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School of Economics and Finance

Haroon Mumtaz

Haroon

Professor

Email: h.mumtaz@qmul.ac.uk
Telephone: +44 20 7882 8839
Room Number: GC444
Website: https://sites.google.com/site/hmumtaz77
Office Hours: Tuesdays 3-5pm

Profile

Research interests: Macroeconomics, Econometrics and Quantitative Methods.

Haroon Mumtaz is a Professor of Economics at Queen Mary University of London.

His research interests are in applied Bayesian econometrics, monetary policy and International Macroeconomics.

Previously Haroon was an economist at the Centre of Central Banking Studies in the Bank of England.

Research

Research Interests:

  • Aplied Bayesian econometrics
  • Monetary policy
  • International Macroeconomics

Publications

  • Theodoridis, K., Mumtaz, H. "The Federal Reserve's Implicit Inflation Target and Macroeconomic Dynamics. A SVAR Analysis", Forthcoming International Economic Review
  • Cloyne, J., Martinez, J., Surico, P., Mumtaz, H. (2023), "Do Tax Increases Tame Inflation?", AEA Papers and Proceedings, 113: 377-81
  • Kaminska I., Mumtaz H., Šustek R.. (2021) "Monetary policy surprises and their transmission through term premia and expected interest rates", Journal of Montery Economics
  • Alessandri P., Mumtaz H. (2019) "Financial Regimes and Uncertainty Shocks", Journal of Monetary Economics
  • Mandalinci Z., Mumtaz H. (2019) "Global Economic Divergence and Portfolio Capital Flows to Emerging Markets", Journal of Money, Credit and Banking
  • Mumtaz H., Pinter G., Theodoridis K. (2018) "What do VARs Tell Us about the Impact of a Credit Supply Shock", International Economic Review
  • Mumtaz H., Sunder-Plassmann L., Theophilopoulou A. (2018) "The State Level Impact of Uncertainty Shocks", Journal of Money, Credit and Banking 
  • Mumtaz H., Theodoridis K. (2018) "The changing transmission of uncertainty shocks in the US: An empirical analysis", Journal of Business and Economic 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
  • Mumtaz H., Theophilopoulou A. (2017) "The impact of monetary policy on inequality in the UK. An empirical analysis", European Economic Review
  • Mumtaz H., Surico P. (2015) "The Transmission Mechanism in Good and Bad Times", International Economic Review
  • Mumtaz H., Theodoridis K. (2015) "The international transmission of volatility shocks: an empirical analysis", Journal of European Economic Association
  • Ellis C., Mumtaz H., Zabczyk P. (2014) "What Lies Beneath? A Time‐Varying Favar Model For The UK Transmission Mechanism", Economic Journal
  • Barnett A., Mumtaz H., Theodoridis K. (2014) "Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters," International Journal of Forecasting, Elsevier, vol. 30(1), pages 129-143.
  • Mumtaz H., Zanetti F. (2013) "The Impact of the Volatility of Monetary Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 535-558, 06.
  • Mumtaz H., Zanetti F. (2012) "Neutral Technology Shocks And The Dynamics Of Labor Input: Results From An Agnostic Identification", International Economic Review
  • Mumtaz H., Surico P. (2012) "Evolving International Inflation Dynamics: World And Country-Specific Factors," Journal of the European Economic Association, European Economic Association, vol. 10(4), pages 716-734, 08.
  • Kapetanios G., Mumtaz H., Stevens I., Theodoridis K. (2012) "Assessing the Economy‐wide Effects of Quantitative Easing," Economic Journal, Royal Economic Society, vol. 122(564), pages F316-F347.
  • Liu P., Mumtaz H. (2011) "Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK", Journal of Money Credit and Banking
  • Mumtaz H., Simonelli S., Surico P. (2011) "International Comovements, Business Cycle and Inflation: a Historical Perspective", Games and Economic Behavior 
  • Francesco B., Mumtaz H., Surico P. (2009) "The great moderation of the term structure of UK interest rates", Journal of Monetary Economics, Elsevier, vol. 56(6), pages 856-871, September.
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