Access Statistics for Anindya Banerjee

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 42 5 6 7 168
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 77 4 4 7 287
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 4 6 9 36
A Markup Model for Forecasting Inflation in the Euro AreaI 0 0 0 141 2 3 6 269
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 42 13 16 19 183
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 8 8 9 11 45
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 0 170 2 4 6 480
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 0 169 2 4 6 1,254
An I(2) Analysis of Inflation and the Markup 0 0 0 16 6 7 10 89
An I(2) Analysis of Inflation and the Markup 0 0 0 0 1 2 6 146
An Overview of the Factor-augmented Error-Correction Model 0 0 4 206 1 7 20 239
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 5 9 14 2,421
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 0 304 1 2 4 1,001
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 3 11 15 693
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 0 1 208 3 11 16 400
Cointegration in panel data with breaks and cross-section dependence 0 1 4 431 24 66 75 1,246
Competition, the Lisbon Strategy and the Euro 0 0 0 127 1 1 1 391
Dynamic Specification And Testing For Unit Roots And Co-integration 0 0 0 11 2 4 4 121
Dynamic Specification and Testing for Unit Roots and Co-Integration 0 0 0 0 2 2 2 3
ECM tests for cointegration in a single equation framework 0 0 5 27 14 19 35 153
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 1 4 6 82
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 2 5 8 168
Factor Forecasts for the UK 0 0 0 161 6 8 11 508
Factor Forecasts for the UK 0 0 0 191 2 3 4 534
Factor forecasts for the UK 1 1 1 177 2 6 12 597
Factor-augmented Error Correction Models 0 0 0 362 6 9 17 937
Factor-augmented Error Correction Models 0 0 1 200 3 6 7 526
Factor-augmented Error Correction Models 0 0 0 175 2 6 6 359
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 127 2 4 15 698
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 2 2 5 557
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 3 5 8 644
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 0 120 2 6 7 584
Forecasting macroeconomic variables for the new member states of the European Union 0 0 0 192 8 10 13 717
Forecasting with Factor-augmented Error Correction Models 0 0 2 62 4 6 10 238
How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies 0 0 1 146 13 18 24 385
Industry Structure and the Dynamics of Price Adjstment 0 0 0 5 8 9 11 60
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 7 11 12 234
Inflation Measures of the Markup 0 0 0 180 1 3 4 473
Inflation and Measures of the Markup 0 0 0 13 2 7 10 76
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 0 55 1 4 5 233
Interest rate pass-through in the major European economies - the role of expectations 0 0 0 142 5 6 8 353
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 3 8 12 1,066
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 2 670 7 13 18 1,862
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 32 3 7 10 261
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 193 4 8 9 567
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 0 1 1 97 3 6 11 220
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price 0 0 2 106 2 2 6 291
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing 0 0 0 273 3 6 9 935
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 0 2 2 2 2
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 18 6 6 6 331
Panel Estimation for Worriers 0 0 0 236 2 6 15 606
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 0 1 396 4 13 19 937
Simultanenous Versus Sequential Move Structures in Principal-Agent Models 0 0 0 0 1 2 3 68
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 4 9 17 1,073
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 1 3 5 481
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 3 5 6 192
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 0 0 2 70 14 18 24 115
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 0 32 2 4 5 90
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 0 6 10 1,596
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 2 4 6 621
Testing for Panel Cointegration Using Common Correlated Effects 0 0 0 319 1 2 6 629
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 0 2 104 3 6 11 156
The Econometric Analysis of Economic Policy 0 0 0 1 3 3 5 416
The Long-Run Phillips Curve and Non-Stationary Inflation 0 0 0 389 14 21 23 2,267
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup 0 0 0 252 0 1 1 659
The Markup and the Business Cycle Reconsidered 0 0 0 0 3 4 6 236
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 1 2 2 155 5 12 16 327
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 3 6 6 118
The Relationship between the Markup and Inflation in the G7 Economies and Australia 0 0 0 25 8 17 19 108
The Relationship between the Markup and Inflation in the G7 plus One Economies 0 0 0 1 7 11 12 214
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies 0 0 1 68 4 5 8 174
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 0 0 1 109 0 6 11 236
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 0 0 41 2 5 7 111
The effects of climate change on crop and livestock choices 0 0 2 53 2 4 7 122
Total Working Papers 2 5 36 10,799 306 562 807 35,675

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A markup model for forecasting inflation for the euro area 0 0 0 54 5 7 8 167
A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated 0 0 0 49 3 3 5 416
A reinvestigation of the markup and the business cycle 0 0 0 39 5 6 7 131
An I(2) analysis of inflation and the markup 0 0 0 228 3 11 17 952
Are there any reliable leading indicators for US inflation and GDP growth? 0 1 1 205 2 7 10 559
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* 0 0 0 24 3 4 7 110
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 1 1 3 90 7 12 19 244
Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions 0 0 0 7 2 2 2 45
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 5 8 9 611
Editorial Introduction to Special Issue on Large Data Sets 0 0 0 13 0 0 0 38
Efficiency in Hierarchies: Implementing the First-Best Solution by Sequential Actions 0 0 1 39 3 5 8 226
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 4 7 21 136 10 25 58 429
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 4 9 11 420
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 3 11 20 1,624
Forecasting with factor-augmented error correction models 0 1 3 92 10 12 23 253
Frontiers in Time Series Analysis: Introduction 0 0 0 57 1 2 4 167
How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies 0 0 0 48 10 14 16 186
How to use SETAR models in gretl 0 0 0 42 4 9 12 120
Industry structure and the dynamics of price adjustment 0 0 0 50 0 5 6 224
Inflation and measures of the markup 0 0 0 73 2 6 8 236
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 0 0 0 68 2 8 12 214
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 1 251 5 7 15 897
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 79 3 7 9 397
Modelling structural breaks, long memory and stock market volatility: an overview 0 0 1 352 32 46 57 797
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 0 0 0 130 1 2 4 544
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 2 6 7 130
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 4 16 23 1,135
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 3 4 5 106
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 4 9 13 806
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 4 7 12 95
Testing Integration and Cointegration: An Overview 0 0 0 2 3 6 17 781
Testing for PPP: Should we use panel methods? 0 0 0 364 5 10 14 1,069
Testing for Panel Cointegration Using Common Correlated Effects Estimators 0 0 0 23 9 12 15 101
Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations 0 0 0 44 6 7 8 180
The Econometric Analysis of Economic Policy 0 0 0 2 1 2 3 378
The long-run Phillips curve and non-stationary inflation 0 1 1 107 13 18 25 394
Total Journal Articles 5 11 33 3,127 179 325 489 15,182

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data 0 0 0 0 7 38 142 12,005
Total Books 0 0 0 0 7 38 142 12,005

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Overview of the Factor-augmented Error-Correction Model 0 0 0 17 2 6 9 76
Total Chapters 0 0 0 17 2 6 9 76

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