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 0 9 20 31
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 1 3 92 0 2 8 213
Bond supply, price drifts and liquidity provision before central bank announcements 0 1 5 25 0 2 11 24
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 1 5 5 1 4 12 12
Capital over the business cycle: renting versus ownership 0 0 0 114 0 0 8 229
Clients' Connections: Measuring the Role of Private Information in Decentralised Markets 0 0 2 40 0 0 4 140
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 4 10
Comparing search and intermediation frictions across markets 0 0 0 4 0 3 14 39
Do contractionary monetary policy shocks expand shadow banking? 0 0 1 338 1 3 13 564
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 0 1 3 272
Employment and the collateral channel of monetary policy 0 0 0 26 0 0 3 34
Employment and the collateral channel of monetary policy 0 0 2 48 3 6 15 113
Fat-tails in VAR Models 0 0 0 3 0 0 2 34
Fire sales of safe assets 0 0 0 0 0 0 4 4
Fire sales of safe assets 0 0 2 2 0 1 14 14
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 2 102 0 2 9 230
Forecasting with VAR models: fat tails and stochastic volatility 0 0 1 77 0 0 4 137
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 0 2 12 0 1 5 13
Home Values and Firm Behaviour 0 0 1 164 0 0 7 477
Home values and firm behaviour 0 0 0 57 0 0 6 114
Home values and firm behaviour 0 0 1 24 0 0 1 61
House Prices and Job Losses 2 2 3 292 2 3 9 1,045
House prices and job losses 1 1 1 7 1 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? 1 1 20 20 1 2 28 28
Information chasing versus adverse selection 0 0 0 13 0 3 6 22
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 0 4 2 2 7 13
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 1 2 12 0 1 7 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 1 78
Lending relationships and the collateral channel 0 0 0 12 0 0 6 38
Macroeconomic Shocks and Risk Premia 0 1 2 92 0 1 7 170
Macroeconomic shocks and risk premia 0 0 1 16 0 0 3 43
Macroprudential capital regulation in general equilibrium 0 0 0 94 0 0 4 141
Mispricing in inflation markets 0 0 4 10 0 1 8 33
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 0 0 0 37 0 1 2 168
Price formation in markets with trading delays 0 0 2 8 0 0 6 14
Private Information and Client Connections in Government Bond Markets 0 0 1 15 0 0 3 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 0 0 3 46
Risk news shocks and the business cycle 0 0 1 129 0 0 3 317
Size Discount and Size Penalty Trading Costs in Bond Markets 0 0 1 4 0 1 5 22
Size discount and size penalty: trading costs in bond markets 0 0 0 22 0 1 4 38
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 1 1 2 427
The Residential Collateral Channel 0 0 3 138 0 1 10 422
The Residential Collateral Channel 0 0 0 8 0 1 2 54
The liquidity state-dependence of monetary policy transmission 0 1 5 27 1 3 22 65
The macroeconomic shock with the highest price of risk 0 0 0 10 0 0 4 42
The residential collateral channel 0 0 0 11 0 0 4 36
VAR Models with Non-Gaussian Shocks 2 3 5 135 4 7 17 385
VAR Models with Non-Gaussian Shocks 0 0 1 51 0 0 3 71
VAR models with non-Gaussian shocks 0 1 1 32 1 2 2 23
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 8 1 1 5 94
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 1 16 0 0 4 146
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 3 10 29
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 1 3 13
Total Working Papers 6 14 84 2,729 19 72 380 7,345
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 5 59
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 4 20 0 3 14 62
Do contractionary monetary policy shocks expand shadow banking? 0 0 3 54 1 5 21 314
Employment and the residential collateral channel of monetary policy 0 0 4 17 4 10 24 63
Forecasting with VAR models: Fat tails and stochastic volatility 0 2 6 66 1 6 17 189
Home Values and Firm Behavior 0 1 5 71 2 4 15 333
House Prices and Job Losses 1 1 2 25 1 1 6 105
Inflation and uncertainty in New Keynesian models: A note 0 0 3 11 0 4 10 28
Lending Relationships and the Collateral Channel* 0 0 1 3 1 4 8 25
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 1 6 17 17 3 16 57 57
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 1 2 2 0 3 20 20
The global drivers of private credit 0 2 3 3 4 19 28 28
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 0 3 8 101
Yield drifts when issuance comes before macro news 1 4 8 8 1 9 17 17
Total Journal Articles 3 17 62 336 18 88 251 1,415

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Statistics updated 2025-07-04