Research Page
I am a Senior Adviser at the Bank of England. I studied Economics at Cardiff (MSc), Cambridge (PhD, 13') 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 (2021 edition forthcoming; 2019 edition; 2018 edition; 2017 edition).
Contact: gabor.pinter [at] bankofengland.co.uk; IDEAS; Google Scholar; LinkedIn
Research Interest: Macroeconomics, Finance, Applied Econometrics
Work in Progress:
"Comparing Search Frictions Across Markets" (with Semih Uslu)
"Information Chasing versus Adverse Selection in Over-the-Counter Markets" (with Chaojun Wang and Junyuan Zou)
"Execution Costs in Government Bond Markets" (with Chaojun Wang and Junyuan Zou)
"Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets" (with Robert Czech)
"Gender and Firm Dynamics" (with Saleem Bahaj and Angus foulis)
Working Papers:
"Risk Premium Shocks"; Submitted
"Employment and the Collateral Channel of Monetary Policy" (with Saleem Bahaj, Angus Foulis and Paolo Surico); Submitted
"Clients' Connections: Measuring the Role of Private Information in Decentralised Markets" (with Peter Kondor)
Revise & Resubmit at the Journal of Finance
"Collateral Channels and Banking Relationships" (with Gareth Anderson, Matthieu Chavaz, Saleem Bahaj and Angus Foulis)
Revise & Resubmit at the Review of Finance
Publications:
"Home Values and Firm Behaviour" (with Saleem Bahaj and Angus 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 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)