Research Page
I am an Adviser at the Bank of England. I studied Economics at Cardiff (MSc), Cambridge (PhD) and Princeton (Visiting), and Mathematics at King's College London (Diploma). As for my hobbies, I am an international chess master and play the piano.
I am director of the CCBS-MacCaLM macro-finance research workshop (2019 edition forthcoming; 2018 edition; 2017 edition).
Contact: gabor.pinter [at] bankofengland.co.uk; IDEAS; Google Scholar
Research Interest: Macroeconomics, Finance, Applied Econometrics
Working Papers:
"Private Information and Client Connections in Government Bond Markets" (with Peter Kondor)
"Employment and the Collateral Channel of Monetary Policy" (with Saleem Bahaj, Angus Foulis and Paolo Surico)
"Macroeconomic Shocks and Risk Premia: Fama meets Sims"
"Home Values and Firm Behaviour" (with Saleem Bahaj and Angus Foulis), Link to Bank Underground post,
Revise & Resubmit at the American Economic Review
Companion paper with a structural model: "The Residential Collateral Channel: A General Equilibrium Analysis"
"Collateral Channels and Banking Relationships" (with Gareth Anderson, Matthieu Chavaz, Saleem Bahaj and Angus Foulis)
Publications:
The Economic Journal, 2018; Link to WSJ coverage, Link to Bank Underground post
"What do VARs Tell us about the Impact of a Credit Supply Shock?" (with Haroon Mumtaz and Kostas Theodoridis)
International Economic Review, 2018
"Capital over the Business Cycle: Renting versus Ownership" (with Peter N 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 Ben Nelson and Kostas 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 Jeremy Chiu and Haroon Mumtaz)
International Journal of Forecasting, 2017
Other papers and projects on hold:
"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 Ben Nelson)
"VAR Models with Non-Gaussian Shocks" (with Jeremy Chiu and Haroon Mumtaz)
"Risk News Shocks and the Business Cycle" (with Kostas Theodoridis and Tony Yates)
R&R, Journal of Banking and Finance
"Monetary Policy and Systemic Risk"
"Productive and Unproductive Leverage" (with Saleem Bahaj, Angus Foulis and Peter N Gal)