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 1 21 22 22 2 6 7 7
An anatomy of the 2022 gilt market crisis 0 4 4 7 3 39 66 87
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 2 92 6 9 18 228
Bond supply, price drifts and liquidity provision before central bank announcements 0 0 2 26 1 8 12 34
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 0 3 6 2 6 15 21
Capital over the business cycle: renting versus ownership 0 0 0 114 0 5 6 235
Clients' Connections: Measuring the Role of Private Information in Decentralised Markets 0 0 0 40 2 8 10 150
Clients' connections 0 0 0 0 0 8 8 10
Clients’ connections: measuring the role of private information in decentralized markets 0 1 1 7 4 9 10 20
Comparing search and intermediation frictions across markets 0 0 1 5 0 8 22 58
Comparing search and intermediation frictions across markets 0 0 1 1 2 14 21 21
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 1 3 13 573
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 1 4 15 286
Employment and the collateral channel of monetary policy 0 0 0 48 1 6 15 122
Employment and the collateral channel of monetary policy 0 0 0 26 1 7 10 44
Fat-tails in VAR Models 0 0 1 4 0 2 6 40
Fire sales of safe assets 1 1 3 3 5 22 44 46
Fire sales of safe assets 1 2 3 5 2 11 26 39
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 2 103 2 14 30 254
Forecasting with VAR models: fat tails and stochastic volatility 0 1 2 78 2 19 25 161
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 0 1 13 2 5 11 23
Home Values and Firm Behaviour 0 0 0 164 1 5 8 485
Home values and firm behaviour 0 0 0 57 0 6 12 126
Home values and firm behaviour 0 1 1 25 1 11 17 78
House Prices and Job Losses 0 0 3 292 1 8 15 1,056
House prices and job losses 0 0 1 7 3 7 8 52
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 8 25 4 20 35 57
Information chasing versus adverse selection 0 0 1 14 4 15 25 44
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 1 5 2 4 10 21
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 1 12 1 1 5 47
Lending Relationships and the Collateral Channel 0 0 1 65 2 8 14 224
Lending relationships and the collateral channel 0 0 0 36 1 5 9 86
Lending relationships and the collateral channel 0 0 0 12 1 3 6 44
Macroeconomic Shocks and Risk Premia 0 0 1 92 3 13 19 187
Macroeconomic shocks and risk premia 0 1 1 17 1 4 8 50
Macroprudential capital regulation in general equilibrium 0 1 1 95 1 9 9 150
Market whiplash after the 2025 tariff shock: an event-targeted VAR approach 3 5 13 13 3 14 40 40
Mispricing in inflation markets 1 2 3 13 3 10 16 48
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 1 1 5 42 5 13 24 191
Price formation in markets with trading delays 0 0 0 8 1 3 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 1 11 13 151
Private information and client connections in government bond markets 0 0 0 14 5 8 11 57
Risk news shocks and the business cycle 0 0 0 129 0 5 7 323
Size Discount and Size Penalty Trading Costs in Bond Markets 0 0 0 4 1 15 19 40
Size discount and size penalty: trading costs in bond markets 0 0 1 23 1 7 14 51
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 1 19 27 453
The Residential Collateral Channel 0 0 0 8 1 7 8 61
The Residential Collateral Channel 0 0 1 139 7 26 39 459
The liquidity state dependence of monetary policy transmission 0 0 19 19 3 14 44 44
The liquidity state-dependence of monetary policy transmission 0 2 6 32 0 7 19 80
The macroeconomic shock with the highest price of risk 0 0 0 10 1 10 14 56
The residential collateral channel 0 0 0 11 0 9 12 48
The rise of non-bank financial institutions: implications for monetary policy 1 20 20 20 4 39 39 39
VAR Models with Non-Gaussian Shocks 0 0 0 51 6 14 18 89
VAR Models with Non-Gaussian Shocks 1 1 6 137 11 15 32 407
VAR models with non-Gaussian shocks 0 0 2 33 0 3 9 30
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 8 1 9 11 104
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 1 3 7 152
What drives repo haircuts? Evidence from the UK market 0 0 0 5 2 11 19 45
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 8 12 24
Total Working Papers 10 65 145 2,852 123 622 1,062 8,305
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 0 2 7 65
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 0 20 2 7 13 72
Do contractionary monetary policy shocks expand shadow banking? 1 1 2 56 3 6 20 328
Employment and the residential collateral channel of monetary policy 0 0 5 22 0 4 23 75
Forecasting with VAR models: Fat tails and stochastic volatility 0 1 7 68 3 13 35 213
Home Values and Firm Behavior 0 0 1 71 4 13 27 355
House Prices and Job Losses 0 0 1 25 1 11 13 117
Inflation and uncertainty in New Keynesian models: A note 0 0 1 12 5 9 19 42
Lending Relationships and the Collateral Channel* 0 1 1 4 5 8 14 35
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 0 3 19 26 3 27 77 105
Price Formation in Markets with Trading Delays 0 0 1 1 5 13 18 18
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 0 2 3 1 5 20 33
The global drivers of private credit 6 11 29 29 16 42 113 113
The procyclicality of inflation-linked debt 0 0 0 4 1 7 10 24
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 0 28 1 21 29 126
Yield drifts when issuance comes before macro news 0 1 9 11 0 12 36 40
Total Journal Articles 7 19 80 389 50 200 474 1,761

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 6 6 6 5 23 23 23
Total Books 0 6 6 6 5 23 23 23

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Statistics updated 2026-03-04