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 4 10 21 31
Bayesian Vector Autoregressions with Non-Gaussian Shocks 0 2 3 92 1 3 8 213
Bond supply, price drifts and liquidity provision before central bank announcements 1 1 5 25 2 2 11 24
Bond supply, yield drifts and liquidity provision before macroeconomic announcements 0 2 5 5 1 5 11 11
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 4 140
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 4 10
Comparing search and intermediation frictions across markets 0 0 0 4 0 3 14 39
Do contractionary monetary policy shocks expand shadow banking? 0 0 2 338 1 3 13 563
Employment and the Collateral Channel of Monetary Policy 0 0 0 75 1 1 3 272
Employment and the collateral channel of monetary policy 0 0 2 48 2 3 12 110
Employment and the collateral channel of monetary policy 0 0 0 26 0 0 3 34
Fat-tails in VAR Models 0 0 0 3 0 0 2 34
Fire sales of safe assets 0 0 0 0 0 2 4 4
Fire sales of safe assets 0 0 2 2 1 1 14 14
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 1 2 102 1 6 9 230
Forecasting with VAR models: fat tails and stochastic volatility 0 1 1 77 0 1 4 137
Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures 0 0 2 12 0 1 5 13
Home Values and Firm Behaviour 0 0 1 164 0 0 8 477
Home values and firm behaviour 0 0 1 24 0 0 1 61
Home values and firm behaviour 0 0 0 57 0 0 7 114
House Prices and Job Losses 0 1 1 290 0 2 8 1,043
House prices and job losses 0 0 0 6 0 0 1 44
House prices and job losses 0 0 0 76 0 0 3 88
Housing costs: a final hurdle in the last mile of disinflation? 0 2 19 19 0 5 27 27
Information chasing versus adverse selection 0 0 0 13 2 3 7 22
Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets 0 0 0 4 0 0 5 11
Informed trading and the dynamics of client-dealer connections in corporate bond markets 0 1 2 12 0 1 7 43
Lending Relationships and the Collateral Channel 0 0 0 64 0 4 6 214
Lending relationships and the collateral channel 0 0 0 36 1 1 1 78
Lending relationships and the collateral channel 0 0 0 12 0 0 6 38
Macroeconomic Shocks and Risk Premia 1 1 2 92 1 2 7 170
Macroeconomic shocks and risk premia 0 0 1 16 0 1 3 43
Macroprudential capital regulation in general equilibrium 0 0 0 94 0 0 4 141
Mispricing in inflation markets 0 0 4 10 1 1 9 33
Monetary Transmission Mechanism in the East African Community: An Empirical Investigation 0 0 0 37 0 1 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 1 15 0 0 3 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 1 3 317
Size Discount and Size Penalty Trading Costs in Bond Markets 0 0 1 4 1 1 6 22
Size discount and size penalty: trading costs in bond markets 0 0 0 22 0 1 5 38
The Macroeconomic Shock with the Highest Price of Risk 0 0 0 51 0 0 1 426
The Residential Collateral Channel 0 0 3 138 1 2 10 422
The Residential Collateral Channel 0 0 0 8 0 1 2 54
The liquidity state-dependence of monetary policy transmission 1 1 5 27 2 3 21 64
The macroeconomic shock with the highest price of risk 0 0 0 10 0 0 4 42
The residential collateral channel 0 0 0 11 0 0 4 36
VAR Models with Non-Gaussian Shocks 0 0 1 51 0 0 3 71
VAR Models with Non-Gaussian Shocks 1 2 3 133 3 6 13 381
VAR models with non-Gaussian shocks 1 1 1 32 1 1 1 22
What do VARs Tell Us about the Impact of a Credit Supply Shock? 0 0 1 8 0 0 4 93
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis 0 0 1 16 0 1 4 146
What drives repo haircuts? Evidence from the UK market 0 0 0 5 1 1 3 13
What drives repo haircuts? Evidence from the UK market 0 0 0 5 1 3 10 29
Total Working Papers 5 16 79 2,723 29 83 370 7,326
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 1 1 5 59
Clients' Connections: Measuring the Role of Private Information in Decentralized Markets 0 0 4 20 0 3 14 62
Do contractionary monetary policy shocks expand shadow banking? 0 0 3 54 2 5 22 313
Employment and the residential collateral channel of monetary policy 0 0 6 17 2 7 24 59
Forecasting with VAR models: Fat tails and stochastic volatility 1 5 7 66 4 10 17 188
Home Values and Firm Behavior 0 1 6 71 0 3 14 331
House Prices and Job Losses 0 0 1 24 0 0 5 104
Inflation and uncertainty in New Keynesian models: A note 0 0 3 11 0 5 11 28
Lending Relationships and the Collateral Channel* 0 0 1 3 2 3 7 24
Monetary policy and housing markets: insights using a novel measure of housing supply elasticity 1 9 16 16 3 26 54 54
Size Discount and Size Penalty: Trading Costs in Bond Markets 0 1 2 2 0 7 20 20
The global drivers of private credit 0 3 3 3 6 24 24 24
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 4 8 101
Yield drifts when issuance comes before macro news 1 5 7 7 5 12 16 16
Total Journal Articles 3 24 63 333 26 110 242 1,397

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Statistics updated 2025-06-06