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
A Millennium of UK Business Cycles: Insights from Structural VAR Analysis 1 21 21 21 1 5 5 5
An anatomy of the 2022 gilt market crisis 1 4 4 7 12 44 64 84
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 2 92 2 3 14 222
Bond supply, price drifts and liquidity provision before central bank announcements 0 0 4 26 4 8 13 33
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 0 3 6 2 5 15 19
Capital over the business cycle: renting versus ownership 0 0 0 114 2 5 7 235
Clients' Connections: Measuring the Role of Private Information in Decentralised Markets 0 0 1 40 5 7 9 148
Clients' connections 0 0 0 0 4 8 8 10
Clients’ connections: measuring the role of private information in decentralized markets 1 1 1 7 5 6 6 16
Comparing search and intermediation frictions across markets 0 1 1 5 6 13 25 58
Comparing search and intermediation frictions across markets 0 0 1 1 9 13 19 19
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 1 6 12 572
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 3 7 15 285
Employment and the collateral channel of monetary policy 0 0 1 48 2 6 15 121
Employment and the collateral channel of monetary policy 0 0 0 26 4 7 9 43
Fat-tails in VAR Models 0 0 1 4 2 4 6 40
Fire sales of safe assets 0 0 2 2 14 25 40 41
Fire sales of safe assets 0 1 2 4 5 14 24 37
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 2 103 9 19 28 252
Forecasting with VAR models: fat tails and stochastic volatility 0 1 2 78 15 17 23 159
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 0 1 13 3 4 9 21
Home Values and Firm Behaviour 0 0 0 164 2 5 8 484
Home values and firm behaviour 0 0 0 57 1 8 12 126
Home values and firm behaviour 1 1 1 25 7 14 16 77
House Prices and Job Losses 0 0 3 292 6 9 16 1,055
House prices and job losses 0 0 0 76 5 6 7 95
House prices and job losses 0 0 1 7 4 4 5 49
Housing costs: a final hurdle in the last mile of disinflation? 1 2 17 25 12 19 35 53
Information chasing versus adverse selection 0 1 1 14 4 16 22 40
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 1 1 5 0 5 9 19
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 1 12 0 2 4 46
Lending Relationships and the Collateral Channel 0 1 1 65 5 7 12 222
Lending relationships and the collateral channel 0 0 0 36 4 5 8 85
Lending relationships and the collateral channel 0 0 0 12 2 3 5 43
Macroeconomic Shocks and Risk Premia 0 0 1 92 8 11 17 184
Macroeconomic shocks and risk premia 1 1 1 17 1 3 7 49
Macroprudential capital regulation in general equilibrium 1 1 1 95 5 8 8 149
Market whiplash after the 2025 tariff shock: an event-targeted VAR approach 1 5 10 10 7 24 37 37
Mispricing in inflation markets 1 1 2 12 4 9 13 45
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 0 2 4 41 7 13 19 186
Price formation in markets with trading delays 0 0 0 8 0 3 4 18
Private Information and Client Connections in Government Bond Markets 0 0 0 38 9 12 13 150
Private Information and Client Connections in Government Bond Markets 0 1 1 16 5 6 7 33
Private information and client connections in government bond markets 0 0 0 14 3 4 7 52
Risk news shocks and the business cycle 0 0 0 129 5 6 7 323
Size Discount and Size Penalty Trading Costs in Bond Markets 0 0 1 4 6 15 19 39
Size discount and size penalty: trading costs in bond markets 0 1 1 23 2 9 13 50
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 17 18 26 452
The Residential Collateral Channel 0 0 0 8 5 6 8 60
The Residential Collateral Channel 0 0 1 139 16 22 34 452
The liquidity state dependence of monetary policy transmission 0 0 19 19 8 14 41 41
The liquidity state-dependence of monetary policy transmission 2 2 6 32 5 10 19 80
The macroeconomic shock with the highest price of risk 0 0 0 10 6 10 14 55
The residential collateral channel 0 0 0 11 7 11 13 48
The rise of non-bank financial institutions: implications for monetary policy 4 19 19 19 9 35 35 35
VAR Models with Non-Gaussian Shocks 0 0 5 136 2 7 21 396
VAR Models with Non-Gaussian Shocks 0 0 0 51 8 10 12 83
VAR models with non-Gaussian shocks 0 0 2 33 1 5 9 30
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 8 5 8 10 103
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 1 3 6 151
What drives repo haircuts? Evidence from the UK market 0 0 0 5 6 11 13 24
What drives repo haircuts? Evidence from the UK market 0 0 0 5 8 11 18 43
Total Working Papers 15 68 149 2,842 328 633 975 8,182
3 registered items for which data could not be found

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 1 1 2 9 2 4 7 65
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 0 20 4 8 12 70
Do contractionary monetary policy shocks expand shadow banking? 0 0 1 55 2 3 19 325
Employment and the residential collateral channel of monetary policy 0 0 6 22 2 5 30 75
Forecasting with VAR models: Fat tails and stochastic volatility 0 1 7 68 7 12 32 210
Home Values and Firm Behavior 0 0 1 71 4 12 25 351
House Prices and Job Losses 0 0 1 25 9 10 15 116
Inflation and uncertainty in New Keynesian models: A note 0 0 2 12 4 5 16 37
Lending Relationships and the Collateral Channel* 1 1 1 4 3 3 9 30
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 0 6 19 26 9 31 80 102
Price Formation in Markets with Trading Delays 0 0 1 1 6 8 13 13
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 0 2 3 2 8 21 32
The global drivers of private credit 4 8 23 23 17 36 97 97
The procyclicality of inflation-linked debt 0 0 0 4 5 6 9 23
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 0 28 4 20 29 125
Yield drifts when issuance comes before macro news 0 1 11 11 8 18 40 40
Total Journal Articles 6 18 77 382 88 189 454 1,711

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The transformation of the life insurance industry: systemic risks and policy challenges 2 6 6 6 11 18 18 18
Total Books 2 6 6 6 11 18 18 18

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Statistics updated 2026-02-12