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 4 20 31
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 3 92 0 1 8 213
Bond supply, price drifts and liquidity provision before central bank announcements 1 2 5 26 1 3 11 25
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 0 5 5 0 2 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 3 140
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 3 10
Comparing search and intermediation frictions across markets 0 0 0 4 0 0 14 39
Do contractionary monetary policy shocks expand shadow banking? 0 0 1 338 0 2 13 564
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 4 5 7 276
Employment and the collateral channel of monetary policy 0 0 2 48 0 5 13 113
Employment and the collateral channel of monetary policy 0 0 0 26 0 0 2 34
Fat-tails in VAR Models 0 0 0 3 0 0 1 34
Fire sales of safe assets 0 0 2 2 2 3 16 16
Fire sales of safe assets 1 1 1 1 2 2 6 6
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 2 102 0 1 9 230
Forecasting with VAR models: fat tails and stochastic volatility 0 0 1 77 4 4 8 141
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 1 1 3 13 2 2 7 15
Home Values and Firm Behaviour 0 0 1 164 0 0 7 477
Home values and firm behaviour 0 0 0 57 0 0 3 114
Home values and firm behaviour 0 0 1 24 1 1 2 62
House Prices and Job Losses 0 2 3 292 0 2 9 1,045
House prices and job losses 0 1 1 7 0 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 2 18 21 1 2 23 29
Information chasing versus adverse selection 0 0 0 13 1 3 7 23
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 0 4 0 2 6 13
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 2 12 0 0 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 1 2 2 79
Lending relationships and the collateral channel 0 0 0 12 0 0 5 38
Macroeconomic Shocks and Risk Premia 0 1 1 92 0 1 4 170
Macroeconomic shocks and risk premia 0 0 0 16 0 0 2 43
Macroprudential capital regulation in general equilibrium 0 0 0 94 0 0 4 141
Mispricing in inflation markets 1 1 5 11 1 2 9 34
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 0 0 0 37 0 0 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 0 15 0 0 2 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 4 22
Size discount and size penalty: trading costs in bond markets 0 0 0 22 1 1 5 39
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 0 1 1 427
The Residential Collateral Channel 0 0 0 8 0 0 2 54
The Residential Collateral Channel 0 0 2 138 0 1 9 422
The liquidity state-dependence of monetary policy transmission 1 2 5 28 1 4 21 66
The macroeconomic shock with the highest price of risk 0 0 0 10 0 0 3 42
The residential collateral channel 0 0 0 11 0 0 4 36
VAR Models with Non-Gaussian Shocks 0 3 5 135 0 7 16 385
VAR Models with Non-Gaussian Shocks 0 0 1 51 0 0 3 71
VAR models with non-Gaussian shocks 0 1 1 32 0 2 2 23
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 8 1 2 6 95
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 2 2 5 148
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 1 9 29
What drives repo haircuts? Evidence from the UK market 0 0 0 5 0 1 3 13
Total Working Papers 6 17 80 2,735 25 73 373 7,370
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 1 1 1 8 2 3 5 61
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 4 20 0 0 13 62
Do contractionary monetary policy shocks expand shadow banking? 0 0 2 54 1 4 21 315
Employment and the residential collateral channel of monetary policy 2 2 6 19 2 8 25 65
Forecasting with VAR models: Fat tails and stochastic volatility 1 2 7 67 6 11 23 195
Home Values and Firm Behavior 0 0 4 71 0 2 14 333
House Prices and Job Losses 0 1 2 25 0 1 6 105
Inflation and uncertainty in New Keynesian models: A note 0 0 2 11 1 1 10 29
Lending Relationships and the Collateral Channel* 0 0 1 3 0 3 8 25
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 1 3 18 18 1 7 58 58
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 0 2 2 0 0 18 20
The global drivers of private credit 1 1 4 4 4 14 32 32
The procyclicality of inflation-linked debt 0 0 0 4 0 0 0 14
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 0 0 2 28 1 2 9 102
Yield drifts when issuance comes before macro news 1 3 9 9 2 8 19 19
Total Journal Articles 7 13 64 343 20 64 261 1,435

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Statistics updated 2025-08-05