Senior Economist at the Bank for International Settlements (@BIS_org). Views are my own; RT, like ≠ endorsement.
Basel
Joined April 2022
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Gabor Pinter retweeted
What drove macroeconomic fluctuations over the past 700 years?
In our 🚨 new working paper 🚨 “A Millennium of UK Business Cycles: Insights from Structural VAR Analysis” (with haroon Mumtaz and @_Gabor_Pinter_ ), we show:
Gabor Pinter retweeted
The BIS Quarterly Review is out bit.ly/4hmZGWD
#BISQuarterly #PrivateCredit #InvestmentFunds #MonetaryPolicy #BISStatistics #GreenBonds
Gabor Pinter retweeted
🧵SWP 1045 by Rodrigo Guimaraes, Gabor Pinter + Jean-Charles Wijnandts (all BoE) explores how bond market liquidity affects how long-term treasury yields reacts to US monetary policy shocks.
bankofengland.co.uk/working-…
Gabor Pinter retweeted
📢 We are hiring📢
A great chance to be part of our diverse + talented research team at a really interesting time. If you have a PhD / will have one by end 2024 please apply! Deadline is 13 Nov
bankofengland.taleo.net/care…
More details + application form at: bankofengland.co.uk/careers/…
Gabor Pinter retweeted
If you are an economist interested in machine learning, or AI more generally, here you can find a beautiful discussion by Thomas Sargent on the origins of ML/AI and its economic applications/developments.
Link: tomsargent.com/research/AI_S…
Really interesting reading. #EconTwitter
Gabor Pinter retweeted
My personal website is now on github: rharrisonmacro.github.io/
It includes links to (some) replication codes and I plan to add more over time.
Our paper uses UK micro data to study the relative mispricing of inflation-linked bonds, nominal bonds and inflation swaps - one of the largest examples of the violation of the law of one price (Fleckenstein, Longstaff, and @HannoLustig , 2014).
bankofengland.co.uk/-/media/…
an interesting chart from our paper, highlighting the immense concentration in the UK interest rate derivatives markets:
🧵SWP 1032 by Gabor Pinter + Danny Walker (both BoE) looks at interest rate risk across non-bank financial intermediaries using transaction level data on gilt, interest rate swap, futures + options market
bankofengland.co.uk/working-…
Gabor Pinter retweeted
🧵SWP 1019 by Gabor Pintér combines several sources of transaction level data to sketch out a narrative of September 2022 gilt market crisis and documents a number of key stylised facts about how it played out…
bankofengland.co.uk/working-…
Gabor Pinter retweeted
We are pleased to announce that Nobuhiro Kiyotaki will be joining the Finance Group next year as the 2023/24 Fischer Black Chair! Nobuhiro Kiyotaki is the Harold H. Helm 1920 Professor of Economics and Banking at Princeton. Learn more about his research: buff.ly/3mz7ldT
Gabor Pinter retweeted
Want to learn more about #CBDC, #stablecoins, #cryptocurrencies and #decentralisedfinance (#defi)? Join us (in person or virtually) for our flagship conference on "New Digital Technologies and the Future Financial Landscape" in London, Feb 27-28. Programme and registration link:
Gabor Pinter retweeted
Behold, Olivier Blanchard back at MIT! Unveiling his new book on Fiscal Policy under Low Interest Rates.
A true Opus! mitpress.mit.edu/97802625448…
Gabor Pinter retweeted
Secular stagnation is not over. A short essay on a really important issue for the future. piie.com/blogs/realtime-econ…
Gabor Pinter retweeted
Call for Papers: Workshop on Non-Bank Financial Intermediaries on 4/21 @ChicagoFed (in-person), organized by Ralf Meisenzahl, @rkoijen, @motoyogo. Submit by email to [email protected] (deadline 2/15). We welcome papers on insurers, pension funds, mutual funds, ETFs.
Gabor Pinter retweeted
1/8 This is a great discussion, so I shall continue. Second round answer to @IvanWerning. I like very much the Werning-Lorenzoni framework. dropbox.com/s/pbsurtd5onvn2b… One of its merits is indeed to show that thinking in terms of distributional conflict is totally mainstream.
Gabor Pinter retweeted
A reminder about our PhD internship programme. Deadline is 30th Jan.
Applications for our summer 2023 PhD Internship programme are now open! Great opportunity for PhD students to come to the BoE, work with our research team + get experience of working in a central bank. More details at:
bankofengland.taleo.net/care…