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Gabor Pinter

Citations

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Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Gabor Pinter, 2015. "House Prices and Job Losses," Discussion Papers 1507, Centre for Macroeconomics (CFM).

    Mentioned in:

    1. House Prices and Job Losses
      by bankunderground in Bank Underground on 2015-12-11 13:30:42
    2. 'House Prices and Job Losses'
      by Mark Thoma in Economist's View on 2015-12-11 06:15:00
  2. Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2015. "Do contractionary monetary policy shocks expand shadow banking?," Bank of England Staff Working Paper series 521, Bank of England.

    Mentioned in:

    1. Les resserrements monétaires affectent-ils le système bancaire parallèle ?
      by ? in D'un champ l'autre on 2015-01-29 01:18:00

Working papers

  1. Gabor Pinter & Semih Üslü & Jean-Charles Wijnandts, 2025. "Comparing search and intermediation frictions across markets," BIS Working Papers 1283, Bank for International Settlements.

    Cited by:

    1. Abudy, Menachem (Meni) & Shust, Efrat, 2023. "Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis," Journal of Economics and Business, Elsevier, vol. 123(C).
    2. Esteves, Rui & Mesevage, Gabriel Geisler, 2026. "Missing markets. Microstructure and liquidity on the London Stock Exchange," Explorations in Economic History, Elsevier, vol. 99(C).
    3. Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025. "Yield drifts when issuance comes before macro news," Journal of Financial Economics, Elsevier, vol. 165(C).
    4. Scheicher, Martin, 2023. "Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020," ESRB Occasional Paper Series 24, European Systemic Risk Board.
    5. Bryzgalova, Svetlana & Pavlova, Anna & Sikorskaya, Taisiya, 2025. "Strategic arbitrage in segmented markets," Journal of Financial Economics, Elsevier, vol. 166(C).

  2. Oliver Ashtari-Tafti & Rodrigo Guimaraes & Gabor Pinter & Jean-Charles Wijnandts, 2025. "The liquidity state dependence of monetary policy transmission," BIS Working Papers 1289, Bank for International Settlements.

    Cited by:

    1. Ryan Niladri Banerjee & Lena Boneva & Gabor Pinter & Vladyslav Sushko, 2026. "Monetary policy transmission to exchange rates: the role of currency carry trades," BIS Bulletins 124, Bank for International Settlements.
    2. Ryan Niladri Banerjee & Boris Hofmann & Ding Xuan Ng & Gabor Pinter, 2025. "The rise of non-bank financial institutions: implications for monetary policy," BIS Bulletins 116, Bank for International Settlements.

  3. Ryan Niladri Banerjee & Boris Hofmann & Ding Xuan Ng & Gabor Pinter, 2025. "The rise of non-bank financial institutions: implications for monetary policy," BIS Bulletins 116, Bank for International Settlements.

    Cited by:

    1. Central Bank of Malaysia, 2026. "Capital flows, exchange rates and financial conditions in an evolving international monetary system - Malaysia's perspective," BIS Papers chapters, in: Bank for International Settlements (ed.), Capital flows, exchange rates and financial conditions in EMEs in an evolving international monetary system, volume 127, pages 210-225, Bank for International Settlements.
    2. Ryan Niladri Banerjee & Lena Boneva & Gabor Pinter & Vladyslav Sushko, 2026. "Monetary policy transmission to exchange rates: the role of currency carry trades," BIS Bulletins 124, Bank for International Settlements.
    3. Paolo Cavallino & Torsten Ehlers & Fredy Gamboa & Rafael Guerra & Berenice Martinez & Ilhyock Shim, 2026. "Capital flows, exchange rates and financial conditions in EMEs in an evolving international monetary system," BIS Papers chapters, in: Bank for International Settlements (ed.), Capital flows, exchange rates and financial conditions in EMEs in an evolving international monetary system, volume 127, pages 6-62, Bank for International Settlements.

  4. Gabor Pinter & Frank Smets & Semih Üslü, 2025. "Market whiplash after the 2025 tariff shock: an event-targeted VAR approach," BIS Working Papers 1282, Bank for International Settlements.

    Cited by:

    1. Cocozza, Rosa & Gallo, Serena, 2025. "Firm-level reactions to trade policy risk: Evidence from the S&P 500," Economics Letters, Elsevier, vol. 257(C).

  5. Gabor Pinter, 2023. "An anatomy of the 2022 gilt market crisis," Bank of England Staff Working Paper series 1019, Bank of England.

    Cited by:

    1. Alicia Vidler & Toby Walsh, 2024. "TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions," Papers 2410.21280, arXiv.org.
    2. Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024. "Pension Liquidity Risk," Working Papers 801, DNB.
    3. Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral Demand in Wholesale Funding Markets," TSE Working Papers 130323, Toulouse School of Economics (TSE).
    4. Masciandaro, Donato & Romelli, Davide & Ugolini, Stefano, 2025. "Credibility is not enough: Fiscal monetization and currency depreciation in early-modern Venice," Explorations in Economic History, Elsevier, vol. 98(C).
    5. Alicia Vidler & Toby Walsh, 2024. "Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics," Papers 2501.16331, arXiv.org.
    6. Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).
    7. Jamie Coen & Patrick Coen & Anne-Caroline Hüser, 2024. "Collateral demand in wholesale funding markets," Bank of England Staff Working Paper series 1082, Bank of England.
    8. Alicia Vidler & Toby Walsh, 2024. "Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study," Papers 2405.02849, arXiv.org.
    9. Ben Zeev, Nadav & Nathan, Daniel, 2024. "The widening of cross-currency basis: When increased FX swap demand meets limits of arbitrage," Journal of International Economics, Elsevier, vol. 152(C).
    10. Alicia Vidler & Toby Walsh, 2025. "Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study," Papers 2503.00320, arXiv.org, revised Mar 2025.
    11. Satoko Kojima & Toshiyuki Sakiyama, 2026. "Determinants of Liquidity in the Japanese Government Bond Market: An Interpretable Machine Learning Approach," IMES Discussion Paper Series 26-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
    12. Alicia Vidler & Toby Walsh, 2024. "Non cooperative Liquidity Games and their application to bond market trading," Papers 2405.02865, arXiv.org.
    13. Rodrigo Barria & Gabor Pinter, 2023. "Mispricing in inflation markets," Bank of England Staff Working Paper series 1034, Bank of England.
    14. Nadav Ben Zeev & Daniel Nathan, 2023. "The Persistent Widening of Cross-Currency Basis: When Increased FX Swap Demand Meets Limits of Arbitrage," Working Papers 2316, Ben-Gurion University of the Negev, Department of Economics.
    15. Simon Schairer, 2024. "The contradictions of unconventional monetary policy as a post-2008 thwarting mechanism: financial dominance, shadow banking, and inequality," Review of Evolutionary Political Economy, Springer, vol. 5(1), pages 1-29, June.

  6. Gabor Pinter & Danny Walker, 2023. "Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures," Bank of England Staff Working Paper series 1032, Bank of England.

    Cited by:

    1. Naifar, Nader, 2025. "Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
    2. Rodrigo Barria & Gabor Pinter, 2023. "Mispricing in inflation markets," Bank of England Staff Working Paper series 1034, Bank of England.

  7. Gábor Pintér & Chaojun Wang & Junyuan Zou, 2022. "Information chasing versus adverse selection," Bank of England Staff Working Paper series 971, Bank of England.

    Cited by:

    1. Lucke, Konrad, 2026. "Transparency and dealer behavior: The case of MiFID II and the bund market," SAFE Working Paper Series 479, Leibniz Institute for Financial Research SAFE.

  8. Dong Lou & Gabor Pinter & Semih Uslu, 2022. "Bond supply, price drifts and liquidity provision before central bank announcements," Bank of England Staff Working Paper series 998, Bank of England.

    Cited by:

    1. Rodrigo Barria & Gabor Pinter, 2023. "Mispricing in inflation markets," Bank of England Staff Working Paper series 1034, Bank of England.

  9. Gábor Pintér & Chaojun Wang & Junyuan Zou, 2022. "Size discount and size penalty: trading costs in bond markets," Bank of England Staff Working Paper series 970, Bank of England.

    Cited by:

    1. Berg, Florian & Ceccarelli, Marco & Heeb, Florian & Ivashchenko, Alexey & Rigobón, Roberto & Zwinkels, Remco C. J., 2025. "The market for voluntary carbon offsets," SAFE Working Paper Series 462, Leibniz Institute for Financial Research SAFE.
    2. Mark Fedenia & Tavy Ronen & Seunghan Nam, 2024. "Machine learning and trade direction classification: insights from the corporate bond market," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 1-36, July.
    3. Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025. "Yield drifts when issuance comes before macro news," Journal of Financial Economics, Elsevier, vol. 165(C).
    4. Benjamin Gardner & Yesol Huh, 2024. "Information Friction in OTC Interdealer Markets," Finance and Economics Discussion Series 2024-040, Board of Governors of the Federal Reserve System (U.S.).
    5. Jian'an Zhang, 2025. "FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management," Papers 2510.02986, arXiv.org.
    6. Samuel Manser, 2023. "Factors in Swiss franc corporate bond returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(3), pages 277-296, September.
    7. Alicia Vidler & Toby Walsh, 2025. "Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study," Papers 2503.00320, arXiv.org, revised Mar 2025.
    8. Wang, Chaojun, 2023. "The limits of multi-dealer platforms," Journal of Financial Economics, Elsevier, vol. 149(3), pages 434-450.
    9. DICKERSON, Alexander & NOZAWA, Yoshio & ROBOTTI, Cesare, 2025. "Factor Investing with Delays," Discussion Paper Series 771, Institute of Economic Research, Hitotsubashi University.
    10. Gabor Pinter & Semih Üslü & Jean-Charles Wijnandts, 2025. "Comparing search and intermediation frictions across markets," BIS Working Papers 1283, Bank for International Settlements.
    11. Rodrigo Barria & Gabor Pinter, 2023. "Mispricing in inflation markets," Bank of England Staff Working Paper series 1034, Bank of England.
    12. Ivashchenko, Alexey, 2024. "Corporate bond price reversals," Journal of Financial Markets, Elsevier, vol. 68(C).
    13. Gabor Pinter & Emil Siriwardane & Danny Walker, 2024. "Fire sales of safe assets," BIS Working Papers 1233, Bank for International Settlements.

  10. Christian Julliard & Gabor Pinter & Karamfil Todorov & Jean-Charles Wijnandts & Kathy Yuan, 2022. "What drives repo haircuts? Evidence from the UK market," BIS Working Papers 1027, Bank for International Settlements.

    Cited by:

    1. Francesca Barbiero & Glenn Schepens & Jean‐David Sigaux, 2024. "Liquidation Value and Loan Pricing," Journal of Finance, American Finance Association, vol. 79(1), pages 95-128, February.
    2. Giuzio, Margherita & Kahraman, Bige & Knyphausen, Jasper, 2026. "Climate change, bank liquidity and systemic risk," Working Paper Series 3168, European Central Bank.
    3. Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim, 2026. "Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 61, August.
    4. Felix Hermes & Maik Schmeling & Andreas Schrimpf, 2025. "Unpacking repo haircuts and their implications for leverage," BIS Bulletins 117, Bank for International Settlements.
    5. Sockin, Michael, 2025. "Informational frictions in funding and credit markets," Journal of Economic Theory, Elsevier, vol. 230(C).
    6. Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard Anna Maria, 2024. "How does the repo market behave under stress? Evidence from the COVID-19 crisis," Journal of Financial Stability, Elsevier, vol. 70(C).
    7. Ozdenoren, Emre & Yuan, Kathy & Zhang, Shengxing, 2023. "Dynamic asset-backed security design," LSE Research Online Documents on Economics 119375, London School of Economics and Political Science, LSE Library.
    8. Gabor, Daniela, 2021. "The Liquidity and Sustainability Facility for African Sovereign Bonds: a good ECA/PIMCO idea whose time has come?," SocArXiv erku6, Center for Open Science.
    9. Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim, 2024. "Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory," Working papers 2024rwp-229, Yonsei University, Yonsei Economics Research Institute.
    10. Carlos Cañón & Jorge Florez-Acosta & Karoll Gómez, 2023. "The effects of two-way lending between financial conglomerates in bilateral repo markets," Borradores de Economia 1246, Banco de la Republica de Colombia.
    11. Miguel Fernandes & Mario Pascoa, 2024. "Repo, Sponsored Repo and Macro-prudential Regulation," School of Economics Discussion Papers 0224, School of Economics, University of Surrey.
    12. Saki Bigio & Liyan Shi, 2021. "Repurchase Options in the Market for Lemons," EIEF Working Papers Series 2104, Einaudi Institute for Economics and Finance (EIEF), revised 2021.

  11. Robert Czech & Gábor Pintér, 2020. "Informed trading and the dynamics of client-dealer connections in corporate bond markets," Bank of England Staff Working Paper series 895, Bank of England.

    Cited by:

    1. Gábor Pintér & Chaojun Wang & Junyuan Zou, 2022. "Size discount and size penalty: trading costs in bond markets," Bank of England Staff Working Paper series 970, Bank of England.
    2. Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023. "Relationship discounts in corporate bond trading," Bank of England Staff Working Paper series 1049, Bank of England.
    3. Benjamin Gardner & Yesol Huh, 2024. "Information Friction in OTC Interdealer Markets," Finance and Economics Discussion Series 2024-040, Board of Governors of the Federal Reserve System (U.S.).
    4. Alicia Vidler & Toby Walsh, 2025. "Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study," Papers 2503.00320, arXiv.org, revised Mar 2025.
    5. Gabor Pinter & Semih Üslü & Jean-Charles Wijnandts, 2025. "Comparing search and intermediation frictions across markets," BIS Working Papers 1283, Bank for International Settlements.
    6. Gabor Pinter & Semih Uslu, 2023. "Price formation in markets with trading delays," Bank of England Staff Working Paper series 1023, Bank of England.
    7. Péter Kondor & Gábor Pintér, 2022. "Clients' Connections: Measuring the Role of Private Information in Decentralized Markets," Journal of Finance, American Finance Association, vol. 77(1), pages 505-544, February.
    8. Gabor Pinter & Emil Siriwardane & Danny Walker, 2024. "Fire sales of safe assets," BIS Working Papers 1233, Bank for International Settlements.

  12. Kondor, Péter & Pinter, Gabor, 2019. "Clients' Connections: Measuring the Role of Private Information in Decentralised Markets," CEPR Discussion Papers 13880, Centre for Economic Policy Research.

    Cited by:

    1. Ben R. Marshall & Nhut H. Nguyen & Nuttawat Visaltanachoti & Jennifer Zhu, 2025. "Broker and institutional investor short selling," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 65(1), pages 621-645, March.
    2. Domenico Di Gangi & Vladimir Lazarov & Aakash Mankodi & Laura Silvestri, 2022. "Links between government bond and futures markets: dealer-client relationships and price discovery in the UK," Bank of England Staff Working Paper series 991, Bank of England.
    3. Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2024. "Entry and Exit in Treasury Auctions," Staff Working Papers 24-29, Bank of Canada.
    4. Gábor Pintér & Chaojun Wang & Junyuan Zou, 2022. "Size discount and size penalty: trading costs in bond markets," Bank of England Staff Working Paper series 970, Bank of England.
    5. Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023. "Relationship discounts in corporate bond trading," Bank of England Staff Working Paper series 1049, Bank of England.
    6. Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021. "Informed trading in government bond markets," LSE Research Online Documents on Economics 118857, London School of Economics and Political Science, LSE Library.
    7. Boneva, Lena & Kastl, Jakub & Zikes, Filip, 2025. "Dealer balance sheets and bidding behavior in the Bank of England’s QE reverse auctions," Journal of Financial Economics, Elsevier, vol. 174(C).
    8. Jason Allen & Milena Wittwer, 2021. "Centralizing Over-the-Counter Markets?," Staff Working Papers 21-39, Bank of Canada.
    9. Gábor Pintér & Chaojun Wang & Junyuan Zou, 2022. "Information chasing versus adverse selection," Bank of England Staff Working Paper series 971, Bank of England.
    10. Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025. "Yield drifts when issuance comes before macro news," Journal of Financial Economics, Elsevier, vol. 165(C).
    11. Lou, Dong, 2020. "Informed Trading in Government Bond Markets," CEPR Discussion Papers 15028, Centre for Economic Policy Research.
    12. Robert Czech & Gábor Pintér, 2020. "Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets," Discussion Papers 2032, Centre for Macroeconomics (CFM).
    13. Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2025. "Sequential Search for Corporate Bonds," Working Papers 25-08, Federal Reserve Bank of Philadelphia.
    14. Chao Ying, 2020. "The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance," 2020 Papers pyi149, Job Market Papers.
    15. Gabor Pinter & Semih Üslü & Jean-Charles Wijnandts, 2025. "Comparing search and intermediation frictions across markets," BIS Working Papers 1283, Bank for International Settlements.
    16. Péter Kondor & Gábor Pintér, 2022. "Clients' Connections: Measuring the Role of Private Information in Decentralized Markets," Journal of Finance, American Finance Association, vol. 77(1), pages 505-544, February.
    17. Rhys Bidder & Jamie Coen & Caterina Lepore & Laura Silvestri, 2024. "Whose asset sales matter?," Bank of England Staff Working Paper series 1088, Bank of England.
    18. Rodrigo Barria & Gabor Pinter, 2023. "Mispricing in inflation markets," Bank of England Staff Working Paper series 1034, Bank of England.
    19. Di Maggio, Marco & Franzoni, Francesco & Massa, Massimo & Tubaldi, Roberto, 2024. "Strategic trading as a response to short sellers," Journal of Financial Markets, Elsevier, vol. 69(C).

  13. Saleem Bahaj & Angus Foulis & Gabor Pinter & Paolo Surico, 2019. "Employment and the collateral channel of monetary policy," Bank of England Staff Working Paper series 827, Bank of England.

    Cited by:

    1. Bhargava, Apoorv & Gόrnicka, Lucyna & Xie, Peichu, 2023. "Leakages from macroprudential regulations: the case of household-specific tools and corporate credit," Working Paper Series 2784, European Central Bank.
    2. Matteo Benetton & Alessandro Gavazza & Paolo Surico, 2021. "Mortgage pricing and monetary policy," Bank of England Staff Working Paper series 936, Bank of England.
    3. José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Caterina Mendicino & Ettore Panetti & Dominik Supera & Martina Jašová & José-Luis Peydró, 2022. "Monetary Policy, Labor Income Redistribution and the Credit Channel: Evidence from Matched Employer-Employee and Credit Registers," Working Papers 1338, Barcelona School of Economics.
    4. Marie Finnegan & Supriya Kapoor, 2023. "ECB unconventional monetary policy and SME access to finance," Small Business Economics, Springer, vol. 61(3), pages 1253-1288, October.
    5. Sumit Agarwa & Yongheng Deng & Quanlin Gu & Jia He & Wenlan Qian & Yuan Ren, 2022. "Mortgage Debt, Hand-to-Mouth Households, and Monetary Policy Transmission [Policy intervention in debt renegotiation: evidence from the home affordable modification program]," Review of Finance, European Finance Association, vol. 26(3), pages 487-520.
    6. Balleer, Almut & Zorn, Peter, 2019. "Monetary Policy, Price Setting, and Credit Constraints," CEPR Discussion Papers 14163, Centre for Economic Policy Research.
    7. Gulyas, Andreas & Meier, Matthias & Ryzhenkov, Mykola, 2024. "Labor market effects of monetary policy across workers and firms," European Economic Review, Elsevier, vol. 166(C).
    8. Gareth Anderson & Ambrogio Cesa-Bianchi, 2020. "Crossing the credit channel: credit spreads and firm heterogeneity," Bank of England Staff Working Paper series 854, Bank of England.
    9. Ferrando, Annalisa & Vermeulen, Philip & Durante, Elena, 2020. "Monetary policy, investment and firm heterogeneity," Working Paper Series 2390, European Central Bank.
    10. Robert Czech & Gábor Pintér, 2020. "Informed trading and the dynamics of client-dealer connections in corporate bond markets," Bank of England Staff Working Paper series 895, Bank of England.
    11. Bruno Albuquerque, 2021. "Corporate debt booms, financial constraints and the investment nexus," Bank of England Staff Working Paper series 935, Bank of England.
    12. Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu & Shu Chen, 2020. "Data vs collateral," BIS Working Papers 881, Bank for International Settlements.
    13. Cumming, Fergus, 2022. "Mortgage cash-flows and employment," European Economic Review, Elsevier, vol. 144(C).
    14. Davide Melcangi & Javier Turen, 2021. "Subsidizing Startups under Imperfect Information," Staff Reports 995, Federal Reserve Bank of New York.
    15. Singh, Aarti & Suda, Jacek & Zervou, Anastasia, 2021. "Heterogeneous labour market response to monetary policy: small versus large firms," Working Papers 2021-07, University of Sydney, School of Economics, revised Nov 2021.
    16. Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021. "Monetary Policy Shocks and the Employment of Young, Middle-Aged, and Old Workers," IMES Discussion Paper Series 21-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
    17. Balleer, Almut & Zorn, Peter, 2020. "The Micro-level Price Response to Monetary Policy," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224557, Verein für Socialpolitik / German Economic Association.

  14. Benjamin Nelson & Gabor Pinter, 2018. "Macroprudential capital regulation in general equilibrium," Bank of England Staff Working Paper series 770, Bank of England.

    Cited by:

    1. Philipp Kirchner & Benjamin Schwanebeck, 2020. "Shadow banking and the design of macroprudential policy in a monetary union," MAGKS Papers on Economics 202024, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    2. cho, hyejin, 2014. "bank capital regulation model," MPRA Paper 54365, University Library of Munich, Germany.
    3. Philipp Kirchner, 2020. "On shadow banking and fiÂ…nancial frictions in DSGE modeling," MAGKS Papers on Economics 202019, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    4. Federico Lubello & Ivan Petrella & Emiliano Santoro, 2018. "Chained financial frictions and credit cycles," BCL working papers 116, Central Bank of Luxembourg.
    5. Shaun de Jager & Riaan Ehlers & Keabetswe Mojapelo & Pieter Pienaar, 2021. "Shortterm impacts and interaction of macroprudential policy tools," Working Papers 11020, South African Reserve Bank.
    6. Kirchner Philipp, 2020. "On Shadow Banking and Financial Frictions in DSGE Modeling," Review of Economics, De Gruyter, vol. 71(2), pages 101-133, August.

  15. Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2018. "Lending relationships and the collateral channel," Bank of England Staff Working Paper series 768, Bank of England.

    Cited by:

    1. Saleem Bahaj & Angus Foulis & Gabor Pinter, 2020. "Home Values and Firm Behavior," American Economic Review, American Economic Association, vol. 110(7), pages 2225-2270, July.
    2. Saleem Bahaj & Angus Foulis & Gabor Pinter & Paolo Surico, 2019. "Employment and the collateral channel of monetary policy," Bank of England Staff Working Paper series 827, Bank of England.
    3. Tsuruta, Daisuke, 2023. "Bank loans, trade credit, and liquidity shortages of small businesses during the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 90(C).
    4. Iñaki Aldasoro & Sebastian Doerr, 2025. "Collateralized lending in private credit," BIS Working Papers 1267, Bank for International Settlements.
    5. Biswas, Sonny, 2023. "Collateral and bank screening as complements: A spillover effect," Journal of Economic Theory, Elsevier, vol. 212(C).
    6. Panagiota Papadimitri & Fotios Pasiouras & Menelaos Tasiou, 2021. "Do National Differences in Social Capital and Corporate Ethical Behaviour Perceptions Influence the Use of Collateral? Cross-Country Evidence," Journal of Business Ethics, Springer, vol. 172(4), pages 765-784, September.
    7. Catherine L. Mann, 2024. "UK Business Investment: Economists, Managers, Financiers An Integrated Framework to Analyse the Past and Underpin Prospects," Insight Papers 036, The Productivity Institute.
    8. Buchetti, Bruno & Miquel-Flores, Ixart & Fabrizi, Michele & Ipino, Elisabetta & Parbonetti, Antonio, 2025. "Organized crime and banks: assessing the effects of anti-mafia police actions on lending," Working Paper Series 3060, European Central Bank.

  16. Gabor Pinter, 2018. "Macroeconomic Shocks and Risk Premia," Discussion Papers 1812, Centre for Macroeconomics (CFM).

    Cited by:

    1. Yang Yang & Ren Zhang & Shuwei Zhang, 2024. "Deciphering Dollar Exchange Rates and Interest Parity," Working Papers 2024-04, Towson University, Department of Economics, revised Mar 2024.
    2. Gabor Pinter & Frank Smets & Semih Üslü, 2025. "Market whiplash after the 2025 tariff shock: an event-targeted VAR approach," BIS Working Papers 1282, Bank for International Settlements.

  17. Saleem Bahaj & Angus Foulis & Gabor Pinter, 2017. "Home values and firm behaviour," Bank of England Staff Working Paper series 679, Bank of England.

    Cited by:

    1. Vladimir Smirnyagin, 2020. "Compositional nature of firm growth and aggregate fluctuations," Bank of England Staff Working Paper series 846, Bank of England.
    2. Döttling, Robin & Ratnovski, Lev, 2020. "Monetary policy and intangible investment," Working Paper Series 2444, European Central Bank.
    3. Ampudia, Miguel & Georgarakos, Dimitris & Slacalek, Jiri & Tristani, Oreste & Vermeulen, Philip & Violante, Giovanni L., 2018. "Monetary policy and household inequality," Working Paper Series 2170, European Central Bank.
    4. Cameron LAPOINT & Shogo SAKABE, 2021. "Place-Based Policies and the Geography of Corporate Investment," Discussion papers 21059, Research Institute of Economy, Trade and Industry (RIETI).
    5. Howard, Greg & Ornaghi, Arianna, 2021. "Closing Time : The Local Equilibrium Effects of Prohibition," The Warwick Economics Research Paper Series (TWERPS) 1347, University of Warwick, Department of Economics.
    6. J. Scott Davis & Kevin X. D. Huang & Ayse Sapci, 2020. "Land Price Dynamics and Macroeconomic Fluctuations with Imperfect Substitution in Real Estate Markets," Globalization Institute Working Papers 401, Federal Reserve Bank of Dallas, revised 18 May 2021.
    7. Kostas Vasilopoulos & William J. Tayler, 2026. "Real estate and construction sector dynamics over the business cycle," Economica, London School of Economics and Political Science, vol. 93(370), pages 577-610, April.
    8. Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu & Shu Chen, 2023. "Data versus Collateral," Review of Finance, European Finance Association, vol. 27(2), pages 369-398.
    9. Liu, Jiming & Liu, Yi & Zhang, Yue & Wu, Kai, 2026. "Riding the wave: How collateral shocks affect corporate financialization," Pacific-Basin Finance Journal, Elsevier, vol. 95(C).
    10. S. Boragan Aruoba & Ronel Elul & Sebnem Kalemli Ozcan, 2022. "Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints," Working Papers 22-34, Federal Reserve Bank of Philadelphia.
    11. Fangzhi Liang & Gary Gang Tian & Zhihua Wei & Aimin Zeng, 2025. "All That Glitters is Not Gold: Examining the Negative Impact of Real Estate Value on Companies' Market Competitiveness," The Journal of Real Estate Finance and Economics, Springer, vol. 71(4), pages 722-766, November.
    12. Jérôme Héricourt & Jean Imbs & Lise Patureau, 2025. "The collateral channel within and between countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-04929440, HAL.
    13. Toni Ahnert & Sebastian Doerr & Nicola Pierri & Yannick Timmer, 2026. "Information Technology in Banking and Entrepreneurship," Management Science, INFORMS, vol. 72(3), pages 1796-1813, March.
    14. Tania Babina & Saleem Bahaj & Greg Buchak & Filippo De Marco & Angus Foulis & Will Gornall & Francesco Mazzola & Tong Yu, 2024. "Customer data access and fintech entry: early evidence from open banking," Bank of England Staff Working Paper series 1059, Bank of England.
    15. Sidharth Moktan & Benjamin Guin & Liam Clarke, 2025. "The anatomy of a shock to residential real estate: the role of lending," Bank of England Staff Working Paper series 1111, Bank of England.
    16. Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," LSE Research Online Documents on Economics 90371, London School of Economics and Political Science, LSE Library.
    17. Joseph, Andreas & Kneer, Christiane & van Horen, Neeltje, 2022. "All You Need is Cash: Corporate Cash Holdings and Investment after the Financial Crisis," CEPR Discussion Papers 14199, Centre for Economic Policy Research.
    18. Martin, Alberto & Moral-Benito, Enrique & Schmitz, Tom, 2019. "The financial transmission of housing bubbles: evidence from Spain," Working Paper Series 2245, European Central Bank.
    19. Si, Deng-Kui & Wang, Meng & Yu, Yong, 2025. "Does the housing purchase restriction policy promote entrepreneurship? Evidence from China," China Economic Review, Elsevier, vol. 90(C).
    20. Hau, Harald & Ouyang, Difei, 2024. "Can real estate booms hurt firms? Evidence on investment substitution," Journal of Urban Economics, Elsevier, vol. 144(C).
    21. Feng Dong & Yang Jiao & Haoning Sun, 2024. "Bubbly Booms and Welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 53, pages 71-122, July.
    22. Aydan Dogan & Ida Hjortsoe, 2024. "The role of finance for export dynamics: evidence from the UK," Bank of England Staff Working Paper series 1072, Bank of England.
    23. Sebastian Doerr & Andreas Fuster, 2025. "Affordable housing, unaffordable credit? Concentration and high-cost lending for manufactured homes," BIS Working Papers 1255, Bank for International Settlements.
    24. Saleem Bahaj & Angus Foulis & Gabor Pinter & Paolo Surico, 2019. "Employment and the collateral channel of monetary policy," Bank of England Staff Working Paper series 827, Bank of England.
    25. Adom, Idossou Marius, 2026. "A structural analysis of firms’ transition from informality to formality in Nigeria," Journal of Development Economics, Elsevier, vol. 179(C).
    26. Giannetti, Mariassunta & Jasova, Martina & Mendicino, Caterina & Supera, Dominik, 2026. "Securities losses and the bank collateral channel of monetary transmission," Working Paper Series 3209, European Central Bank.
    27. Bahaj, Saleem & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2022. "Employment and the residential collateral channel of monetary policy," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 26-44.
    28. Iñaki Aldasoro & Sebastian Doerr, 2025. "Collateralized lending in private credit," BIS Working Papers 1267, Bank for International Settlements.
    29. James Cloyne & Clodomiro Ferreira & Maren Froemel & Paolo Surico, 2018. "Monetary Policy, Corporate Finance and Investment," NBER Working Papers 25366, National Bureau of Economic Research, Inc.
    30. Andrew Bailey & Ambrogio Cesa-Bianchi & Marco Garofalo & Richard Harrison & Nick McLaren & Rana Sajedi & Sophie Piton, 2023. "Structural change, global R* and the missing-investment puzzle," Bank of England Staff Working Paper series 997, Bank of England.
    31. Carro, Adrian, 2023. "Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
    32. Hassink, Wolter & Millone, Matteo & Mocking, Remco & Vogt, Benedikt, 2021. "Home Ownership and Home Equity Promote Entrepreneurial Activity," IZA Discussion Papers 14170, IZA Network @ LISER.
    33. Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu & Shu Chen, 2020. "Data vs collateral," BIS Working Papers 881, Bank for International Settlements.
    34. Uesugi, Iichiro & Miyakawa, Daisuke & Hosono, Kaoru & Ono, Arito & Uchida, Hirofumi, 2025. "The collateral channel versus the bank lending channel: Evidence from a massive earthquake," Journal of Banking & Finance, Elsevier, vol. 170(C).
    35. Benedikt Vogt & Wolter Hassink & Matteo Millone & Remco Mocking, 2021. "Homeowners have easier and cheaper access to business credit," CPB Discussion Paper 420, CPB Netherlands Bureau for Economic Policy Analysis.
    36. Maryam Akbari Nasiri, 2020. "How long do Housing Cycles Last? A Duration Analysis for Emerging Economies," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 23(2), pages 179-200, July.
    37. Biswas, Sonny, 2023. "Collateral and bank screening as complements: A spillover effect," Journal of Economic Theory, Elsevier, vol. 212(C).
    38. Carro, Adrian, 2022. "Could Spain be less different? Exploring the effects of macroprudential policy on the house price cycle," INET Oxford Working Papers 2022-25, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    39. William Tayler & Konstantinos Vasilopoulos, 2021. "Real Estate and Construction Sector Dynamics Over the Business Cycle," Working Papers 326919291, Lancaster University Management School, Economics Department.
    40. Jagjit S. Chadha & Richard Barwell, 2019. "Renewing our Monetary Vows: Open Letters to the Governor of the Bank of England," National Institute of Economic and Social Research (NIESR) Occasional Papers 58, National Institute of Economic and Social Research.
    41. Cumming, Fergus, 2022. "Mortgage cash-flows and employment," European Economic Review, Elsevier, vol. 144(C).
    42. Sam Miller & Boromeus Wanengkirtyo, 2020. "Liquidity and monetary transmission: a quasi-experimental approach," Bank of England Staff Working Paper series 891, Bank of England.
    43. Mao, Fengfu & Yuan, Yue & Zhang, Fan, 2025. "Firm-level perception of uncertainty, risk aversion, and corporate real estate investment: Evidence from China's listed firms," Economic Analysis and Policy, Elsevier, vol. 85(C), pages 1428-1441.
    44. da Fonseca, João Galindo & Pannella, Pierluca, 2023. "The housing boom and selection into entrepreneurship," Labour Economics, Elsevier, vol. 85(C).
    45. James Cloyne & Clodomiro Ferreira & Maren Froemel & Paolo Surico, 2021. "Monetary Policy, External Finance and Investment," Working Papers 92, Red Nacional de Investigadores en Economía (RedNIE).
    46. Jackson, Paul & Madison, Florian, 2022. "Entrepreneurial finance and monetary policy," European Economic Review, Elsevier, vol. 141(C).
    47. Jian Chu & Yaowen Shan & Gary Gang Tian, 2025. "Corrupt tax bureau commissioners and corporate tax avoidance," Review of Accounting Studies, Springer, vol. 30(2), pages 1873-1915, June.
    48. De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz, 2021. "The real effects of capital requirements and monetary policy: Evidence from the United Kingdom," Journal of Banking & Finance, Elsevier, vol. 133(C).
    49. Margaris, Aristotelis, 2024. "Monetary policy and house price heterogeneity: Evidence from the U.K," Economics Letters, Elsevier, vol. 244(C).
    50. Ryan Banerjee & Boris Hofmann & Aaron Mehrotra, 2022. "Corporate investment and the exchange rate: The financial channel," International Finance, Wiley Blackwell, vol. 25(3), pages 296-312, December.
    51. Blickle, Kristian, 2022. "Local banks, credit supply, and house prices," Journal of Financial Economics, Elsevier, vol. 143(2), pages 876-896.
    52. Sebastian Doerr, 2019. "Unintended side effects: stress tests, entrepreneurship, and innovation," BIS Working Papers 823, Bank for International Settlements.
    53. Banerjee, Ryan & Blickle, Kristian, 2021. "Financial frictions, real estate collateral and small firm activity in Europe," European Economic Review, Elsevier, vol. 138(C).
    54. In Hwan Jo & Tatsuro Senga, 2019. "Aggregate Consequences of Credit Subsidy Policies: Firm Dynamics and Misallocation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 68-93, April.
    55. Fergus Cumming, 2018. "Mortgages, cash-flow shocks and local employment," Bank of England Staff Working Paper series 773, Bank of England.
    56. J. Scott Davis & Kevin X. D. Huang & Ayse Sapci, 2020. "Imperfect substitution in real estate markets and the effect of housing demand on corporate investment," Vanderbilt University Department of Economics Working Papers 20-00002, Vanderbilt University Department of Economics.
    57. Ma, Chao & Zhang, Shuoxun, 2024. "Can housing booms elevate financing costs of financial institutions?," Journal of Development Economics, Elsevier, vol. 167(C).

  18. Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "VAR Models with Non-Gaussian Shocks," Discussion Papers 1609, Centre for Macroeconomics (CFM).

    Cited by:

    1. Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España.
    2. Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "Bayesian Vector Autoregressions with Non-Gaussian Shocks," CReMFi Discussion Papers 5, CReMFi, School of Economics and Finance, QMUL.
    3. Maxand, Simone, 2020. "Identification of independent structural shocks in the presence of multiple Gaussian components," Econometrics and Statistics, Elsevier, vol. 16(C), pages 55-68.

  19. Gabor Pinter, 2016. "The macroeconomic shock with the highest price of risk," Bank of England Staff Working Paper series 616, Bank of England.

    Cited by:

    1. Pinter, Gabor, 2018. "Macroeconomic shocks and risk premia," LSE Research Online Documents on Economics 90370, London School of Economics and Political Science, LSE Library.
    2. Saleem Bahaj & Angus Foulis & Gabor Pinter, 2020. "Home Values and Firm Behavior," American Economic Review, American Economic Association, vol. 110(7), pages 2225-2270, July.

  20. Saleem Bahaj & Angus Foulis & Gabor Pinter, 2016. "The Residential Collateral Channel," Discussion Papers 1607, Centre for Macroeconomics (CFM), revised Jun 2016.

    Cited by:

    1. Vladimir Smirnyagin, 2020. "Compositional nature of firm growth and aggregate fluctuations," Bank of England Staff Working Paper series 846, Bank of England.
    2. In Hwan Jo & Tatsuro Senga, 2018. "Aggregate Consequences of Credit Subsidy Policies: Firm Dynamics and Misallocation," 2018 Meeting Papers 955, Society for Economic Dynamics.
    3. Ampudia, Miguel & Georgarakos, Dimitris & Slacalek, Jiri & Tristani, Oreste & Vermeulen, Philip & Violante, Giovanni L., 2018. "Monetary policy and household inequality," Working Paper Series 2170, European Central Bank.
    4. J. Scott Davis & Kevin X. D. Huang & Ayse Sapci, 2020. "Land Price Dynamics and Macroeconomic Fluctuations with Imperfect Substitution in Real Estate Markets," Globalization Institute Working Papers 401, Federal Reserve Bank of Dallas, revised 18 May 2021.
    5. Kristian Blickle, 2017. "Local Banks, Credit Supply, and House Prices," Working Papers on Finance 1811, University of St. Gallen, School of Finance.
    6. Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," LSE Research Online Documents on Economics 90371, London School of Economics and Political Science, LSE Library.
    7. Yu, Feng & Li, Ning & Zhuang, Castiel Chen & Chen, Jingwei, 2024. "Can rising urban house prices actually limit the outward FDI by firms in a home country? A story from China," Journal of International Money and Finance, Elsevier, vol. 147(C).
    8. Martin, Alberto & Moral-Benito, Enrique & Schmitz, Tom, 2019. "The financial transmission of housing bubbles: evidence from Spain," Working Paper Series 2245, European Central Bank.
    9. James Cloyne & Clodomiro Ferreira & Maren Froemel & Paolo Surico, 2018. "Monetary Policy, Corporate Finance and Investment," NBER Working Papers 25366, National Bureau of Economic Research, Inc.
    10. Saleem Bahaj & Angus Foulis & Gabor Pinter & Paolo Surico, 2018. "Employment and the Collateral Channel of Monetary Policy," Discussion Papers 1832, Centre for Macroeconomics (CFM).
    11. Andreas Joseph & Christiane Kneer & Neeltje van Horen & Jumana Saleheen, 2019. "All you need is cash: corporate cash holdings and investment after the financial crisis," Bank of England Staff Working Paper series 843, Bank of England.
    12. Jagjit S. Chadha & Richard Barwell, 2019. "Renewing our Monetary Vows: Open Letters to the Governor of the Bank of England," National Institute of Economic and Social Research (NIESR) Occasional Papers 58, National Institute of Economic and Social Research.
    13. Ryan Niladri Banerjee & Kristian S Blickle, 2016. "Housing collateral and small firm activity in Europe," BIS Working Papers 575, Bank for International Settlements.
    14. Cumming, Fergus, 2022. "Mortgage cash-flows and employment," European Economic Review, Elsevier, vol. 144(C).
    15. Sebastian Doerr, 2019. "Unintended side effects: stress tests, entrepreneurship, and innovation," BIS Working Papers 823, Bank for International Settlements.
    16. Lu Zhang & Arzu Uluc & Dirk Bezemer, 2017. "Did pre-crisis mortgage lending limit post-crisis corporate lending? Evidence from UK bank balance sheets," Bank of England Staff Working Paper series 651, Bank of England.
    17. Fergus Cumming, 2018. "Mortgages, cash-flow shocks and local employment," Bank of England Staff Working Paper series 773, Bank of England.
    18. J. Scott Davis & Kevin X. D. Huang & Ayse Sapci, 2020. "Imperfect substitution in real estate markets and the effect of housing demand on corporate investment," Vanderbilt University Department of Economics Working Papers 20-00002, Vanderbilt University Department of Economics.

  21. Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015. "What do VARs Tell Us about the Impact of a Credit Supply Shock?," Working Papers 739, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. David Finck & Paul Rudel, 2023. "Do credit supply shocks have asymmetric effects?," Empirical Economics, Springer, vol. 64(4), pages 1559-1597, April.
    2. Alessandro Girardi & Marco Ventura, 2021. "Measuring credit crunch in Italy: evidence from a survey-based indicator," Annals of Operations Research, Springer, vol. 299(1), pages 567-592, April.
    3. Daniel Kaufmann, 2017. "Is Deflation Costly After All? The Perils of Erroneous Historical Classifications," IRENE Working Papers 17-09, IRENE Institute of Economic Research.
    4. Gian Paulo Soave, 2023. "A panel threshold VAR with stochastic volatility-in-mean model: an application to the effects of financial and uncertainty shocks in emerging economies," Applied Economics, Taylor & Francis Journals, vol. 55(4), pages 397-431, January.
    5. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2020. "Financial shocks and inflation dynamics," Working Papers 2020-13, Swiss National Bank.
    6. Frangiamore, Francesco & Matarrese, Marco Maria, 2025. "Government spending multipliers and financial fragility in Italy," Economic Modelling, Elsevier, vol. 145(C).
    7. Mirela S. Miescu & Haroon Mumtaz, 2024. "Corporate Earnings Announcements And Economic Activity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(4), pages 1777-1793, November.
    8. Kuhelika De, 2025. "Asymmetric Shocks and the Role of Exchange Rate in Emerging Markets: Evidence from India," Open Economies Review, Springer, vol. 36(2), pages 607-649, April.
    9. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020. "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics 404, University of Goettingen, Department of Economics.
    10. Kanngiesser, Derrick & Martin, Reiner & Maurin, Laurent & Moccero, Diego, 2017. "Estimating the impact of shocks to bank capital in the euro area," Working Paper Series 2077, European Central Bank.
    11. Laurent Maurin, 2019. "Weakness of investment in Portugal: what role do credit supply and fiscal consolidation shocks play?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 18(1), pages 19-45, February.
    12. Borsuk, Marcin & Przeworska, Joanna & Saunders, Anthony & Serwa, Dobromił, 2024. "The macroeconomic costs of the bank tax," Journal of Financial Stability, Elsevier, vol. 72(C).
    13. Maurin, Laurent & Andersson, Malin & Rusinova, Desislava, 2021. "Market finance as a spare tyre? Corporate investment and access to bank credit in Europe," EIB Working Papers 2021/09, European Investment Bank (EIB).
    14. George J. Bratsiotis & Konstantinos Theodoridis, 2020. "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," Economics Discussion Paper Series 2014, Economics, The University of Manchester.
    15. Kanngiesser Derrick & Martin Reiner & Maurin Laurent & Moccero Diego, 2020. "The macroeconomic impact of shocks to bank capital buffers in the Euro Area," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-17, January.
    16. Martin Bruns & Helmut Lütkepohl, 2026. "Review of Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 2155, DIW Berlin, German Institute for Economic Research.
    17. Kwon, Dohyoung, 2020. "Risk Shocks and Credit Spreads," Journal of Macroeconomics, Elsevier, vol. 64(C).
    18. von Schweinitz, Gregor, 2023. "The importance of credit demand for business cycle dynamics," IWH Discussion Papers 21/2023, Halle Institute for Economic Research (IWH).
    19. Andersson, Malin & Maurin, Laurent & Rusinova, Desislava, 2021. "Market finance as a spare tyre? Corporate investment and access to bank credit in Europe," Working Paper Series 2606, European Central Bank.
    20. Jelena Zivanovic, 2019. "What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?," Staff Working Papers 19-38, Bank of Canada.
    21. Dobromił Serwa & Piotr Wdowiński, 2017. "Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(4), pages 323-357, December.
    22. Bartoletto, Silvana & Chiarini, Bruno & Marzano, Elisabetta & Piselli, Paolo, 2019. "Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    23. Feng Min & Fenghua Wen & Jiayu Xu & Nan Wu, 2023. "Credit supply, house prices, and financial stability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2088-2108, April.
    24. Helmut Herwartz & Simone Maxand & Hannes Rohloff, 2022. "The Link between Monetary Policy, Stock Prices, and House Prices—Evidence from a Statistical Identification Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-53, December.
    25. Olli Palm'en, 2020. "Inflation Dynamics of Financial Shocks," Papers 2006.03301, arXiv.org.
    26. Eul Noh, 2024. "Revisiting the effects of conventional and unconventional monetary policies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 943-951, August.
    27. Elijah Broadbent & Huberto M. Ennis & Tyler Pike & Horacio Sapriza, 2024. "Bank Lending Standards and the U.S. Economy," Working Paper 24-07, Federal Reserve Bank of Richmond.
    28. Kurt Graden Lunsford, 2015. "Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy," Working Papers (Old Series) 1528, Federal Reserve Bank of Cleveland.
    29. Liyu Dou & Paul Ho & Thomas A. Lubik, 2023. "Max-Share Misidentification," Working Paper 25-02, Federal Reserve Bank of Richmond.
    30. Guevara, Carlos & Rodríguez, Gabriel, 2020. "The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    31. Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32, April.
    32. Breitenlechner, Max & Mathy, Gabriel P. & Scharler, Johann, 2021. "Decomposing the U.S. Great Depression: How important were loan supply shocks?," Explorations in Economic History, Elsevier, vol. 79(C).
    33. Barauskaitė Griškevičienė, Kristina & Nguyen, Anh D.M. & Rousová, Linda & Cappiello, Lorenzo, 2022. "The impact of credit supply shocks in the euro area: market-based financing versus loans," Working Paper Series 2673, European Central Bank.
    34. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2022. "Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    35. Bahadir, Berrak & De, Kuhelika & Lastrapes, William D., 2020. "Household debt, consumption and inequality," Journal of International Money and Finance, Elsevier, vol. 109(C).
    36. Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021. "Global Credit Shocks and Real Economies," MAGKS Papers on Economics 202116, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    37. Bańbura, Marta & Albani, Maria & Ambrocio, Gene & Bursian, Dirk & Buss, Ginters & de Winter, Jasper & Gavura, Miroslav & Giordano, Claire & Júlio, Paulo & Le Roux, Julien & Lozej, Matija & Malthe-Thag, 2018. "Business investment in EU countries," Occasional Paper Series 215, European Central Bank.
    38. Andrea Carriero & Alessio Volpicella, 2022. "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers 0322, School of Economics, University of Surrey.
    39. Altavilla, Carlo & Pariès, Matthieu Darracq & Nicoletti, Giulio, 2019. "Loan supply, credit markets and the euro area financial crisis," Journal of Banking & Finance, Elsevier, vol. 109(C).
    40. Jentsch, Carsten & Lunsford, Kurt G., 2016. "Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States," Working Papers 16-10, University of Mannheim, Department of Economics.
    41. Erkmen G. Aslim & Shin‐Yi Chou & Kuhelika De, 2024. "Business cycles and healthcare employment," Health Economics, John Wiley & Sons, Ltd., vol. 33(9), pages 2123-2161, September.

  22. Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2015. "Do contractionary monetary policy shocks expand shadow banking?," Bank of England Staff Working Paper series 521, Bank of England.

    Cited by:

    1. Jiang, Bo & Fu, Liang, 2025. "Corporate investment and shadow banking channel of monetary policy," Emerging Markets Review, Elsevier, vol. 67(C).
    2. Xing Chen & Yilei Wu & Yi Ding & Tongxin Zhang, 2025. "RETRACTED ARTICLE: Exploring the Nexus of Liquidity Regulation, Bank Risk-Taking, and Shadow Banking: A Comprehensive Analysis of Chinese Commercial Banks," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(1), pages 601-629, March.
    3. Huang, Min & Jiang, Hai & Zhang, Shaohua, 2025. "Nonlinear effects of shadow banking on banks' systemic risk," Pacific-Basin Finance Journal, Elsevier, vol. 93(C).
    4. sheunesu zhou, 2020. "Shadow Banking, Bank Liquidity and Monetary Policy Shocks in Emerging Countries: A Panel VAR Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 11(6), pages 46-59.
    5. Martin Feldkircher & Florian Huber, 2018. "Unconventional U.S. Monetary Policy: New Tools, Same Channels?," JRFM, MDPI, vol. 11(4), pages 1-31, October.
    6. Beck, Günter Wilfried & Kotz, Hans-Helmut, 2016. "Euro area shadow banking activities in a low-interest-rate environment: A flow-of-funds perspective," SAFE White Paper Series 37, Leibniz Institute for Financial Research SAFE.
    7. Gebauer, Stefan & Mazelis, Falk, 2018. "The Role of Shadow Banking for Financial Regulation," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181581, Verein für Socialpolitik / German Economic Association.
    8. Zhang, Qiuyue & Que, Jiangjing & Qin, Xiuting, 2023. "Regional financial technology and shadow banking activities of non-financial firms: Evidence from China," Journal of Asian Economics, Elsevier, vol. 86(C).
    9. Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2025. "The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution, and Drivers," Staff Reports 1149, Federal Reserve Bank of New York.
    10. Ahn, JaeBin & Kim, Youngju & Lim, Hyunjoon, 2025. "Assessing the bank lending channel of macroprudential policy: Evidence from the loan-to-deposit ratio regulation in Korea," Journal of Banking & Finance, Elsevier, vol. 180(C).
    11. Martin Hodula, 2018. "Off the Radar: Exploring the Rise of Shadow Banking in the EU," Working Papers 2018/16, Czech National Bank, Research and Statistics Department.
    12. Kaufmann, Christoph & Leyva, Jaime & Storz, Manuela, 2024. "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Paper Series 2892, European Central Bank.
    13. Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Fiscal policy shocks and stock prices in the United States," European Economic Review, Elsevier, vol. 129(C).
    14. Garik A. Petrosyan & Narek N. Karapetyan & Andranik A. Margaryan & Aleksei N. Sokolov & Irina I. Yakovleva & Anton I. Votinov, 2024. "Bayesian Approach to Forecasting Aggregate Taxes of the Republic of Armenia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 51-67, June.
    15. Lim, Hyunjoon, 2025. "Do firm and lender characteristics matter in monetary policy transmission? Evidence from Korean loan-level data," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 256-268.
    16. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022. "The fall in shadow banking and the slow U.S. recovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    17. Emil Adamek & Jan Janku, 2022. "What Drives Small Business Crowdfunding? Impact of Macroeconomic and Financial Factors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 72(2), pages 172-196, June.
    18. Alexander Herman & Ms. Deniz O Igan & Mr. Juan Sole, 2015. "The Macroeconomic Relevance of Credit Flows: An Exploration of U.S. Data," IMF Working Papers 2015/143, International Monetary Fund.
    19. Pan, Hongjie & Wang, Zhaojie & Ding, Shusheng & Yu, Guangsheng, 2025. "Credit risk assessment of shadow banking: Evidence from China," Research in International Business and Finance, Elsevier, vol. 77(PB).
    20. Beck, Günter Wilfried & Kotz, Hans-Helmut & Zabelina, Natalia, 2016. "Lost in translation? ECB's monetary impulses and financial intermediaries' responses," SAFE White Paper Series 36, Leibniz Institute for Financial Research SAFE.
    21. Holm-Hadulla, Fédéric & Mazelis, Falk & Rast, Sebastian, 2023. "Bank and non-bank balance sheet responses to monetary policy shocks," Economics Letters, Elsevier, vol. 222(C).
    22. Coussin, Maximilien, 2025. "The multifaceted effect of monetary policy on U.S. credit aggregates," Journal of Macroeconomics, Elsevier, vol. 84(C).
    23. David Elliott & Ralf R. Meisenzahl & José-Luis Peydró, 2023. "Nonbank Lenders as Global Shock Absorbers: Evidence from US Monetary Policy Spillovers," Working Paper Series WP 2023-29, Federal Reserve Bank of Chicago.
    24. Boris Hofmann & Gert Peersman, 2017. "Monetary policy transmission and trade-offs in the United States: Old and new," BIS Working Papers 649, Bank for International Settlements.
    25. Istiak, Khandokar & Serletis, Apostolos, 2020. "Risk, uncertainty, and leverage," Economic Modelling, Elsevier, vol. 91(C), pages 257-273.
    26. Valentin Jouvanceau, 2019. "Quantitative Easing and Excess Reserves," Working Papers 1910, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon.
    27. Istiak, Khandokar, 2019. "The nature of shadow bank leverage shocks on the macroeconomy," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    28. Dominic Cucic & Denis Gorea, 2024. "Non-bank lending and the transmission of monetary policy," BIS Working Papers 1211, Bank for International Settlements.
    29. Pirozhkova, Ekaterina & Viegi, Nicola, 2025. "The bank lending channel of monetary policy transmission in South Africa," The Quarterly Review of Economics and Finance, Elsevier, vol. 104(C).
    30. François-Éric Racicot & Raymond Théoret, 2022. "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
    31. Kairong Xiao, 2018. "Monetary Transmission through Shadow Banks," 2018 Meeting Papers 616, Society for Economic Dynamics.
    32. Yan, Cheng & Lian, Yujun & Xu, Xiangxiang & Chen, Chang-Chih, 2025. "Share pledge lending, monetary policy, and shadow banking nexus," Pacific-Basin Finance Journal, Elsevier, vol. 92(C).
    33. Hongjie Pan & Hong Fan, 2024. "Systemic Risk Arising from Shadow Banking and Sustainable Development: A Study of Wealth Management Products in China," Sustainability, MDPI, vol. 16(10), pages 1-26, May.
    34. Dimitrios Psychoyios & Olympia Missiou & Theologos Dergiades, 2019. "Energy based estimation of the Shadow Economy: The role of Governance Quality," Discussion Paper Series 2019_07, Department of Economics, University of Macedonia, revised Nov 2019.
    35. Tang, Ying & Li, Zhiyong & Chen, Jing & Deng, Chao, 2021. "Liquidity creation cyclicality, capital regulation and interbank credit: Evidence from Chinese commercial banks," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    36. Cozzi, Gabriele & Darracq Pariès, Matthieu & Karadi, Peter & Körner, Jenny & Kok, Christoffer & Mazelis, Falk & Nikolov, Kalin & Rancoita, Elena & Van der Ghote, Alejandro & Weber, Julien, 2020. "Macroprudential policy measures: macroeconomic impact and interaction with monetary policy," Working Paper Series 2376, European Central Bank.
    37. Iñaki Aldasoro & Sebastian Doerr & Haonan Zhou, 2023. "Non-bank lending during crises," BIS Working Papers 1074, Bank for International Settlements.
    38. Philipp Kirchner, 2020. "On shadow banking and fiÂ…nancial frictions in DSGE modeling," MAGKS Papers on Economics 202019, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    39. Torres, Nicolás & Villarraga, Juan-Pablo & Sánchez, Wendy & Upegui, Sebastián, 2023. "Política monetaria contractiva en el control de la inflación: caso de estudio de las principales ciudades de Colombia [Contractionary monetary policy in inflation control: A case study of Colombia's major cities]," MPRA Paper 121192, University Library of Munich, Germany, revised 2023.
    40. Hodula, Martin & Melecky, Ales & Machacek, Martin, 2020. "Off the radar: Factors behind the growth of shadow banking in Europe," Economic Systems, Elsevier, vol. 44(3).
    41. Cafiso, Gianluca & Rivolta, Giulia, 2024. "Conventional monetary interventions through the credit channel and the rise of non-bank institutions," Economic Systems, Elsevier, vol. 48(1).
    42. Miescu, Mirela & Mumtaz, Haroon & Theodoridis, Konstantinos, 2024. "Non-linear Dynamics of Oil Supply News Shocks," Cardiff Economics Working Papers E2024/18, Cardiff University, Cardiff Business School, Economics Section.
    43. Gebauer, Stefan & Mazelis, Falk, 2023. "Macroprudential regulation and leakage to the shadow banking sector," European Economic Review, Elsevier, vol. 154(C).
    44. Zoltan Jakab & Michael Kumhof, 2018. "Banks are not intermediaries of loanable funds — facts, theory and evidence," Bank of England Staff Working Paper series 761, Bank of England.
    45. Yang, Liu & van Wijnbergen, S. & Qi, Xiaotong & Yi, Yuhuan, 2019. "Chinese shadow banking, financial regulation and effectiveness of monetary policy," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    46. Si, Deng-Kui & Li, Xiao-Lin, 2022. "Shadow banking business and firm risk-taking: Evidence from China," Research in International Business and Finance, Elsevier, vol. 62(C).
    47. Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32, April.
    48. C. Bora Durdu & Molin Zhong, 2023. "Understanding Bank and Nonbank Credit Cycles: A Structural Exploration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 103-142, February.
    49. Apostolos Serletis, "undated". "Monetary Policy and Leverage Shocks," Working Papers 2016-45, Department of Economics, University of Calgary, revised 23 Nov 2016.
    50. Tuzcuoglu, Kerem, 2024. "Nonlinear transmission of international financial stress," Economic Modelling, Elsevier, vol. 139(C).
    51. Martin Hodula & Martin Macháček & Aleš Melecký, 2020. "Placing the Czech Shadow Banking Sector under the Light," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(1), pages 3-28.
    52. Calmès, Christian & Théoret, Raymond, 2020. "Bank fee-based shocks and the U.S. business cycle," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    53. Giuzio, Margherita & Kapadia, Sujit & Kaufmann, Christoph & Storz, Manuela & Weistroffer, Christian, 2025. "Macroprudential policy, monetary policy and non-bank financial intermediation," Working Paper Series 3130, European Central Bank.
    54. Giuzio, Margherita & Kaufmann, Christoph & Ryan, Ellen & Cappiello, Lorenzo, 2021. "Investment funds, risk-taking, and monetary policy in the euro area," Working Paper Series 2605, European Central Bank.
    55. Canh P. Nguyen & Christophe Schinckus & Dinh Su Thanh, 2020. "Economic Fluctuations And The Shadow Economy: A Global Study," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 20(03), pages 1-24, September.
    56. Evans, Jocelyn D. & Robertson, Mari L., 2018. "The effects of the Fed’s monetary tightening campaign on nonbank mortgage lending," Economics Letters, Elsevier, vol. 171(C), pages 164-168.
    57. Arora, Dhulika & Kashiramka, Smita, 2023. "What drives the growth of shadow banks? Evidence from emerging markets," Emerging Markets Review, Elsevier, vol. 54(C).
    58. Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri, 2017. "Shadow Banks and Macroeconomic Instability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(7), pages 1483-1516, October.
    59. Huang, Min & Jiang, Hai, 2025. "Shadow banking, macroprudential policy and banks’ systemic risk," Research in International Business and Finance, Elsevier, vol. 77(PB).
    60. Michael Kumhof & Xuan Wang, 2020. "Banks, Money, and the Zero Lower Bound on Deposit Rates," Tinbergen Institute Discussion Papers 20-050/VI, Tinbergen Institute.
    61. Kirchner Philipp, 2020. "On Shadow Banking and Financial Frictions in DSGE Modeling," Review of Economics, De Gruyter, vol. 71(2), pages 101-133, August.

  23. Gabor Pinter, 2015. "House prices and job losses," Bank of England Staff Working Paper series 569, Bank of England.

    Cited by:

    1. Saleem Bahaj & Angus Foulis & Gabor Pinter, 2017. "Home values and firm behaviour," Bank of England Staff Working Paper series 679, Bank of England.
    2. Ma, Li & Sang, Di, 2024. "Would carbon tax policy promote real estate prices?," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    3. Kristian Blickle, 2017. "Local Banks, Credit Supply, and House Prices," Working Papers on Finance 1811, University of St. Gallen, School of Finance.
    4. Liu, Huake & Nie, He & Sang, Di & Wang, Yu & Zhang, Xueren, 2025. "Optimizing green subsidy policies for decarbonization in Southeast Asia's real estate sector," Energy Economics, Elsevier, vol. 144(C).
    5. Saleem Bahaj & Angus Foulis & Gabor Pinter, 2016. "The Residential Collateral Channel," Discussion Papers 1607, Centre for Macroeconomics (CFM), revised Jun 2016.
    6. Javier Ferri & Francisca Herranz-Baez, 2023. "Building on fiscal policy: government consumption and the residential sector. When helping hurts," Working Papers 2023-01, FEDEA.
    7. Teodora Cristina Barbu & Mariana Vu?a & Adina Ionela Strachinaru & Sorin Iulian Cioaca, 2017. "An Assessment of the Immigration Impact on the International Housing Price," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 19(46), pages 682-682, August.
    8. Ryan Niladri Banerjee & Kristian S Blickle, 2016. "Housing collateral and small firm activity in Europe," BIS Working Papers 575, Bank for International Settlements.
    9. Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32, April.
    10. Philip Bunn & Jagjit Chadha & Thomas Lazarowicz & Stephen Millard & Emma Rockall, 2021. "Household debt and labour supply," Bank of England Staff Working Paper series 941, Bank of England.
    11. Philip Arestis & Ana Rosa Gonzales-Martinez, 2017. "Economic precariousness: A new channel in the housing market cycle," FMM Working Paper 12-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    12. Shiu‐Sheng Chen & Tzu‐Yu Lin, 2025. "Predicting UK House Prices Through Stocks Tied to the Housing Market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(8), pages 2478-2493, December.

  24. Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015. "Forecasting with VAR models: fat tails and stochastic volatility," Bank of England Staff Working Paper series 528, Bank of England.

    Cited by:

    1. Praveen Kumar Tripathi & Manika Agarwal, 2024. "A Bayes Analysis of Random Walk Model Under Different Error Assumptions," Annals of Data Science, Springer, vol. 11(5), pages 1635-1652, October.
    2. Bui, Huynh Tuan Duy & Herwartz, Helmut & Wang, Shu, 2025. "Central bank announcements and monitoring portfolio risks," International Review of Economics & Finance, Elsevier, vol. 103(C).
    3. Zhang, Bo & Nguyen, Bao H. & Sun, Chuanwang, 2024. "Forecasting oil prices: Can large BVARs help?," Energy Economics, Elsevier, vol. 137(C).
    4. Michele Lenza & Giorgio E. Primiceri, 2022. "How to estimate a vector autoregression after March 2020," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 688-699, June.
    5. Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung, 2019. "Point and density forecasts of oil returns: The role of geopolitical risks," Resources Policy, Elsevier, vol. 62(C), pages 580-587.
    6. Ellington, Michael, 2022. "Fat tails, serial dependence, and implied volatility index connections," European Journal of Operational Research, Elsevier, vol. 299(2), pages 768-779.
    7. Valentina Aprigliano & Alessandro Borin & Francesco Paolo Conteduca & Simone Emiliozzi & Marco Flaccadoro & Sabina Marchetti & Stefania Villa, 2021. "Forecasting Italian GDP growth with epidemiological data," Questioni di Economia e Finanza (Occasional Papers) 664, Bank of Italy, Economic Research and International Relations Area.
    8. Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2022. "An automated prior robustness analysis in Bayesian model comparison," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 583-602, April.
    9. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2022. "Addressing COVID-19 outliers in BVARs with stochastic volatility," Discussion Papers 13/2022, Deutsche Bundesbank.
    10. Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "VAR Models with Non-Gaussian Shocks," Discussion Papers 1609, Centre for Macroeconomics (CFM).
    11. Magnus Reif, 2018. "Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates," ifo Working Paper Series 265, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    12. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019. "Forecasting with instabilities: an application to DSGE models with financial frictions," Temi di discussione (Economic working papers) 1234, Bank of Italy, Economic Research and International Relations Area.
    13. Fuentes, Fernanda & Herrera, Rodrigo & Clements, Adam, 2023. "Forecasting extreme financial risk: A score-driven approach," International Journal of Forecasting, Elsevier, vol. 39(2), pages 720-735.
    14. Joel Hinaunye Eita & Charles Raoul Tchuinkam Djemo, 2022. "Quantifying Foreign Exchange Risk in the Selected Listed Sectors of the Johannesburg Stock Exchange: An SV-EVT Pairwise Copula Approach," IJFS, MDPI, vol. 10(2), pages 1-29, April.
    15. Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2023. "Large Time‐Varying Volatility Models for Hourly Electricity Prices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 545-573, June.
    16. Markus Heinrich & Magnus Reif, 2018. "Forecasting using mixed-frequency VARs with time-varying parameters," ifo Working Paper Series 273, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    17. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS) 1159, University of Warwick, Department of Economics.
    18. Kiss, Tamás & Österholm, Pär, 2020. "Corona, Crisis and Conditional Heteroscedasticity," Working Papers 2020:2, Örebro University, School of Business.
    19. Zhang, Bo & Nguyen, Bao H., 2020. "Real-time forecasting of the Australian macroeconomy using Bayesian VARs," Working Papers 2020-12, University of Tasmania, Tasmanian School of Business and Economics.
    20. Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España.
    21. Cross, Jamie & Poon, Aubrey, 2016. "Forecasting structural change and fat-tailed events in Australian macroeconomic variables," Economic Modelling, Elsevier, vol. 58(C), pages 34-51.
    22. Chenghan Hou & Bao Nguyen & Bo Zhang, 2023. "Real‐time forecasting of the Australian macroeconomy using flexible Bayesian VARs," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 418-451, March.
    23. Nguyen, BH & Zhang, Bo, 2022. "Forecasting oil Prices: can large BVARs help?," Working Papers 2022-04, University of Tasmania, Tasmanian School of Business and Economics.
    24. Liu, Xiaochun, 2019. "On tail fatness of macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 62(C).
    25. Walid Mansour & Hechem Ajmi & Karima Saci, 2022. "Regulatory policies in the global Islamic banking sector in the outbreak of COVID-19 pandemic," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(3), pages 265-287, September.
    26. Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2022. "The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area," Finance Research Letters, Elsevier, vol. 46(PA).
    27. Karlsson, Sune & Mazur, Stepan, 2020. "Flexible Fat-tailed Vector Autoregression," Working Papers 2020:5, Örebro University, School of Business.
    28. Chen, Ji & Yang, Xinglin & Liu, Xiliang, 2022. "Learning, disagreement and inflation forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    29. Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021. "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers 2021:9, Örebro University, School of Business.
    30. Kiss, Tamas & Nguyen, Hoang & Österholm, Pär, 2022. "Modelling Okun’s Law – Does non-Gaussianity Matter?," Working Papers 2022:1, Örebro University, School of Business.
    31. Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Papers 2305.16827, arXiv.org.
    32. Anastasios Evgenidis & Apostolos Fasianos, 2021. "Unconventional Monetary Policy and Wealth Inequalities in Great Britain," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 115-175, February.
    33. Joshua C.C. Chan, 2015. "Large Bayesian VARs: A flexible Kronecker error covariance structure," CAMA Working Papers 2015-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    34. Siddhartha Chib & Minchul Shin & Fei Tan, 2020. "High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗," Working Papers 20-35, Federal Reserve Bank of Philadelphia.
    35. Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 17-15R, Federal Reserve Bank of Cleveland.
    36. Joshua C. C. Chan, 2019. "Large Bayesian Vector Autoregressions," CAMA Working Papers 2019-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    37. Gong, Xiao-Li & Liu, Xi-Hua & Xiong, Xiong & Zhuang, Xin-Tian, 2019. "Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles," Chaos, Solitons & Fractals, Elsevier, vol. 121(C), pages 129-136.
    38. Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021. "Vector autoregression models with skewness and heavy tails," Working Papers 2021:8, Örebro University, School of Business.
    39. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2021. "Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty," Journal of Econometrics, Elsevier, vol. 225(1), pages 47-73.
    40. Jean-Jacques Forneron, 2019. "A Sieve-SMM Estimator for Dynamic Models," Papers 1902.01456, arXiv.org, revised Jan 2023.
    41. David Kohns & Galina Potjagailo, 2023. "Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity," Bank of England Staff Working Paper series 1025, Bank of England.
    42. James Cloyne & Joseba Martinez & Haroon Mumtaz & Paolo Surico, 2023. "The Dynamic Effects of Income Tax Changes in a World of Ideas," Working Papers 970, Queen Mary University of London, School of Economics and Finance.
    43. Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87, April.
    44. Bobeica, Elena & Hartwig, Benny, 2023. "The COVID-19 shock and challenges for inflation modelling," International Journal of Forecasting, Elsevier, vol. 39(1), pages 519-539.
    45. Markus Heinrich & Magnus Reif, 2020. "Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters," CESifo Working Paper Series 8054, CESifo.
    46. Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32, April.
    47. Ishaya Tambari & Pierre Failler, 2020. "Determining If Oil Prices Significantly Affect Renewable Energy Investment in African Countries with Energy Security Concerns," Energies, MDPI, vol. 13(24), pages 1-21, December.
    48. Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022. "Bayesian Forecasting in Economics and Finance: A Modern Review," Papers 2212.03471, arXiv.org, revised Jul 2023.
    49. Mumtaz, Haroon & Ruch, Franz Ulrich, 2023. "Policy Uncertainty and Aggregate Fluctuations : Evidence from Emerging and Developed Economies," Policy Research Working Paper Series 10564, The World Bank.
    50. Christian Hotz-Behofsits & Florian Huber & Thomas O. Zorner, 2018. "Predicting crypto-currencies using sparse non-Gaussian state space models," Papers 1801.06373, arXiv.org, revised Feb 2018.
    51. Hartwig, Benny, 2022. "Bayesian VARs and prior calibration in times of COVID-19," Discussion Papers 52/2022, Deutsche Bundesbank.
    52. Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
    53. Galdi, Giulio & Casarin, Roberto & Ferrari, Davide & Fezzi, Carlo & Ravazzolo, Francesco, 2023. "Nowcasting industrial production using linear and non-linear models of electricity demand," Energy Economics, Elsevier, vol. 126(C).
    54. Haroon Mumtaz & Sofia Velasco, 2026. "A Dynamic Factor Model for Level and Volatility," Papers 2604.03681, arXiv.org.
    55. James Cloyne & Joseba Martinez & Haroon Mumtaz & Paolo Surico, 2024. "Taxes, Innovation and Productivity," Working Papers 979, Queen Mary University of London, School of Economics and Finance.
    56. Joshua Chan, 2023. "BVARs and Stochastic Volatility," Papers 2310.14438, arXiv.org.
    57. Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017. "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1124-1143.
    58. Legrand, Romain, 2018. "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper 88925, University Library of Munich, Germany.
    59. Gambetti, Luca & Musso, Alberto, 2020. "The effects of the ECB’s expanded asset purchase programme," European Economic Review, Elsevier, vol. 130(C).
    60. Bobeica, Elena & Hartwig, Benny, 2021. "The COVID-19 shock and challenges for time series models," Working Paper Series 2558, European Central Bank.
    61. Gong, Xiao-Li & Liu, Xi-Hua & Xiong, Xiong & Zhang, Wei, 2020. "Research on China's financial systemic risk contagion under jump and heavy-tailed risk," International Review of Financial Analysis, Elsevier, vol. 72(C).
    62. Markus K. Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2019. "Feedbacks: Financial Markets and Economic Activity," Working Papers 257, Princeton University, Department of Economics, Center for Economic Policy Studies..
    63. Siddhartha Chib & Minchul Shin & Fei Tan, 2023. "DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 69-111, January.

  25. Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2014. "Fat-tails in VAR Models," Working Papers 714, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Dimitrakopoulos, Stefanos, 2017. "Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility," Economics Letters, Elsevier, vol. 150(C), pages 10-14.
    2. Ivan Petrella & Davide Delle Monache, 2016. "Adaptive models and heavy tails," Bank of England Staff Working Paper series 577, Bank of England.
    3. Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "Bayesian Vector Autoregressions with Non-Gaussian Shocks," CReMFi Discussion Papers 5, CReMFi, School of Economics and Finance, QMUL.
    4. Michal Franta, 2015. "Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence," Working Papers 2015/04, Czech National Bank, Research and Statistics Department.

  26. Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2014. "What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis," Working Papers 716, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi, April.
    2. Altavilla, Carlo & Darracq Pariès, Matthieu & Nicoletti, Giulio, 2015. "Loan supply, credit markets and the euro area financial crisis," Working Paper Series 1861, European Central Bank.

  27. Gabor Pinter & Konstantinos Theodoridis & Tony Yates, 2013. "Risk news shocks and the business cycle," Bank of England Staff Working Paper series 483, Bank of England.

    Cited by:

    1. Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz, 2014. "Identification of financial factors in economic fluctuations," KOF Working papers 14-364, KOF Swiss Economic Institute, ETH Zurich.
    2. Gunes Kamber & Konstantinos Theodoridis & Christoph Thoenissen, 2014. "News-Driven Business Cycles in Small Open Economies," CAMA Working Papers 2014-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, revised Oct 2014.
    3. Michael Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2018. "The Zero Lower Bound and Endogenous Uncertainty," Economic Journal, Royal Economic Society, vol. 128(611), pages 1730-1757, June.
    4. Andrej Sokol & Ambrogio Cesa-Bianchi, 2017. "The International Credit Channel of U.S. Monetary Policy and Financial Shocks," 2017 Meeting Papers 724, Society for Economic Dynamics.
    5. Gabor Pinter, 2016. "The macroeconomic shock with the highest price of risk," Bank of England Staff Working Paper series 616, Bank of England.
    6. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial regimes and uncertainty shocks," BCAM Working Papers 1404, Birkbeck Centre for Applied Macroeconomics.
    7. Gabriela Castro & José R. Maria & Paulo Júlio, 2015. "Financial Fragmentation Shocks," Working Papers w201508, Banco de Portugal, Economics and Research Department.
    8. Cesa-Bianchi, Ambrogio & Sokol, Andrej, 2022. "Financial shocks, credit spreads, and the international credit channel," Journal of International Economics, Elsevier, vol. 135(C).
    9. Cristina Fuentes-Albero, 2018. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series 2018-054, Board of Governors of the Federal Reserve System (U.S.).

  28. Mr. Hamid R Davoodi & S. V. S. Dixit & Gabor Pinter, 2013. "Monetary Transmission Mechanism in the East African Community: An Empirical Investigation," IMF Working Papers 2013/039, International Monetary Fund.

    Cited by:

    1. Hassen GUENICHI & Hamdi KHALFAOUI, 2019. "Monetary policy and economic growth," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 10(2), pages 49-68, December.
    2. Rex A McKenzie, 2015. "Monetary transmission in Africa: a review of official sources," Economics Discussion Papers 2015-7, School of Economics, Kingston University London.
    3. Ifeoma Florence Onaga & Augustine C. Arize & Josaphat U. J Onwumere & Ebere Ume Kalu, 2023. "Monetary policy transmission channels and the performance of the real sectors in selected sub-Saharan African countries: a system-GMM approach," Future Business Journal, Springer, vol. 9(1), pages 1-15, December.
    4. BIKAI, J. Landry & KENKOUO, Guy Albert, 2015. "Analysis and evaluation of the Monetary Policy Transmission Channels in the CEMAC: A SVAR and SPVAR Approaches," MPRA Paper 78227, University Library of Munich, Germany.
    5. Hénock Muanza Katuala, 2020. "Monetary Policy, Monetary Stability And Economic Growth In The Democratic Republic Of Congo [Politique Monetaire, Stabilite Monetaire Et Croissance Economique En Republique Democratique Du Congo]," Working Papers hal-02616124, HAL.
    6. Ebenezer Olamide & Andrew Maredza & Kanayo Ogujiuba, 2022. "Monetary Policy, External Shocks and Economic Growth Dynamics in East Africa: An S-VAR Model," Sustainability, MDPI, vol. 14(6), pages 1-19, March.
    7. International Monetary Fund, 2015. "Angola: Selected Issues," IMF Staff Country Reports 2015/302, International Monetary Fund.
    8. Famoroti Jonathan Olusegun & Adeleke Omolade, 2022. "Impact of monetary policy transmission mechanism in West African countries," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Paradigm, vol. 32(1), pages 20-42, March.
    9. Camelia Minoui & Charles Abuka & Ronnie K. Alinda & Jose-Luis Peydro & Andrea F. Presbitero, 2015. "Monetary Policy in a Developing Country: Loan applications and Real effects," NCID Working Papers 09/2015, Navarra Center for International Development, University of Navarra.
    10. Simplice A. Asongu & Jacinta C. Nwachukwu & Vanessa S. Tchamyou, 2017. "A summary of a survey on proposed African monetary unions," Research Africa Network Working Papers 17/008, Research Africa Network (RAN).
    11. Awdeh Ali, 2018. "Long-run and Short-run Monetary Policy Transmission Channels in Lebanon," Review of Middle East Economics and Finance, De Gruyter, vol. 14(1), pages 1-26, April.
    12. Simon, Carl Nally Regi, 2017. "Les canaux de transmission de la politique monetaire en Haiti: une approche narrative (1996-2016) [Monetary transmission channels in Haiti: a narrative approach (1996-2016)]," MPRA Paper 78294, University Library of Munich, Germany.
    13. Simplice Asongu & Jacinta C. Nwachukwu & Vanessa S. Tchamyou, 2015. "A Literature Survey on Proposed African Monetary Unions," Working Papers of the African Governance and Development Institute. 15/042, African Governance and Development Institute..
    14. Nyorekwa, Enock Twinoburyo & Odhiambo, Nicholas Mbaya, 2016. "Can monetary policy drive economic growth? Empirical evidence from Tanzania," Working Papers 21122, University of South Africa, Department of Economics.
    15. Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks And Industrial Output In Brics Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(3), pages 3-24, July-Sept.
    16. Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2020. "The Long Run Stability of Money in the Proposed East African Monetary Union," Research Africa Network Working Papers 20/034, Research Africa Network (RAN).
    17. Bulíř, Aleš & Vlček, Jan, 2021. "Monetary transmission: Are emerging market and low-income countries different?," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 95-108.
    18. Marouane Daoui, 2023. "Monetary Policy and Economic Growth in Developing Countries: A Literature Review," Papers 2303.03162, arXiv.org.
    19. Kimolo, Deogratius & Bashagi, Asimwe & Sanga, Mollel, 2019. "Assessment of Monetary Policy Transmission Mechanism in Tanzania," MPRA Paper 114651, University Library of Munich, Germany.
    20. Jackson, Emerson Abraham & Barrie, Mohamed Samba & Tamuke, Edmund, 2023. "Effectiveness of the Interest Rate Channel of Monetary Policy Transmission Mechanism in Sierra Leone," MPRA Paper 117478, University Library of Munich, Germany, revised 06 May 2023.
    21. Mariam El Hamiani Khatat, 2016. "Monetary Policy in the Presence of Islamic Banking," IMF Working Papers 2016/072, International Monetary Fund.
    22. Mwamkonko, Mussa Ally, 2023. "The Relative Effectiveness of Monetary Policy Transmission Channels in Tanzania: Empirical Lesson for Post COVID-19 Recovery," African Journal of Economic Review, African Journal of Economic Review, vol. 11(01), January.
    23. Mr. Robert Blotevogel, 2013. "Measuring and Mending Monetary Policy Effectiveness Under Capital Account Restrictions: Lessons from Mauritania," IMF Working Papers 2013/077, International Monetary Fund.
    24. Nizam Ahmed Mehedi, 2021. "On The Contribution of Interest Expense (Income) on Total Output," Open Economics, De Gruyter, vol. 4(1), pages 31-56, January.
    25. Jeleta Kebede & Saroja Selvanathan & Athula Naranpanawa, 2024. "Financial inclusion and monetary policy effectiveness in a monetary union: Heterogenous panel approach," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 32(3), pages 779-805, July.
    26. Ranjan Kumar Mohanty & N R Bhanumurthy, 2020. "Asymmetric Monetary Policy Transmission in India:Does Financial Friction Matter?," BASE University Working Papers 03/2020, BASE University, Bengaluru, India.
    27. Rutayisire, Musoni J., 2017. "Modelling interest rate pass-through in Rwanda: is the interest rate dynamics symmetric or asymmetric ?," MPRA Paper 90178, University Library of Munich, Germany, revised 23 Sep 2018.
    28. Joseph Olorunfemi Akande & Farai Kwenda, 2017. "P-SVAR Analysis of Stability in Sub-Saharan Africa Commercial Banks," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 67(3), pages 49-78, july-Sept.
    29. Nyorekwa, Enock Twinoburyo & Odhiambo, Nicholas Mbaya, 2016. "Monetary policy and economic growth in Kenya:The role of money supply and interest rates," Working Papers 20712, University of South Africa, Department of Economics.
    30. Benedicte Vibe Christensen, 2014. "Financial integration in Africa: implications for monetary policy and financial stability," BIS Papers chapters, in: Bank for International Settlements (ed.), The role of central banks in macroeconomic and financial stability, volume 76, pages 11-28, Bank for International Settlements.
    31. Dixit, Shiv & Subramanian, Krishnamurthy, 2020. "Bank Coordination and Monetary Transmission: Evidence from India," MPRA Paper 103169, University Library of Munich, Germany.
    32. Primus, Keyra, 2018. "The effectiveness of monetary policy in small open economies," Journal of Policy Modeling, Elsevier, vol. 40(5), pages 903-933.
    33. Aweng Peter Majok Garang & Hatice Erkekoglu, 2020. "Business Cycles Synchronisation and Symmetries in the Transition to East African Monetary Union," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 495-517, December.
    34. Rozina Shaheen, 2020. "Credit market conditions and impact of monetary policy in a developing economy context," International Economics and Economic Policy, Springer, vol. 17(2), pages 409-425, May.
    35. Moses Nyangu & Nyankomo Marwa & Ashenafi Fanta & Latacz-Lohmann Uwe, 2022. "The Dynamics of Bank Concentration, Competition and Efficiency in the East African Community," Journal of Industry, Competition and Trade, Springer, vol. 22(1), pages 21-49, March.
    36. Samba Diop & Simplice A. Asongu, 2020. "An Index of African Monetary Integration (IAMI)," Working Papers 20/003, European Xtramile Centre of African Studies (EXCAS).
    37. Samahita Phul, 2024. "Efficacy of Monetary Policy Transmission During the Flexible Inflation Targeting Regime in India," South Asian Journal of Macroeconomics and Public Finance, , vol. 13(1), pages 70-99, June.
    38. Bambi Prince Dorian Rivel & Ying Yirong, 2020. "The Effect of Monetary Policy on the General Price Level in the Republic of Congo," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(10), pages 1-96, October.
    39. Patrick, Chileshe M. & Akanbi, Olusegun Ayodele, . "The Relative Importance of the Channels of Monetary Policy Transmission in a Developing Country: The Case of Zambia," African Journal of Economic Review, African Journal of Economic Review, vol. 5(2).
    40. Kishan Abeygunawardana & Chandranath Amarasekara & C. D. Tilakaratne, 2017. "Macroeconomic Effects of Monetary Policy Shocks," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 18(1), pages 21-38, March.
    41. Mishra, Prachi & Montiel, Peter, 2013. "How effective is monetary transmission in low-income countries? A survey of the empirical evidence," Economic Systems, Elsevier, vol. 37(2), pages 187-216.
    42. Chileshe, Patrick Mumbi, 2017. "Banking structure and the bank lending channel of monetary policy transmission: evidence from panel data methods," MPRA Paper 82757, University Library of Munich, Germany.
    43. Keyra Primus, 2016. "The Effectiveness of Monetary Policy in Small Open Economies: An Empirical Investigation," IMF Working Papers 2016/189, International Monetary Fund.
    44. Jimmy ALANI, 2021. "Bank credit and transmission mechanisms of monetary policy in Uganda," Journal of Economics and Political Economy, EconSciences Journals, vol. 8(2), pages 94-157, June.
    45. Mahmoud Hamid Arabi Naeem & Khalafalla Ahmed Mohamed Arabi & Howida Adam El-Maeia, 2023. "Impact of Monetary Policy and its Transmission Mechanism in Sudan," Technium Social Sciences Journal, Technium Science, vol. 41(1), pages 97-129, March.
    46. Mr. Andrew Berg & Ms. Luisa Charry & Mr. Rafael A Portillo & Mr. Jan Vlcek, 2013. "The Monetary Transmission Mechanism in the Tropics: A Narrative Approach," IMF Working Papers 2013/197, International Monetary Fund.
    47. International Monetary Fund, 2015. "Uganda: Staff Report for the 2015 Article IV Consultation and Fourth Review Under the Policy Support Instrument," IMF Staff Country Reports 2015/175, International Monetary Fund.

  29. Peter Gal & Gabor Pinter, 2013. "Capital over the business cycle: renting versus ownership," Bank of England Staff Working Paper series 478, Bank of England.

    Cited by:

    1. Hu, Weiwei & Li, Kai & Xu, Yiming, 2023. "Leasing and the allocation efficiency of finance," Journal of Empirical Finance, Elsevier, vol. 74(C).
    2. Hu, Weiwei & Li, Kai & Xu, Yiming, 2024. "Lease-adjusted productivity measurement," Journal of Banking & Finance, Elsevier, vol. 164(C).
    3. Carolina Correa-Caro & Leandro Medina & Mr. Marcos Poplawski Ribeiro & Mr. Bennett W Sutton, 2018. "Fiscal Stimulus Impact on Firms' Profitability During the Global Financial Crisis," IMF Working Papers 2018/251, International Monetary Fund.
    4. Finkelstein Shapiro, Alan, 2014. "Self-employment and business cycle persistence: Does the composition of employment matter for economic recoveries?," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 200-218.
    5. Alan Finkelstein Shapiro & Andres Gonzalez, 2015. "Macroprudential Policy and Labor Market Dynamics in Emerging Economies," IMF Working Papers 2015/078, International Monetary Fund.

Articles

  1. Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025. "Yield drifts when issuance comes before macro news," Journal of Financial Economics, Elsevier, vol. 165(C).

    Cited by:

    1. Mahyar Kargar & Benjamin Lester & Semih Üslü & Pierre-Olivier Weill, 2026. "The Evolution of the Corporate Bond Market: A Theoretical Analysis," Working Papers 26-27, Federal Reserve Bank of Philadelphia.

  2. Fernando Avalos & Sebastian Doerr & Gabor Pinter, 2025. "The global drivers of private credit," BIS Quarterly Review, Bank for International Settlements, March.

    Cited by:

    1. Iñaki Aldasoro & Sebastian Doerr & Daniel Rees, 2026. "Financing the AI boom: from cash flows to debt," BIS Bulletins 120, Bank for International Settlements.
    2. Sebastian Doerr & Mathias Drehmann, 2026. "The liquidity coverage ratio a decade on: a stocktake of the literature," BIS Papers, Bank for International Settlements, number 164.
    3. Ralf R. Meisenzahl & Jackson Overpeck & Andy Polacek, 2025. "Life Insurers’ Private Credit Investments and Annuity Market Share Capture," Working Paper Series WP 2025-09, Federal Reserve Bank of Chicago.
    4. Iñaki Aldasoro & Sebastian Doerr, 2025. "Collateralized lending in private credit," BIS Working Papers 1267, Bank for International Settlements.
    5. Jeff Majerus & Romuald Morhs, 2026. "Private market funds in Luxembourg," BCL working papers 206, Central Bank of Luxembourg.
    6. Iñaki Aldasoro & Sebastian Doerr & Karamfil Todorov, 2025. "Retail investors in private credit," BIS Bulletins 106, Bank for International Settlements.
    7. Fernando Avalos & Boris Hofmann & José María Serena Garralda, 2026. "Monetary policy and private equity acquisitions: tracing the links," BIS Working Papers 1326, Bank for International Settlements.

  3. Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024. "Size Discount and Size Penalty: Trading Costs in Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2156-2190.
    See citations under working paper version above.
  4. Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2023. "Lending Relationships and the Collateral Channel," Review of Finance, European Finance Association, vol. 27(3), pages 851-887.
    See citations under working paper version above.
  5. Péter Kondor & Gábor Pintér, 2022. "Clients' Connections: Measuring the Role of Private Information in Decentralized Markets," Journal of Finance, American Finance Association, vol. 77(1), pages 505-544, February.
    See citations under working paper version above.
  6. Bahaj, Saleem & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2022. "Employment and the residential collateral channel of monetary policy," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 26-44.

    Cited by:

    1. Okan Akarsu & Mehmet Selman Çolak & Hatice Karahan & Huzeyfe Torun, 2025. "The heterogeneous impact of monetary policy announcements on firms’ financial outcomes," Empirical Economics, Springer, vol. 69(6), pages 3045-3087, December.
    2. Mayer, Pascal, 2025. "Going global, going digital: Firm internationalisation and digital resource use," Discussion Papers of the Institute for Organisational Economics 1/2025, University of Münster, Institute for Organisational Economics.
    3. Canofari, Paolo & Cucculelli, Marco & Piergallini, Alessandro & Renghini, Matteo, 2025. "Tightening monetary policy and investment dynamics in the European Monetary Union: Firm- and country-level heterogeneity," Journal of Corporate Finance, Elsevier, vol. 94(C).
    4. Valentin Grob & Gabriel Züllig, 2024. "Corporate leverage and the effects of monetary policy on investment: A reconciliation of micro and macro elasticities," IRENE Working Papers 24-04, IRENE Institute of Economic Research.
    5. Lim, Hyunjoon, 2025. "Do firm and lender characteristics matter in monetary policy transmission? Evidence from Korean loan-level data," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 256-268.
    6. Priit Jeenas, 2023. "Firm balance sheet liquidity, monetary policy shocks, and investment dynamics," Economics Working Papers 1872, Department of Economics and Business, Universitat Pompeu Fabra.
    7. Durante, Elena & Ferrando, Annalisa & Vermeulen, Philip, 2022. "Monetary policy, investment and firm heterogeneity," European Economic Review, Elsevier, vol. 148(C).
    8. Giannetti, Mariassunta & Jasova, Martina & Mendicino, Caterina & Supera, Dominik, 2026. "Securities losses and the bank collateral channel of monetary transmission," Working Paper Series 3209, European Central Bank.
    9. Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2023. "Lending Relationships and the Collateral Channel," Review of Finance, European Finance Association, vol. 27(3), pages 851-887.
    10. Central Bank of the Republic of Türkiye, 2025. "The heterogeneous impact of monetary policy announcements on firms' financial outcomes," BIS Papers chapters, in: Bank for International Settlements (ed.), How can central banks take account of differences across households and firms for monetary policy?, volume 127, pages 295-330, Bank for International Settlements.
    11. Cao, Fangzhi & Su, Chi-Wei & Sun, Dian & Qin, Meng & Umar, Muhammad, 2024. "U.S. monetary policy: The pushing hands of crude oil price?," Energy Economics, Elsevier, vol. 134(C).
    12. Lorenzo Menna & Martín Tobal & Alejandro Werner, 2026. "Monetary Policy Transmission in an Emerging Market: The Financial-Friction Channel VS The Interest-Rate Channel," Working Papers 394, Red Nacional de Investigadores en Economía (RedNIE).
    13. Bhargava, Apoorv & Górnicka, Lucyna & Xie, Peichu, 2025. "Leakages from macroprudential regulations: The case of household-specific tools and corporate credit," Economic Modelling, Elsevier, vol. 153(C).
    14. Woo Suk Lee & Eunseong Ma, 2025. "Housing market connectedness and transmission of monetary policy," Economic Inquiry, Western Economic Association International, vol. 63(3), pages 961-984, July.
    15. Okan Akarsu & Mehmet Selman Colak & Hatice Karahan & Huzeyfe Torun, 2025. "The Heterogeneous Impact of Monetary Policy Announcements on Firms’ Financial Outcomes," Working Papers 2514, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

  7. Saleem Bahaj & Angus Foulis & Gabor Pinter, 2020. "Home Values and Firm Behavior," American Economic Review, American Economic Association, vol. 110(7), pages 2225-2270, July.
    See citations under working paper version above.
  8. Gábor Pintér, 2019. "House Prices and Job Losses," The Economic Journal, Royal Economic Society, vol. 129(618), pages 991-1013.
    See citations under working paper version above.
  9. Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2018. "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, vol. 59(2), pages 625-646, May.
    See citations under working paper version above.
  10. Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2018. "Do contractionary monetary policy shocks expand shadow banking?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 198-211, March.
    See citations under working paper version above.
  11. Peter N. Gal & Gabor Pinter, 2017. "Capital over the Business Cycle: Renting versus Ownership," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1299-1338, September.
    See citations under working paper version above.
  12. Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017. "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1124-1143.
    See citations under working paper version above.

Books

    Sorry, no citations of books recorded.
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