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person:"Muscatelli, V. Anton"
subject:"Monetary policy"
~person:"Hofmann, Boris"
~person:"Mumtaz, Haroon"
~subject:"Stochastic volatility"
~type_genre:"Article in journal"
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Monetary policy
Stochastic volatility
Estimation
33
Schätzung
33
Geldpolitik
14
Schock
14
Shock
14
Theorie
12
Theory
12
VAR model
11
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11
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8
Monetary transmission
8
USA
8
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Article in journal
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36
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35
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35
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19
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1
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1
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19
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Muscatelli, V. Anton
Hofmann, Boris
Mumtaz, Haroon
Gupta, Rangan
20
Belke, Ansgar
16
Papadamou, Stephanos
13
Serletis, Apostolos
10
Hsing, Yu
9
Klose, Jens
9
Leeper, Eric M.
8
Nautz, Dieter
8
Apergēs, Nikolaos
7
Caporale, Guglielmo Maria
7
Ghosh, Taniya
7
Maitra, Biswajit
7
Siklos, Pierre L.
7
Wolters, Jürgen
7
Zha, Tao
7
Bahmani-Oskooee, Mohsen
6
Caraiani, Petre
6
Castelnuovo, Efrem
6
Hayo, Bernd
6
Huber, Florian
6
Olson, Eric
6
Todorov, Viktor
6
Wohar, Mark E.
6
Adil, Masudul Hasan
5
Balcilar, Mehmet
5
Chiang, Thomas C.
5
Christou, Christina
5
Cross, Jamie
5
Dimitriou, Dimitrios
5
Eickmeier, Sandra
5
Feldkircher, Martin
5
Fendel, Ralf
5
Hossain, Akhand Akhtar
5
Karras, Georgios
5
Kishor, N. Kundan
5
Lindé, Jesper
5
Lubik, Thomas A.
5
Matthes, Christian
5
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European economic review : EER
3
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of monetary economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of international economics
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
The B.E. journal of macroeconomics
1
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ECONIS (ZBW)
19
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19
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1
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Saved in:
2
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
- In:
Journal of monetary economics
124
(
2021
),
pp. 48-65
Persistent link: https://www.econbiz.de/10013274268
Saved in:
3
Monetary policy and wealth inequality over the great recession in the UK : an empirical analysis
Mumtaz, Haroon
;
Theophilopoulou, Angeliki
- In:
European economic review : EER
130
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012514963
Saved in:
4
Financial regimes and uncertainty shocks
Alessandri, Piergiorgio
;
Mumtaz, Haroon
- In:
Journal of monetary economics
101
(
2019
),
pp. 31-46
Persistent link: https://www.econbiz.de/10012264750
Saved in:
5
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
6
Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pintér, Gábor
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
Saved in:
7
Common and country specific economic uncertainty
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of international economics
105
(
2017
),
pp. 205-216
Persistent link: https://www.econbiz.de/10011751898
Saved in:
8
The impact of monetary policy on inequality in the UK : an empirical analysis
Mumtaz, Haroon
;
Theophilopoulou, Angeliki
- In:
European economic review : EER
98
(
2017
),
pp. 410-423
Persistent link: https://www.econbiz.de/10011813138
Saved in:
9
The transmission mechanism in good and bad times
Mumtaz, Haroon
;
Surico, Paolo
- In:
International economic review
56
(
2015
)
4
,
pp. 1237-1260
Persistent link: https://www.econbiz.de/10011485270
Saved in:
10
Understanding global liquidity
Eickmeier, Sandra
;
Gambacorta, Leonardo
;
Hofmann, Boris
- In:
European economic review : EER
68
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010423012
Saved in:
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