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    Author
    Mumtaz, H (18)
    Theodoridis, K (8)Theophilopoulou, A (3)Akram, QF (1)Beetsma, R (1)Carriero, A (1)Chiu, C-WJ (1)Faccini, R (1)Fasani, S (1)Furtuna, O (1)... View MoreSubjectFAVAR (4)DSGE (2)Stochastic volatility (2)Uncertainty shocks (2)C32 (1)Change-point VAR model (1)DSGE Model (1)DSGE model (1)F42 (1)F47 (1)... View MoreDate Issued2023 (2)2021 (2)2020 (2)2019 (1)2018 (2)2017 (3)2016 (1)2015 (2)
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    International fiscal spillovers 

    Faccini, R; Mumtaz, H; Surico, P (2016-03)
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    Common and country specific economic uncertainty 

    Mumtaz, H; Theodoridis, K (2017-03)
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    THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 

    Mumtaz, H; Theodoridis, K (2015-06)
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    Forecasting with VAR models: Fat tails and stochastic volatility 

    Chiu, C-WJ; Mumtaz, H; Pintér, G (2017-06-12)
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    The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 

    Carriero, A; Mumtaz, H; Theodoridis, K; Theophilopoulou, A (2015-09)
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    The impact of monetary policy on inequality in the UK. An empirical analysis 

    Mumtaz, H; Theophilopoulou, A (2017-09)
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    Changing Macroeconomic Dynamics at the Zero Lower Bound 

    Liu, P; Theodoridis, K; Mumtaz, H; Zanetti, F (2019-07-03)
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    The Changing Transmission of Uncertainty Shocks in the US 

    Mumtaz, H; Theodoridis, K (2018)
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    WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 

    Mumtaz, H; Pinter, G; Theodoridis, K (2018-05)
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    Fiscal policy shocks and stock prices in the United States 

    Mumtaz, H; Theodoridis, K (2020-10)
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