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Haroon Mumtaz

Institution: Queen Mary University of London

Primary Field: Macro (weighted toward more recent publications)

Homepage: https://sites.google.com/site/hmumtaz77/

First Publication: 2005

Most Recent: 2023

RePEc ID: pmu116 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.67 0.00 0.67 22%
Last 10 Years 0.00 5.38 5.05 1.01 11.44 91%
All Time 2.02 6.73 13.45 1.01 23.21 95%

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 19.35

Publications (23)

Year Article Journal Tier Authors
2023 Monetary Policy and Firm Dynamics Review of Economic Dynamics B 3
2018 Does uncertainty affect real activity? Evidence from state-level data Economics Letters C 1
2018 The Changing Transmission of Uncertainty Shocks in the U.S. Journal of Business & Economic Statistics A 2
2018 What Do Vars Tell Us About the Impact of a Credit Supply Shock? International Economic Review B 3
2018 Policy uncertainty and aggregate fluctuations Journal of Applied Econometrics B 2
2017 Financial conditions and density forecasts for US output and inflation Review of Economic Dynamics B 2
2017 Forecasting with VAR models: Fat tails and stochastic volatility International Journal of Forecasting B 3
2017 The impact of monetary policy on inequality in the UK. An empirical analysis European Economic Review B 2
2017 Common and country specific economic uncertainty Journal of International Economics A 2
2016 International fiscal spillovers Journal of International Economics A 3
2015 Macroeconomic information, structural change, and the prediction of fiscal aggregates International Journal of Forecasting B 3
2015 The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach Journal of Money, Credit, and Banking B 4
2015 Labor Market Dynamics: A Time-Varying Analysis Oxford Bulletin of Economics and Statistics B 2
2015 Factor adjustment costs: A structural investigation Journal of Economic Dynamics and Control B 2
2014 Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters International Journal of Forecasting B 3
2014 The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR Journal of International Money and Finance B 3
2013 Changes in the effects of monetary policy on disaggregate price dynamics Journal of Economic Dynamics and Control B 3
2013 Time‐varying Dynamics of the Real Exchange Rate: an Empirical Analysis Journal of Applied Econometrics B 2
2012 Neutral Technology Shocks and the Dynamics of Labor Input: Results from an Agnostic Identification International Economic Review B 2
2011 International Comovements, Business Cycle and Inflation: a Historical Perspective Review of Economic Dynamics B 3
2010 One TV, One Price? Scandanavian Journal of Economics B 4
2009 The great moderation of the term structure of UK interest rates Journal of Monetary Economics A 3
2005 PPP Strikes Back: Aggregation And the Real Exchange Rate Quarterly Journal of Economics S 4