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 1 22 22 5 10 15 15
An anatomy of the 2022 gilt market crisis 2 2 6 9 14 25 82 109
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 0 92 1 8 18 230
Bond supply, price drifts and liquidity provision before central bank announcements 0 0 2 26 4 7 18 40
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 0 1 6 2 4 13 23
Capital over the business cycle: renting versus ownership 0 0 0 114 1 1 7 236
Clients' Connections: Measuring the Role of Private Information in Decentralised Markets 0 0 0 40 1 4 12 152
Clients' connections 0 0 0 0 0 1 9 11
Clients’ connections: measuring the role of private information in decentralized markets 0 0 1 7 3 8 14 24
Comparing search and intermediation frictions across markets 0 0 1 1 2 4 23 23
Comparing search and intermediation frictions across markets 0 0 1 5 2 4 23 62
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 0 2 12 574
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 3 5 19 290
Employment and the collateral channel of monetary policy 0 0 0 48 4 6 19 127
Employment and the collateral channel of monetary policy 0 0 0 26 3 4 13 47
Fat-tails in VAR Models 0 0 1 4 5 5 11 45
Fire sales of safe assets 0 2 4 6 6 9 33 46
Fire sales of safe assets 0 1 3 3 2 7 44 48
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 1 103 3 9 32 261
Forecasting with VAR models: fat tails and stochastic volatility 0 0 1 78 1 5 27 164
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 0 1 13 1 3 11 24
Home Values and Firm Behaviour 0 0 0 164 2 3 10 487
Home values and firm behaviour 0 0 1 25 0 2 18 79
Home values and firm behaviour 0 0 0 57 4 6 18 132
House Prices and Job Losses 0 0 2 292 5 7 19 1,062
House prices and job losses 0 0 0 76 3 3 10 98
House prices and job losses 0 0 1 7 0 5 10 54
Housing costs: a final hurdle in the last mile of disinflation? 0 0 6 25 3 8 34 61
Information chasing versus adverse selection 0 0 1 14 5 13 33 53
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 1 5 1 6 14 25
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 0 12 4 7 10 53
Lending Relationships and the Collateral Channel 0 0 1 65 5 8 16 230
Lending relationships and the collateral channel 0 0 0 12 3 4 9 47
Lending relationships and the collateral channel 0 0 0 36 3 4 12 89
Macroeconomic Shocks and Risk Premia 0 0 1 92 5 11 26 195
Macroeconomic shocks and risk premia 0 0 1 17 2 4 10 53
Macroprudential capital regulation in general equilibrium 0 0 1 95 3 7 15 156
Market whiplash after the 2025 tariff shock: an event-targeted VAR approach 1 5 15 15 2 12 49 49
Mispricing in inflation markets 0 1 3 13 2 6 19 51
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 0 1 5 42 6 12 30 198
Price formation in markets with trading delays 0 0 0 8 8 9 13 27
Private Information and Client Connections in Government Bond Markets 0 0 1 16 2 2 8 35
Private Information and Client Connections in Government Bond Markets 0 0 0 38 0 1 13 151
Private information and client connections in government bond markets 0 0 0 14 1 6 12 58
Risk news shocks and the business cycle 0 0 0 129 3 3 9 326
Size Discount and Size Penalty Trading Costs in Bond Markets 0 0 0 4 4 9 27 48
Size discount and size penalty: trading costs in bond markets 0 0 1 23 1 3 15 53
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 0 2 28 454
The Residential Collateral Channel 0 0 1 139 2 10 41 462
The Residential Collateral Channel 0 0 0 8 3 5 11 65
The liquidity state dependence of monetary policy transmission 0 0 19 19 2 6 47 47
The liquidity state-dependence of monetary policy transmission 0 0 6 32 4 5 23 85
The macroeconomic shock with the highest price of risk 0 0 0 10 3 7 20 62
The residential collateral channel 0 0 0 11 0 0 12 48
The rise of non-bank financial institutions: implications for monetary policy 0 5 24 24 7 18 53 53
VAR Models with Non-Gaussian Shocks 0 0 0 51 2 9 21 92
VAR Models with Non-Gaussian Shocks 0 1 5 137 1 12 30 408
VAR models with non-Gaussian shocks 0 0 2 33 2 4 13 34
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 8 1 2 12 105
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 1 4 9 155
What drives repo haircuts? Evidence from the UK market 0 0 0 5 3 8 23 51
What drives repo haircuts? Evidence from the UK market 0 0 0 5 1 2 14 26
Total Working Papers 3 19 143 2,861 172 386 1,271 8,568
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 9 4 5 12 70
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 0 20 1 3 11 73
Do contractionary monetary policy shocks expand shadow banking? 0 1 2 56 2 6 20 331
Employment and the residential collateral channel of monetary policy 2 2 7 24 10 12 30 87
Forecasting with VAR models: Fat tails and stochastic volatility 0 0 3 68 1 6 32 216
Home Values and Firm Behavior 0 0 0 71 3 8 28 359
House Prices and Job Losses 1 1 2 26 3 4 16 120
Inflation and uncertainty in New Keynesian models: A note 0 0 1 12 1 6 15 43
Lending Relationships and the Collateral Channel* 0 0 1 4 3 9 17 39
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 1 1 12 27 12 25 76 127
Price Formation in Markets with Trading Delays 1 1 2 2 4 9 22 22
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 0 1 3 3 4 16 36
The global drivers of private credit 1 11 31 34 17 63 142 160
The procyclicality of inflation-linked debt 0 0 0 4 0 1 10 24
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 0 28 1 4 29 129
Yield drifts when issuance comes before macro news 0 0 5 11 4 6 35 46
Total Journal Articles 6 17 69 399 69 171 511 1,882

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 0 6 6 15 30 48 48
Total Books 0 0 6 6 15 30 48 48

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Statistics updated 2026-05-06