Haroon Mumtaz - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006

Title Other author(s)

The role of oil prices and monetary policy in the Norwegian economy since the 1980s

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 01/2016, 29.01.2016)

JEL: C51, E31, E32, E52, E58

Forecasting with VAR models: fat tails and stochastic volatility

Bank of England Working papers [View] (Paper: wp528, 29.05.2015)

JEL: C11, C32, C52

Financial indicators and density forecasts for US output and inflation

Bank of Italy Working Papers [View] (Paper: 0977, 19.11.2014)

JEL: C53, E32, E44, G01

Neutral technology shocks and employment dynamics: results based on an RBC identification scheme

Bank of England Working papers [View] (Paper: wp453, 04.12.2012)

The international transmission of volatility shocks: an empirical analysis

Bank of England Working papers [View] (Paper: wp463, 04.12.2012)

Assessing the economy-wide effects of quantitative easing

Bank of England Working papers [View] (Paper: wp443, 04.12.2012)

Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters

Bank of England Working papers [View] (Paper: wp450, 04.12.2012)

Factor adjustment costs: a structural investigation

Bank of England Working papers [View] (Paper: wp467, 04.12.2012)

Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics

Bank of Canada Working papers [View] (Paper: 2012-13, 01.05.2012)

JEL: E30, E32

Assessing the economy-wide effects of quantitative easing

Bank of England Working papers [View] (Paper: 443, 22.03.2012)

JEL: C11, C32, E52, E58

Estimating the impact of the volatility of shocks: a structural VAR approach

Bank of England Working papers [View] (Paper: 437, 31.10.2011)

International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy

Bank of England Working papers [View] (Paper: 425, 27.05.2011)

What lies beneath? A time-varying FAVAR model for the UK transmission mechanism,

European Central Bank Working papers [View] (Paper: 1320, 07.04.2011)

Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR

Bank of England Working papers [View] (Paper: 401, 28.10.2010)

Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom

Bank of England Working papers [View] (Paper: 397, 29.07.2010)

JEL: E23, E32

Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis

Bank of England Working papers [View] (Paper: 392, 03.06.2010)

JEL: C1, E5

Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR

Bank of England Working papers [View] (Paper: 386, 12.04.2010)

JEL: E30, E32

All together now: do international factors explain relative price comovements?

Bank of England Working papers [View] (Paper: 381, 12.04.2010)

JEL: E30, E52

Time-varying dynamics of the real exchange rate. A structural VAR analysis

Bank of England Working papers [View] (Paper: 382, 12.04.2010)

JEL: C32, E42, F31, F33

Dynamics of the term structure of UK interest rates

Bank of England Working papers [View] (Paper: 363, 20.03.2009)

JEL: E50, E58

What lies beneath: what can disaggregated data tell us about the behaviour of prices?

Bank of England Working papers [View] (Paper: 364, 20.03.2009)

JEL: C3, D4, E31, E52

Investigating the structural stability of the Phillips curve relationship

Bank of England Working papers [View] (Paper: 350, 27.05.2008)

Evolving international inflation dynamics: evidence from a time-varying dynamic factor model

Bank of England Working papers [View] (Paper: 341, 02.04.2008)

JEL: E30, E52

U.S. evolving macroeconomic dynamics: a structural investigation

European Central Bank Working papers [View] (Paper: 0746, 24.04.2007)

JEL: E32, E47, E52, E58

Exchange rate pass-through into UK import prices

Bank of England Working papers [View] (Paper: 312, 15.12.2006)

JEL: C33, F3, F4

Consumption excess sensitivity, liquidity constraints and the collateral role of housing

Bank of England Working papers [View] (Paper: 306, 24.08.2006)

JEL: C35, D12

Papers by year: All | 2016 | 2015 | 2014 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006