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 5 13 20 20
An anatomy of the 2022 gilt market crisis 2 4 8 11 14 36 92 123
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 0 92 0 2 17 230
Bond supply, price drifts and liquidity provision before central bank announcements 0 0 1 26 0 6 16 40
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 0 1 6 0 2 12 23
Capital over the business cycle: renting versus ownership 0 0 0 114 0 1 7 236
Clients' Connections: Measuring the Role of Private Information in Decentralised Markets 0 0 0 40 0 2 12 152
Clients' connections 0 0 0 0 1 2 10 12
Clients’ connections: measuring the role of private information in decentralized markets 0 0 1 7 1 5 15 25
Comparing search and intermediation frictions across markets 1 1 2 6 3 7 26 65
Comparing search and intermediation frictions across markets 0 0 1 1 1 3 24 24
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 1 2 12 575
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 1 5 19 291
Employment and the collateral channel of monetary policy 0 0 0 48 3 8 20 130
Employment and the collateral channel of monetary policy 0 0 0 26 1 4 14 48
Fat-tails in VAR Models 0 0 1 4 0 5 11 45
Fire sales of safe assets 0 1 4 6 1 8 33 47
Fire sales of safe assets 1 1 4 4 3 5 47 51
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 1 103 1 8 32 262
Forecasting with VAR models: fat tails and stochastic volatility 0 0 1 78 1 4 28 165
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 0 1 13 1 2 12 25
Home Values and Firm Behaviour 0 0 0 164 1 3 11 488
Home values and firm behaviour 0 0 0 57 0 6 18 132
Home values and firm behaviour 0 0 1 25 0 1 18 79
House Prices and Job Losses 0 0 2 292 0 6 19 1,062
House prices and job losses 0 0 0 76 0 3 10 98
House prices and job losses 0 0 1 7 0 2 10 54
Housing costs: a final hurdle in the last mile of disinflation? 0 0 6 25 2 6 36 63
Information chasing versus adverse selection 0 0 1 14 0 9 31 53
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 1 5 1 5 15 26
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 0 12 0 6 10 53
Lending Relationships and the Collateral Channel 0 0 1 65 0 6 16 230
Lending relationships and the collateral channel 0 0 0 12 1 4 10 48
Lending relationships and the collateral channel 0 0 0 36 2 5 13 91
Macroeconomic Shocks and Risk Premia 0 0 0 92 1 9 26 196
Macroeconomic shocks and risk premia 0 0 1 17 0 3 10 53
Macroprudential capital regulation in general equilibrium 0 0 1 95 0 6 15 156
Market whiplash after the 2025 tariff shock: an event-targeted VAR approach 1 3 16 16 4 13 53 53
Mispricing in inflation markets 0 0 3 13 1 4 19 52
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 0 0 5 42 0 7 30 198
Monetary policy transmission to exchange rates: the role of currency carry trades 11 11 11 11 17 17 17 17
Price formation in markets with trading delays 0 0 0 8 0 8 13 27
Private Information and Client Connections in Government Bond Markets 0 0 1 16 0 2 8 35
Private Information and Client Connections in Government Bond Markets 0 0 0 38 0 0 13 151
Private information and client connections in government bond markets 0 0 0 14 0 1 12 58
Risk news shocks and the business cycle 0 0 0 129 1 4 10 327
Size Discount and Size Penalty Trading Costs in Bond Markets 0 0 0 4 0 8 26 48
Size discount and size penalty: trading costs in bond markets 0 0 1 23 1 3 16 54
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 2 3 30 456
The Residential Collateral Channel 0 0 1 139 0 3 40 462
The Residential Collateral Channel 0 0 0 8 0 4 11 65
The liquidity state dependence of monetary policy transmission 0 0 19 19 3 6 50 50
The liquidity state-dependence of monetary policy transmission 0 0 5 32 1 6 22 86
The macroeconomic shock with the highest price of risk 0 0 0 10 0 6 20 62
The residential collateral channel 0 0 0 11 2 2 14 50
The rise of non-bank financial institutions: implications for monetary policy 0 4 24 24 8 22 61 61
VAR Models with Non-Gaussian Shocks 0 0 0 51 0 3 21 92
VAR Models with Non-Gaussian Shocks 0 0 4 137 0 1 27 408
VAR models with non-Gaussian shocks 0 0 1 33 0 4 12 34
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 0 8 1 2 13 106
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 0 16 2 5 11 157
What drives repo haircuts? Evidence from the UK market 0 0 0 5 2 8 24 53
What drives repo haircuts? Evidence from the UK market 0 0 0 5 1 3 14 27
Total Working Papers 16 25 154 2,877 92 355 1,334 8,660
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 0 5 11 70
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 0 20 1 2 12 74
Do contractionary monetary policy shocks expand shadow banking? 0 0 2 56 0 3 18 331
Employment and the residential collateral channel of monetary policy 1 3 8 25 9 21 37 96
Forecasting with VAR models: Fat tails and stochastic volatility 1 1 3 69 2 5 30 218
Home Values and Firm Behavior 0 0 0 71 1 5 29 360
House Prices and Job Losses 0 1 2 26 1 4 17 121
Inflation and uncertainty in New Keynesian models: A note 1 1 2 13 1 2 16 44
Lending Relationships and the Collateral Channel* 0 0 1 4 3 7 18 42
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 0 1 11 27 2 24 75 129
Price Formation in Markets with Trading Delays 0 1 2 2 1 5 23 23
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 0 1 3 0 3 16 36
The global drivers of private credit 4 9 35 38 16 63 152 176
The procyclicality of inflation-linked debt 0 0 0 4 0 0 10 24
WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 1 1 1 29 1 4 29 130
Yield drifts when issuance comes before macro news 0 0 4 11 0 6 30 46
Total Journal Articles 8 18 74 407 38 159 523 1,920

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 2 8 8 4 29 52 52
Total Books 2 2 8 8 4 29 52 52

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Statistics updated 2026-06-04