Access Statistics for Gabor Pinter

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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 0 22 22 0 3 23 23
A Millennium of UK Business Cycles: insights from a structural VAR analysis 7 7 7 7 4 4 4 4
An anatomy of the 2022 gilt market crisis 0 1 10 13 6 28 122 159
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 0 92 1 1 16 231
Bond supply, price drifts and liquidity provision before central bank announcements 0 0 0 26 2 7 22 47
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 0 0 6 2 3 13 27
Capital over the business cycle: renting versus ownership 0 0 0 114 0 1 7 237
Clients' Connections: Measuring the Role of Private Information in Decentralised Markets 0 1 1 41 0 1 14 154
Clients' connections 0 0 0 0 0 0 10 12
Clients’ connections: measuring the role of private information in decentralized markets 0 0 1 7 1 1 16 26
Comparing search and intermediation frictions across markets 0 2 4 8 1 3 23 68
Comparing search and intermediation frictions across markets 0 0 0 1 1 2 22 26
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 0 1 11 576
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 0 1 15 292
Employment and the collateral channel of monetary policy 0 0 0 26 0 1 15 49
Employment and the collateral channel of monetary policy 1 1 2 50 2 3 21 134
Fat-tails in VAR Models 0 0 0 4 0 2 12 47
Fire sales of safe assets 0 0 3 6 0 3 29 50
Fire sales of safe assets 0 0 3 5 2 3 45 58
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 1 103 0 2 34 265
Forecasting with VAR models: fat tails and stochastic volatility 0 0 1 78 1 4 27 169
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 1 1 14 0 2 12 28
Home Values and Firm Behaviour 0 0 0 164 0 1 11 490
Home values and firm behaviour 0 0 0 57 0 1 20 134
Home values and firm behaviour 1 1 2 26 3 4 21 83
House Prices and Job Losses 0 1 1 293 0 1 19 1,064
House prices and job losses 0 1 1 77 0 2 13 101
House prices and job losses 0 0 0 7 0 0 9 54
Housing costs: a final hurdle in the last mile of disinflation? 0 0 2 25 0 0 30 64
Information chasing versus adverse selection 0 0 1 14 0 2 31 55
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 1 5 0 0 15 28
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 0 12 0 1 10 54
Lending Relationships and the Collateral Channel 0 0 1 65 0 0 15 230
Lending relationships and the collateral channel 1 1 1 13 1 1 9 49
Lending relationships and the collateral channel 0 0 0 36 0 0 13 92
Macroeconomic Shocks and Risk Premia 0 1 1 93 1 5 29 201
Macroeconomic shocks and risk premia 0 0 1 17 2 4 13 57
Macroprudential capital regulation in general equilibrium 0 0 1 95 0 0 15 156
Market whiplash after the 2025 tariff shock: an event-targeted VAR approach 0 0 14 16 0 6 57 64
Mispricing in inflation markets 0 0 2 13 0 1 19 54
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 0 0 5 43 2 3 32 203
Monetary policy transmission to exchange rates: the role of currency carry trades 1 3 21 21 5 14 38 38
Price formation in markets with trading delays 0 0 0 8 0 0 14 28
Private Information and Client Connections in Government Bond Markets 0 0 1 16 0 1 9 36
Private Information and Client Connections in Government Bond Markets 0 0 0 38 0 2 16 154
Private information and client connections in government bond markets 0 0 0 14 0 1 12 59
Risk news shocks and the business cycle 0 0 0 129 0 3 13 330
Size Discount and Size Penalty Trading Costs in Bond Markets 0 0 0 4 4 6 33 56
Size discount and size penalty: trading costs in bond markets 0 0 1 23 1 2 18 58
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 0 0 22 456
The Residential Collateral Channel 0 0 1 139 1 8 44 470
The Residential Collateral Channel 0 0 0 8 0 0 12 66
The liquidity state dependence of monetary policy transmission 0 0 2 19 3 4 36 60
The liquidity state-dependence of monetary policy transmission 0 0 3 32 0 0 20 89
The macroeconomic shock with the highest price of risk 0 0 0 10 0 0 18 62
The residential collateral channel 0 0 0 11 1 3 19 55
The rise of non-bank financial institutions: implications for monetary policy 1 2 27 27 2 5 72 72
VAR Models with Non-Gaussian Shocks 0 0 0 51 0 0 21 92
VAR Models with Non-Gaussian Shocks 0 0 1 137 0 2 23 410
VAR models with non-Gaussian shocks 0 0 0 33 0 0 10 34
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 9 0 1 13 108
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 1 17 0 0 10 158
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 1 16 29
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 1 25 55
Yield drifts when issuance comes before macro news 1 1 1 1 1 2 2 2
Total Working Papers 13 24 150 2,915 50 164 1,410 8,892
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 1 9 0 1 10 71
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 0 20 0 0 12 74
Do contractionary monetary policy shocks expand shadow banking? 0 0 2 56 0 2 14 333
Employment and the residential collateral channel of monetary policy 1 1 4 26 3 11 39 108
Forecasting with VAR models: Fat tails and stochastic volatility 0 0 2 69 1 4 24 222
Home Values and Firm Behavior 1 2 2 73 2 4 29 365
House Prices and Job Losses 0 0 1 26 1 1 16 122
Inflation and uncertainty in New Keynesian models: A note 0 0 1 13 1 1 13 45
Lending Relationships and the Collateral Channel* 0 0 1 4 0 3 19 45
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 0 0 10 28 1 5 76 138
Price Formation in Markets with Trading Delays 0 0 1 2 0 2 22 25
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 1 1 4 1 4 17 41
The global drivers of private credit 2 4 33 44 6 18 151 202
The procyclicality of inflation-linked debt 0 0 0 4 0 0 7 24
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 2 30 0 2 31 134
Yield drifts when issuance comes before macro news 0 0 1 11 3 7 31 53
Total Journal Articles 4 8 62 419 19 65 511 2,002

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 11 11 3 9 62 62
Total Books 0 2 11 11 3 9 62 62

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Statistics updated 2026-10-11