Access Statistics for Gabor Pinter

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 1 2 65 1 2 10 146
Capital over the business cycle: renting versus ownership 0 1 2 112 0 3 12 209
Clients' Connections: Measuring the Role of Private Information in Decentralised Markets 1 14 14 14 9 50 50 50
Do contractionary monetary policy shocks expand shadow banking? 3 9 32 318 7 19 66 409
Employment and the Collateral Channel of Monetary Policy 1 3 34 34 8 19 70 70
Employment and the collateral channel of monetary policy 0 1 22 22 1 6 12 12
Employment and the collateral channel of monetary policy 1 2 2 2 4 9 9 9
Fat-tails in VAR Models 0 1 1 1 1 4 9 10
Fat-tails in VAR Models 1 1 7 184 4 14 38 352
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 1 2 3 83 1 3 9 169
Forecasting with VAR models: fat tails and stochastic volatility 0 0 0 58 0 1 6 87
Home Values and Firm Behaviour 1 2 37 137 6 17 114 319
Home values and firm behaviour 0 0 5 22 3 8 17 26
Home values and firm behaviour 0 0 3 43 1 2 12 41
House Prices and Job Losses 0 3 19 270 3 38 127 895
House prices and job losses 0 3 17 72 1 6 23 58
House prices and job losses 0 0 2 4 2 4 12 19
Lending Relationships and the Collateral Channel 0 2 18 60 5 18 92 153
Lending relationships and the collateral channel 0 0 12 12 1 2 14 14
Lending relationships and the collateral channel 0 2 31 31 1 8 46 46
Macroeconomic Shocks and Risk Premia 0 0 11 85 4 10 44 122
Macroeconomic shocks and risk premia 0 1 12 12 0 5 14 15
Macroprudential capital regulation in general equilibrium 1 1 70 70 7 13 73 73
Monetary Transmission Mechanism in the East African Community; An Empirical Investigation 0 0 3 32 1 4 10 121
Private Information and Client Connections in Government Bond Markets 8 8 8 8 4 5 5 5
Private Information and Client Connections in Government Bond Markets 0 4 33 33 5 20 70 70
Private information and client connections in government bond markets 0 2 11 11 4 11 23 23
Risk news shocks and the business cycle 1 2 9 119 1 9 24 255
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 50 4 10 13 410
The Residential Collateral Channel 0 0 0 8 1 3 7 29
The Residential Collateral Channel 0 1 7 100 6 21 40 285
The macroeconomic shock with the highest price of risk 0 0 0 9 1 1 4 30
The residential collateral channel 0 0 0 8 0 0 2 5
VAR Models with Non-Gaussian Shocks 0 4 10 122 5 17 38 237
VAR Models with Non-Gaussian Shocks 0 0 0 48 2 8 17 49
VAR models with non-Gaussian shocks 0 0 0 30 2 3 4 14
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 2 14 226 2 9 40 434
What do VARs Tell Us about the Impact of a Credit Supply Shock? 1 2 2 3 2 5 10 12
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 2 8 200 2 9 34 419
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 2 2 3 4 9 14 21 22
Total Working Papers 22 78 464 2,722 121 410 1,241 5,724


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Capital over the Business Cycle: Renting versus Ownership 0 0 0 4 0 3 11 37
Do contractionary monetary policy shocks expand shadow banking? 0 0 9 10 4 10 48 76
Forecasting with VAR models: Fat tails and stochastic volatility 0 2 5 13 4 12 35 70
House Prices and Job Losses 0 3 10 10 2 10 37 37
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 6 10 2 6 31 40
Total Journal Articles 0 5 30 47 12 41 162 260


Statistics updated 2019-11-03