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
An anatomy of the 2022 gilt market crisis 0 0 0 3 2 6 25 37
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 3 92 2 2 9 215
Bond supply, price drifts and liquidity provision before central bank announcements 0 1 4 26 0 1 10 25
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 1 1 6 6 1 2 14 14
Capital over the business cycle: renting versus ownership 0 0 0 114 0 1 8 230
Clients' Connections: Measuring the Role of Private Information in Decentralised Markets 0 0 2 40 0 0 3 140
Clients' connections 0 0 0 0 0 0 1 2
Clients’ connections: measuring the role of private information in decentralized markets 0 0 1 6 0 0 3 10
Comparing search and intermediation frictions across markets 0 0 0 4 1 6 17 45
Comparing search and intermediation frictions across markets 1 1 1 1 2 4 4 4
Do contractionary monetary policy shocks expand shadow banking? 0 0 1 338 0 1 14 565
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 0 5 8 277
Employment and the collateral channel of monetary policy 0 0 2 48 0 0 11 113
Employment and the collateral channel of monetary policy 0 0 0 26 0 0 1 34
Fat-tails in VAR Models 1 1 1 4 1 1 2 35
Fire sales of safe assets 1 2 2 2 6 9 13 13
Fire sales of safe assets 1 1 1 3 4 7 17 21
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 2 102 0 1 9 231
Forecasting with VAR models: fat tails and stochastic volatility 0 0 1 77 1 5 8 142
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 1 2 13 0 3 6 16
Home Values and Firm Behaviour 0 0 1 164 1 2 8 479
Home values and firm behaviour 0 0 1 24 0 1 2 62
Home values and firm behaviour 0 0 0 57 0 0 3 114
House Prices and Job Losses 0 0 3 292 0 0 9 1,045
House prices and job losses 0 0 1 7 0 0 2 45
House prices and job losses 0 0 0 76 0 0 3 88
Housing costs: a final hurdle in the last mile of disinflation? 2 3 20 23 4 6 26 34
Information chasing versus adverse selection 0 0 0 13 0 2 8 24
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 0 4 0 0 6 13
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 2 12 1 1 6 44
Lending Relationships and the Collateral Channel 0 0 0 64 1 1 7 215
Lending relationships and the collateral channel 0 0 0 12 2 2 6 40
Lending relationships and the collateral channel 0 0 0 36 0 1 2 79
Macroeconomic Shocks and Risk Premia 0 0 1 92 2 2 5 172
Macroeconomic shocks and risk premia 0 0 0 16 1 1 3 44
Macroprudential capital regulation in general equilibrium 0 0 0 94 0 0 3 141
Market whiplash after the 2025 tariff shock: an event-targeted VAR approach 2 2 2 2 5 7 7 7
Mispricing in inflation markets 0 1 4 11 0 2 9 35
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 1 1 1 38 1 3 4 171
Price formation in markets with trading delays 0 0 2 8 0 0 5 14
Private Information and Client Connections in Government Bond Markets 0 0 0 38 0 0 1 138
Private Information and Client Connections in Government Bond Markets 0 0 0 15 0 0 2 27
Private information and client connections in government bond markets 0 0 0 14 0 1 4 47
Risk news shocks and the business cycle 0 0 0 129 0 0 2 317
Size Discount and Size Penalty Trading Costs in Bond Markets 0 0 1 4 1 1 5 23
Size discount and size penalty: trading costs in bond markets 0 0 0 22 0 2 5 40
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 0 7 8 434
The Residential Collateral Channel 0 0 0 8 0 0 2 54
The Residential Collateral Channel 0 0 2 138 2 4 13 426
The liquidity state dependence of monetary policy transmission 17 17 17 17 24 24 24 24
The liquidity state-dependence of monetary policy transmission 1 2 4 29 2 4 19 69
The macroeconomic shock with the highest price of risk 0 0 0 10 2 2 5 44
The residential collateral channel 0 0 0 11 0 0 4 36
VAR Models with Non-Gaussian Shocks 0 0 1 51 0 0 2 71
VAR Models with Non-Gaussian Shocks 1 1 6 136 1 2 17 387
VAR models with non-Gaussian shocks 1 1 2 33 1 1 3 24
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 8 0 1 5 95
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 0 2 3 148
What drives repo haircuts? Evidence from the UK market 0 0 0 5 1 1 7 30
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 0 3 13
Total Working Papers 30 36 100 2,765 72 137 441 7,482
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 1 1 8 0 2 5 61
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 4 20 0 0 12 62
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 54 2 5 21 319
Employment and the residential collateral channel of monetary policy 1 5 8 22 2 6 28 69
Forecasting with VAR models: Fat tails and stochastic volatility 0 1 7 67 2 9 24 198
Home Values and Firm Behavior 0 0 3 71 1 3 16 336
House Prices and Job Losses 0 0 2 25 0 1 7 106
Inflation and uncertainty in New Keynesian models: A note 1 1 2 12 1 4 11 32
Lending Relationships and the Collateral Channel* 0 0 0 3 0 1 8 26
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 0 1 18 18 3 5 62 62
Price Formation in Markets with Trading Delays 1 1 1 1 1 3 3 3
Size Discount and Size Penalty: Trading Costs in Bond Markets 1 1 3 3 2 4 16 24
The global drivers of private credit 4 8 11 11 6 23 51 51
The procyclicality of inflation-linked debt 0 0 0 4 1 3 3 17
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 0 28 1 2 8 103
Yield drifts when issuance comes before macro news 1 2 10 10 2 5 22 22
Total Journal Articles 9 21 70 357 24 76 297 1,491

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Statistics updated 2025-10-06