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 0 0 22 22 2 3 23 23
An anatomy of the 2022 gilt market crisis 0 2 10 13 10 30 118 153
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 0 92 0 0 17 230
Bond supply, price drifts and liquidity provision before central bank announcements 0 0 0 26 5 5 20 45
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 0 1 6 1 2 12 25
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 1 1 1 41 1 2 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 0 0 15 25
Comparing search and intermediation frictions across markets 1 2 4 8 1 2 23 67
Comparing search and intermediation frictions across markets 0 0 1 1 0 1 23 25
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 1 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 1 1 49 1 2 19 132
Employment and the collateral channel of monetary policy 0 0 0 26 1 1 15 49
Fat-tails in VAR Models 0 0 1 4 1 2 13 47
Fire sales of safe assets 0 0 4 6 2 3 33 50
Fire sales of safe assets 0 1 4 5 0 5 49 56
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 1 103 2 3 34 265
Forecasting with VAR models: fat tails and stochastic volatility 0 0 1 78 3 3 27 168
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 1 1 1 14 2 3 12 28
Home Values and Firm Behaviour 0 0 0 164 1 2 12 490
Home values and firm behaviour 0 0 0 57 1 2 20 134
Home values and firm behaviour 0 0 1 25 1 1 18 80
House Prices and Job Losses 1 1 1 293 1 2 19 1,064
House prices and job losses 1 1 1 77 2 3 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 4 25 0 1 34 64
Information chasing versus adverse selection 0 0 1 14 1 2 31 55
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 1 5 0 2 15 28
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 0 12 1 1 11 54
Lending Relationships and the Collateral Channel 0 0 1 65 0 0 16 230
Lending relationships and the collateral channel 0 0 0 36 0 1 13 92
Lending relationships and the collateral channel 0 0 0 12 0 0 10 48
Macroeconomic Shocks and Risk Premia 0 1 1 93 2 4 30 200
Macroeconomic shocks and risk premia 0 0 1 17 1 2 12 55
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 16 16 5 11 62 64
Mispricing in inflation markets 0 0 2 13 1 2 19 54
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 0 1 6 43 0 3 31 201
Monetary policy transmission to exchange rates: the role of currency carry trades 2 9 20 20 4 16 33 33
Price formation in markets with trading delays 0 0 0 8 0 1 14 28
Private Information and Client Connections in Government Bond Markets 0 0 1 16 1 1 9 36
Private Information and Client Connections in Government Bond Markets 0 0 0 38 1 3 16 154
Private information and client connections in government bond markets 0 0 0 14 1 1 12 59
Risk news shocks and the business cycle 0 0 0 129 3 3 13 330
Size Discount and Size Penalty Trading Costs in Bond Markets 0 0 0 4 1 4 30 52
Size discount and size penalty: trading costs in bond markets 0 0 1 23 0 3 17 57
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 0 0 22 456
The Residential Collateral Channel 0 0 0 8 0 1 12 66
The Residential Collateral Channel 0 0 1 139 5 7 45 469
The liquidity state dependence of monetary policy transmission 0 0 19 19 1 7 57 57
The liquidity state-dependence of monetary policy transmission 0 0 4 32 0 3 22 89
The macroeconomic shock with the highest price of risk 0 0 0 10 0 0 20 62
The residential collateral channel 0 0 0 11 1 4 18 54
The rise of non-bank financial institutions: implications for monetary policy 1 2 26 26 2 9 70 70
VAR Models with Non-Gaussian Shocks 0 0 2 137 2 2 24 410
VAR Models with Non-Gaussian Shocks 0 0 0 51 0 0 21 92
VAR models with non-Gaussian shocks 0 0 1 33 0 0 11 34
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 1 1 9 0 2 13 108
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 1 1 17 0 1 10 158
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 2 26 55
What drives repo haircuts? Evidence from the UK market 0 0 0 5 1 2 16 29
Total Working Papers 8 25 167 2,902 73 181 1,431 8,841
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 1 2 16 333
Employment and the residential collateral channel of monetary policy 0 0 4 25 3 9 38 105
Forecasting with VAR models: Fat tails and stochastic volatility 0 0 2 69 3 3 25 221
Home Values and Firm Behavior 0 1 1 72 1 3 28 363
House Prices and Job Losses 0 0 1 26 0 0 15 121
Inflation and uncertainty in New Keynesian models: A note 0 0 2 13 0 0 13 44
Lending Relationships and the Collateral Channel* 0 0 1 4 1 3 19 45
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 0 1 10 28 3 8 78 137
Price Formation in Markets with Trading Delays 0 0 2 2 1 2 23 25
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 1 2 4 0 4 18 40
The global drivers of private credit 0 4 35 42 3 20 151 196
The procyclicality of inflation-linked debt 0 0 0 4 0 0 8 24
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 1 2 30 1 4 32 134
Yield drifts when issuance comes before macro news 0 0 2 11 3 4 30 50
Total Journal Articles 0 8 67 415 20 63 516 1,983

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 2 3 11 11 4 7 59 59
Total Books 2 3 11 11 4 7 59 59

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Statistics updated 2026-09-10