Haroon Mumtaz

发表

Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach

Haroon Mumtaz, Katerina Petrova, H. Mumtaz, 2022, Journal of Money, Credit and Banking.

Applied Bayesian econometrics for central bankers

Andrew P. Blake, Haroon Mumtaz, H. Mumtaz, 2012 .

Forecasting with VAR Models: Fat Tails and Stochastic Volatility

Gabor Pinter, Ching-Wai Chiu, Haroon Mumtaz, 2015 .

What Do Vars Tell Us About the Impact of a Credit Supply Shock?

Gabor Pinter, Konstantinos Theodoridis, Haroon Mumtaz, 2014 .

What Lies Beneath? A Time-Varying FAVAR Model for the UK Transmission Mechanism

Haroon Mumtaz, Colin Ellis, Colin Ellis, 2011, SSRN Electronic Journal.

Financial Indicators and Density Forecasts for US Output and Inflation

Haroon Mumtaz, H. Mumtaz, Piergiorgio Alessandri, 2014 .

Macroeconomic information, structural change, and the prediction of fiscal aggregates

Andrea Carriero, Haroon Mumtaz, Angeliki Theophilopoulou, 2015 .

Forecasting UK GDP Growth, Inflation and Interest Rates under Structural Change: A Comparison of Models with Time-Varying Parameters

Konstantinos Theodoridis, Alina Barnett, Haroon Mumtaz, 2012 .

Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters

Konstantinos Theodoridis, Alina Barnett, Haroon Mumtaz, 2014 .

EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY‐SPECIFIC FACTORS

Paolo Surico, Haroon Mumtaz, H. Mumtaz, 2012 .