Gabor Pinter : Citation Profile

Are you Gabor Pinter?

Bank of England

9

H index

9

i10 index

376

Citations

RESEARCH PRODUCTION:

11

Articles

59

Papers

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 37
   Journals where Gabor Pinter has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 32 (7.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppi325
   Updated: 2023-11-04    RAS profile: 2023-10-28    
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Relations with other researchers

Works with:

Foulis, Angus (9)

Bahaj, Saleem (6)

Kondor, Péter (5)

Surico, Paolo (3)

Chavaz, Matthieu (3)

Üslü, Semih (3)

Todorov, Karamfil (2)

Czech, Robert (2)

Nelson, Benjamin (2)

Theodoridis, Konstantinos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gabor Pinter.

Is cited by:

Asongu, Simplice (13)

Petrella, Ivan (9)

Delle Monache, Davide (8)

Blickle, Kristian (8)

Nguyen, Hoang (8)

Theodoridis, Konstantinos (8)

Cumming, Fergus (7)

Van Horen, Neeltje (6)

Cloyne, James (6)

Sapci, Ayse (6)

Österholm, Pär (6)

Cites to:

Smets, Frank (42)

Wouters, Raf (39)

Gertler, Mark (29)

Campbell, John (21)

Sraer, David (20)

thesmar, david (20)

Giannone, Domenico (19)

Zha, Tao (18)

Swanson, Eric (18)

Reichlin, Lucrezia (18)

Sims, Christopher (17)

Main data

Where Gabor Pinter has published?

Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
Discussion Papers / Centre for Macroeconomics (CFM)12

Recent works citing Gabor Pinter (2023 and 2022)

YearTitle of citing document
2023The Relative Effectiveness of Monetary Policy Transmission Channels in Tanzania: Empirical Lesson for Post COVID-19 Recovery. (2023). Mwamkonko, Mussa Ally. In: African Journal of Economic Review. RePEc:ags:afjecr:330411.

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2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Monetary Policy and Economic Growth in Developing Countries: A Literature Review. (2023). Daoui, Marouane. In: Papers. RePEc:arx:papers:2303.03162.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827.

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2023The effects of two-way lending between financial conglomerates in bilateral repo markets. (2023). Gomez, Karoll ; Florez-Acosta, Jorge ; Caon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1246.

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2022Monetary Policy, Labor Income Redistribution and the Credit Channel: Evidence from Matched Employer-Employee and Credit Registers. (2022). Supera, Dominik ; Peydro, Jose-Luis ; Panetti, Ettore ; Mendicino, Caterina ; Jaova, Martina. In: Working Papers. RePEc:bge:wpaper:1338.

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2023Non-bank lending during crises. (2023). Doerr, Sebastian ; Zhou, Haonan ; Aldasoro, Iaki. In: BIS Working Papers. RePEc:bis:biswps:1074.

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2022Corporate investment and the exchange rate: The financial channel. (2022). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:296-312.

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2022Links between government bond and futures markets: dealer-client relationships and price discovery in the UK. (2022). Mankodi, Aakash ; Lazarov, Vladimir ; di Gangi, Domenico ; Silvestri, Laura. In: Bank of England working papers. RePEc:boe:boeewp:0991.

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2023Structural change, global R* and the missing-investment puzzle. (2023). Harrison, Richard ; Piton, Sophie ; Sajedi, Rana ; McLaren, Nick ; Garofalo, Marco ; Cesa-Bianchi, Ambrogio ; Bailey, Andrew. In: Bank of England working papers. RePEc:boe:boeewp:0997.

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2023Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers. (2023). Peydro, Jose-Luis ; Meisenzah, Ralf R ; Elliott, David. In: Bank of England working papers. RePEc:boe:boeewp:1012.

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2022The impact of credit supply shocks in the euro area: market-based financing versus loans. (2022). Cappiello, Lorenzo ; Rousova, Linda ; Barauskait, Kristina. In: Working Paper Series. RePEc:ecb:ecbwps:20222673.

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2023Leakages from macroprudential regulations: the case of household-specific tools and corporate credit. (2023). Xie, Peichu ; Grnicka, Lucyna ; Bhargava, Apoorv. In: Working Paper Series. RePEc:ecb:ecbwps:20232784.

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2022Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets. (2022). Sapci, Ayse ; Davis, Scott J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002098.

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2022The fall in shadow banking and the slow U.S. recovery. (2022). Pierrard, Olivier ; Moura, Alban ; Feve, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001105.

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2022Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US. (2022). Rohloff, Hannes ; Herwartz, Helmut ; Wang, Shu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001622.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2022Learning, disagreement and inflation forecasting. (2022). Liu, Xiliang ; Yang, Xinglin ; Chen, JI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001693.

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2023Bank and non-bank balance sheet responses to monetary policy shocks. (2023). Mazelis, Falk ; Rast, Sebastian ; Holm-Hadulla, Federic. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003925.

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2022Entrepreneurial finance and monetary policy. (2022). Madison, Florian ; Jackson, Paul. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002488.

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2022Mortgage cash-flows and employment. (2022). Cumming, Fergus. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292121002865.

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2022Monetary policy, investment and firm heterogeneity. (2022). Ferrando, Annalisa ; Durante, Elena ; Vermeulen, Philip. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001489.

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2023Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338.

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2022Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779.

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2023What drives the growth of shadow banks? Evidence from emerging markets. (2023). Kashiramka, Smita ; Arora, Dhulika. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001108.

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2022The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area. (2022). Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003688.

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2022Financial shocks, credit spreads, and the international credit channel. (2022). Sokol, Andrej ; Cesa-Bianchi, Ambrogio. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001239.

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2022Precautionary liquidity shocks, excess reserves and business cycles. (2022). Theodoridis, Konstantinos ; Bratsiotis, George J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000129.

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2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2023Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735.

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2023Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis. (2023). Shust, Efrat ; Abudy, Menachem. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000613.

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2022Local banks, credit supply, and house prices. (2022). Blickle, Kristian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:876-896.

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2022Shadow banking business and firm risk-taking: Evidence from China. (2022). Li, Xiao-Lin ; Si, Deng-Kui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001179.

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2022What Drives Small Business Crowdfunding? Impact of Macroeconomic and Financial Factors. (2022). Janků, Jan ; Janku, Jan ; Adamek, Emil. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:72:y:2022:i:1:p:172-196.

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2023Building on fiscal policy: government consumption and the residential sector. When helping hurts. (2023). Herranz-Baez, Francisca ; Ferri, Javier. In: Working Papers. RePEc:fda:fdaddt:2023-01.

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2023Nonbank Lenders as Global Shock Absorbers: Evidence from US Monetary Policy Spillovers. (2023). Peydro, Jose-Luis ; Meisenzahl, Ralf R ; Elliott, David. In: Working Paper Series. RePEc:fip:fedhwp:96668.

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2022Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints. (2022). Ozcan, Sebnem Kalemli ; Kalemliozcan, Sebnem ; Elul, Ronel ; Aruoba, Boragan S. In: Working Papers. RePEc:fip:fedpwp:94846.

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2022Quantifying Foreign Exchange Risk in the Selected Listed Sectors of the Johannesburg Stock Exchange: An SV-EVT Pairwise Copula Approach. (2022). Eita, Joel ; Tchuinkam, Charles Raoul. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:2:p:24-:d:784927.

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2022Monetary Policy, External Shocks and Economic Growth Dynamics in East Africa: An S-VAR Model. (2022). Ogujiuba, Kanayo ; Maredza, Andrew ; Olamide, Ebenezer. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3490-:d:772518.

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2022Modelling Okun’s Law – Does non-Gaussianity Matter?. (2022). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2022_001.

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2022The Link between Monetary Policy, Stock Prices, and House Prices—Evidence from a Statistical Identification Approach. (2022). Rohloff, Hannes ; Maxand, Simone ; Herwartz, Helmut. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:5:a:3.

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2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.

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2023Factors in Swiss franc corporate bond returns. (2023). Manser, Samuel. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00432-3.

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2022The Dynamics of Bank Concentration, Competition and Efficiency in the East African Community. (2022). Uwe, Latacz-Lohmann ; Fanta, Ashenafi ; Marwa, Nyankomo ; Nyangu, Moses. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:22:y:2022:i:1:d:10.1007_s10842-022-00379-7.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2022Mortgage Debt, Hand-to-Mouth Households, and Monetary Policy Transmission*. (2022). Ren, Yuan ; Qian, Wenlan ; He, Jia ; Gu, Quanlin ; Deng, Yongheng ; Agarwa, Sumit. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:3:p:487-520..

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2022Regulatory policies in the global Islamic banking sector in the outbreak of COVID-19 pandemic. (2022). Saci, Karima ; Ajmi, Hechem ; Mansour, Walid. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:3:d:10.1057_s41261-021-00147-3.

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2023Effectiveness of the Interest Rate Channel of Monetary Policy Transmission Mechanism in Sierra Leone. (2023). Tamuke, Edmund ; Barrie, Mohamed Samba ; Jackson, Emerson Abraham. In: MPRA Paper. RePEc:pra:mprapa:117478.

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2023Do credit supply shocks have asymmetric effects?. (2023). Rudel, Paul ; Finck, David. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02291-9.

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2023Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2.

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2022Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach. (2022). Racicot, François-Éric ; Theoret, Raymond. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00316-3.

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2022Identification through the Forecast Error Variance Decomposition: an Application to Uncertainty. (2022). Carriero, Andrea ; Volpicella, Alessio. In: School of Economics Discussion Papers. RePEc:sur:surrec:0322.

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2023A panel threshold VAR with stochastic volatility-in-mean model: an application to the effects of financial and uncertainty shocks in emerging economies. (2023). Soave, Gian Paulo. In: Applied Economics. RePEc:taf:applec:v:55:y:2023:i:4:p:397-431.

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2022Forecasting oil Prices: can large BVARs help?. (2022). Zhang, BO ; Nguyen, BH. In: Working Papers. RePEc:tas:wpaper:47522.

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2023Impact of Monetary Policy and its Transmission Mechanism in Sudan. (2023). El-Maeia, Howida Adam ; Mohamed, Khalafalla Ahmed ; Arabi, Mahmoud Hamid. In: Technium Social Sciences Journal. RePEc:tec:journl:v:41:y:2023:i:1:p:97-129.

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2023Monetary policy, labor income redistribution and the credit channel: Evidence from matched employer-employee and credit registers. (2021). Peydro, Jose-Luis ; Supera, Dominik ; Panetti, Ettore ; Mendicino, Caterina ; Jasova, Martina. In: Economics Working Papers. RePEc:upf:upfgen:1832.

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2022Impact of monetary policy transmission mechanism in West African countries. (2022). Omolade, Adeleke ; Olusegun, Famoroti Jonathan. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:32:y:2022:i:1:p:20-42:n:3.

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2023Credit supply, house prices, and financial stability. (2023). Wu, Nan ; Xu, Jiayu ; Wen, Fenghua ; Min, Feng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2088-2108.

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2022An automated prior robustness analysis in Bayesian model comparison. (2022). Zhu, Dan ; Jacobi, Liana. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:3:p:583-602.

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2022How to estimate a vector autoregression after March 2020. (2022). Primiceri, Giorgio E ; Lenza, Michele. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:4:p:688-699.

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2023Modeling the relation between the US real economy and the corporate bond?yield spread in Bayesian VARs with non?Gaussian innovations. (2023). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:347-368.

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2023Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451.

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2023Understanding Bank and Nonbank Credit Cycles: A Structural Exploration. (2023). Zhong, Molin ; Durdu, Bora C. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:103-142.

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2022Addressing COVID-19 outliers in BVARs with stochastic volatility. (2022). Marcellino, Massimiliano ; Clark, Todd ; Mertens, Elmar ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:132022.

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2022Bayesian VARs and prior calibration in times of COVID-19. (2022). Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:522022.

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Works by Gabor Pinter:

YearTitleTypeCited
2020Home Values and Firm Behavior In: American Economic Review.
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2017Home values and firm behaviour.(2017) In: Bank of England working papers.
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2017Home Values and Firm Behaviour.(2017) In: Discussion Papers.
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2017Home values and firm behaviour.(2017) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 38		paper
2022What drives repo haircuts? Evidence from the UK market In: BIS Working Papers.
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2022What drives repo haircuts? Evidence from the UK market.(2022) In: Bank of England working papers.
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This paper has another version. Agregated cites: 7		paper
2022Clients Connections: Measuring the Role of Private Information in Decentralized Markets In: Journal of Finance.
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2019Clients Connections: Measuring the Role of Private Information in Decentralised Markets.(2019) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 8		paper
2022Clients’ connections: measuring the role of private information in decentralized markets.(2022) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 8		paper
2013Capital over the business cycle: renting versus ownership In: Bank of England working papers.
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2017Capital over the Business Cycle: Renting versus Ownership.(2017) In: Journal of Money, Credit and Banking.
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2013Risk news shocks and the business cycle In: Bank of England working papers.
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2015Do contractionary monetary policy shocks expand shadow banking? In: Bank of England working papers.
[Full Text][Citation analysis]		paper49
2018Do contractionary monetary policy shocks expand shadow banking?.(2018) In: Journal of Applied Econometrics.
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2015Forecasting with VAR models: fat tails and stochastic volatility In: Bank of England working papers.
[Full Text][Citation analysis]		paper66
2017Forecasting with VAR models: Fat tails and stochastic volatility.(2017) In: International Journal of Forecasting.
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2015Forecasting with VAR Models: Fat Tails and Stochastic Volatility.(2015) In: CReMFi Discussion Papers.
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2015House prices and job losses In: Bank of England working papers.
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2015House Prices and Job Losses.(2015) In: Discussion Papers.
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This paper has another version. Agregated cites: 8		paper
2015House prices and job losses.(2015) In: LSE Research Online Documents on Economics.
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2019House Prices and Job Losses.(2019) In: The Economic Journal.
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This paper has another version. Agregated cites: 8		article
2016The macroeconomic shock with the highest price of risk In: Bank of England working papers.
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2017The Macroeconomic Shock with the Highest Price of Risk.(2017) In: Discussion Papers.
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2018Lending relationships and the collateral channel In: Bank of England working papers.
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2018Lending Relationships and the Collateral Channel.(2018) In: Discussion Papers.
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2018Lending relationships and the collateral channel.(2018) In: LSE Research Online Documents on Economics.
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2023Lending Relationships and the Collateral Channel*.(2023) In: Review of Finance.
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This paper has another version. Agregated cites: 2		article
2018Macroprudential capital regulation in general equilibrium In: Bank of England working papers.
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2019Employment and the collateral channel of monetary policy In: Bank of England working papers.
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2018Employment and the Collateral Channel of Monetary Policy.(2018) In: Discussion Papers.
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2018Employment and the collateral channel of monetary policy.(2018) In: LSE Research Online Documents on Economics.
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2022Informed trading and the dynamics of client-dealer connections in corporate bond markets In: Bank of England working papers.
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2020Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets.(2020) In: Discussion Papers.
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2022Size discount and size penalty: trading costs in bond markets In: Bank of England working papers.
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2021Size Discount and Size Penalty Trading Costs in Bond Markets.(2021) In: Discussion Papers.
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2022Information chasing versus adverse selection In: Bank of England working papers.
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2022Comparing search and intermediation frictions across markets In: Bank of England working papers.
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2022Bond supply, price drifts and liquidity provision before central bank announcements In: Bank of England working papers.
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2023An anatomy of the 2022 gilt market crisis In: Bank of England working papers.
[Full Text][Citation analysis]		paper0
2023Price formation in markets with trading delays In: Bank of England working papers.
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2017Home Values and Firm Behaviour.(2017) In: Discussion Papers.
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2019Private information and client connections in government bond markets.(2019) In: LSE Research Online Documents on Economics.
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