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 77 0 2 11 294
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 42 0 1 18 179
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 1 1 11 40
A Markup Model for Forecasting Inflation in the Euro AreaI 0 0 0 141 1 1 5 271
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 8 0 1 15 51
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 42 0 2 27 193
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 0 170 1 2 11 486
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 0 169 0 0 9 1,259
An I(2) Analysis of Inflation and the Markup 0 0 0 16 0 0 11 93
An I(2) Analysis of Inflation and the Markup 0 0 0 0 1 3 11 155
An Overview of the Factor-augmented Error-Correction Model 0 0 1 207 0 1 13 244
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 1 2 19 2,430
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 1 305 0 0 5 1,004
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 0 2 22 702
Cointegration in Panel Data with Breaks and Cross-section Dependence 1 1 1 209 1 3 24 413
Cointegration in panel data with breaks and cross-section dependence 0 0 2 432 2 4 81 1,261
Competition, the Lisbon Strategy and the Euro 0 0 0 127 0 1 5 395
Dynamic Specification And Testing For Unit Roots And Co-integration 0 0 1 12 0 0 7 124
Dynamic Specification and Testing for Unit Roots and Co-Integration 0 0 0 0 0 1 5 6
ECM tests for cointegration in a single equation framework 1 2 4 31 3 6 41 173
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 1 9 86
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 1 1 13 175
Factor Forecasts for the UK 0 0 0 161 0 0 12 510
Factor Forecasts for the UK 0 0 0 191 1 1 10 540
Factor forecasts for the UK 0 0 3 179 1 3 20 610
Factor-augmented Error Correction Models 0 0 0 362 1 2 15 942
Factor-augmented Error Correction Models 0 0 0 200 0 1 12 532
Factor-augmented Error Correction Models 0 0 0 175 1 1 8 361
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 0 0 9 563
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 127 0 1 15 704
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 0 0 11 647
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 121 0 0 15 593
Forecasting macroeconomic variables for the new member states of the European Union 0 0 1 193 0 0 15 721
Forecasting with Factor-augmented Error Correction Models 0 0 1 62 1 3 16 247
How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies 0 0 0 146 0 3 36 401
Industry Structure and the Dynamics of Price Adjstment 0 0 0 5 1 2 17 67
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 0 1 16 239
Inflation Measures of the Markup 0 0 0 180 0 0 6 475
Inflation and Measures of the Markup 0 0 0 13 0 1 10 79
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 0 55 0 0 11 239
Interest rate pass-through in the major European economies - the role of expectations 0 1 1 143 1 2 10 357
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 0 0 12 1,070
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 0 670 1 1 23 1,872
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 32 0 0 10 264
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 193 1 1 12 571
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 0 1 3 99 0 1 21 232
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price 0 0 0 106 0 1 11 298
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing 0 0 0 273 0 0 11 938
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 18 0 1 13 338
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 0 0 1 6 6
Panel Estimation for Worriers 0 0 0 236 0 0 16 613
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 1 1 397 0 1 30 950
Simultanenous Versus Sequential Move Structures in Principal-Agent Models 0 0 0 0 0 0 4 70
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 0 1 21 1,083
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 0 14 492
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 1 2 14 201
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 0 0 1 71 0 3 39 135
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 0 32 0 0 7 93
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 0 10 625
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 0 0 13 1,602
Testing for Panel Cointegration Using Common Correlated Effects 1 1 1 320 3 4 18 643
Testing for Panel Cointegration using Common Correlated Effects Estimators 2 3 3 107 4 6 25 175
The Econometric Analysis of Economic Policy 0 0 0 1 0 1 5 418
The Long-Run Phillips Curve and Non-Stationary Inflation 0 0 0 389 1 2 30 2,275
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup 0 0 0 252 2 2 6 664
The Markup and the Business Cycle Reconsidered 0 0 0 0 0 0 8 239
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 2 155 0 2 21 333
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 0 0 10 122
The Relationship between the Markup and Inflation in the G7 Economies and Australia 0 0 0 25 0 0 20 109
The Relationship between the Markup and Inflation in the G7 plus One Economies 0 0 0 1 0 0 13 215
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies 0 0 0 68 0 0 10 177
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 0 0 1 110 2 2 12 242
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 0 0 41 0 1 10 116
The effects of climate change on crop and livestock choices 0 0 0 53 0 0 8 126
Total Working Papers 5 10 29 10,822 34 89 1,120 36,168

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 0 1 10 169
A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated 1 1 1 50 1 3 10 423
A reinvestigation of the markup and the business cycle 0 0 0 39 1 3 12 137
An I(2) analysis of inflation and the markup 0 0 0 228 0 1 18 958
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 1 205 0 1 13 565
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* 0 0 0 24 0 0 8 112
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 0 1 90 0 0 22 252
Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions 0 0 0 7 0 0 2 45
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 0 1 18 621
Editorial Introduction to Special Issue on Large Data Sets 0 0 0 13 1 1 1 39
Efficiency in Hierarchies: Implementing the First-Best Solution by Sequential Actions 0 0 0 39 0 1 11 230
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 2 4 19 148 7 16 75 476
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 0 1 17 426
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 0 2 25 1,634
Forecasting with factor-augmented error correction models 0 0 3 93 0 0 21 260
Frontiers in Time Series Analysis: Introduction 0 0 0 57 0 0 9 172
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 0 1 22 194
How to use SETAR models in gretl 0 0 0 42 0 2 19 129
Industry structure and the dynamics of price adjustment 0 0 0 50 0 4 11 230
Inflation and measures of the markup 0 0 0 73 0 2 15 244
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 0 0 0 68 0 0 11 217
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 0 251 0 2 21 909
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 79 0 2 14 404
Modelling structural breaks, long memory and stock market volatility: an overview 1 1 2 353 3 5 81 826
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 0 0 1 131 0 1 5 547
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 1 2 10 134
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 0 1 34 1,150
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 0 1 8 109
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 0 2 22 818
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 0 26 0 1 14 100
Testing Integration and Cointegration: An Overview 0 0 0 2 1 2 13 786
Testing for PPP: Should we use panel methods? 0 1 2 366 0 1 20 1,078
Testing for Panel Cointegration Using Common Correlated Effects Estimators 0 0 2 25 0 2 21 110
Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations 0 0 0 44 0 1 13 186
The Econometric Analysis of Economic Policy 0 0 0 2 0 1 7 382
The long-run Phillips curve and non-stationary inflation 0 0 1 107 0 1 27 403
Total Journal Articles 4 7 33 3,147 15 65 660 15,475

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 2 13 97 12,054
Total Books 0 0 0 0 2 13 97 12,054

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 0 1 20 90
Total Chapters 0 0 0 17 0 1 20 90

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Statistics updated 2026-10-11