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Gabor Pinter

Personal Details

First Name:Gabor
Middle Name:
Last Name:Pinter
Suffix:
RePEc Short-ID:ppi325
[This author has chosen not to make the email address public]
https://sites.google.com/site/gaborpinter0/

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/

: +44 (0)20 3461 4878
+44 (0)20 3461 4771
Threadneedle Street, London EC2R 8AH
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kondor, Péter & Pinter, Gabor, 2019. "Clients' Connections: Measuring the Role of Private Information in Decentralised Markets," CEPR Discussion Papers 13880, C.E.P.R. Discussion Papers.
  2. Peter Kondor & Gabor Pinter, 2018. "Private Information and Client Connections in Government Bond Markets," Discussion Papers 1901, Centre for Macroeconomics (CFM).
  3. Nelson, Benjamin & Pinter, Gabor, 2018. "Macroprudential capital regulation in general equilibrium," Bank of England working papers 770, Bank of England.
  4. Gabor Pinter, 2018. "Macroeconomic Shocks and Risk Premia," Discussion Papers 1812, Centre for Macroeconomics (CFM).
  5. Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2018. "Lending Relationships and the Collateral Channel," Discussion Papers 1813, Centre for Macroeconomics (CFM).
  6. Saleem Bahaj & Angus Foulis & Gabor Pinter & Paolo Surico, 2018. "Employment and the Collateral Channel of Monetary Policy," Discussion Papers 1832, Centre for Macroeconomics (CFM).
  7. Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "VAR Models with Non-Gaussian Shocks," Discussion Papers 1609, Centre for Macroeconomics (CFM).
  8. 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.
  9. Gabor Pinter, 2016. "The Macroeconomic Shock with the Highest Price of Risk," Discussion Papers 1623, Centre for Macroeconomics (CFM), revised Apr 2017.
  10. Saleem Bahaj & Angus Foulis & Gabor Pinter, 2016. "The Residential Collateral Channel," Discussion Papers 1607, Centre for Macroeconomics (CFM), revised Jun 2016.
  11. Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015. "Forecasting with VAR Models: Fat Tails and Stochastic Volatility," CReMFi Discussion Papers 2, CReMFi, School of Economics and Finance, QMUL.
  12. 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.
  13. Gabor Pinter, 2015. "House Prices and Job Losses," Discussion Papers 1507, Centre for Macroeconomics (CFM).
  14. Nelson, Benjamin & Pinter, Gabor & Theodoridis, Konstantinos, 2015. "Do contractionary monetary policy shocks expand shadow banking?," Bank of England working papers 521, Bank of England.
  15. 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.
  16. 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.
  17. Pinter, Gabor & Theodoridis, Konstantinos & Yates, Tony, 2013. "Risk news shocks and the business cycle," Bank of England working papers 483, Bank of England.
  18. Hamid R Davoodi & S. V. S. Dixit & Gabor Pinter, 2013. "Monetary Transmission Mechanism in the East African Community; An Empirical Investigation," IMF Working Papers 13/39, International Monetary Fund.
  19. Gal, Peter & Pinter, Gabor, 2013. "Capital over the business cycle: renting versus ownership," Bank of England working papers 478, Bank of England.

Articles

  1. Gábor Pintér, 2019. "House Prices and Job Losses," Economic Journal, Royal Economic Society, vol. 129(618), pages 991-1013.
  2. 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.
  3. 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.
  4. 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.
  5. 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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

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. Nelson, Benjamin & Pinter, Gabor & Theodoridis, Konstantinos, 2015. "Do contractionary monetary policy shocks expand shadow banking?," Bank of England working papers 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. Nelson, Benjamin & Pinter, Gabor, 2018. "Macroprudential capital regulation in general equilibrium," Bank of England working papers 770, Bank of England.

    Cited by:

    1. Federico Lubello & Ivan Petrella & Emiliano Santoro, 2018. "Chained financial frictions and credit cycles," BCL working papers 116, Central Bank of Luxembourg.
    2. cho, hyejin, 2014. "bank capital regulation model," MPRA Paper 54365, University Library of Munich, Germany.

  2. Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2018. "Lending Relationships and the Collateral Channel," Discussion Papers 1813, Centre for Macroeconomics (CFM).

    Cited by:

    1. Bahaj, Saleem & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2019. "Employment and the collateral channel of monetary policy," Bank of England working papers 827, Bank of England.

  3. 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;Working Papers Homepage.
    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.

  4. Gabor Pinter, 2016. "The Macroeconomic Shock with the Highest Price of Risk," Discussion Papers 1623, Centre for Macroeconomics (CFM), revised Apr 2017.

    Cited by:

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

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

    Cited by:

    1. 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.
    2. Bahaj, Saleem & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2019. "Employment and the collateral channel of monetary policy," Bank of England working papers 827, Bank of England.
    3. Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2018. "Lending Relationships and the Collateral Channel," Discussion Papers 1813, Centre for Macroeconomics (CFM).
    4. Hwan Jo & Tatsuro Senga, 2017. "Aggregate Consequences of Credit Subsidy Policies: Firm Dynamics and Misallocation," Working Papers 839, Queen Mary University of London, School of Economics and Finance.
    5. Martin, Alberto & Moral-Benito, Enrique & Schmitz, Tom, 2019. "The financial transmission of housing bubbles: evidence from Spain," Working Paper Series 2245, European Central Bank.
    6. Kristian S. Blickle, 2018. "Local banks, credit supply, and house prices," Staff Reports 874, Federal Reserve Bank of New York.
    7. In Hwan Jo & Tatsuro Senga, 2019. "Online Appendix to "Aggregate Consequences of Credit Subsidy Policies: Firm Dynamics and Misallocation"," Online Appendices 17-402, Review of Economic Dynamics.
    8. James Cloyne & Clodomiro Ferreira & Maren Froemel & Paolo Surico, 2019. "Monetary policy, corporate finance and investment," Working Papers 1911, Banco de España;Working Papers Homepage.
    9. Zhang, Lu & Uluc, Arzu & Bezemer, Dirk, 2017. "Did pre-crisis mortgage lending limit post-crisis corporate lending? Evidence from UK bank balance sheets," Bank of England working papers 651, Bank of England.
    10. Ryan Niladri Banerjee & Kristian S Blickle, 2016. "Housing collateral and small firm activity in Europe," BIS Working Papers 575, Bank for International Settlements.
    11. Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).
    12. Cumming, Fergus, 2018. "Mortgages, cash-flow shocks and local employment," Bank of England working papers 773, Bank of England.

  6. Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015. "Forecasting with VAR Models: Fat Tails and Stochastic Volatility," CReMFi Discussion Papers 2, CReMFi, School of Economics and Finance, QMUL.

    Cited by:

    1. 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.
    2. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
    3. Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2016. "VAR models with non-Gaussian shocks," LSE Research Online Documents on Economics 86238, London School of Economics and Political Science, LSE Library.
    4. 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.
    5. Joshua C. C. Chan, 2020. "Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 68-79, January.
    6. Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-26, Federal Reserve Bank of St. Louis.
    7. Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España;Working Papers Homepage.
    8. Joshua Chan & Arnaud Doucet & Roberto Leon-Gonzalez & Rodney W. Strachan, 2018. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," GRIPS Discussion Papers 18-12, National Graduate Institute for Policy Studies.
    9. 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.
    10. 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.
    11. Legrand, Romain, 2018. "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper 88925, University Library of Munich, Germany.
    12. Jean-Jacques Forneron, 2019. "A Sieve-SMM Estimator for Dynamic Models," Papers 1902.01456, arXiv.org.
    13. Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong, 2018. "Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks," Working Papers 201847, University of Pretoria, Department of Economics.
    14. 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.
    15. Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32.
    16. Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2019. "An automated prior robustness analysis in Bayesian model comparison," CAMA Working Papers 2019-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    17. 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.

  7. 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. 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, revised 04 Dec 2015.
    2. Daniel Kaufmann, 2017. "Is Deflation Costly After All? The Perils of Erroneous Historical Classifications," IRENE Working Papers 17-09, IRENE Institute of Economic Research.
    3. 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.
    4. 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.
    5. Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016. "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series 1888, European Central Bank.
    6. 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.
    7. Jelena Zivanovic, 2019. "What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?," Staff Working Papers 19-38, Bank of Canada.
    8. 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.
    9. Kurt Graden Lunsford & Carsen Jentsch, 2016. "Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States," Working Papers (Old Series) 1619, Federal Reserve Bank of Cleveland, revised 19 Jul 2016.
    10. Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32.

  8. Gabor Pinter, 2015. "House Prices and Job Losses," Discussion Papers 1507, Centre for Macroeconomics (CFM).

    Cited by:

    1. 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.
    2. Kristian S. Blickle, 2018. "Local banks, credit supply, and house prices," Staff Reports 874, Federal Reserve Bank of New York.
    3. 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.
    4. Bahaj, Saleem & Foulis, Angus & Pinter, Gabor, 2017. "Home values and firm behaviour," Bank of England working papers 679, Bank of England.
    5. Ryan Niladri Banerjee & Kristian S Blickle, 2016. "Housing collateral and small firm activity in Europe," BIS Working Papers 575, Bank for International Settlements.
    6. Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32.

  9. Nelson, Benjamin & Pinter, Gabor & Theodoridis, Konstantinos, 2015. "Do contractionary monetary policy shocks expand shadow banking?," Bank of England working papers 521, Bank of England.

    Cited by:

    1. Jakab, Zoltan & Kumhof, Michael, 2018. "Banks are not intermediaries of loanable funds — facts, theory and evidence," Bank of England working papers 761, Bank of England, revised 17 Jan 2020.
    2. Martin Feldkircher & Florian Huber, 2016. "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Papers wuwp222, Vienna University of Economics and Business, Department of Economics.
    3. 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.
    4. Kairong Xiao, 2018. "Monetary Transmission through Shadow Banks," 2018 Meeting Papers 616, Society for Economic Dynamics.
    5. 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).
    6. Apostolos Serletis, "undated". "Monetary Policy and Leverage Shocks," Working Papers 2016-45, Department of Economics, University of Calgary, revised 23 Nov 2016.
    7. Valentin Jouvanceau, 2019. "Quantitative Easing and Excess Reserves," Working Papers halshs-02053237, HAL.
    8. Alexander Herman & Deniz O Igan & Juan Sole, 2015. "The Macroeconomic Relevance of Credit Flows; An Exploration of U.S. Data," IMF Working Papers 15/143, International Monetary Fund.
    9. Gebauer, Stefan & Mazelis, Falk, 2018. "The Role of Shadow Banking for Financial Regulation," Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181581, Verein für Socialpolitik / German Economic Association.
    10. Mazelis, Falk, 2016. "The Role of Shadow Banking in the Monetary Transmission Mechanism and the Business Cycle," Annual Conference 2016 (Augsburg): Demographic Change 145763, Verein für Socialpolitik / German Economic Association.
    11. 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.
    12. Boris Hofmann & Gert Peersman, 2017. "Monetary Policy Transmission And Trade-Offs In The United States: Old And New," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/940, Ghent University, Faculty of Economics and Business Administration.
    13. 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.
    14. Martin Hodula, 2018. "Off the Radar: Exploring the Rise of Shadow Banking in the EU," Working Papers 2018/16, Czech National Bank.
    15. Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32.
    16. Valentin Jouvanceau, 2019. "Quantitative Easing and Excess Reserves," Working Papers 1910, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    17. 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).
    18. Boris Hofmann & Gert Peersman, 2017. "Monetary Policy Transmission and Trade-offs in the United States: Old and New," CESifo Working Paper Series 6745, CESifo Group Munich.

  10. 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. 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, revised 04 Dec 2015.
    2. Daniel Kaufmann, 2017. "Is Deflation Costly After All? The Perils of Erroneous Historical Classifications," IRENE Working Papers 17-09, IRENE Institute of Economic Research.
    3. 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.
    4. 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.
    5. Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016. "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series 1888, European Central Bank.
    6. 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.
    7. Jelena Zivanovic, 2019. "What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?," Staff Working Papers 19-38, Bank of Canada.
    8. 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.
    9. Kurt Graden Lunsford & Carsen Jentsch, 2016. "Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States," Working Papers (Old Series) 1619, Federal Reserve Bank of Cleveland, revised 19 Jul 2016.
    10. Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32.

  11. 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. Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
    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. Dimitrakopoulos, Stefanos, 2017. "Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility," Economics Letters, Elsevier, vol. 150(C), pages 10-14.
    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.

  12. Pinter, Gabor & Theodoridis, Konstantinos & Yates, Tony, 2013. "Risk news shocks and the business cycle," Bank of England working papers 483, Bank of England.

    Cited by:

    1. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial regimes and uncertainty shocks," BCAM Working Papers 1404, Birkbeck Centre for Applied Macroeconomics.
    2. 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.
    3. Cristina Fuentes-Albero, 2014. "Financial Frictions, Financial Shocks, and Aggregate Volatility," Finance and Economics Discussion Series 2014-84, Board of Governors of the Federal Reserve System (U.S.), revised 19 Sep 2014.
    4. 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.
    5. Pinter, Gabor, 2016. "The macroeconomic shock with the highest price of risk," Bank of England working papers 616, Bank of England.
    6. Nathaniel Throckmorton & Michael D. Plante & Alexander W. Richter, 2014. "The zero lower bound and endogenous uncertainty," Working Papers 1405, Federal Reserve Bank of Dallas, revised 21 May 2014.
    7. Gabriela Castro & José R. Maria & Paulo Júlio & Ricardo Mourinho Félix, 2015. "Financial Fragmentation Shocks," Working Papers w201508, Banco de Portugal, Economics and Research Department.
    8. 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.

  13. Hamid R Davoodi & S. V. S. Dixit & Gabor Pinter, 2013. "Monetary Transmission Mechanism in the East African Community; An Empirical Investigation," IMF Working Papers 13/39, International Monetary Fund.

    Cited by:

    1. 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.
    2. 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..
    3. Andrew Berg & Luisa Charry & Rafael A Portillo & Jan Vlcek, 2013. "The Monetary Transmission Mechanism in the Tropics; A Narrative Approach," IMF Working Papers 13/197, International Monetary Fund.
    4. Enock Nyorekwa Twinoburyo & Nicholas M Odhiambo, 2018. "Can Monetary Policy drive economic growth? Empirical evidence from Tanzania," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 12(2), June.
    5. 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.
    6. Charles Abuka & Ronnie K. Alinda & Camelia Minoiu & Jose-Luis Peydro & Andrea Filippo Presbitero, 2015. "Monetary Policy in a Developing Country: Loan Applications and Real Effects," Mo.Fi.R. Working Papers 114, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    7. Patrick, Chileshe M. & Akanbi, Olusegun Ayodele, 2017. "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), July.
    8. Simplice Asongu & Jacinta C. Nwachukwu & Vanessa S. Tchamyou, 2017. "A summary of a survey on proposed African monetary unions," Working Papers of the African Governance and Development Institute. 17/008, African Governance and Development Institute..
    9. International Monetary Fund, 2015. "Angola; Selected Issues," IMF Staff Country Reports 15/302, International Monetary Fund.
    10. McKenzie, Rex A, 2015. "Monetary transmission in Africa: a review of official sources," Economics Discussion Papers 2015-7, School of Economics, Kingston University London.
    11. Mariam El Hamiani Khatat, 2016. "Monetary Policy in the Presence of Islamic Banking," IMF Working Papers 16/72, International Monetary Fund.
    12. 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 15/175, International Monetary Fund.
    13. 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.
    14. Primus, Keyra, 2018. "The effectiveness of monetary policy in small open economies," Journal of Policy Modeling, Elsevier, vol. 40(5), pages 903-933.
    15. Keyra Primus, 2016. "The Effectiveness of Monetary Policy in Small Open Economies; An Empirical Investigation," IMF Working Papers 16/189, International Monetary Fund.
    16. 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.
    17. 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.
    18. 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.
    19. 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.
    20. Prachi Mishra & Peter J Montiel, 2012. "How Effective is Monetary Transmission in Low-Income Countries? A Survey of the Empirical Evidence," IMF Working Papers 12/143, International Monetary Fund.
    21. Ales Bulir & Jan Vlcek, 2016. "Monetary Transmission: Are Emerging Market and Low-Income Countries Different?," Working Papers 2016/02, Czech National Bank.
    22. Robert Blotevogel, 2013. "Measuring and Mending Monetary Policy Effectiveness Under Capital Account Restrictions; Lessons from Mauritania," IMF Working Papers 13/77, International Monetary Fund.
    23. 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.
    24. 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.

  14. Gal, Peter & Pinter, Gabor, 2013. "Capital over the business cycle: renting versus ownership," Bank of England working papers 478, Bank of England.

    Cited by:

    1. 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.
    2. Alan Finkelstein Shapiro & Andres Gonzalez, 2015. "Macroprudential Policy and Labor Market Dynamics in Emerging Economies," IMF Working Papers 15/78, International Monetary Fund.

Articles

  1. Gábor Pintér, 2019. "House Prices and Job Losses," Economic Journal, Royal Economic Society, vol. 129(618), pages 991-1013.
    See citations under working paper version above.
  2. 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.
  3. 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.
  4. 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.
  5. 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.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (16) 2013-08-31 2013-12-29 2014-04-18 2015-01-26 2015-03-05 2015-04-02 2015-12-20 2016-10-09 2017-09-10 2017-10-15 2018-01-15 2018-05-21 2018-11-05 2018-12-03 2018-12-24 2019-11-18. Author is listed
  2. NEP-BAN: Banking (9) 2013-08-31 2014-04-18 2014-04-18 2015-01-26 2015-03-05 2018-05-28 2018-11-05 2018-12-03 2018-12-24. Author is listed
  3. NEP-URE: Urban & Real Estate Economics (8) 2015-04-02 2015-12-20 2016-03-06 2016-09-04 2017-09-10 2017-10-15 2018-01-15 2018-01-29. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (6) 2013-08-31 2013-12-29 2015-01-26 2015-04-02 2015-12-20 2018-12-24. Author is listed
  5. NEP-ETS: Econometric Time Series (6) 2014-04-18 2015-06-05 2016-03-06 2016-03-23 2016-03-29 2018-01-29. Author is listed
  6. NEP-FOR: Forecasting (6) 2014-04-18 2015-06-05 2016-03-06 2016-03-23 2016-03-29 2018-01-29. Author is listed
  7. NEP-CBA: Central Banking (5) 2015-01-26 2018-12-24 2019-01-07 2019-06-24 2019-11-18. Author is listed
  8. NEP-MON: Monetary Economics (5) 2015-01-26 2018-12-24 2019-01-07 2019-06-24 2019-11-18. Author is listed
  9. NEP-ORE: Operations Research (5) 2015-06-05 2016-03-06 2016-03-23 2016-03-29 2018-01-29. Author is listed
  10. NEP-BEC: Business Economics (4) 2017-09-10 2018-05-28 2018-11-05 2018-12-03
  11. NEP-MST: Market Microstructure (4) 2019-01-07 2019-06-24 2019-08-26 2019-10-07
  12. NEP-ECM: Econometrics (3) 2014-04-18 2015-06-05 2016-03-23
  13. NEP-RMG: Risk Management (3) 2014-04-18 2015-06-05 2016-03-06
  14. NEP-CFN: Corporate Finance (2) 2018-11-05 2018-12-03
  15. NEP-EUR: Microeconomic European Issues (2) 2018-05-28 2018-11-05
  16. NEP-FMK: Financial Markets (2) 2019-01-07 2019-06-24
  17. NEP-MFD: Microfinance (1) 2015-03-05
  18. NEP-SBM: Small Business Management (1) 2019-11-18

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