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Economics and Finance

D-Index
39
Citations
6666
World Ranking
2425
National Ranking
285

Overview

Haroon Mumtaz is affiliated with Queen Mary University of London in the United Kingdom. Their research primarily lies within the broad field of Economics, Econometrics, and Finance, with a total of 80 publications in this area. Subfields of focus include Economics and Econometrics, General Economics, Econometrics and Finance, Finance, Renewable Energy, Sustainability and the Environment, and Accounting.

The main topics covered by their work include:

  • Monetary Policy and Economic Impact
  • Market Dynamics and Volatility
  • Climate Change Policy and Economics
  • Global Financial Crisis and Policies
  • Fiscal Policies and Political Economy
  • Fiscal Policy and Economic Growth
  • Economic Growth and Productivity

Mumtaz has collaborated frequently with several co-authors, including:

  • Angeliki Theophilopoulou (10 joint publications)
  • Konstantinos Theodoridis (4 joint publications)
  • Piergiorgio Alessandri (4 joint publications)
  • Massimo Giuliodori (3 joint publications)
  • Cristiano Cantore (3 joint publications)

Their recent published papers include:

  • "Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis" (2020), European Economic Review
  • "Fiscal policy shocks and stock prices in the United States" (2020), European Economic Review
  • "Revenue- versus spending-based fiscal consolidation announcements: Multipliers and follow-up" (2021), Journal of International Economics
  • "Nonlinear effects of government spending shocks in the USA: Evidence from state-level data" (2020), Journal of Applied Econometrics
  • "THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS" (2023), International Economic Review

Key publication venues for this researcher include the SSRN Electronic Journal, where 13 of their works have appeared, along with the European Economic Review, Journal of International Economics, International Economic Review, and the Journal of Money Credit and Banking.

Mumtaz has also contributed to book publications, including "Policy Uncertainty and Aggregate Fluctuations: Evidence from Emerging and Developed Economies" published in 2023 by Washington, DC: World Bank eBooks.

Best Publications

  • PPP Strikes Back: Aggregation And the Real Exchange Rate

    Jean Imbs;Haroon Mumtaz;Morten O. Ravn;Helene Rey

  • Assessing the Economy‐wide Effects of Quantitative Easing

    George Kapetanios;Haroon Mumtaz;Ibrahim Stevens;Konstantinos Theodoridis

  • The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis

    Haroon Mumtaz;Angeliki Theophilopoulou

  • Financial regimes and uncertainty shocks.

    Piergiorgio Alessandri;Haroon Mumtaz

  • EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY‐SPECIFIC FACTORS

    Haroon Mumtaz;Paolo Surico

  • The Impact of the Volatility of Monetary Policy Shocks

    Haroon Mumtaz;Francesco Zanetti

  • The Transmission of International Shocks: A Factor‐Augmented VAR Approach

    Haroon Mumtaz;Paolo Surico

  • Policy uncertainty and aggregate fluctuations

    Haroon Mumtaz;Paolo Surico;Paolo Surico

  • Applied Bayesian Econometrics for central bankers

    Andrew Blake;Haroon Mumtaz

  • International comovements, business cycle and inflation: A historical perspective

    Haroon Mumtaz;Saverio Simonelli;Paolo Surico;Paolo Surico

  • Common and country specific economic uncertainty

    Haroon Mumtaz;Konstantinos Theodoridis

  • THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS

    Haroon Mumtaz;Konstantinos Theodoridis

  • The Changing Transmission of Uncertainty Shocks in the U.S.

    Haroon Mumtaz;Konstantinos Theodoridis

  • Financial conditions and density forecasts for US output and inflation

    Piergiorgio Alessandri;Haroon Mumtaz

  • The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach

    Andrea Carriero;Haroon Mumtaz;Konstantinos Theodoridis;Angeliki Theophilopoulou

  • The great moderation of the term structure of UK interest rates

    Francesco Bianchi;Haroon Mumtaz;Paolo Surico

  • Changing macroeconomic dynamics at the zero lower bound

    Philip Liu;Konstantinos Theodoridis;Haroon Mumtaz;Francesco Zanetti

  • Forecasting with VAR models: Fat tails and stochastic volatility

    Ching-Wai (Jeremy) Chiu;Haroon Mumtaz;Gábor Pintér

  • What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism

    Colin Ellis;Haroon Mumtaz;Pawel Zabczyk

  • Nonlinearities and Real Exchange Rate Dynamics

    Jean Imbs;Haroon Mumtaz;Morten O. Ravn;Hélène Rey

  • PPP Strikes Back: Aggregation and the Real Exchange Rate

    Jean M. Imbs;Jean M. Imbs;Jean M. Imbs;Haroon Mumtaz;Morten O. Ravn;Hélène Rey;Hélène Rey;Hélène Rey

  • Financial Indicators and Density Forecasts for US Output and Inflation

    Piergiorgio Alessandri;Haroon Mumtaz

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