Details about Gabor Pinter

Access statistics for papers by Gabor Pinter.

Last updated 2024-09-23. Update your information in the RePEc Author Service.

Short-id: ppi325

Working Papers

2024

1. Bond supply, yield drifts and liquidity provision before macroeconomic announcements
   BIS Working Papers, Bank for International Settlements
2. Fire sales of safe assets
   BIS Working Papers, Bank for International Settlements
   Also in Bank of England working papers, Bank of England (2024)
3. Housing costs: a final hurdle in the last mile of disinflation?
   BIS Bulletins, Bank for International Settlements

2023

4. An anatomy of the 2022 gilt market crisis
   Bank of England working papers, Bank of England View citations (11)
5. Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures
   Bank of England working papers, Bank of England View citations (1)
6. Mispricing in inflation markets
   Bank of England working papers, Bank of England
7. Price formation in markets with trading delays
   Bank of England working papers, Bank of England
8. The liquidity state-dependence of monetary policy transmission
   Bank of England working papers, Bank of England

2022

9. Bond supply, price drifts and liquidity provision before central bank announcements
   Bank of England working papers, Bank of England View citations (1)
10. Clients’ connections: measuring the role of private information in decentralized markets
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (13)
    See also Journal Article Clients' Connections: Measuring the Role of Private Information in Decentralized Markets, Journal of Finance, American Finance Association (2022) View citations (10) (2022)
11. Comparing search and intermediation frictions across markets
    Bank of England working papers, Bank of England View citations (2)
12. Information chasing versus adverse selection
    Bank of England working papers, Bank of England
13. Informed trading and the dynamics of client-dealer connections in corporate bond markets
    Bank of England working papers, Bank of England View citations (2)
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2020) View citations (6)
14. Size discount and size penalty: trading costs in bond markets
    Bank of England working papers, Bank of England View citations (4)
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2021) View citations (2)
    See also Journal Article Size Discount and Size Penalty: Trading Costs in Bond Markets, The Review of Financial Studies, Society for Financial Studies (2024) (2024)
15. What drives repo haircuts? Evidence from the UK market
    Bank of England working papers, Bank of England View citations (10)
    Also in BIS Working Papers, Bank for International Settlements (2022) View citations (7)

2019

16. Clients' connections
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
17. Employment and the collateral channel of monetary policy
    Bank of England working papers, Bank of England View citations (22)
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2018) View citations (8)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) View citations (7)
18. Private Information and Client Connections in Government Bond Markets
    2019 Meeting Papers, Society for Economic Dynamics
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019)
    Discussion Papers, Centre for Macroeconomics (CFM) (2018)

2018

19. Lending Relationships and the Collateral Channel
    Discussion Papers, Centre for Macroeconomics (CFM) View citations (5)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) View citations (5)
    Bank of England working papers, Bank of England (2018) View citations (5)
    See also Journal Article Lending Relationships and the Collateral Channel*, Review of Finance, European Finance Association (2023) View citations (3) (2023)
20. Macroeconomic Shocks and Risk Premia
    Discussion Papers, Centre for Macroeconomics (CFM)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018)
21. Macroprudential capital regulation in general equilibrium
    Bank of England working papers, Bank of England View citations (6)

2017

22. Home Values and Firm Behaviour
    Discussion Papers, Centre for Macroeconomics (CFM) View citations (19)
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (8)
    Discussion Papers, Centre for Macroeconomics (CFM) (2016) View citations (8)
    Bank of England working papers, Bank of England (2017) View citations (7)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) View citations (7)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017) View citations (25)
    See also Journal Article Home Values and Firm Behavior, American Economic Review, American Economic Association (2020) View citations (33) (2020)
23. The Macroeconomic Shock with the Highest Price of Risk
    Discussion Papers, Centre for Macroeconomics (CFM) View citations (1)
    Also in Bank of England working papers, Bank of England (2016) View citations (3)

2016

24. Bayesian Vector Autoregressions with Non-Gaussian Shocks
    CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL
25. VAR Models with Non-Gaussian Shocks
    CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) View citations (2)
    Discussion Papers, Centre for Macroeconomics (CFM) (2016) View citations (3)

2015

26. Do contractionary monetary policy shocks expand shadow banking?
    Bank of England working papers, Bank of England View citations (22)
    See also Journal Article Do contractionary monetary policy shocks expand shadow banking?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (37) (2018)
27. Forecasting with VAR Models: Fat Tails and Stochastic Volatility
    CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL View citations (11)
    Also in Bank of England working papers, Bank of England (2015) View citations (11)
    See also Journal Article Forecasting with VAR models: Fat tails and stochastic volatility, International Journal of Forecasting, Elsevier (2017) View citations (71) (2017)
28. House Prices and Job Losses
    Discussion Papers, Centre for Macroeconomics (CFM) View citations (11)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015) View citations (11)
    Bank of England working papers, Bank of England (2015) View citations (10)
    See also Journal Article House Prices and Job Losses, The Economic Journal, Royal Economic Society (2019) View citations (3) (2019)
29. What do VARs Tell Us about the Impact of a Credit Supply Shock?
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (9)
    See also Journal Article WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2018) View citations (29) (2018)

2014

30. Fat-tails in VAR Models
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (8)
31. What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (2)

2013

32. Capital over the business cycle: renting versus ownership
    Bank of England working papers, Bank of England View citations (4)
    See also Journal Article Capital over the Business Cycle: Renting versus Ownership, Journal of Money, Credit and Banking, Blackwell Publishing (2017) View citations (2) (2017)
33. Monetary Transmission Mechanism in the East African Community: An Empirical Investigation
    IMF Working Papers, International Monetary Fund View citations (61)
34. Risk news shocks and the business cycle
    Bank of England working papers, Bank of England View citations (16)

Journal Articles

2025

1. The global drivers of private credit
   BIS Quarterly Review, 2025
2. Yield drifts when issuance comes before macro news
   Journal of Financial Economics, 2025, 165, (C)

2024

3. Monetary policy and housing markets: insights using a novel measure of housing supply elasticity
   BIS Quarterly Review, 2024
4. Size Discount and Size Penalty: Trading Costs in Bond Markets
   The Review of Financial Studies, 2024, 37, (7), 2156-2190
   See also Working Paper Size discount and size penalty: trading costs in bond markets, Bank of England working papers (2022) View citations (4) (2022)

2023

5. Inflation and uncertainty in New Keynesian models: A note
   Economics Letters, 2023, 222, (C)
6. Lending Relationships and the Collateral Channel*
   Review of Finance, 2023, 27, (3), 851-887 View citations (3)
   See also Working Paper Lending Relationships and the Collateral Channel, Discussion Papers (2018) View citations (5) (2018)

2022

7. Clients' Connections: Measuring the Role of Private Information in Decentralized Markets
   Journal of Finance, 2022, 77, (1), 505-544 View citations (10)
   See also Working Paper Clients’ connections: measuring the role of private information in decentralized markets, LSE Research Online Documents on Economics (2022) View citations (8) (2022)
8. Employment and the residential collateral channel of monetary policy
   Journal of Monetary Economics, 2022, 131, (C), 26-44 View citations (7)
9. The procyclicality of inflation-linked debt
   Economics Letters, 2022, 218, (C)

2020

10. Home Values and Firm Behavior
    American Economic Review, 2020, 110, (7), 2225-70 View citations (33)
    See also Working Paper Home Values and Firm Behaviour, Discussion Papers (2017) View citations (19) (2017)

2019

11. House Prices and Job Losses
    The Economic Journal, 2019, 129, (618), 991-1013 View citations (3)
    See also Working Paper House Prices and Job Losses, Discussion Papers (2015) View citations (11) (2015)

2018

12. Do contractionary monetary policy shocks expand shadow banking?
    Journal of Applied Econometrics, 2018, 33, (2), 198-211 View citations (37)
    See also Working Paper Do contractionary monetary policy shocks expand shadow banking?, Bank of England working papers (2015) View citations (22) (2015)
13. WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?
    International Economic Review, 2018, 59, (2), 625-646 View citations (29)
    See also Working Paper What do VARs Tell Us about the Impact of a Credit Supply Shock?, Working Papers (2015) View citations (9) (2015)

2017

14. Capital over the Business Cycle: Renting versus Ownership
    Journal of Money, Credit and Banking, 2017, 49, (6), 1299-1338 View citations (2)
    See also Working Paper Capital over the business cycle: renting versus ownership, Bank of England working papers (2013) View citations (4) (2013)
15. Forecasting with VAR models: Fat tails and stochastic volatility
    International Journal of Forecasting, 2017, 33, (4), 1124-1143 View citations (71)
    See also Working Paper Forecasting with VAR Models: Fat Tails and Stochastic Volatility, CReMFi Discussion Papers (2015) View citations (11) (2015)