Search Results - "Mumtaz, Haroon"

Policy uncertainty and aggregate fluctuations by Mumtaz, Haroon, Surico, Paolo

“…This paper estimates the impact on the US economy of four types of uncertainty about (i) government spending, (ii) tax changes, (iii) public debt, and (iv)…”
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The Changing Transmission of Uncertainty Shocks in the U.S by Mumtaz, Haroon, Theodoridis, Konstantinos

“…This article investigates if the impact of uncertainty shocks on the U.S. economy has changed over time. To this end, we develop an extended factor augmented…”
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The impact of monetary policy on inequality in the UK. An empirical analysis by Mumtaz, Haroon, Theophilopoulou, Angeliki

“…The UK has experienced a dramatic increase in earnings and income inequality over the past four decades. We use detailed micro level information to construct…”
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The Evolving Impact of Global, Region-Specific, and Country-Specific Uncertainty by Mumtaz, Haroon, Musso, Alberto

“…We develop a dynamic factor model with time-varying parameters and stochastic volatility, estimate it using a large panel of macroeconomic and financial data…”
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THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS by Mumtaz, Haroon, Theodoridis, Konstantinos

“…Abstract This article identifies shocks to the Federal Reserve's inflation target as vector autoregression innovations that make the largest contribution to…”
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Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach by MUMTAZ, HAROON, PETROVA, KATERINA

“…In this paper, we extend the Bayesian Proxy vector autoregression (VAR) model to incorporate time variation in the parameters. A novel Metropolis‐within‐Gibbs…”
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Financial conditions and density forecasts for US output and inflation by Alessandri, Piergiorgio, Mumtaz, Haroon

“…If the links between credit markets and real economy tighten in a crisis, financial indicators might be particularly useful in forecasting the macroeconomic…”
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The Impact of the Volatility of Monetary Policy Shocks by MUMTAZ, HAROON, ZANETTI, FRANCESCO

“…This paper studies the impact of the volatility of monetary policy using a structural vector auroregression (SVAR) model enriched along two dimensions. First,…”
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Assessing the Economy-wide Effects of Quantitative Easing by Kapetanios, George, Mumtaz, Haroon, Stevens, Ibrahim, Theodoridis, Konstantinos

“…This article examines the macroeconomic impact of the first round of quantitative easing (QE) by the Bank of England. We attempt to quantify the effects of…”
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CORPORATE EARNINGS ANNOUNCEMENTS AND ECONOMIC ACTIVITY by Miescu, Mirela S., Mumtaz, Haroon

“…Are corporate earnings (CE) announcements important for economic activity? We address this question using a novel identification method that combines the…”
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Fiscal policy shocks and stock prices in the United States by Mumtaz, Haroon, Theodoridis, Konstantinos

“…This paper uses structural VARs to show that the response of US stock prices to fiscal shocks changed in 1980. Over the period 1955–1979 an expansionary…”
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Global Economic Divergence and Portfolio Capital Flows to Emerging Markets by MANDALINCI, ZEYYAD, MUMTAZ, HAROON

“…This paper studies the role of global and regional variations in economic activity and policy in developed world in driving portfolio capital flows (PCFs) to…”
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WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? by Mumtaz, Haroon, Pinter, Gabor, Theodoridis, Konstantinos

“…In the aftermath of the recent financial crisis, a variety of structural vector autoregression (VAR) models have been proposed to identify credit supply…”
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Changing Macroeconomic Dynamics at the Zero Lower Bound by Liu, Philip, Theodoridis, Konstantinos, Mumtaz, Haroon, Zanetti, Francesco

“…This article develops a change-point VAR model that isolates four major macroeconomic regimes in the US since the 1960s. The model identifies shocks to demand,…”
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The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach by CARRIERO, ANDREA, MUMTAZ, HAROON, THEODORIDIS, KONSTANTINOS, THEOPHILOPOULOU, ANGELIKI

“…A growing literature considers the impact of uncertainty using SVAR models that include proxies for uncertainty shocks as endogenous variables. In this paper,…”
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The State-Level Impact of Uncertainty Shocks by MUMTAZ, HAROON, SUNDER-PLASSMANN, LAURA, THEOPHILOPOULOU, ANGELIKI

“…This paper estimates the impact of uncertainty shocks on real income growth in U.S. states. Our results suggest that the effect is heterogeneous. The magnitude…”
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Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data by Mumtaz, Haroon, Sunder‐Plassmann, Laura

“…Summary This paper uses state‐level data to estimate the effect of government spending shocks during expansions and recessions. By employing a mixed‐frequency…”
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The evolving transmission of uncertainty shocks in the United Kingdom by Mumtaz, Haroon

“…This paper investigates if the impact of uncertainty shocks on the U.K. economy has changed over time. To this end, we propose an extended time-varying VAR…”
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Labor Market Dynamics: A Time-Varying Analysis by Mumtaz, Haroon, Zanetti, Francesco

“…This paper studies how key labour market stylized facts and the responses of labour market variables to technology shocks vary over the US postwar period. It…”
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Time‐Varying Dynamics of the Norwegian Economy by Farooq Akram, Q., Mumtaz, Haroon

“…We use time‐varying parameter vector autoregressive models to investigate possible changes in the time‐series properties of key Norwegian macroeconomic…”
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