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 2 22 22 3 6 10 10
An anatomy of the 2022 gilt market crisis 0 1 4 7 8 23 73 95
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 1 92 1 9 18 229
Bond supply, price drifts and liquidity provision before central bank announcements 0 0 2 26 2 7 14 36
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 0 2 6 0 4 13 21
Capital over the business cycle: renting versus ownership 0 0 0 114 0 2 6 235
Clients' Connections: Measuring the Role of Private Information in Decentralised Markets 0 0 0 40 1 8 11 151
Clients' connections 0 0 0 0 1 5 9 11
Clients’ connections: measuring the role of private information in decentralized markets 0 1 1 7 1 10 11 21
Comparing search and intermediation frictions across markets 0 0 1 1 0 11 21 21
Comparing search and intermediation frictions across markets 0 0 1 5 2 8 24 60
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 1 3 13 574
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 1 5 16 287
Employment and the collateral channel of monetary policy 0 0 0 48 1 4 16 123
Employment and the collateral channel of monetary policy 0 0 0 26 0 5 10 44
Fat-tails in VAR Models 0 0 1 4 0 2 6 40
Fire sales of safe assets 0 1 3 3 0 19 42 46
Fire sales of safe assets 1 2 4 6 1 8 27 40
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 1 103 4 15 30 258
Forecasting with VAR models: fat tails and stochastic volatility 0 0 1 78 2 19 26 163
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 0 1 13 0 5 11 23
Home Values and Firm Behaviour 0 0 0 164 0 3 8 485
Home values and firm behaviour 0 1 1 25 1 9 18 79
Home values and firm behaviour 0 0 0 57 2 3 14 128
House Prices and Job Losses 0 0 2 292 1 8 15 1,057
House prices and job losses 0 0 1 7 2 9 10 54
House prices and job losses 0 0 0 76 0 5 7 95
Housing costs: a final hurdle in the last mile of disinflation? 0 1 6 25 1 17 32 58
Information chasing versus adverse selection 0 0 1 14 4 12 29 48
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 1 5 3 5 13 24
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 1 12 2 3 7 49
Lending Relationships and the Collateral Channel 0 0 1 65 1 8 11 225
Lending relationships and the collateral channel 0 0 0 36 0 5 9 86
Lending relationships and the collateral channel 0 0 0 12 0 3 6 44
Macroeconomic Shocks and Risk Premia 0 0 1 92 3 14 21 190
Macroeconomic shocks and risk premia 0 1 1 17 1 3 8 51
Macroprudential capital regulation in general equilibrium 0 1 1 95 3 9 12 153
Market whiplash after the 2025 tariff shock: an event-targeted VAR approach 1 5 14 14 7 17 47 47
Mispricing in inflation markets 0 2 3 13 1 8 17 49
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 0 1 5 42 1 13 25 192
Price formation in markets with trading delays 0 0 0 8 0 1 5 19
Private Information and Client Connections in Government Bond Markets 0 0 1 16 0 5 6 33
Private Information and Client Connections in Government Bond Markets 0 0 0 38 0 10 13 151
Private information and client connections in government bond markets 0 0 0 14 0 8 11 57
Risk news shocks and the business cycle 0 0 0 129 0 5 6 323
Size Discount and Size Penalty Trading Costs in Bond Markets 0 0 0 4 4 11 23 44
Size discount and size penalty: trading costs in bond markets 0 0 1 23 1 4 15 52
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 1 19 28 454
The Residential Collateral Channel 0 0 0 8 1 7 9 62
The Residential Collateral Channel 0 0 1 139 1 24 39 460
The liquidity state dependence of monetary policy transmission 0 0 19 19 1 12 45 45
The liquidity state-dependence of monetary policy transmission 0 2 6 32 1 6 19 81
The macroeconomic shock with the highest price of risk 0 0 0 10 3 10 17 59
The residential collateral channel 0 0 0 11 0 7 12 48
The rise of non-bank financial institutions: implications for monetary policy 4 9 24 24 7 20 46 46
VAR Models with Non-Gaussian Shocks 0 1 5 137 0 13 29 407
VAR Models with Non-Gaussian Shocks 0 0 0 51 1 15 19 90
VAR models with non-Gaussian shocks 0 0 2 33 2 3 11 32
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 8 0 6 11 104
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 2 4 8 154
What drives repo haircuts? Evidence from the UK market 0 0 0 5 1 7 13 25
What drives repo haircuts? Evidence from the UK market 0 0 0 5 3 13 22 48
Total Working Papers 6 31 143 2,858 91 542 1,123 8,396
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 2 9 1 3 8 66
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 0 20 0 6 13 72
Do contractionary monetary policy shocks expand shadow banking? 0 1 2 56 1 6 20 329
Employment and the residential collateral channel of monetary policy 0 0 5 22 2 4 24 77
Forecasting with VAR models: Fat tails and stochastic volatility 0 0 4 68 2 12 32 215
Home Values and Firm Behavior 0 0 1 71 1 9 27 356
House Prices and Job Losses 0 0 1 25 0 10 13 117
Inflation and uncertainty in New Keynesian models: A note 0 0 1 12 0 9 18 42
Lending Relationships and the Collateral Channel* 0 1 1 4 1 9 15 36
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 0 0 15 26 10 22 74 115
Price Formation in Markets with Trading Delays 0 0 1 1 0 11 18 18
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 0 2 3 0 3 16 33
The global drivers of private credit 4 14 32 33 30 63 134 143
The procyclicality of inflation-linked debt 0 0 0 4 0 6 10 24
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 0 28 2 7 30 128
Yield drifts when issuance comes before macro news 0 0 7 11 2 10 34 42
Total Journal Articles 4 17 74 393 52 190 486 1,813

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 2 6 6 10 26 33 33
Total Books 0 2 6 6 10 26 33 33

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Statistics updated 2026-04-09