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 21
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 1 90 2 3 9 210
Bond supply, price drifts and liquidity provision before central bank announcements 2 2 4 24 2 5 10 22
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 3 3 3 2 6 6 6
Capital over the business cycle: renting versus ownership 0 0 0 114 1 5 8 229
Clients' Connections: Measuring the Role of Private Information in Decentralised Markets 1 2 3 40 1 3 6 140
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 2 4 10
Comparing search and intermediation frictions across markets 0 0 0 4 3 6 12 36
Do contractionary monetary policy shocks expand shadow banking? 0 1 2 338 0 4 11 560
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 1 2 3 271
Employment and the collateral channel of monetary policy 1 1 2 48 1 3 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 4 34
Fire sales of safe assets 0 0 2 2 0 3 13 13
Fire sales of safe assets 0 0 0 0 1 2 2 2
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 1 101 0 0 6 224
Forecasting with VAR models: fat tails and stochastic volatility 0 0 0 76 0 2 4 136
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 3 164 1 4 12 477
Home values and firm behaviour 0 0 1 24 0 0 2 61
Home values and firm behaviour 0 0 0 57 0 1 13 114
House Prices and Job Losses 0 0 0 289 2 4 8 1,041
House prices and job losses 0 0 0 6 0 1 1 44
House prices and job losses 0 0 0 76 0 2 4 88
Housing costs: a final hurdle in the last mile of disinflation? 9 12 17 17 4 9 22 22
Information chasing versus adverse selection 0 0 0 13 1 3 4 19
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 0 4 1 3 5 11
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 1 11 0 2 8 42
Lending Relationships and the Collateral Channel 0 0 0 64 0 2 3 210
Lending relationships and the collateral channel 0 0 0 12 0 4 6 38
Lending relationships and the collateral channel 0 0 1 36 0 0 1 77
Macroeconomic Shocks and Risk Premia 0 0 1 91 1 1 5 168
Macroeconomic shocks and risk premia 0 0 1 16 0 1 2 42
Macroprudential capital regulation in general equilibrium 0 0 1 94 0 0 6 141
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 1 2 8 0 3 7 14
Private Information and Client Connections in Government Bond Markets 0 0 0 38 1 1 1 138
Private Information and Client Connections in Government Bond Markets 0 0 1 15 1 2 3 27
Private information and client connections in government bond markets 0 0 0 14 1 3 3 46
Risk news shocks and the business cycle 0 0 1 129 0 1 3 316
Size Discount and Size Penalty Trading Costs in Bond Markets 1 1 1 4 1 2 7 21
Size discount and size penalty: trading costs in bond markets 0 0 1 22 0 1 5 37
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 0 0 1 426
The Residential Collateral Channel 0 0 6 138 2 3 13 420
The Residential Collateral Channel 0 0 0 8 1 1 3 53
The liquidity state-dependence of monetary policy transmission 0 0 5 26 0 8 22 61
The macroeconomic shock with the highest price of risk 0 0 0 10 1 2 4 42
The residential collateral channel 0 0 0 11 1 2 4 36
VAR Models with Non-Gaussian Shocks 0 1 2 131 0 2 10 375
VAR Models with Non-Gaussian Shocks 0 1 1 51 0 2 3 71
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 5 93
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 1 16 0 0 4 145
What drives repo haircuts? Evidence from the UK market 0 0 0 5 1 2 2 12
What drives repo haircuts? Evidence from the UK market 0 0 0 5 1 2 8 26
Total Working Papers 14 25 75 2,707 36 125 350 7,243
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 3 5 20 1 6 15 59
Do contractionary monetary policy shocks expand shadow banking? 0 0 5 54 2 6 23 308
Employment and the residential collateral channel of monetary policy 1 2 8 17 7 9 23 52
Forecasting with VAR models: Fat tails and stochastic volatility 0 0 13 61 0 1 23 178
Home Values and Firm Behavior 0 1 5 70 2 3 19 328
House Prices and Job Losses 0 0 1 24 3 3 5 104
Inflation and uncertainty in New Keynesian models: A note 1 1 4 11 2 2 8 23
Lending Relationships and the Collateral Channel* 0 0 3 3 0 3 12 21
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 0 7 7 7 6 28 28 28
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 1 1 1 2 3 13 13
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 9 97
Total Journal Articles 2 15 56 307 26 67 183 1,283

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Statistics updated 2025-03-03