Access Statistics for Gabor Pinter

Author contact details at EconPapers.

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 0 2 64 0 0 9 143
Capital over the business cycle: renting versus ownership 0 1 1 111 3 4 13 206
Do contractionary monetary policy shocks expand shadow banking? 1 6 31 308 3 13 66 389
Employment and the Collateral Channel of Monetary Policy 0 9 31 31 4 20 46 46
Fat-tails in VAR Models 0 0 7 182 2 7 35 336
Fat-tails in VAR Models 0 0 0 0 1 2 4 4
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 3 81 0 3 10 166
Forecasting with VAR models: fat tails and stochastic volatility 0 0 0 58 0 2 9 85
Home Values and Firm Behaviour 2 3 58 135 4 13 166 298
Home values and firm behaviour 0 1 5 43 0 3 17 39
Home values and firm behaviour 0 0 5 22 0 3 8 17
House Prices and Job Losses 1 1 18 265 9 27 131 849
House prices and job losses 0 0 2 4 0 0 10 14
House prices and job losses 2 6 14 68 2 6 19 51
Lending Relationships and the Collateral Channel 0 1 26 54 3 16 104 124
Lending relationships and the collateral channel 1 1 29 29 3 9 37 37
Lending relationships and the collateral channel 0 0 12 12 0 3 12 12
Macroeconomic Shocks and Risk Premia 0 2 38 85 2 10 88 110
Macroeconomic shocks and risk premia 0 0 11 11 0 3 10 10
Macroprudential capital regulation in general equilibrium 0 3 67 67 3 14 56 56
Monetary Transmission Mechanism in the East African Community; An Empirical Investigation 0 1 3 32 0 3 9 117
Private Information and Client Connections in Government Bond Markets 0 4 29 29 4 17 43 43
Risk news shocks and the business cycle 1 3 8 117 3 5 22 246
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 50 1 1 6 399
The Residential Collateral Channel 0 0 0 8 1 2 5 25
The Residential Collateral Channel 0 1 5 98 5 9 21 261
The macroeconomic shock with the highest price of risk 0 0 0 9 0 1 3 29
The residential collateral channel 0 0 1 8 0 1 4 5
VAR Models with Non-Gaussian Shocks 1 1 11 118 3 5 34 219
VAR Models with Non-Gaussian Shocks 0 0 0 48 1 4 8 39
VAR models with non-Gaussian shocks 0 0 0 30 0 0 2 11
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 1 0 1 7 7
What do VARs Tell Us about the Impact of a Credit Supply Shock? 1 1 13 223 1 3 39 422
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 1 12 198 1 4 37 408
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 2 2 0 0 7 7
Total Working Papers 10 46 445 2,601 59 214 1,097 5,230


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 2 4 1 3 19 34
Do contractionary monetary policy shocks expand shadow banking? 0 0 10 10 3 14 63 64
Forecasting with VAR models: Fat tails and stochastic volatility 1 1 5 11 5 8 35 57
House Prices and Job Losses 2 4 7 7 4 21 25 25
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 1 9 9 1 6 33 33
Total Journal Articles 3 6 33 41 14 52 175 213


Statistics updated 2019-07-03