Browsing Applied Economics by Author "Mumtaz, H"
Now showing items 1-3 of 3
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Common and country specific economic uncertainty
Mumtaz, H; Theodoridis, K (2017-03) -
Forecasting with VAR models: Fat tails and stochastic volatility
Chiu, C-WJ; Mumtaz, H; Pintér, G (2017-06-12) -
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?
Mumtaz, H; Pinter, G; Theodoridis, K (2018-05)