Scholar
Haroon Mumtaz
Google Scholar ID: J9uPYBsAAAAJ
Professor of Economics. Queen Mary University of London
applied econometrics
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Citations & Impact
All-time
Citations
4,057
H-index
35
i10-index
67
Publications
20
Co-authors
0
Publications
7 items
Nonlinear Drivers of Macroeconomic Tail Risk: A Threshold Stochastic Volatility-in-Mean VAR with Regime-Dependent Leverage
2026
Cited
0
Risk in a Data-Rich Model
2026
Cited
0
A Dynamic Factor Model for Level and Volatility
2026
Cited
0
A Millennium of UK Business Cycles: Insights from Structural VAR Analysis
2025
Cited
0
Who benefits from increases in military spending? An empirical analysis
2025
Cited
0
Stochastic Volatility-in-mean VARs with Time-Varying Skewness
2025
Cited
0
A Bayesian Gaussian Process Dynamic Factor Model
2025
Cited
0
