England View citations (3)
51. 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 (31)
52. What lies beneath? A time-varying FAVAR model for the UK transmission mechanism
    Working Paper Series, European Central Bank View citations (17)
    See also Journal Article What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism, Economic Journal, Royal Economic Society (2014) View citations (49) (2014)

2010

53. All together now: Do international factors explain relative price co-movements?
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (8)
    Also in Bank of England working papers, Bank of England (2010) View citations (9)
54. 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 (24)
55. 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 (17)
56. Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR
    Bank of England working papers, Bank of England View citations (11)
57. 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 (9)
58. One TV, One Price?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (36)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (4)
    See also Journal Article One TV, One Price?, Scandinavian Journal of Economics, Wiley Blackwell (2010) View citations (36) (2010)
59. Time-varying dynamics of the real exchange rate. A structural VAR analysis
    Bank of England working papers, Bank of England View citations (19)
    See also Journal Article TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (39) (2013)
60. 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 (11)

2009

61. A Historical Perspective on International Co-movements: 1821-2007
    2009 Meeting Papers, Society for Economic Dynamics
62. 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 (3)
    Also in Discussion Papers, Monetary Policy Committee Unit, Bank of England (2009) View citations (1)
    See also Journal Article International Comovements, Business Cycle and Inflation: a Historical Perspective, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (111) (2011)
63. What lies beneath: what can disaggregated data tell us about the behaviour of prices?
    Bank of England working papers, Bank of England View citations (15)

2008

64. Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (26)
    Also in Bank of England working papers, Bank of England (2008) View citations (28)
65. Investigating the structural stability of the Phillips curve relationship
    Bank of England working papers, Bank of England View citations (26)
66. Time-Varying Yield Curve Dynamics and Monetary Policy
    Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations (7)
    See also Journal Article Time-varying yield curve dynamics and monetary policy, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009) View citations (41) (2009)
67. Using time-varying VARs to diagnose the source of ‘Great Moderations’: a Monte Carlo analysis
    CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis

2007

68. U.S. evolving macroeconomic dynamics: a structural investigation
    Working Paper Series, European Central Bank View citations (72)

2006

69. Consumption excess sensitivity, liquidity constraints and the collateral role of housing
    Bank of England working papers, Bank of England View citations (28)
70. Exchange rate pass-through into UK import prices
    Bank of England working papers, Bank of England View citations (48)
71. Inflation Globalization and the Fall of Country Specific Fluctuations
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

72. "Aggregation Bias" DOES Explain the PPP Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (7)

2003

73. PPP Strikes Back: Aggregation and the Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (49)
    See also Journal Article PPP Strikes Back: Aggregation And the Real Exchange Rate, The Quarterly Journal of Economics, President and Fellows of Harvard College (2005) View citations (337) (2005)

Journal Articles

2023

1. Monetary Policy and Firm Dynamics
   Review of Economic Dynamics, 2023, 47, 278-296

2018

2. Does uncertainty affect real activity? Evidence from state-level data
   Economics Letters, 2018, 167, (C), 127-130 View citations (36)
3. Policy uncertainty and aggregate fluctuations
   Journal of Applied Econometrics, 2018, 33, (3), 319-331 View citations (50)
   See also Working Paper Policy Uncertainty and Aggregate Fluctuations, CEPR Discussion Papers (2013) View citations (43) (2013)
4. The Changing Transmission of Uncertainty Shocks in the U.S
   Journal of Business & Economic Statistics, 2018, 36, (2), 239-252 View citations (57)
5. WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?
   International Economic Review, 2018, 59, (2), 625-646 View citations (29)
   See also Working Paper What do VARs Tell Us about the Impact of a Credit Supply Shock?, Working Papers (2015) View citations (9) (2015)

2017

6. Common and country specific economic uncertainty
   Journal of International Economics, 2017, 105, (C), 205-216 View citations (70)
   See also Working Paper Common and Country Specific Economic Uncertainty, Working Papers (2015) View citations (32) (2015)
7. Financial conditions and density forecasts for US output and inflation
   Review of Economic Dynamics, 2017, 24, 66-78 View citations (72)
   See also Software Item Code and data files for "Financial conditions and density forecasts for US output and inflation", Computer Codes (2017) (2017)
   Working Paper Financial Conditions and Density Forecasts for US Output and Inflation, Working Papers (2014) View citations (19) (2014)
   Working Paper Online Appendix to "Financial conditions and density forecasts for US output and inflation", Online Appendices (2017) View citations (58) (2017)
8. Forecasting with VAR models: Fat tails and stochastic volatility
   International Journal of Forecasting, 2017, 33, (4), 1124-1143 View citations (68)
   See also Working Paper Forecasting with VAR Models: Fat Tails and Stochastic Volatility, CReMFi Discussion Papers (2015) View citations (11) (2015)
9. The impact of monetary policy on inequality in the UK. An empirical analysis
   European Economic Review, 2017, 98, (C), 410-423 View citations (156)
   See also Working Paper The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis, Working Papers (2016) View citations (18) (2016)

2016

10. International fiscal spillovers
    Journal of International Economics, 2016, 99, (C), 31-45 View citations (31)
11. THE EFFECT OF LABOR AND FINANCIAL FRICTIONS ON AGGREGATE FLUCTUATIONS
    Macroeconomic Dynamics, 2016, 20, (1), 313-341 View citations (31)
    See also Working Paper The Effect of Labor and Financial Frictions on Aggregate Fluctuations, Economics Series Working Papers (2013) View citations (3) (2013)
12. The Evolving Transmission of Uncertainty Shocks in the United Kingdom
    Econometrics, 2016, 4, (1), 1-18 View citations (11)

2015

13. Factor adjustment costs: A structural investigation
    Journal of Economic Dynamics and Control, 2015, 51, (C), 341-355 View citations (21)
    See also Working Paper Factor adjustment costs: a structural investigation, Bank of England working papers (2012) View citations (4) (2012)
14. Labor Market Dynamics: A Time-Varying Analysis
    Oxford Bulletin of Economics and Statistics, 2015, 77, (3), 319-338 View citations (19)
    See also Working Paper Labor Market Dynamics: a Time-varying Analysis, Economics Series Working Papers (2014) (2014)
15. Macroeconomic information, structural change, and the prediction of fiscal aggregates
    International Journal of Forecasting, 2015, 31, (2), 325-348 View citations (1)
16. THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS
    Journal of the European Economic Association, 2015, 13, (3), 512-533 View citations (94)
    See also Working Paper The international transmission of volatility shocks: an empirical analysis, Bank of England working papers (2012) View citations (19) (2012)
17. The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach
    Journal of Money, Credit and Banking, 2015, 47, (6), 1223-1238 View citations (101)
    See also Working Paper The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach, Working Papers (2013) View citations (8) (2013)

2014

18. Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters
    International Journal of Forecasting, 2014, 30, (1), 129-143 View citations (43)
    See also Working Paper Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters, Bank of England working papers (2012) View citations (21) (2012)
19. The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR
    Journal of International Money and Finance, 2014, 46, (C), 1-15 View citations (21)
20. What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism
    Economic Journal, 2014, (576), 668-699 View citations (49)
    See also Working Paper What lies beneath? A time-varying FAVAR model for the UK transmission mechanism, Working Paper Series (2011) View citations (17) (2011)

2013

21. Changes in the effects of monetary policy on disaggregate price dynamics
    Journal of Economic Dynamics and Control, 2013, 37, (3), 543-560 View citations (36)
    See also Working Paper Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics, Staff Working Papers (2012) View citations (1) (2012)
22. TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS
    Journal of Applied Econometrics, 2013, 28, (3), 498-525 View citations (39)
    See also Working Paper Time-varying dynamics of the real exchange rate. A structural VAR analysis, Bank of England working papers (2010) View citations (19) (2010)
23. The Impact of the Volatility of Monetary Policy Shocks
    Journal of Money, Credit and Banking, 2013, 45, (4), 535-558 View citations (186)

2012

24. Assessing the Economy‐wide Effects of Quantitative Easing
    Economic Journal, 2012, 122, (564), F316-F347 View citations (193)
    See also Working Paper Assessing the economy-wide effects of quantitative easing, Bank of England working papers (2012) View citations (231) (2012)
25. EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS
    Journal of the European Economic Association, 2012, 10, (4), 716-734 View citations (187)
26. NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION
    International Economic Review, 2012, 53, (1), 235-254 View citations (55)

2011

27. 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 View citations (60)
28. Exchange rate pass-through into U.K. import prices: evidence from disaggregated data
    Staff Papers, 2011, (June) View citations (3)
29. International Comovements, Business Cycle and Inflation: a Historical Perspective
    Review of Economic Dynamics, 2011, 14, (1), 176-198 View citations (111)
    See also Software Item Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective", Computer Codes (2010) (2010)
    Working Paper International Comovements, Business Cycle and Inflation: a Historical Perspective, CSEF Working Papers (2009) View citations (3) (2009)

2010

30. One TV, One Price?
    Scandinavian Journal of Economics, 2010, 112, (4), 753-781 View citations (36)
    See also Working Paper One TV, One Price?, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2010) View citations (36) (2010)

2009

31. EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING
    Macroeconomic Dynamics, 2009, 13, (3), 305-326 View citations (26)
32. The Transmission of International Shocks: A Factor-Augmented VAR Approach
    Journal of Money, Credit and Banking, 2009, 41, (s1), 71-100 View citations (152)
33. The great moderation of the term structure of UK interest rates
    Journal of Monetary Economics, 2009, 56, (6), 856-871 View citations (89)
34. Time-varying yield curve dynamics and monetary policy
    Journal of Applied Econometrics, 2009, 24, (6), 895-913 View citations (41)
    See also Working Paper Time-Varying Yield Curve Dynamics and Monetary Policy, Discussion Papers (2008) View citations (7) (2008)

2008

35. International influences on domestic prices and activities: a FAVAR approach to open economy
    Proceedings, 2008 View citations (2)

2005

36. PPP Strikes Back: Aggregation And the Real Exchange Rate
    The Quarterly Journal of Economics, 2005, 120, (1), 1-43 View citations (337)
    See also Working Paper PPP Strikes Back: Aggregation and the Real Exchange Rate, CEPR Discussion Papers (2003) View citations (14) (2003)

2003

37. Nonlinearities and Real Exchange Rate Dynamics
    Journal of the European Economic Association, 2003, 1, (2-3), 639-649 View citations (51)

Books

2012

1. Applied Bayesian econometrics for central bankers
   Technical Books, Centre for Central Banking Studies, Bank of England View citations (70)

Software Items

2017

1. Code and data files for "Financial conditions and density forecasts for US output and inflation"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Financial conditions and density forecasts for US output and inflation, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (72) (2017)

2010

2. Code and data files for "International Comovements, Business Cycle and Inflation: A Historical Perspective"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article International Comovements, Business Cycle and Inflation: a Historical Perspective, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (111) (2011)