haroon mumtaz : Citation Profile

Queen Mary University of London

35

H index

68

i10 index

4304

Citations

RESEARCH PRODUCTION:

38

Articles

110

Papers

1

Books

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 195
   Journals where haroon mumtaz has often published
   Relations with other researchers
   Recent citing documents: 317.    Total self citations: 70 (1.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu116
   Updated: 2025-11-22    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Sustek, Roman (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 (278)

Zanetti, Francesco (128)

Korobilis, Dimitris (78)

Wohar, Mark (72)

Balcilar, Mehmet (69)

Theodoridis, Konstantinos (67)

Gambetti, Luca (64)

Castelnuovo, Efrem (62)

Marcellino, Massimiliano (56)

Huber, Florian (39)

Eickmeier, Sandra (37)

Cites to:

Reichlin, Lucrezia (92)

Giannone, Domenico (86)

Rubio-Ramirez, Juan F (77)

Banbura, Marta (71)

Surico, Paolo (62)

Primiceri, Giorgio (60)

Zha, Tao (57)

Fernandez-Villaverde, Jesus (56)

Cogley, Timothy (51)

Sims, Christopher (50)

Gambetti, Luca (48)

Main data

Where haroon mumtaz has published?

Journals with more than one article published# docs
Review of Economic Dynamics4
International Journal of Forecasting3
Journal of Money, Credit and Banking3
Journal of Economic Dynamics and Control2
Journal of Applied Econometrics2
Journal of the European Economic Association2
International Economic Review2
Macroeconomic Dynamics2
Journal of International Economics2

Working Papers Series with more than one paper published# docs
Bank of England working papers / Bank of England20
CEPR Discussion Papers / C.E.P.R. Discussion Papers7
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section5
Discussion Papers / Centre for Macroeconomics (CFM)4
Economics Series Working Papers / University of Oxford, Department of Economics3
Working Paper Series / European Central Bank3
NBER Working Papers / National Bureau of Economic Research, Inc3
Working Papers / Lancaster University Management School, Economics Department3
Joint Research Papers / Centre for Central Banking Studies, Bank of England2
Discussion Papers / Monetary Policy Committee Unit, Bank of England2

Recent works citing haroon mumtaz (2025 and 2024)

YearTitle of citing document
2024Assessing the impact of energy and macroeconomic shocks on the Romanian economy: a Bayesian VAR approach. (2024). Mihai, Georgian Dnu ; Plea, Georgiana ; Neacu, Andrei Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:109-118.

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2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Stewart, Shamar ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343936.

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2025The Interaction Between Economic Uncertainties and Financial Cycles in Türkiye: Frequency Domain Symmetric and Asymmetric Causality Analysis. (2025). Ahin, Ayegl. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:2:p:484-501.

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2025Do common shocks drive changes in aggregate emissions intensity?. (2025). Lafond, François ; Ren, Xiyu ; Marotta, Fulvia. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-15.

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2024Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2024Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2025A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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2024Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler. (2024). Omori, Yasuhiro ; Chib, Siddhartha ; Hiraki, Daichi. In: Papers. RePEc:arx:papers:2404.13986.

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2024A Structural Approach to Growth-at-Risk. (2024). Wojciechowski, Robert. In: Papers. RePEc:arx:papers:2410.04431.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2024The Distributional Effects of Economic Uncertainty. (2024). Marcellino, Massimiliano ; Huber, Florian ; Tornese, Tommaso. In: Papers. RePEc:arx:papers:2411.12655.

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2025Modeling Maximum drawdown Records with Piecewise Deterministic Markov Processe in Capital Markets. (2025). Torres, Soledad ; Fermin, Lisandro ; Rubilar-Torrealba, Rolando. In: Papers. RePEc:arx:papers:2503.23221.

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2025Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia. In: Papers. RePEc:arx:papers:2506.11551.

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2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

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2025A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408.

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2025Fiscal Spillovers through Informal Financial Channels. (2025). Kennedy, Austin. In: Papers. RePEc:arx:papers:2508.06662.

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2024The Effect of Exchange Rates and World Crude Oil Prices on Inflation: Evidence from Emerging Economies. (2024). Widodo, Wahyu. In: Journal of Economic Sciences. RePEc:azm:journl:v:3:y:2024:i:2:p:146-161.

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2024Unpacking the Inflation Basket: A Systematic Literature Review of Key Determinants of Rising Food Prices and their Global Impact. (2024). Zabidi, Nurul Husna ; Zaeimoedin, Teku Zariff ; Tumin, Siti Aisyah ; Abu, Ahmad Redhuan ; Zulzamzuri, Dina Nurzafira ; Abdullah, Dahlan. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:706-713.

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2024Sovereign uncertainty. (2024). Silgado-Gómez, Edgar ; Silgado-Gomez, Edgar. In: Working Papers. RePEc:bde:wpaper:2423.

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2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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2024Monetary policy shocks and inflation inequality. (2024). Mangiante, Giacomo ; Lauper, Christoph. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1474_24.

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2024Unwinding Quantitative Easing: State Dependency and Household Heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: Working papers. RePEc:bfr:banfra:955.

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2025On the Distributional Effects of Conventional Monetary Policy and Forward Guidance. (2025). Meichtry, Pascal ; Mangiante, Giacomo. In: Working papers. RePEc:bfr:banfra:996.

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2025Imperfect Banking Competition and the Propagation of Uncertainty Shocks. (2025). Gasparini, Tommaso. In: Working papers. RePEc:bfr:banfra:997.

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2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

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2024Inequality and the zero lower bound. (2024). Rachedi, Omar ; Nuño Barrau, Galo ; Fernandez-Villaverde, Jesus ; Marbet, Joel. In: BIS Working Papers. RePEc:bis:biswps:1160.

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2024Sixty years of global inflation: a post-GFC update. (2024). Pedemonte, Mathieu ; Auer, Raphael ; Schoenle, Raphael. In: BIS Working Papers. RePEc:bis:biswps:1189.

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2025Inflation cycles: evidence from international data. (2025). Schmieder, Christian ; Rees, Daniel ; Americo, Alberto ; Godoy, Douglas Kiarelly ; Nilsen, Sjur ; Damp, Johannes ; Schmidt, Rafael. In: BIS Working Papers. RePEc:bis:biswps:1264.

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2025Economic activity, inflation, and monetary policy after extreme weather events: ENSO and its economic impact on the Peruvian economy. (2025). Pérez Forero, Fernando ; Ledesma, Alan ; Aguirre, John ; Rojas, Youel. In: BIS Working Papers. RePEc:bis:biswps:1276.

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2024Terrorism and economic complexity in Africa: The unconditional impact of military expenditure. (2024). Ogbuabor, Jonathan E ; Emeka, Ekene Thankgod ; Ekeocha, Davidmac O. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:1:p:139-152.

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2024How does economic policy uncertainty respond to permanent and transitory shocks?. (2024). Funashima, Yoshito. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:1:p:267-282.

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2024Did COVID‐19 induce a reallocation wave?. (2024). Petroulakis, Filippos ; Consolo, Agostino. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1349-1390.

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2024Drivers of international fiscal spillovers. (2024). YILMAZKUDAY, HAKAN. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1491-1536.

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2024Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43.

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2024Revisiting the Macroeconomic Effects of Monetary Policy Shocks. (2024). Haque, Qazi ; Doko Tchatoka, Firmin. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:234-259.

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2024Climate risks and forecastability of the weekly state‐level economic conditions of the United States. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting ; Ma, Jun. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:154-162.

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2024Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136.

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2024Global shocks, budgets deficits, and international fiscal policy coordination. (2024). Agnor, Pierrerichard. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1341-1363.

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2024The evolving international effects of Chinas government spending. (2024). Zhang, Wen. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:1851-1869.

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2024DO ECONOMIC POLICY UNCERTAINTY HAVE RAMIFICATIONS ON INFLATION AND STOCK MARKET PERFORMANCE? EVIDENCE FROM GLOBAL FRAMEWORK. (2024). Mishra, Amritkant. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:172-190.

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2024REGIONAL AND LOCAL MACROECONOMIC POLICIES FROM THE PERSPECTIVE OF THE DEVELOPMENT OF EMERGING STATES. (2024). Mihai, Cazacu ; Andrada, Mrgrita Ilinca. In: Revista Economica. RePEc:blg:reveco:v:76:y:2024:i:2:p:22-28.

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2025How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables. (2025). Kim, Soyoung ; Park, Joon Y ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0136.

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2025Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137.

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2025Do inflation expectations respond to monetary policy? An empirical analysis for the United Kingdom. (2025). Burr, Natalie. In: Bank of England working papers. RePEc:boe:boeewp:1109.

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2025Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118.

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2025Gini in the Taylor Rule: Should the Fed Care About Inequality?. (2025). Ma, Eunseong ; Kwangyong, Park. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:25:y:2025:i:1:p:241-285:n:1005.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2025Adaptive Importance Sampling Estimation of an Open Economy Model with Fiscal Policy. (2025). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps111.

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2025The Effect of Oil News Shocks on Job Creation and Destruction. (2025). Herrera, Ana Mara ; Hanson, Ryan. In: Working Papers. RePEc:cen:wpaper:25-06.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10930.

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2024Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach. (2024). Lyu, Jingjing ; Sussmuth, Bernd. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10970.

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2024The Adoption and Termination of Suppliers over the Business Cycle. (2024). Zanetti, Francesco ; Yu, Yang ; Xu, LE. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11030.

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2024Sixty Years of Global Inflation: A Post-GFC Update. (2024). Pedemonte, Mathieu ; Auer, Raphael ; Schoenle, Raphael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11148.

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2024The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Melosi, Leonardo ; Picco, Anna Rogantini ; Morita, Hiroshi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11312.

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2025Credit Market Tightness and Zombie Firms: Theory and Evidence. (2025). Zanetti, Francesco ; Hamano, Masashige ; Uesugi, Iichiro ; Shintani, Mototsugu ; Schnattinger, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11640.

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2025The Inflation Uncertainty Amplifier. (2025). Srkjr, Laust L ; Pellegrino, Giovanni ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11853.

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2025Inflation, Monetary Policy, and Capital-Labor Inequality. (2025). Milani, Fabio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12065.

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2025Credit Market Tightness and Zombie Firms: Theory and Evidence. (2025). Shintani, Mototsugu ; Schnattinger, Philip ; Hamano, Masashige ; Zanetti, Francesco ; Uesugi, Iichiro. In: CARF F-Series. RePEc:cfi:fseres:cf597.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: Discussion Papers. RePEc:cfm:wpaper:2405.

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2024The Adoption and Termination of Suppliers over the Business Cycle. (2024). Zanetti, Francesco ; Yu, Yang ; Xu, LE. In: Discussion Papers. RePEc:cfm:wpaper:2416.

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2024The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Rogantini Picco, Anna ; Melosi, Leonardo ; Morita, Hiroshi. In: Discussion Papers. RePEc:cfm:wpaper:2436.

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2024Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8.

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2024Economic Policy Uncertainty in Europe: Spillovers and Common Shocks. (2024). Šestořád, Tomáš ; Baxa, Jaromir ; Sestorad, Tomas. In: Working Papers. RePEc:cnb:wpaper:2024/9.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-003e.

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2024The Adoption and Termination of Suppliers over the Business Cycle. (2024). Zanetti, Francesco ; Yu, Yang ; Xu, LE. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-006e.

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2024The Signaling Effects of Fiscal Announcements. (2024). Zanetti, Francesco ; Melosi, Leonardo ; Morita, Hiroshi ; Picco, Anna Rogantini. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-017e.

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2025Credit Market Tightness and Zombie Firms: Theory and Evidence. (2025). Zanetti, Francesco ; Hamano, Masashige ; Uesugi, Iichiro ; Shintani, Mototsugu ; Schnattinger, Philip. In: CIGS Working Paper Series. RePEc:cnn:wpaper:25-005e.

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2024Monetary policy and inequality: an heterogenous agents’ approach.. (2024). Ricchiuti, Giorgio ; di Domenico, Lorenzo ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def133.

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2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

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2025Measuring the Spillovers of US Unconventional Surprises across Monetary Conditions with Local Projections. (2025). Chantaraboontha, Arisa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1276.

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2024Economic policy uncertainties and business confidence in Japan. (2024). Salgado, Pedro ; Montes, Gabriel Caldas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00456.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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2024Average inflation targeting: how far to look into the past and the future?. (2024). Masek, Frantisek ; Zemlicka, Jan. In: Working Paper Series. RePEc:ecb:ecbwps:20242955.

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2024Macro uncertainty, unemployment risk, and consumption dynamics. (2024). Oh, Joonseok ; Picco, Anna Rogantini. In: Working Paper Series. RePEc:ecb:ecbwps:20242971.

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2024Geopolitical risk shocks: when the size matters. (2024). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Working Paper Series. RePEc:ecb:ecbwps:20242972.

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2024Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983.

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2024A statistical approach to identifying ECB monetary policy. (2024). Fonseca, Luís ; Brand, Claus ; Bitter, Lea ; Akkaya, Yildiz. In: Working Paper Series. RePEc:ecb:ecbwps:20242994.

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2024Monetary policy pass-through to consumer prices: evidence from granular price data. (2024). Allayioti, Anastasia ; Grnicka, Lucyna ; Holton, Sarah ; Hernndez, Catalina Martnez. In: Working Paper Series. RePEc:ecb:ecbwps:20243003.

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2025The poor, the rich, and the credit channel of monetary policy. (2025). Ongena, Steven ; Mulier, Klaas ; Delis, Manthos ; Ferrando, Annalisa. In: Working Paper Series. RePEc:ecb:ecbwps:20253058.

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2025The signaling effects of fiscal announcements. (2025). Morita, Hiroshi ; Picco, Anna Rogantini ; Melosi, Leonardo ; Zanetti, Francesco. In: Working Paper Series. RePEc:ecb:ecbwps:20253110.

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2024Modelling Inflation Dynamics and Global Oil Price Shocks in OAPEC Countries: TVP-VAR. (2024). Elsherif, Marwa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-6.

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2025Inequality, Labour Market Dynamics and the Policy Mix: Insights from a FLANK. (2025). Karaferis, Vasileios. In: Edinburgh School of Economics Discussion Paper Series. RePEc:edn:esedps:319.

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2025Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418.

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2024Transmission of external shocks and regional heterogeneity: Evidence from Korean province-level data. (2024). Chung, Min-Su ; Lim, Hyunjoon. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s104900782400085x.

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2024The nexus between trade policy uncertainty and corporate financialization: Evidence from China. (2024). Ge, Xinyu ; Yu, Yong ; Zhuang, Jiali ; Si, Deng-Kui. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000026.

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2025External trade policy uncertainty, corporate risk exposure, and stock market volatility. (2025). Tang, Guohao ; Chen, Jian ; Liu, Hongkui ; Yu, Jiasheng. In: China Economic Review. RePEc:eee:chieco:v:89:y:2025:i:c:s1043951x24002207.

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2025How does monetary policy shock affect banks loan loss provisioning behavior? Evidence from Chinese commercial banks. (2025). Lan, Huanqi ; Ma, Yong. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000537.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Inflation targeting and firm performance in developing countries. (2024). Minea, Alexandru ; Combes, Jean-Louis ; Kaba, Kabinet ; Bambe, Bao-We-Wal, . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000460.

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2024Unconventional monetary policy and policy foresight. (2024). Laumer, Sebastian ; Violaris, Andreas-Entony. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000745.

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2025Robots, AI, and unemployment. (2025). Miyamoto, Hiroaki ; Kudoh, Noritaka. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:174:y:2025:i:c:s0165188925000351.

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2024What explains foreign portfolio investment inflows to BRICS countries?. (2024). Dua, Pami ; Kumar, Virender. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:32-46.

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2024Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718.

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2024House prices and credit as transmission channels from monetary policy to inequality: Evidence from OECD countries. (2024). Vale, Sofia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:293-307.

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2025Inflation expectations and house prices in the euro area. (2025). Michail, Nektarios A ; Louca, Kyriaki G. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:383-391.

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2024Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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More than 100 citations found, this list is not complete...

Works by haroon mumtaz:

YearTitleTypeCited
2014Financial regimes and uncertainty shocks In: BCAM Working Papers.
[Full Text][Citation analysis]		paper223
2014Financial Regimes and Uncertainty Shocks.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 223		paper
2012Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics In: Staff Working Papers.
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2013Changes in the effects of monetary policy on disaggregate price dynamics.(2013) In: Journal of Economic Dynamics and Control.
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2014Financial indicators and density forecasts for US output and inflation In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper7
2012EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article189
2015THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article107
2012The international transmission of volatility shocks: an empirical analysis.(2012) In: Bank of England working papers.
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2015Labor Market Dynamics: A Time-Varying Analysis In: Oxford Bulletin of Economics and Statistics.
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2014Labor Market Dynamics: a Time-varying Analysis.(2014) In: Economics Series Working Papers.
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2010One TV, One Price? In: Scandinavian Journal of Economics.
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2009One TV, One Price?.(2009) In: CEPR Discussion Papers.
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2010One TV, One Price?.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
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2009One TV, One Price?.(2009) In: NBER Working Papers.
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2015The role of oil prices and monetary policy in the Norwegian economy since the 1980s In: Working Paper.
[Full Text][Citation analysis]		paper1
2008Investigating the structural stability of the Phillips curve relationship In: Bank of England working papers.
[Full Text][Citation analysis]		paper21
2009Dynamics of the term structure of UK interest rates In: Bank of England working papers.
[Full Text][Citation analysis]		paper15
2010Dynamics of the Term Structure of UK Interest Rates.(2010) In: Working Papers.
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2009What lies beneath: what can disaggregated data tell us about the behaviour of prices? In: Bank of England working papers.
[Full Text][Citation analysis]		paper15
2010All together now: do international factors explain relative price comovements? In: Bank of England working papers.
[Full Text][Citation analysis]		paper10
2010All together now: Do international factors explain relative price co-movements?.(2010) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2010Time-varying dynamics of the real exchange rate. A structural VAR analysis In: Bank of England working papers.
[Full Text][Citation analysis]		paper15
2010Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR In: Bank of England working papers.
[Full Text][Citation analysis]		paper11
2010Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis In: Bank of England working papers.
[Full Text][Citation analysis]		paper12
2010Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]		paper8
2010Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR In: Bank of England working papers.
[Full Text][Citation analysis]		paper21
2011International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy In: Bank of England working papers.
[Full Text][Citation analysis]		paper32
2011Estimating the impact of the volatility of shocks: a structural VAR approach In: Bank of England working papers.
[Full Text][Citation analysis]		paper3
2012Assessing the economy-wide effects of quantitative easing In: Bank of England working papers.
[Full Text][Citation analysis]		paper243
2012Assessing the Economy‐wide Effects of Quantitative Easing.(2012) In: Economic Journal.
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This paper has nother version. Agregated cites: 243		article
2012Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters In: Bank of England working papers.
[Full Text][Citation analysis]		paper21
2012Neutral technology shocks and employment dynamics: results based on an RBC identification scheme In: Bank of England working papers.
[Full Text][Citation analysis]		paper6
2012Factor adjustment costs: a structural investigation In: Bank of England working papers.
[Full Text][Citation analysis]		paper27
2015Factor adjustment costs: A structural investigation.(2015) In: Journal of Economic Dynamics and Control.
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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.
[Full Text][Citation analysis]		paper28
2006Exchange rate pass-through into UK import prices In: Bank of England working papers.
[Full Text][Citation analysis]		paper42
2008Evolving international inflation dynamics: evidence from a time-varying dynamic factor model In: Bank of England working papers.
[Full Text][Citation analysis]		paper27
2008Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model.(2008) In: CEPR Discussion Papers.
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2012Asset prices, credit and the Russian economy In: Joint Research Papers.
[Citation analysis]		paper8
2013Financial conditions and density forecasts for US Output and inflation In: Joint Research Papers.
[Citation analysis]		paper112
2014Financial conditions and density forecasts for US output and inflation.(2014) In: CReMFi Discussion Papers.
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This paper has nother version. Agregated cites: 112		paper
2014Financial Conditions and Density Forecasts for US Output and Inflation.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 112		paper
2017Financial conditions and density forecasts for US output and inflation.(2017) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 112		article
2012Applied Bayesian econometrics for central bankers In: Technical Books.
[Citation analysis]		book77
2017US financial shocks and the distribution of income and consumption in the UK In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper4
2017US financial shocks and the distribution of income and consumption in the UK.(2017) In: Working Papers.
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2018The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis In: Cardiff Economics 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.
[Full Text][Citation analysis]		paper25
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.
[Full Text][Citation analysis]		paper34
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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2024Non-linear Dynamics of Oil Supply News Shocks In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2016VAR Models with Non-Gaussian Shocks In: Discussion Papers.
[Full Text][Citation analysis]		paper2
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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2020Monetary policy surprises and their transmission through term premia and expected interest rates In: Discussion Papers.
[Full Text][Citation analysis]		paper15
2023Global house prices since 1950 In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2023A tail of labor supply and a tale of monetary policy In: Discussion Papers.
[Full Text][Citation analysis]		paper6
2014The Transmission Mechanism in Good and Bad Times In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2003PPP Strikes Back: Aggregation and the Real Exchange Rate In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper394
2002PPP Strikes Back: Aggregation and the Real Exchange Rate.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 394		paper
2005PPP Strikes Back: Aggregation And the Real Exchange Rate.(2005) In: The Quarterly Journal of Economics.
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This paper has nother version. Agregated cites: 394		article
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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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.
[Full Text][Citation analysis]		paper65
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.
[Full Text][Citation analysis]		paper32
2018Does uncertainty affect real activity? Evidence from state-level data In: Economics Letters.
[Full Text][Citation analysis]		article39
2017The impact of monetary policy on inequality in the UK. An empirical analysis In: European Economic Review.
[Full Text][Citation analysis]		article186
2016The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 186		paper
2017Common and country specific economic uncertainty In: Journal of International Economics.
[Full Text][Citation analysis]		article115
2015Common and Country Specific Economic Uncertainty.(2015) In: Working Papers.
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2016International fiscal spillovers In: Journal of International Economics.
[Full Text][Citation analysis]		article39
2014Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters In: International Journal of Forecasting.
[Full Text][Citation analysis]		article45
2015Macroeconomic information, structural change, and the prediction of fiscal aggregates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2014The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article23
2009The great moderation of the term structure of UK interest rates In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article86
2011Exchange rate pass-through into U.K. import prices: evidence from disaggregated data In: Staff Papers.
[Full Text][Citation analysis]		article3
2008International influences on domestic prices and activities: a FAVAR approach to open economy In: Proceedings.
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2016The Evolving Transmission of Uncertainty Shocks in the United Kingdom In: Econometrics.
[Full Text][Citation analysis]		article11
2009Time-varying yield curve dynamics and monetary policy In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article43
2008Time-Varying Yield Curve Dynamics and Monetary Policy.(2008) In: Discussion Papers.
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2017The Federal Reserve€™s implicit inflation target and Macroeconomic dynamics. A SVAR analysis. In: Working Papers.
[Full Text][Citation analysis]		paper0
2009The Transmission of International Shocks: A Factor-Augmented VAR Approach In: Journal of Money, Credit and Banking.
[Citation analysis]		article159
2011Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK In: Journal of Money, Credit and Banking.
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2013The Impact of the Volatility of Monetary Policy Shocks In: Journal of Money, Credit and Banking.
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2009International comovements, business cycle and inflation: a historical perspective In: Discussion Papers.
[Full Text][Citation analysis]		paper120
2011International Comovements, Business Cycle and Inflation: a Historical Perspective.(2011) In: Review of Economic Dynamics.
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2009International Comovements, Business Cycle and Inflation: a Historical Perspective.(2009) In: CSEF Working Papers.
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2017Changing Macroeconomic Dynamics at the Zero Lower Bound In: Economics Series Working Papers.
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0000Bayesian Vector Autoregressions with Non-Gaussian Shocks In: CReMFi Discussion Papers.
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2013The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach In: Working Papers.
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2015The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach.(2015) In: Journal of Money, Credit and Banking.
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2014Fat-tails in VAR Models In: Working Papers.
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2014What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis In: Working Papers.
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2014The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis In: Working Papers.
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2015Monetary Policy and Inequality in the UK In: Working Papers.
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2015What do VARs Tell Us about the Impact of a Credit Supply Shock? In: Working Papers.
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2018WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?.(2018) In: International Economic Review.
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2015Global Economic Divergence and Portfolio Capital Flows to Emerging Markets In: Working Papers.
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2016The State Level Impact of Uncertainty Shocks In: Working Papers.
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2016Volatility Co-movement and the Great Moderation. An Empirical Analysis In: Working Papers.
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2017Non-linear effects of government spending shocks in the US. Evidence from state-level data. In: Working Papers.
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2017Does uncertainty affect real activity? Evidence from state-level In: Working Papers.
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2018How to Sell Jobs In: Working Papers.
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2018A generalised stochastic volatility in mean VAR In: Working Papers.
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2018Common and country specific factors in the distribution of real wages In: Working Papers.
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2018Measuring the origins of macroeconomic uncertainty In: Working Papers.
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2018Non-linear effects of oil shocks on stock prices In: Working Papers.
[Full Text][Citation analysis]		paper5
2013The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach In: Working Papers.
[Full Text][Citation analysis]		paper9
2013Policy Uncertainty and Aggregate Fluctuations In: Working Papers.
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2014Fat-tails in VAR Models In: Working Papers.
[Full Text][Citation analysis]		paper7
2014Financial Conditions and Density Forecasts for US Output and Inflation In: Working Papers.
[Full Text][Citation analysis]		paper15
2014What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis In: Working Papers.
[Full Text][Citation analysis]		paper2
2014Financial Regimes and Uncertainty Shocks In: Working Papers.
[Full Text][Citation analysis]		paper42
2014The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis In: Working Papers.
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2015Monetary Policy and Inequality in the UK In: Working Papers.
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2015What do VARs Tell Us about the Impact of a Credit Supply Shock? In: Working Papers.
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2015Common and Country Specific Economic Uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper33
2015Global Economic Divergence and Portfolio Capital Flows to Emerging Markets In: Working Papers.
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2015Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility In: Working Papers.
[Full Text][Citation analysis]		paper3
2016The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis In: Working Papers.
[Full Text][Citation analysis]		paper25
2016The State Level Impact of Uncertainty Shocks In: Working Papers.
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2016Volatility Co-movement and the Great Moderation. An Empirical Analysis In: Working Papers.
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2017Fiscal Policy Shocks and Stock Prices in the United States In: Working Papers.
[Full Text][Citation analysis]		paper9
2017Online Appendix to Financial conditions and density forecasts for US output and inflation In: Online Appendices.
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2017Financial conditions and density forecasts for US output and inflation.(2017) In: Review of Economic Dynamics.
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2023Monetary Policy and Firm Dynamics In: Review of Economic Dynamics.
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2009A Historical Perspective on International Co-movements: 1821-2007 In: 2009 Meeting Papers.
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2008 Using time-varying VARs to diagnose the source of ‘Great Moderations’: a Monte Carlo analysis In: CDMA Conference Paper Series.
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2006Inflation Globalization and the Fall of Country Specific Fluctuations In: Computing in Economics and Finance 2006.
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2018The Changing Transmission of Uncertainty Shocks in the U.S. In: Journal of Business & Economic Statistics.
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2003Nonlinearities and Real Exchange Rate Dynamics In: Journal of the European Economic Association.
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2012NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION In: International Economic Review.
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2013TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS In: Journal of Applied Econometrics.
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