Access Statistics for Gabor Pinter

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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 0 10 20 20
An anatomy of the 2022 gilt market crisis 1 5 9 12 8 36 100 131
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 0 0 92 0 1 17 230
Bond supply, price drifts and liquidity provision before central bank announcements 0 0 1 26 0 4 16 40
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 0 1 6 1 3 12 24
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 1 2 13 153
Clients' connections 0 0 0 0 0 1 10 12
Clients’ connections: measuring the role of private information in decentralized markets 0 0 1 7 0 4 15 25
Comparing search and intermediation frictions across markets 0 1 2 6 0 5 26 65
Comparing search and intermediation frictions across markets 0 0 1 1 0 3 24 24
Do contractionary monetary policy shocks expand shadow banking? 0 0 0 338 0 1 11 575
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 0 4 19 291
Employment and the collateral channel of monetary policy 1 1 1 49 1 8 18 131
Employment and the collateral channel of monetary policy 0 0 0 26 0 4 14 48
Fat-tails in VAR Models 0 0 1 4 0 5 11 45
Fire sales of safe assets 0 0 4 6 0 7 33 47
Fire sales of safe assets 1 2 5 5 4 9 51 55
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 1 103 1 5 33 263
Forecasting with VAR models: fat tails and stochastic volatility 0 0 1 78 0 2 28 165
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 0 1 13 1 3 13 26
Home Values and Firm Behaviour 0 0 0 164 1 4 12 489
Home values and firm behaviour 0 0 0 57 1 5 19 133
Home values and firm behaviour 0 0 1 25 0 0 18 79
House Prices and Job Losses 0 0 0 292 1 6 18 1,063
House prices and job losses 0 0 0 76 1 4 11 99
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 5 25 1 6 36 64
Information chasing versus adverse selection 0 0 1 14 0 5 31 53
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 1 5 2 4 15 28
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 0 0 12 0 4 10 53
Lending Relationships and the Collateral Channel 0 0 1 65 0 5 16 230
Lending relationships and the collateral channel 0 0 0 12 0 4 10 48
Lending relationships and the collateral channel 0 0 0 36 1 6 14 92
Macroeconomic Shocks and Risk Premia 0 0 0 92 0 6 26 196
Macroeconomic shocks and risk premia 0 0 1 17 0 2 10 53
Macroprudential capital regulation in general equilibrium 0 0 1 95 0 3 15 156
Market whiplash after the 2025 tariff shock: an event-targeted VAR approach 0 2 16 16 5 11 58 58
Mispricing in inflation markets 0 0 3 13 1 4 20 53
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 1 1 6 43 2 8 32 200
Monetary policy transmission to exchange rates: the role of currency carry trades 7 18 18 18 7 24 24 24
Price formation in markets with trading delays 0 0 0 8 1 9 14 28
Private Information and Client Connections in Government Bond Markets 0 0 0 38 1 1 14 152
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 14 0 1 12 58
Risk news shocks and the business cycle 0 0 0 129 0 4 10 327
Size Discount and Size Penalty Trading Costs in Bond Markets 0 0 0 4 2 6 28 50
Size discount and size penalty: trading costs in bond markets 0 0 1 23 2 4 18 56
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 0 2 29 456
The Residential Collateral Channel 0 0 0 8 1 4 12 66
The Residential Collateral Channel 0 0 1 139 0 2 40 462
The liquidity state dependence of monetary policy transmission 0 0 19 19 6 11 56 56
The liquidity state-dependence of monetary policy transmission 0 0 5 32 3 8 24 89
The macroeconomic shock with the highest price of risk 0 0 0 10 0 3 20 62
The residential collateral channel 0 0 0 11 2 4 16 52
The rise of non-bank financial institutions: implications for monetary policy 1 1 25 25 6 21 67 67
VAR Models with Non-Gaussian Shocks 0 0 2 137 0 1 23 408
VAR Models with Non-Gaussian Shocks 0 0 0 51 0 2 21 92
VAR models with non-Gaussian shocks 0 0 1 33 0 2 11 34
What do VARs Tell Us about the Impact of a Credit Supply Shock? 1 1 1 9 1 3 13 107
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 1 1 1 17 1 4 12 158
What drives repo haircuts? Evidence from the UK market 0 0 0 5 1 3 15 28
What drives repo haircuts? Evidence from the UK market 0 0 0 5 1 6 25 54
Total Working Papers 14 33 162 2,891 68 332 1,383 8,728
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 4 11 70
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 0 20 0 2 12 74
Do contractionary monetary policy shocks expand shadow banking? 0 0 2 56 0 2 17 331
Employment and the residential collateral channel of monetary policy 0 3 8 25 1 20 34 97
Forecasting with VAR models: Fat tails and stochastic volatility 0 1 3 69 0 3 29 218
Home Values and Firm Behavior 0 0 0 71 1 5 28 361
House Prices and Job Losses 0 1 1 26 0 4 16 121
Inflation and uncertainty in New Keynesian models: A note 0 1 2 13 0 2 16 44
Lending Relationships and the Collateral Channel* 0 0 1 4 0 6 17 42
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 1 2 11 28 4 18 76 133
Price Formation in Markets with Trading Delays 0 1 2 2 0 5 23 23
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 0 1 3 1 4 17 37
The global drivers of private credit 2 7 37 40 8 41 156 184
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 2 2 30 2 4 31 132
Yield drifts when issuance comes before macro news 0 0 3 11 0 4 29 46
Total Journal Articles 4 18 75 411 17 124 522 1,937

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 1 3 9 9 1 20 53 53
Total Books 1 3 9 9 1 20 53 53

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Statistics updated 2026-07-10