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 4 4 23 35
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 3 92 0 0 7 213
Bond supply, price drifts and liquidity provision before central bank announcements 0 1 5 26 0 1 11 25
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 0 5 5 1 2 13 13
Capital over the business cycle: renting versus ownership 0 0 0 114 1 1 9 230
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 5 5 19 44
Comparing search and intermediation frictions across markets 0 0 0 0 2 2 2 2
Do contractionary monetary policy shocks expand shadow banking? 0 0 1 338 1 2 14 565
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 1 5 8 277
Employment and the collateral channel of monetary policy 0 0 2 48 0 3 12 113
Employment and the collateral channel of monetary policy 0 0 0 26 0 0 2 34
Fat-tails in VAR Models 0 0 0 3 0 0 1 34
Fire sales of safe assets 0 0 1 2 1 3 14 17
Fire sales of safe assets 0 1 1 1 1 3 7 7
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 2 102 1 1 10 231
Forecasting with VAR models: fat tails and stochastic volatility 0 0 1 77 0 4 7 141
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 1 3 13 1 3 7 16
Home Values and Firm Behaviour 0 0 1 164 1 1 8 478
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 2 3 292 0 2 9 1,045
House prices and job losses 0 1 1 7 0 1 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? 0 2 18 21 1 3 23 30
Information chasing versus adverse selection 0 0 0 13 1 2 8 24
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 0 4 0 2 6 13
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 2 12 0 0 6 43
Lending Relationships and the Collateral Channel 0 0 0 64 0 0 6 214
Lending relationships and the collateral channel 0 0 0 36 0 1 2 79
Lending relationships and the collateral channel 0 0 0 12 0 0 5 38
Macroeconomic Shocks and Risk Premia 0 0 1 92 0 0 4 170
Macroeconomic shocks and risk premia 0 0 0 16 0 0 2 43
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 0 0 0 0 2 2 2 2
Mispricing in inflation markets 0 1 4 11 1 2 9 35
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 0 0 0 37 2 2 4 170
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 15 0 0 2 27
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 14 1 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 0 0 4 22
Size discount and size penalty: trading costs in bond markets 0 0 0 22 1 2 6 40
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 7 8 8 434
The Residential Collateral Channel 0 0 2 138 2 2 11 424
The Residential Collateral Channel 0 0 0 8 0 0 2 54
The liquidity state-dependence of monetary policy transmission 0 1 5 28 1 3 20 67
The macroeconomic shock with the highest price of risk 0 0 0 10 0 0 3 42
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 0 2 5 135 1 5 16 386
VAR models with non-Gaussian shocks 0 0 1 32 0 1 2 23
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 8 0 2 6 95
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 0 2 4 148
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 0 8 29
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 0 3 13
Total Working Papers 0 12 76 2,735 40 84 393 7,410
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 13 62
Do contractionary monetary policy shocks expand shadow banking? 0 0 2 54 2 4 23 317
Employment and the residential collateral channel of monetary policy 2 4 7 21 2 8 26 67
Forecasting with VAR models: Fat tails and stochastic volatility 0 1 7 67 1 8 23 196
Home Values and Firm Behavior 0 0 4 71 2 4 16 335
House Prices and Job Losses 0 1 2 25 1 2 7 106
Inflation and uncertainty in New Keynesian models: A note 0 0 1 11 2 3 11 31
Lending Relationships and the Collateral Channel* 0 0 1 3 1 2 9 26
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 0 2 18 18 1 5 59 59
Price Formation in Markets with Trading Delays 0 0 0 0 1 2 2 2
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 0 2 2 2 2 17 22
The global drivers of private credit 3 4 7 7 13 21 45 45
The procyclicality of inflation-linked debt 0 0 0 4 2 2 2 16
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 2 28 0 1 9 102
Yield drifts when issuance comes before macro news 0 2 9 9 1 4 20 20
Total Journal Articles 5 15 67 348 31 70 287 1,467

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Statistics updated 2025-09-05