← All authors Haroon Mumtaz Queen Mary University of London (from arXiv:2604.03681, 2026) · ORCID · OpenAlex
66 papers in scope · 62 published · 4 on the econ.EM arXiv · 3,912 citations · h-index 34 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Karin Klieber Florian Huber Massimiliano Marcellino Niko Hauzenberger Sofia Rafaela Maito Velasco Michael Pfarrhofer Olai Snellman Philippe Goulet Coulombe Luca Onorante Michele Piffer Tony Chernis Gary Koop Luca Rossini Joshua C. C. Chan Gregor Kastner Dalibor Stevanović Sylvia Frühwirth-Schnatter Maxime Leroux Jesús Gonzalo Maximilian Goebel Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 66)
working paper 2026 · arXiv
Policy Uncertainty and Aggregate Fluctuations: Evidence from Emerging and Developed Economies
published 2025 · The World Bank Economic Review · 4 citations · first circulated 2023
with Franz Ruch
working paper 2025 · arXiv
The macroeconomic cost of temperature risk
published 2025 · Journal of International Economics · 4 citations
Heterogeneous Effects of Monetary Policy Shocks: Evidence from the Czech Labor Market
published 2025 · Journal of money credit and banking · 1 citations
with Monika Junicke, Jakub Matĕjů, Angeliki Theophilopoulou
The heterogeneous effects of technology shocks. Evidence from the Czech Labour market
published 2025 · Economics Letters · first circulated 2024
with Monika Junicke, Jakub Matĕjů, Angeliki Theophilopoulou
The distributional effects of climate change. An empirical analysis
published 2024 · European Economic Review · 17 citations
with Angeliki Theophilopoulou
The distributional effects of oil supply news shocks
published 2024 · Economics Letters · 6 citations
with Theo Drossidis, Angeliki Theophilopoulou
CORPORATE EARNINGS ANNOUNCEMENTS AND ECONOMIC ACTIVITY
published 2024 · International Economic Review · 8 citations
with Mirela Miescu
Do Tax Increases Tame Inflation?
published 2023 · AEA Papers and Proceedings · 11 citations
with James Cloyne, Joseba Martinez, Paolo Surico
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS
published 2023 · International Economic Review · 19 citations
with Konstantinos Theodoridis
Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach
published 2022 · Journal of money credit and banking · 20 citations
with Kateřina Petrová
working paper 2022 · arXiv · 11 citations
Monetary policy uncertainty and firm dynamics
published 2022 · Review of Economic Dynamics · 1 citations
with Stefano Fasani, Lorenza Rossi
A Tail of Labor Supply and a Tale of Monetary Policy
published 2022 · Journal of the European Economic Association · 13 citations
with Cristiano Cantore, Filippo Ferroni, Angeliki Theophilopoulou
What is the impact of monetary policy on households’ desired labor supply?
published 2022 · Chicago Fed Letter
with Cristiano Cantore, Filippo Ferroni, Angeliki Theophilopoulou
Monetary policy surprises and their transmission through term premia and expected interest rates
published 2021 · Journal of Monetary Economics · 5 citations
with Iryna Kaminska, Roman Šustek
Revenue-versus spending-based fiscal consolidation announcements: Multipliers and follow-up
published 2021 · Journal of International Economics · 32 citations · first circulated 2017
with Roel Beetsma, Oana Furtuna, Massimo Giuliodori, Roel M. W. J. Beetsma
working paper 2021 · arXiv · 20 citations
Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis
published 2020 · European Economic Review · 39 citations · first circulated 2019
with Angeliki Theophilopoulou
Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data
published 2020 · Journal of Applied Econometrics · 23 citations
with Laura Sunder-Plassmann
Fiscal policy shocks and stock prices in the United States
published 2020 · European Economic Review · 28 citations
with Konstantinos Theodoridis
The Evolving Impact of Global, Region-Specific, and Country-Specific Uncertainty
published 2019 · Journal of Business and Economic Statistics · 70 citations · first circulated 2018
with Alberto Musso
Common and country specific factors in the distribution of real wages
published 2019 · Economics Letters · 3 citations · first circulated 2018
with Eleni Chatzivgeri, Daniela Tavasci, Luigi Ventimiglia
Dynamic effects of monetary policy shocks on macroeconomic volatility
published 2019 · Journal of Monetary Economics · 75 citations · first circulated 2015
with Konstantinos Theodoridis
Global Economic Divergence and Portfolio Capital Flows to Emerging Markets
published 2018 · Journal of money credit and banking · 13 citations · first circulated 2015
with Zeyyad Mandalinci
A generalised stochastic volatility in mean VAR
published 2018 · Economics Letters · 19 citations
The State‐Level Impact of Uncertainty Shocks
published 2018 · Journal of money credit and banking · 71 citations · first circulated 2016
with Laura Sunder-Plassmann, Angeliki Theophilopoulou
Financial regimes and uncertainty shocks
published 2018 · Journal of Monetary Economics · 26 citations
Does uncertainty affect real activity? Evidence from state-level data
published 2018 · Economics Letters · 69 citations · first circulated 2017
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?
published 2018 · International Economic Review · 55 citations · first circulated 2014
with Gábor Pintér, Konstantinos Theodoridis
Policy uncertainty and aggregate fluctuations
published 2018 · Journal of Applied Econometrics · 160 citations · first circulated 2013
with Paolo Surico
Time‐Varying Dynamics of the Norwegian Economy
published 2017 · Scandinavian Journal of Economics · 21 citations
with Q. Farooq Akram
The impact of monetary policy on inequality in the UK. An empirical analysis
published 2017 · European Economic Review · 246 citations · first circulated 2016
with Angeliki Theophilopoulou
Changing Macroeconomic Dynamics at the Zero Lower Bound
published 2017 · Journal of Business and Economic Statistics · 88 citations
Forecasting with VAR models: Fat tails and stochastic volatility
published 2017 · International Journal of Forecasting · 8 citations · first circulated 2015
with Ching-Wai Chiu, Gábor Pintér
Common and country specific economic uncertainty
published 2017 · Journal of International Economics · 135 citations · first circulated 2015
with Konstantinos Theodoridis
Financial conditions and density forecasts for US output and inflation
published 2017 · Review of Economic Dynamics · 105 citations · first circulated 2014
The Evolving Transmission of Uncertainty Shocks in the United Kingdom
published 2016 · Econometrics · 14 citations
The Changing Transmission of Uncertainty Shocks in the U.S.
published 2016 · Journal of Business and Economic Statistics · 135 citations
with Konstantinos Theodoridis
International fiscal spillovers
published 2015 · Journal of International Economics · 45 citations
with Renato Faccini, Paolo Surico
THE TRANSMISSION MECHANISM IN GOOD AND BAD TIMES
published 2015 · International Economic Review · 34 citations · first circulated 2014
with Paolo Surico
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach
published 2015 · Journal of money credit and banking · 127 citations · first circulated 2013
Labor Market Dynamics: A Time‐Varying Analysis
published 2015 · Oxford Bulletin of Economics and Statistics · 36 citations · first circulated 2014
Macroeconomic information, structural change, and the prediction of fiscal aggregates
published 2015 · International Journal of Forecasting · 8 citations
THE EFFECT OF LABOR AND FINANCIAL FRICTIONS ON AGGREGATE FLUCTUATIONS
published 2014 · Macroeconomic Dynamics · 39 citations · first circulated 2013
Factor adjustment costs: A structural investigation
published 2014 · Journal of Economic Dynamics and Control · 22 citations · first circulated 2012
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS
published 2014 · Journal of the European Economic Association · 133 citations · first circulated 2012
with Konstantinos Theodoridis
What Lies Beneath? A Time-varying FAVAR Model for the UK Transmission Mechanism
published 2014 · The Economic Journal · 81 citations · first circulated 2011
with Colin Ellis, Pawel Zabczyk
The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR
published 2014 · Journal of International Money and Finance · 31 citations
with Philip L.-F. Liu, Angeliki Theophilopoulou
Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters
published 2013 · International Journal of Forecasting · 55 citations · first circulated 2012
with Alina Barnett, Konstantinos Theodoridis
The Impact of the Volatility of Monetary Policy Shocks
published 2013 · Journal of money credit and banking · 241 citations
Assessing the Economy‐wide Effects of Quantitative Easing
published 2012 · The Economic Journal · 262 citations
Changes in the effects of monetary policy on disaggregate price dynamics
published 2012 · Journal of Economic Dynamics and Control · 52 citations
with Christiane Baumeister, Philip L.-F. Liu
TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS
published 2012 · Journal of Applied Econometrics · 48 citations · first circulated 2010
with Laura Sunder-Plassmann
EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS
published 2012 · Journal of the European Economic Association · 224 citations
with Paolo Surico
NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION*
published 2012 · International Economic Review · 48 citations
Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK
published 2011 · Journal of money credit and banking · 58 citations · first circulated 2010
with Philip L.-F. Liu
One TV, One Price?*
published 2010 · Scandinavian Journal of Economics · 37 citations · first circulated 2009
with Jean Imbs, Morten O. Ravn, Hélène Rey
International comovements, business cycle and inflation: A historical perspective
published 2010 · Review of Economic Dynamics · 152 citations · first circulated 2009
with Saverio Simonelli, Paolo Surico
The great moderation of the term structure of UK interest rates
published 2009 · Journal of Monetary Economics · 113 citations
with Francesco Bianchi, Paolo Surico
Time‐varying yield curve dynamics and monetary policy
published 2009 · Journal of Applied Econometrics · 54 citations · first circulated 2008
with Paolo Surico
EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING
published 2009 · Macroeconomic Dynamics · 36 citations · first circulated 2006
with Andrew Benito
The Transmission of International Shocks: A Factor‐Augmented VAR Approach
published 2009 · Journal of money credit and banking · 183 citations
with Paolo Surico, Philip L.-F. Liu, Angeliki Theophilopoulou
Nonlinearities and Real Exchange Rate Dynamics
published 2003 · Journal of the European Economic Association · 70 citations
with Jean Imbs, Morten O. Ravn, Hélène Rey
PPP Strikes Back: Aggregation And the Real Exchange Rate
published 2002 · The Quarterly Journal of Economics · 148 citations
with Jean Imbs, Morten O. Ravn, Hélène Rey
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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