I am a Senior Economist at the Bank for International Settlements. Prior to this, I worked at the Bank of England following the completion of my PhD at the University of Cambridge in 2013. In my free time, I enjoy playing the piano and hold the title of International Chess Master.
Between 2015 and 2023, I organised the Bank of England Macro-finance Workshop (2015, 2016, 2017, 2018, 2019, 2021, 2022, 2023).
Contact: gabor.pinter [at] bis.org; Bank for International Settlements; IDEAS; Twitter; Google Scholar; LinkedIn
"The Great Moderation in the Long Run" (with H Mumtaz and L Ferreira)
"Credit Growth, Market Power and Long-Term Macro-Finance Trends" (with V Dhamija and M Arazi)
"Star Charities, Director Networks and Firm Performance" (with S Bahaj, A Blake, A Foulis, A Haldane and J Tripathy)
"Heterogeneous Inflation Expectations and Market Dynamics" (with T Sikorskaya)
"A Structural Model of a Liquidity Crisis" (with A Gavazza, N Jazi, S Uslu and D Walker)
"Market Whiplash After the 2025 Tariff Shock: An Event-Targeted VAR Approach" (with F Smets and S Üslü)
"Fire Sales of Safe Assets" (with E Siriwardane and D Walker)
Revisions requested at the Journal of Financial Economics
"The Liquidity State-Dependence of Monetary Policy Transmission" (with O Ashtari-Tafti, R Guimaraes and J Wijnandts)
"Mispricing in Inflation Markets" (with R Barria)
"Interest Rate Exposures of Non-Banks: Market Concentration and Monetary Policy Implications" (with D Walker) (Bank of England SWP)
"An Anatomy of the 2022 Gilt Market Crisis" (Bank of England SWP)
"Comparing Search and Intermediation Frictions Across Markets" (with S Üslü)
Revisions requested at the Journal of Financial Economics
"Information Chasing vs Adverse Selection" (with C Wang and J Zou)
"What Drives Repo Haircuts? Evidence from the UK Market" (with C Julliard, K Todorov, K Yuan and J Wijnandts)
Revisions requested at Management Science
"Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets" (with R Czech);
Revisions requested at Review of Asset Pricing Studies
"Risk Premium Shocks"; Shortlisted for Best Paper Award at the 2021 Frontiers of Factor Investing Conference
"Yield Drifts when Issuance Comes before Macro News" (with D Lou, S Üslü and D Walker)
Journal of Financial Economics, 2025
"Price Formation in Markets with Trading Delays" (with S Üslü)
Management Science, 2024
"Size Discount and Size Penalty: Trading Costs in Bond Markets" (with C Wang and J Zou)
Review of Financial Studies, 2024
"Collateral Channels and Banking Relationships" (with G Anderson, M Chavaz, S Bahaj and A Foulis)
Review of Finance, 2023
"Inflation and Uncertainty in New Keynesian Models: A Note"
Economics Letters, 2022
"Clients' Connections: Measuring the Role of Private Information in Decentralized Markets" (with P Kondor)
Journal of Finance, 2022
"Employment and the Collateral Channel of Monetary Policy" (with S Bahaj, A Foulis and P Surico)
Journal of Monetary Economics, 2022
"The Procyclicality of Inflation-Linked Debt"
Economics Letters, 2022
"Home Values and Firm Behaviour" (with S Bahaj and A Foulis)
American Economic Review, 2020; Link to Bank Underground post,
Companion paper with a structural model: "The Residential Collateral Channel: A General Equilibrium Analysis"
The Economic Journal, 2019; Link to WSJ coverage, Link to Bank Underground post
"What do VARs Tell us about the Impact of a Credit Supply Shock?" (with H Mumtaz and K Theodoridis)
International Economic Review, 2018
"Capital over the Business Cycle: Renting versus Ownership" (with P Gal)
Journal of Money, Credit and Banking, 2017; Winner of the Best Student Paper Award, Cambridge Finance, 2012; Link to Vox
"Do Contractionary Monetary Policy Shocks Expand Shadow Banking?" (with B Nelson and K Theodoridis)
Journal of Applied Econometrics, 2017; Link to WSJ; Link to Vox; Link to World Economic Forum
"Forecasting with VAR Models: Fat tails and Stochastic Volatility" (with J Chiu and H Mumtaz)
International Journal of Forecasting, 2017
"Monetary Transmission Mechanism in the East African Community: An Empirical Investigation" (with H Davoodi and S Dixit) IMF Working Paper 13/39, 2013
"Macroprudential Capital Regulation in General Equilibrium" (with B Nelson)
"VAR Models with Non-Gaussian Shocks" (with J Chiu and H Mumtaz)
"Risk News Shocks and the Business Cycle" (with K Theodoridis and T Yates)