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 1 3 1 2 13 22
Bayesian Vector Autoregressions with Non-Gaussian Shocks 1 1 2 91 1 4 10 211
Bond supply, price drifts and liquidity provision before central bank announcements 0 2 4 24 0 4 10 22
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 1 4 4 4 2 7 8 8
Capital over the business cycle: renting versus ownership 0 0 0 114 0 4 8 229
Clients' Connections: Measuring the Role of Private Information in Decentralised Markets 0 1 3 40 0 2 5 140
Clients' connections 0 0 0 0 0 1 1 2
Clients’ connections: measuring the role of private information in decentralized markets 0 0 1 6 0 1 4 10
Comparing search and intermediation frictions across markets 0 0 0 4 0 6 11 36
Do contractionary monetary policy shocks expand shadow banking? 0 1 2 338 1 3 12 561
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 0 2 2 271
Employment and the collateral channel of monetary policy 0 1 2 48 0 2 12 107
Employment and the collateral channel of monetary policy 0 0 0 26 0 0 3 34
Fat-tails in VAR Models 0 0 1 3 0 1 3 34
Fire sales of safe assets 0 0 2 2 0 1 13 13
Fire sales of safe assets 0 0 0 0 2 3 4 4
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 1 1 2 102 4 4 8 228
Forecasting with VAR models: fat tails and stochastic volatility 1 1 1 77 1 2 4 137
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 0 2 12 0 0 4 12
Home Values and Firm Behaviour 0 0 2 164 0 3 10 477
Home values and firm behaviour 0 0 1 24 0 0 2 61
Home values and firm behaviour 0 0 0 57 0 0 12 114
House Prices and Job Losses 1 1 1 290 1 5 8 1,042
House prices and job losses 0 0 0 6 0 1 1 44
House prices and job losses 0 0 0 76 0 1 3 88
Housing costs: a final hurdle in the last mile of disinflation? 2 13 19 19 4 12 26 26
Information chasing versus adverse selection 0 0 0 13 0 3 4 19
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 0 4 0 2 5 11
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 1 11 0 1 7 42
Lending Relationships and the Collateral Channel 0 0 0 64 4 4 6 214
Lending relationships and the collateral channel 0 0 1 36 0 0 1 77
Lending relationships and the collateral channel 0 0 0 12 0 1 6 38
Macroeconomic Shocks and Risk Premia 0 0 1 91 1 2 6 169
Macroeconomic shocks and risk premia 0 0 1 16 1 1 3 43
Macroprudential capital regulation in general equilibrium 0 0 1 94 0 0 5 141
Mispricing in inflation markets 0 0 4 10 0 1 8 32
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 0 0 0 37 0 0 1 167
Price formation in markets with trading delays 0 0 2 8 0 2 7 14
Private Information and Client Connections in Government Bond Markets 0 0 1 15 0 2 3 27
Private Information and Client Connections in Government Bond Markets 0 0 0 38 0 1 1 138
Private information and client connections in government bond markets 0 0 0 14 0 3 3 46
Risk news shocks and the business cycle 0 0 1 129 1 2 3 317
Size Discount and Size Penalty Trading Costs in Bond Markets 0 1 1 4 0 2 7 21
Size discount and size penalty: trading costs in bond markets 0 0 0 22 0 1 4 37
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 0 0 1 426
The Residential Collateral Channel 0 0 4 138 1 4 11 421
The Residential Collateral Channel 0 0 0 8 0 1 1 53
The liquidity state-dependence of monetary policy transmission 0 0 5 26 1 8 23 62
The macroeconomic shock with the highest price of risk 0 0 0 10 0 2 4 42
The residential collateral channel 0 0 0 11 0 2 4 36
VAR Models with Non-Gaussian Shocks 0 0 1 51 0 1 3 71
VAR Models with Non-Gaussian Shocks 1 1 2 132 3 4 12 378
VAR models with non-Gaussian shocks 0 0 0 31 0 0 0 21
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 8 0 0 4 93
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 1 16 1 1 5 146
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 2 2 12
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 2 7 26
Total Working Papers 8 28 78 2,715 30 126 354 7,273
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 2 7 0 1 4 58
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 5 20 0 1 15 59
Do contractionary monetary policy shocks expand shadow banking? 0 0 4 54 1 6 23 309
Employment and the residential collateral channel of monetary policy 0 2 8 17 1 9 23 53
Forecasting with VAR models: Fat tails and stochastic volatility 3 3 14 64 5 6 25 183
Home Values and Firm Behavior 0 1 5 70 1 4 19 329
House Prices and Job Losses 0 0 1 24 0 3 5 104
Inflation and uncertainty in New Keynesian models: A note 0 1 4 11 1 3 9 24
Lending Relationships and the Collateral Channel* 0 0 2 3 0 0 7 21
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 4 6 11 11 13 24 41 41
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 1 1 1 4 7 17 17
The global drivers of private credit 1 1 1 1 9 9 9 9
The procyclicality of inflation-linked debt 0 0 0 4 0 0 1 14
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 2 28 1 2 7 98
Yield drifts when issuance comes before macro news 2 4 4 4 4 8 8 8
Total Journal Articles 10 19 64 319 40 83 213 1,327

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Statistics updated 2025-04-04