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 0 4 283
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 42 1 2 3 163
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 0 2 3 30
A Markup Model for Forecasting Inflation in the Euro AreaI 0 0 0 141 1 1 4 267
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 8 0 0 2 36
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 42 2 3 5 169
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 0 170 1 2 3 477
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 0 169 1 2 4 1,251
An I(2) Analysis of Inflation and the Markup 0 0 0 16 1 1 4 83
An I(2) Analysis of Inflation and the Markup 0 0 0 0 0 1 4 144
An Overview of the Factor-augmented Error-Correction Model 0 0 4 206 2 3 19 234
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 2 3 8 2,414
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 0 304 1 1 4 1,000
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 5 7 9 687
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 0 1 208 7 7 12 396
Cointegration in panel data with breaks and cross-section dependence 0 0 3 430 4 4 14 1,184
Competition, the Lisbon Strategy and the Euro 0 0 0 127 0 0 0 390
Dynamic Specification And Testing For Unit Roots And Co-integration 0 0 0 11 0 0 0 117
ECM tests for cointegration in a single equation framework 0 0 6 27 2 4 24 136
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 3 4 5 81
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 1 3 4 164
Factor Forecasts for the UK 0 0 0 161 0 2 3 500
Factor Forecasts for the UK 0 0 0 191 1 2 2 532
Factor forecasts for the UK 0 0 0 176 2 4 9 593
Factor-augmented Error Correction Models 0 0 1 200 2 2 4 522
Factor-augmented Error Correction Models 0 0 0 175 2 2 2 355
Factor-augmented Error Correction Models 0 0 2 362 2 3 13 930
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 2 5 5 641
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 127 0 6 11 694
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 0 1 3 555
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 0 120 2 2 3 580
Forecasting macroeconomic variables for the new member states of the European Union 0 0 0 192 0 1 4 707
Forecasting with Factor-augmented Error Correction Models 0 1 2 62 0 1 4 232
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 3 5 9 370
Industry Structure and the Dynamics of Price Adjstment 0 0 0 5 0 1 2 51
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 3 3 4 226
Inflation Measures of the Markup 0 0 0 180 2 3 3 472
Inflation and Measures of the Markup 0 0 0 13 5 6 8 74
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 1 55 1 2 4 230
Interest rate pass-through in the major European economies - the role of expectations 0 0 0 142 0 0 3 347
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 3 3 7 1,061
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 2 670 3 3 9 1,852
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 32 0 0 3 254
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 193 0 0 1 559
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 1 1 1 97 2 5 7 216
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price 0 0 2 106 0 2 4 289
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing 0 0 0 273 1 3 5 930
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 18 0 0 0 325
Panel Estimation for Worriers 0 0 0 236 2 5 12 602
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 0 1 396 5 10 11 929
Simultanenous Versus Sequential Move Structures in Principal-Agent Models 0 0 0 0 0 0 1 66
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 2 4 10 1,066
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 1 1 5 479
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 1 1 2 188
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 0 0 2 70 3 4 10 100
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 1 32 0 0 2 86
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 4 5 8 1,594
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 2 2 617
Testing for Panel Cointegration Using Common Correlated Effects 0 0 1 319 1 3 6 628
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 0 2 104 1 1 6 151
The Econometric Analysis of Economic Policy 0 0 0 1 0 0 2 413
The Long-Run Phillips Curve and Non-Stationary Inflation 0 0 0 389 2 3 4 2,248
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup 0 0 0 252 0 0 0 658
The Markup and the Business Cycle Reconsidered 0 0 0 0 1 2 3 233
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 1 1 1 113
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 153 0 4 4 315
The Relationship between the Markup and Inflation in the G7 Economies and Australia 0 0 0 25 5 7 7 96
The Relationship between the Markup and Inflation in the G7 plus One Economies 0 0 0 1 0 1 1 203
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies 0 0 1 68 0 2 3 169
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 0 0 1 109 5 8 10 235
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 0 0 41 1 2 4 107
The effects of climate change on crop and livestock choices 0 0 2 53 2 2 6 120
Total Working Papers 1 2 38 10,795 107 185 387 35,219
2 registered items for which data could not be found

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 2 3 3 162
A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated 0 0 0 49 0 0 2 413
A reinvestigation of the markup and the business cycle 0 0 0 39 0 0 1 125
An I(2) analysis of inflation and the markup 0 0 0 228 5 6 12 946
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 1 204 3 3 8 555
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* 0 0 0 24 0 2 3 106
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 0 2 89 4 8 13 236
Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions 0 0 0 7 0 0 0 43
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 2 2 3 605
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 2 4 5 223
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 0 5 19 129 5 15 53 409
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 2 4 4 413
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 2 8 12 1,615
Forecasting with factor-augmented error correction models 1 2 4 92 1 3 14 242
Frontiers in Time Series Analysis: Introduction 0 0 0 57 0 2 2 165
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 1 1 3 173
How to use SETAR models in gretl 0 0 1 42 3 4 8 114
Industry structure and the dynamics of price adjustment 0 0 0 50 4 4 5 223
Inflation and measures of the markup 0 0 0 73 3 4 5 233
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 0 0 0 68 3 4 7 209
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 1 251 1 4 11 891
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 79 2 3 4 392
Modelling structural breaks, long memory and stock market volatility: an overview 0 1 1 352 10 16 21 761
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 0 0 0 130 1 1 3 543
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 2 2 3 126
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 8 11 15 1,127
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 0 1 2 102
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 3 4 8 800
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 1 1 26 0 3 5 88
Testing Integration and Cointegration: An Overview 0 0 0 2 3 6 16 778
Testing for PPP: Should we use panel methods? 0 0 0 364 4 5 8 1,063
Testing for Panel Cointegration Using Common Correlated Effects Estimators 0 0 0 23 1 1 6 90
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 0 1 173
The Econometric Analysis of Economic Policy 0 0 0 2 0 1 4 376
The long-run Phillips curve and non-stationary inflation 0 0 0 106 3 3 11 379
Total Journal Articles 1 9 31 3,117 80 138 281 14,937

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 16 37 139 11,983
Total Books 0 0 0 0 16 37 139 11,983

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 1 1 5 71
Total Chapters 0 0 0 17 1 1 5 71

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Statistics updated 2025-12-06