haroon mumtaz : Citation Profile


Are you haroon mumtaz?

Queen Mary University of London

25

H index

46

i10 index

2181

Citations

RESEARCH PRODUCTION:

38

Articles

107

Papers

1

Books

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 136
   Journals where haroon mumtaz has often published
   Relations with other researchers
   Recent citing documents: 282.    Total self citations: 66 (2.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu116
   Updated: 2020-10-17    RAS profile: 2018-09-04    
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Relations with other researchers


Works with:

Theodoridis, Konstantinos (26)

Theophilopoulou, Angeliki (9)

Pinter, Gabor (8)

Chiu, Ching-Wai (Jeremy) (5)

Zanetti, Francesco (4)

Sunder-Plassmann, Laura (3)

Alessandri, Piergiorgio (3)

Surico, Paolo (3)

Mandalinci, Zeyyad (2)

Carriero, Andrea (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with haroon mumtaz.

Is cited by:

GUPTA, RANGAN (162)

Zanetti, Francesco (52)

Balcilar, Mehmet (44)

Wohar, Mark (43)

Korobilis, Dimitris (37)

Eickmeier, Sandra (35)

Marcellino, Massimiliano (35)

Theodoridis, Konstantinos (32)

Thorsrud, Leif (30)

Bjørnland, Hilde (26)

Gambetti, Luca (26)

Cites to:

Reichlin, Lucrezia (55)

Giannone, Domenico (50)

Surico, Paolo (41)

Banbura, Marta (39)

Zha, Tao (36)

Cogley, Timothy (34)

Primiceri, Giorgio (33)

Canova, Fabio (33)

Sargent, Thomas (31)

Gambetti, Luca (29)

Sims, Christopher (25)

Main data


Where haroon mumtaz has published?


Journals with more than one article published# docs
Journal of Money, Credit and Banking3
International Journal of Forecasting3
Review of Economic Dynamics3
International Economic Review3
Macroeconomic Dynamics2
Journal of Economic Dynamics and Control2
Journal of International Economics2
Journal of Applied Econometrics2
Journal of the European Economic Association2

Working Papers Series with more than one paper published# docs
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section4
Working Papers / Lancaster University Management School, Economics Department3
Economics Series Working Papers / University of Oxford, Department of Economics3
Working Paper Series / European Central Bank3
Discussion Papers / Monetary Policy Committee Unit, Bank of England2
Joint Research Papers / Centre for Central Banking Studies, Bank of England2

Recent works citing haroon mumtaz (2020 and 2019)


YearTitle of citing document
2020Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05.

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2020The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area. (2020). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-12.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2020A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2019Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data. (2019). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Papers. RePEc:arx:papers:1912.09702.

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2020Inflation Dynamics of Financial Shocks. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03301.

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2020A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110.

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2019Impact of Economic and Non-Economic Factors on Income Inequality in ASEAN Countries. (2019). Wibowo, Tri ; Adriansyah, Benny Gunawan ; Syadullah, Makmun. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1346-1357.

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2019The interplay between oil and food commodity prices: Has It changed over time?. (2019). Rüth, Sebastian ; Peersman, Gert ; van der Veken, Wouter ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0665.

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2019What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?. (2019). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:19-38.

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2019The Distributional Effects of Conventional Monetary Policy and Quantitative Easing: Evidence from an Estimated DSGE Model. (2019). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Staff Working Papers. RePEc:bca:bocawp:19-6.

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2020Exchange rate pass-through in the euro area and EU countries. (2020). Osbat, Chiara ; Nagengast, Arne ; Bursian, Dirk ; Ortega, Eva. In: Occasional Papers. RePEc:bde:opaper:2016.

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2019Wages and prices in the euro area: exploring the nexus. (2019). Nobili, Andrea ; Conti, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_518_19.

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2019The international transmission of US tax shocks: a proxy-SVAR approach. (2019). Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1223_19.

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2019Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1234_19.

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2019Financial Conditions and Growth at Risk in Italy. (2019). Miglietta, Arianna ; del Vecchio, Leonardo ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1242_19.

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2019Labour productivity and the wageless recovery. (2019). Guglielminetti, Elisa ; Conti, Antonio ; Riggi, Marianna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1257_19.

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2020The non-linear effects of the Feds asset purchases. (2020). Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1280_20.

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2020Questioning the puzzle: Fiscal policy, exchange rate and inflation. (2020). Siena, Daniele ; Natoli, Filippo ; Metelli, Luca ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:752.

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2020Public Opinion on Central Banks when Economic Policy is Uncertain. (2020). Istrefi, Klodiana ; Piloiu, Anamaria . In: Working papers. RePEc:bfr:banfra:765.

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2019The Effect of News Shocks and Monetary Policy. (2019). Zanetti, Francesco ; Korobilis, Dimitris ; Görtz, Christoph ; Tsoukalas, John ; Gortz, Christoph ; Gambetti, Luca. In: Discussion Papers. RePEc:bir:birmec:19-03.

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2020What drives inflation in advanced and emerging market economies?. (2020). Morley, James ; Mohanty, Madhusudan ; Kamber, Gnes. In: BIS Papers chapters. RePEc:bis:bisbpc:111-03.

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2019On the global Impact of risk-off shocks and policy-put frameworks. (2019). Kamber, Gunes ; Caballero, Ricardo. In: BIS Working Papers. RePEc:bis:biswps:772.

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2019The role of global relative price changes in international comovement of inflation. (2019). Zhivaykina, Aleksandra ; Kiselev, Aleksei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps53.

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2020Incorporating financial development indicators into early warning systems. (2020). Ponomarenko, Alexey ; Tatarintsev, Stas. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps58.

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2020Spillover Effects of Russian Monetary Policy Shocks on the Eurasian Economic Union. (2020). Abramov, Vladislav. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps60.

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2020Monetary policy under a multiple‐tool environment. (2020). Berument, Hakan M ; Varlik, Serdar. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:3:p:225-250.

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2019REAL EXCHANGE RATE, MONETARY POLICY, AND THE U.S. ECONOMY: EVIDENCE FROM A FAVAR MODEL. (2019). Sun, Wei ; De, Kuhelika. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:552-568.

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2020The global effects of global risk and uncertainty. (2020). Bonciani, Dario ; Ricci, Martino. In: Bank of England working papers. RePEc:boe:boeewp:0863.

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2020Has monetary policy made you happier?. (2020). HALDANE, ANDREW ; Pugh, Alice ; Bunn, Philip. In: Bank of England working papers. RePEc:boe:boeewp:0880.

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2019Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013.

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2019Measuring household uncertainty in EU countries. (2019). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_017.

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2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

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2020Inflationary household uncertainty shocks. (2020). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_005.

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2019Forecast Performance in Times of Terrorism. (2019). El-Shagi, Makram ; Benchimol, Jonathan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.08.

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2019Tracking Uncertainty through the Relative Sentiment Shift Series. (2019). Lee, Seohyun ; Nyman, Rickard. In: Working Papers. RePEc:bok:wpaper:1912.

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2020Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2035.

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2019State-dependent Monetary Policy Regimes. (2019). Zakipour-Saber, Shayan. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/19.

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2020The Determinants of Indonesia’s Business Cycle. (2020). Bary, Pakasa ; Cinditya, Anggita ; Harahap, Berry A. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:215-235.

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2020Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Kamaiah, Bandi ; Nain, Zulquar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265.

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2019Business Cycle Narratives. (2019). Thorsrud, Leif ; Larsen, Vegard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7468.

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2019The effect of news shocks and monetary policy. (2019). Zanetti, Francesco ; Korobilis, Dimitris ; Görtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7578.

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2019Forecasting GDP all over the world using leading indicators based on comprehensive survey data. (2019). Wohlrabe, Klaus ; Lehmann, Robert ; Garnitz, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7691.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7697.

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2019Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7900.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2020The Euro Area Periphery Sovereigns Fiscal Positions and Unconventional Monetary Policy. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8041.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2019Search Complementarities, Aggregate Fluctuations, and Fiscal Policy. (2018). Zanetti, Francesco ; Mandelman, Federico ; Fernandez-Villaverde, Jesus ; Yu, Yang. In: Discussion Papers. RePEc:cfm:wpaper:1917.

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2019Global Inflation Synchronization. (2019). Kose, Ayhan ; Ohnsorge, Franziska. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13600.

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2019Understanding Inflation in Emerging and Developing Economies. (2019). Kose, Ayhan ; Ohnsorge, Franziska. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13608.

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2019Capital, Income Inequality, and Consumption: the Missing Link. (2019). Surico, Paolo ; Kanzig, Diego R ; Bilbiie, Florin Ovidiu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14118.

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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14271.

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2019Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_020.

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2019The Role of Global and Domestic Shocks for Inflation Dynamics: Evidence from Asia. (2019). Tillmann, Peter ; PeterTillmann, ; Finck, David. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_022.

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2019Does monetary policy affect income inequality in the euro area?. (2019). Samarina, Anna ; Nguyen, Anh. In: DNB Working Papers. RePEc:dnb:dnbwpp:626.

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2019Monetary policy and the top one percent: Evidence from a century of modern economic history. (2019). Leroy, Aurélien ; El Herradi, Mehdi. In: DNB Working Papers. RePEc:dnb:dnbwpp:632.

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2020Financial disruptions and heightened uncertainty: a case for timely policy action. (2020). Smadu, Andra ; Nalban, Valeriu. In: DNB Working Papers. RePEc:dnb:dnbwpp:687.

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2020A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691.

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2020Exchange rate pass-through in the euro area and EU countries. (2020). Osbat, Chiara ; Ortega, Eva ; Nagengast, Arne. In: Occasional Paper Series. RePEc:ecb:ecbops:2020241.

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2019Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?. (2019). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico. In: Working Paper Series. RePEc:ecb:ecbwps:20192226.

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2019Credit, financial conditions and the business cycle in China. (2019). Soudan, Michel ; Lodge, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192244.

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2019Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis. (2019). Miescu, Mirela S ; Lodge, David ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192248.

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2020Exchange rate shocks and inflation comovement in the euro area. (2020). Martinez-Martin, Jaime ; Leiva-Leon, Danilo ; Ortega, Eva. In: Working Paper Series. RePEc:ecb:ecbwps:20202383.

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2019Importancia de los términos de intercambio en la economía colombiana. (2019). Sierra, Lya Paola ; Oviedo, Andres Felipe. In: Revista CEPAL. RePEc:ecr:col070:44740.

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2019The importance of terms of trade in the Colombian economy. (2019). Sierra, Lya Paola ; Oviedo, Andres Felipe. In: Revista CEPAL. RePEc:ecr:col070:44982.

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2019Price convergence among Indian cities: The role of linguistic differences, topography, and aggregation. (2019). Morshed, AKM ; Morshed, A. K. M. Mahbub, ; Kitenge, Erick M. In: Journal of Asian Economics. RePEc:eee:asieco:v:61:y:2019:i:c:p:34-50.

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2019Price rigidity in China: Empirical results at home and abroad. (2019). CHONG, Terence Tai Leung ; Wu, Zhang . In: China Economic Review. RePEc:eee:chieco:v:55:y:2019:i:c:p:218-235.

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2020Synchronization of regional growth dynamics in China. (2020). Stewart, Shamar ; Ni, Jinlan ; Ma, Jun ; Bian, Zhicun . In: China Economic Review. RePEc:eee:chieco:v:61:y:2020:i:c:s1043951x18301305.

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2019Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles. (2019). Zhuang, Xin-Tian ; Xiong, Xiong ; Liu, Xi-Hua ; Gong, Xiao-Li. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:121:y:2019:i:c:p:129-136.

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2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

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2019A time-varying parameter structural model of the UK economy. (2019). Waldron, Matt ; Masolo, Riccardo M. ; Petrova, Katerina ; Kapetanios, George. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:5.

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2020Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300373.

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2019Convergence of labor productivity across the US states. (2019). Kinfemichael, Bisrat ; Morshed, A. K. M. Mahbub, . In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:270-280.

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2019Persistence of prices in the Eurozone capital cities: Evidence from the Economist Intelligence Unit City Data. (2019). Ogrokhina, Olena. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:330-338.

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2019On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.

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2019Dynamics of monetary policy spillover: The role of exchange rate regimes. (2019). Dash, Pradyumna ; Rohit, Abhishek Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:276-288.

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2019Monetary policy volatility shocks in Brazil. (2019). Fasolo, Angelo. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:348-360.

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2020Taylor Rule implementation of the optimal policy at the zero lower bound: Does the cost channel matter?. (2020). Ghosh, Taniya ; Chattopadhyay, Siddhartha. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:351-366.

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2020Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

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2020Forecast performance in times terrorism. (2020). Benchimol, Jonathan ; El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:386-402.

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2019The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. (2019). Ba, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:90-110.

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2019Time-varying predictability of oil market movements over a century of data: The role of US financial stress. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306090.

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2019Dynamic credit convergence in CARD: The spreading of common shocks. (2019). Pagliacci, Carolina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306752.

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2020U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

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2020The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach. (2020). Rodríguez, Gabriel ; Guevara, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304656.

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2019Maximum likelihood estimation of a TVP-VAR. (2019). Moura, Guilherme V ; Noriller, Mateus R. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:78-83.

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2019Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20.

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2019Common and country specific factors in the distribution of real wages. (2019). Chatzivgeri, Eleni ; Ventimiglia, Luigi ; Tavasci, Daniela ; Mumtaz, Haroon. In: Economics Letters. RePEc:eee:ecolet:v:184:y:2019:i:c:s0165176519302861.

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2019Unconventional monetary policy and the credit channel in the euro area. (2019). Salachas, Evangelos ; Evgenidis, Anastasios. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303465.

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2020Does the credit supply shock have asymmetric effects on macroeconomic variables?. (2020). Paccagnini, Alessia ; Colombo, Valentina. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300100.

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2019Consistent estimation of time-varying loadings in high-dimensional factor models. (2019). Urga, Giovanni ; Hillebrand, Eric ; Mikkelsen, Jakob Guldbak . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:535-562.

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2019A quasi-Bayesian local likelihood approach to time varying parameter VAR models. (2019). Petrova, Katerina. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:286-306.

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2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145.

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2019Deconstructing uncertainty. (2019). Samaniego, Roberto. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:22-41.

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2020Monetary policy transmission in the United Kingdom: A high frequency identification approach. (2020). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300076.

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2014Financial regimes and uncertainty shocks In: BCAM Working Papers.
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2014Financial indicators and density forecasts for US output and inflation In: Temi di discussione (Economic working papers).
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2012EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS In: Journal of the European Economic Association.
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2015THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS In: Journal of the European Economic Association.
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2015Labor Market Dynamics: A Time-Varying Analysis In: Oxford Bulletin of Economics and Statistics.
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2010One TV, One Price? In: Scandinavian Journal of Economics.
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2015The role of oil prices and monetary policy in the Norwegian economy since the 1980s In: Working Paper.
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2009Dynamics of the term structure of UK interest rates In: Bank of England working papers.
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2010Dynamics of the Term Structure of UK Interest Rates.(2010) In: Working Papers.
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2010Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR In: Bank of England working papers.
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2010Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis In: Bank of England working papers.
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2010Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom In: Bank of England working papers.
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2010Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR In: Bank of England working papers.
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2011International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy In: Bank of England working papers.
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2011Estimating the impact of the volatility of shocks: a structural VAR approach In: Bank of England working papers.
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2012Assessing the economy-wide effects of quantitative easing In: Bank of England working papers.
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2012Assessing the Economy‐wide Effects of Quantitative Easing.(2012) In: Economic Journal.
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2015Forecasting with VAR models: fat tails and stochastic volatility In: Bank of England working papers.
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2017Forecasting with VAR models: Fat tails and stochastic volatility.(2017) In: International Journal of Forecasting.
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2015Forecasting with VAR Models: Fat Tails and Stochastic Volatility.(2015) In: CReMFi Discussion Papers.
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2006Consumption excess sensitivity, liquidity constraints and the collateral role of housing In: Bank of England working papers.
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2006Exchange rate pass-through into UK import prices In: Bank of England working papers.
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2008Evolving international inflation dynamics: evidence from a time-varying dynamic factor model In: Bank of England working papers.
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2014Financial conditions and density forecasts for US output and inflation.(2014) In: CReMFi Discussion Papers.
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2014Financial Conditions and Density Forecasts for US Output and Inflation.(2014) In: Working Papers.
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2014Financial Conditions and Density Forecasts for US Output and Inflation.(2014) In: Working Papers.
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2017Financial conditions and density forecasts for US output and inflation.(2017) In: Review of Economic Dynamics.
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2012Applied Bayesian econometrics for central bankers In: Technical Books.
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2017US financial shocks and the distribution of income and consumption in the UK In: Cardiff Economics Working Papers.
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2017US financial shocks and the distribution of income and consumption in the UK.(2017) In: Working Papers.
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2017The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis..(2017) In: Working Papers.
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2018Fiscal Policy Shocks and Stock Prices in the United State In: Cardiff Economics Working Papers.
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2017Fiscal policy shocks and stock prices in the United States.(2017) In: Working Papers.
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2017Fiscal Policy Shocks and Stock Prices in the United States.(2017) In: Working Papers.
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2017Fiscal Policy Shocks and Stock Prices in the United States.(2017) In: Working Papers.
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2018Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility In: Cardiff Economics Working Papers.
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2015Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility.(2015) In: Working Papers.
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2015Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility.(2015) In: Working Papers.
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2015Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility.(2015) In: Working Papers.
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2016VAR Models with Non-Gaussian Shocks In: Discussion Papers.
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2016VAR models with non-Gaussian shocks.(2016) In: LSE Research Online Documents on Economics.
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0000VAR Models with Non-Gaussian Shocks.(0000) In: CReMFi Discussion Papers.
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2014The Transmission Mechanism in Good and Bad Times In: CEPR Discussion Papers.
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2015THE TRANSMISSION MECHANISM IN GOOD AND BAD TIMES.(2015) In: International Economic Review.
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2003PPP Strikes Back: Aggregation and the Real Exchange Rate In: CEPR Discussion Papers.
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2002PPP Strikes Back: Aggregation and the Real Exchange Rate.(2002) In: NBER Working Papers.
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2005PPP Strikes Back: Aggregation And the Real Exchange Rate.(2005) In: The Quarterly Journal of Economics.
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2005Aggregation Bias DOES Explain the PPP Puzzle In: CEPR Discussion Papers.
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2005Aggregation Bias DOES Explain the PPP Puzzle.(2005) In: NBER Working Papers.
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2011Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters In: CEPR Discussion Papers.
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2013Policy Uncertainty and Aggregate Fluctuations In: CEPR Discussion Papers.
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2013Policy Uncertainty and Aggregate Fluctuations.(2013) In: Working Papers.
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2013Policy Uncertainty and Aggregate Fluctuations.(2013) In: Working Papers.
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2018Policy uncertainty and aggregate fluctuations.(2018) In: Journal of Applied Econometrics.
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2009EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING In: Macroeconomic Dynamics.
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2016THE EFFECT OF LABOR AND FINANCIAL FRICTIONS ON AGGREGATE FLUCTUATIONS In: Macroeconomic Dynamics.
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2013The Effect of Labor and Financial Frictions on Aggregate Fluctuations.(2013) In: Economics Series Working Papers.
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2007U.S. evolving macroeconomic dynamics: a structural investigation In: Working Paper Series.
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2011What lies beneath? A time-varying FAVAR model for the UK transmission mechanism In: Working Paper Series.
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2014What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism.(2014) In: Economic Journal.
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2018The evolving impact of global, region-specific and country-specific uncertainty In: Working Paper Series.
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2018Does uncertainty affect real activity? Evidence from state-level data In: Economics Letters.
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2017The impact of monetary policy on inequality in the UK. An empirical analysis In: European Economic Review.
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2016International fiscal spillovers In: Journal of International Economics.
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2015Macroeconomic information, structural change, and the prediction of fiscal aggregates In: International Journal of Forecasting.
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2014The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR In: Journal of International Money and Finance.
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