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 0 0 22 22 1 6 21 21
An anatomy of the 2022 gilt market crisis 1 4 10 13 12 34 112 143
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 0 92 0 0 17 230
Bond supply, price drifts and liquidity provision before central bank announcements 0 0 0 26 0 0 15 40
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 0 1 6 0 1 12 24
Capital over the business cycle: renting versus ownership 0 0 0 114 1 1 8 237
Clients' Connections: Measuring the Role of Private Information in Decentralised Markets 0 0 0 40 0 1 13 153
Clients' connections 0 0 0 0 0 1 10 12
Clients’ connections: measuring the role of private information in decentralized markets 0 0 1 7 0 1 15 25
Comparing search and intermediation frictions across markets 1 2 3 7 1 4 27 66
Comparing search and intermediation frictions across markets 0 0 1 1 1 2 25 25
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 0 1 11 575
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 1 2 16 292
Employment and the collateral channel of monetary policy 0 0 0 26 0 1 14 48
Employment and the collateral channel of monetary policy 0 1 1 49 0 4 18 131
Fat-tails in VAR Models 0 0 1 4 1 1 12 46
Fire sales of safe assets 0 0 4 6 1 2 32 48
Fire sales of safe assets 0 2 4 5 1 8 50 56
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 1 103 0 2 33 263
Forecasting with VAR models: fat tails and stochastic volatility 0 0 1 78 0 1 24 165
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 0 0 13 0 2 11 26
Home Values and Firm Behaviour 0 0 0 164 0 2 12 489
Home values and firm behaviour 0 0 1 25 0 0 17 79
Home values and firm behaviour 0 0 0 57 0 1 19 133
House Prices and Job Losses 0 0 0 292 0 1 18 1,063
House prices and job losses 0 0 0 76 0 1 11 99
House prices and job losses 0 0 0 7 0 0 9 54
Housing costs: a final hurdle in the last mile of disinflation? 0 0 4 25 0 3 35 64
Information chasing versus adverse selection 0 0 1 14 1 1 31 54
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 1 5 0 3 15 28
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 0 12 0 0 10 53
Lending Relationships and the Collateral Channel 0 0 1 65 0 0 16 230
Lending relationships and the collateral channel 0 0 0 36 0 3 13 92
Lending relationships and the collateral channel 0 0 0 12 0 1 10 48
Macroeconomic Shocks and Risk Premia 1 1 1 93 2 3 28 198
Macroeconomic shocks and risk premia 0 0 1 17 1 1 11 54
Macroprudential capital regulation in general equilibrium 0 0 1 95 0 0 15 156
Market whiplash after the 2025 tariff shock: an event-targeted VAR approach 0 1 16 16 1 10 59 59
Mispricing in inflation markets 0 0 2 13 0 2 19 53
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 0 1 6 43 1 3 33 201
Monetary policy transmission to exchange rates: the role of currency carry trades 0 18 18 18 5 29 29 29
Price formation in markets with trading delays 0 0 0 8 0 1 14 28
Private Information and Client Connections in Government Bond Markets 0 0 0 38 1 2 15 153
Private Information and Client Connections in Government Bond Markets 0 0 1 16 0 0 8 35
Private information and client connections in government bond markets 0 0 0 14 0 0 12 58
Risk news shocks and the business cycle 0 0 0 129 0 1 10 327
Size Discount and Size Penalty Trading Costs in Bond Markets 0 0 0 4 1 3 29 51
Size discount and size penalty: trading costs in bond markets 0 0 1 23 1 4 18 57
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 0 2 29 456
The Residential Collateral Channel 0 0 1 139 2 2 42 464
The Residential Collateral Channel 0 0 0 8 0 1 12 66
The liquidity state dependence of monetary policy transmission 0 0 19 19 0 9 56 56
The liquidity state-dependence of monetary policy transmission 0 0 4 32 0 4 23 89
The macroeconomic shock with the highest price of risk 0 0 0 10 0 0 20 62
The residential collateral channel 0 0 0 11 1 5 17 53
The rise of non-bank financial institutions: implications for monetary policy 0 1 25 25 1 15 68 68
VAR Models with Non-Gaussian Shocks 0 0 0 51 0 0 21 92
VAR Models with Non-Gaussian Shocks 0 0 2 137 0 0 23 408
VAR models with non-Gaussian shocks 0 0 1 33 0 0 11 34
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 1 1 9 1 3 13 108
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 1 1 17 0 3 10 158
What drives repo haircuts? Evidence from the UK market 0 0 0 5 1 4 26 55
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 2 15 28
Total Working Papers 3 33 159 2,894 40 200 1,398 8,768
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 0 0 1 9 1 1 10 71
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 0 20 0 1 12 74
Do contractionary monetary policy shocks expand shadow banking? 0 0 2 56 1 1 17 332
Employment and the residential collateral channel of monetary policy 0 1 6 25 5 15 37 102
Forecasting with VAR models: Fat tails and stochastic volatility 0 1 2 69 0 2 23 218
Home Values and Firm Behavior 1 1 1 72 1 3 29 362
House Prices and Job Losses 0 0 1 26 0 1 16 121
Inflation and uncertainty in New Keynesian models: A note 0 1 2 13 0 1 15 44
Lending Relationships and the Collateral Channel* 0 0 1 4 2 5 19 44
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 0 1 10 28 1 7 76 134
Price Formation in Markets with Trading Delays 0 0 2 2 1 2 23 24
Size Discount and Size Penalty: Trading Costs in Bond Markets 1 1 2 4 3 4 20 40
The global drivers of private credit 2 8 38 42 9 33 161 193
The procyclicality of inflation-linked debt 0 0 0 4 0 0 10 24
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 2 2 30 1 4 31 133
Yield drifts when issuance comes before macro news 0 0 2 11 1 1 28 47
Total Journal Articles 4 16 72 415 26 81 527 1,963

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 0 3 9 9 2 7 55 55
Total Books 0 3 9 9 2 7 55 55

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Statistics updated 2026-08-07