Haroon Mumtaz - Central Bank Research Hub

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

	Title	Other author(s)
Abstract	Factor adjustment costs: a structural investigation Bank of England Working papers [View] (Paper: wp467, 04.12.2012)	Francesco Zanetti
Abstract	The international transmission of volatility shocks: an empirical analysis Bank of England Working papers [View] (Paper: wp463, 04.12.2012)	Konstantinos Theodoridis
Abstract	Neutral technology shocks and employment dynamics: results based on an RBC identification scheme Bank of England Working papers [View] (Paper: wp453, 04.12.2012)	Francesco Zanetti
Abstract	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)	Alina Barnett Konstantinos Theodoridis
Abstract	Assessing the economy-wide effects of quantitative easing Bank of England Working papers [View] (Paper: wp443, 04.12.2012)	George Kapetanios Ibrahim Stevens Konstantinos Theodoridis
Abstract Full text	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	Christiane Baumeister Philip Liu
Full text	Assessing the economy-wide effects of quantitative easing Bank of England Working papers [View] (Paper: 443, 22.03.2012) JEL: C11, C32, E52, E58	George Kapetanios Ibrahim Stevens Konstantinos Theodoridis
Full text	Estimating the impact of the volatility of shocks: a structural VAR approach Bank of England Working papers [View] (Paper: 437, 31.10.2011)
Full text	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)	Philip Liu Angeliki Theophilopoulou
Full text	What lies beneath? A time-varying FAVAR model for the UK transmission mechanism, European Central Bank Working papers [View] (Paper: 1320, 07.04.2011)	Colin Ellis Pawel Zabczyk
Full text	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)	Philip Liu Christiane Baumeister
Abstract Full text	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	Philip Liu
Abstract Full text	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	Alina Barnett Jan J. J. Groen
Abstract Full text	All together now: do international factors explain relative price comovements? Bank of England Working papers [View] (Paper: 381, 12.04.2010) JEL: E30, E52	Özer Karagedikli Misa Tanaka
Abstract Full text	Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR Bank of England Working papers [View] (Paper: 386, 12.04.2010) JEL: E30, E32
Abstract Full text	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	Laura Sunder-Plassmann
Abstract Full text	Dynamics of the term structure of UK interest rates Bank of England Working papers [View] (Paper: 363, 20.03.2009) JEL: E50, E58	Paolo Surico Francesco Bianchi
Abstract Full text	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	Pawel Zabczyk Colin Ellis
Abstract Full text	Investigating the structural stability of the Phillips curve relationship Bank of England Working papers [View] (Paper: 350, 27.05.2008)	Jan J. J. Groen
Abstract Full text	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	Paolo Surico
Full text	U.S. evolving macroeconomic dynamics: a structural investigation European Central Bank Working papers [View] (Paper: 0746, 24.04.2007) JEL: E32, E47, E52, E58	Luca Benati
Abstract Full text	Exchange rate pass-through into UK import prices Bank of England Working papers [View] (Paper: 312, 15.12.2006) JEL: C33, F3, F4	Özlem Oomen Jian Wang
Abstract Full text	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	Andrew Benito

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