haroon mumtaz : Citation Profile

Are you haroon mumtaz?

Queen Mary University of London

34

H index

63

i10 index

3948

Citations

RESEARCH PRODUCTION:

36

Articles

110

Papers

1

Books

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 179
   Journals where haroon mumtaz has often published
   Relations with other researchers
   Recent citing documents: 363.    Total self citations: 69 (1.72 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmu116
   Updated: 2024-12-03    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 (265)

Zanetti, Francesco (108)

Wohar, Mark (68)

Balcilar, Mehmet (67)

Theodoridis, Konstantinos (67)

Castelnuovo, Efrem (58)

Korobilis, Dimitris (56)

Marcellino, Massimiliano (53)

Gambetti, Luca (50)

Eickmeier, Sandra (37)

Huber, Florian (37)

Cites to:

Reichlin, Lucrezia (92)

Giannone, Domenico (85)

Rubio-Ramirez, Juan F (74)

Banbura, Marta (71)

Surico, Paolo (61)

Primiceri, Giorgio (56)

Zha, Tao (56)

Fernandez-Villaverde, Jesus (54)

Sims, Christopher (49)

Gambetti, Luca (47)

Theodoridis, Konstantinos (46)

Main data

Where haroon mumtaz has published?

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

Working Papers Series with more than one paper published# docs
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
Working Papers / Lancaster University Management School, Economics Department3
Working Paper Series / European Central Bank3
NBER Working Papers / National Bureau of Economic Research, Inc3
Economics Series Working Papers / University of Oxford, Department of Economics3
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 (2024 and 2023)

YearTitle of citing document
2023Do Tax Increases Tame Inflation?. (2023). Cloyne, James ; Surico, Paolo ; Mumtaz, Haroon ; Martinez, Joseba. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:113:y:2023:p:377-81.

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2023Inequality-Constrained Monetary Policy in a Financialized Economy. (2023). Fierro, Luca Eduardo. In: Working Papers. RePEc:anc:wpaper:474.

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2023Dutch Disease, Unemployment and Structural Change. (2023). Zanetti, Francesco ; Yamout, Nadine ; Morley, James ; Kulish, Mariano. In: Working Papers. RePEc:aoz:wpaper:262.

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2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2023Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

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2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2023What does machine learning say about the drivers of inflation?. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2208.14653.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

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2023Exchange Rate Pass-Through and Data Frequency: Firm-Level Evidence from Bangladesh. (2023). Hossen, Md Deluair. In: Papers. RePEc:arx:papers:2303.04101.

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2023Liquidity Constraints, Cash Windfalls, and Entrepreneurship: Evidence from Administrative Data on Lottery Winners. (2023). Yang, Tzu-Ting ; Lo, Kuang-Ta ; Han, Hsing-Wen ; Huang, Hsuan-Hua. In: Papers. RePEc:arx:papers:2303.17029.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2024Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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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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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206.

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2023.

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2023Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573.

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

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2023Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins. (2023). Savignac, Frederique ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:913.

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

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2024Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767.

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2023Default risk and earnings expectations: The role of contract maturity in the credit default swap market. (2023). Taylor, Gary K ; Hill, Mary S. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4275-4298.

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

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2023Time?varying impacts of expectations on housing markets across hot and cold phases. (2022). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:249-265.

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2023.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2023On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237.

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2023The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869.

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2023Productivity Slowdown in Japans Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?. (2023). Muto, Ichiro ; Yoneyama, Shunichi ; Sudo, Nao. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:159-207.

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2023Norges Bank Output Gap Estimates: Forecasting Properties, Reliability, Cyclical Sensitivity and Hysteresis. (2023). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:238-267.

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2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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2023Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330.

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2023.

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2023Sectoral Shocks and Monetary Policy in the United Kingdom. (2023). Millard, Stephen ; Franklin, Jeremy ; Dixon, Huw. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:805-829.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314.

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2023Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9.

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2023Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2023Unwinding quantitative easing: state dependency and household heterogeneity. (2023). Cantore, Cristiano ; Meichtry, Pascal. In: Bank of England working papers. RePEc:boe:boeewp:1030.

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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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2023A single monetary policy for heterogeneous labour markets: the case of the euro area. (2023). Lozej, Matija ; Jacquinot, Pascal ; Gomes, Sandra. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/23.

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2023UK Monetary Policy in An Estimated DSGE Model with State-Dependent Price and Wage Contracts. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong ; Chen, Haixia. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/22.

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2023UK monetary and fiscal policy since the Great Recession- an evaluation. (2023). Minford, A. Patrick ; Wang, Ziqing ; Meenagh, David ; Mai, Vo Phuong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/9.

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2023Trade in Times of Uncertainty. (2023). Oberhofer, Harald ; Meyer, Birgit ; Matzner, Anna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10284.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10463.

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2024Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach. (2024). Sussmuth, Bernd ; Lyu, Jingjing. 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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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Gambetti, Luca ; Zanetti, Francesco ; Tsoukalas, John D. In: Discussion Papers. RePEc:cfm:wpaper:2304.

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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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2023Where is the Inflation? The Diverging Patterns of Prices of Goods and Services. (2023). Wlasiuk, Juan M ; Carlomagno, Guillermo ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:969.

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2023Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986.

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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). Xu, LE ; Zanetti, Francesco ; Yu, Yang. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-006e.

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2023The inefficiency of Quantitative Easing in the Euro Area. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-3.

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2023Unconventional monetary policy and wealth inequality: evidence from the US. (2023). Luna-Victoria, Sebastian Jose ; Wiechers, Lukas ; Gries, Thomas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00309.

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2023Government spending news and stock price index. (2023). Biswas, Nabaneeta ; Duan, YI ; Yemba, Boniface. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00406.

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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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2023Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Moccero, Diego Nicolas ; Davidson, Sharada Nia. 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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2023Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. (2023). Zheng, Xin ; Wang, XI ; Kwok, Simon ; Jin, Tao ; Hsiao, Cody Yu-Ling. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23000913.

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

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2023Lean against the wind: The effect of policy uncertainty on a firms corporate social responsibility strategy. (2023). Shen, Jianfu ; Colak, Gonul ; Peng, Daoju. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000251.

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2023Interaction effects in the adjustment cost function of firms. (2023). Amundsen, Alexander. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002731.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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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]		paper199
2014Financial Regimes and Uncertainty Shocks.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 199		paper
2012Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics In: Staff Working Papers.
[Full Text][Citation analysis]		paper35
2013Changes in the effects of monetary policy on disaggregate price dynamics.(2013) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
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]		article178
2015THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article103
2012The international transmission of volatility shocks: an empirical analysis.(2012) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		paper
2015Labor Market Dynamics: A Time-Varying Analysis In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article20
2014Labor Market Dynamics: a Time-varying Analysis.(2014) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2010One TV, One Price? In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article37
2009One TV, One Price?.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2010One TV, One Price?.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2009One TV, One Price?.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 37		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
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]		paper9
2010All together now: Do international factors explain relative price co-movements?.(2010) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has nother version. Agregated cites: 9		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]		paper10
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]		paper11
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]		paper9
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]		paper30
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]		paper228
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]		paper64
2014Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters.(2014) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 64		article
2012Neutral technology shocks and employment dynamics: results based on an RBC identification scheme In: Bank of England working papers.
[Full Text][Citation analysis]		paper3
2012Factor adjustment costs: a structural investigation In: Bank of England working papers.
[Full Text][Citation analysis]		paper25
2015Factor adjustment costs: A structural investigation.(2015) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 25		article
2015Forecasting with VAR models: fat tails and stochastic volatility In: Bank of England working papers.
[Full Text][Citation analysis]		paper72
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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This paper has nother version. Agregated cites: 72		paper
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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This paper has nother version. Agregated cites: 27		paper
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]		paper97
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: 97		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: 97		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: 97		article
2012Applied Bayesian econometrics for central bankers In: Technical Books.
[Citation analysis]		book74
2017US financial shocks and the distribution of income and consumption in the UK In: Cardiff Economics Working Papers.
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