CReMFi Team publications
Selected publications from the last 3 years:
- Mumtaz H., Theodoridis K. (2018) The changing transmission of uncertainty shocks in the US: An empirical analysis, Journal of Business and Economic Statistics
- Carriero A., Clark T., Marcellino M. (2017) Measuring Uncertainty and Its Impact on the Economy, Review of Economics and Statistics
- Alessandri P., Mumtaz H. (2017) Financial conditions and density forecasts for US output and inflation, Review of Economic Dynamics
- Liu P., Mumtaz H., Theodoridis H., Zanetti F. (2017) Changing Macroeconomic Dynamics at the Zero Lower Bound, Journal of Business and Economic Statistics
- Mumtaz H., Theodoridis K. (2017) Common and country specific economic uncertainty, Journal of International Economics
- Carriero A., Clark TE., Marcellino M. (2016) Common Drifting Volatility in Large Bayesian VARs, Journal of Business and Economic Statistics
- Carriero A., Mumtaz H., Theophilopoulou A., Theodoridis K. (2015) The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach, Journal of Money, Credit and Banking