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 2 12 14 175
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 77 0 5 7 288
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 1 6 11 38
A Markup Model for Forecasting Inflation in the Euro AreaI 0 0 0 141 0 2 5 269
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 42 1 16 20 186
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 8 0 11 13 48
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 0 170 1 3 6 481
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 0 169 0 2 6 1,254
An I(2) Analysis of Inflation and the Markup 0 0 0 0 0 3 7 148
An I(2) Analysis of Inflation and the Markup 0 0 0 16 0 10 14 93
An Overview of the Factor-augmented Error-Correction Model 0 0 4 206 2 3 20 241
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 1 6 14 2,422
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 1 1 305 1 4 7 1,004
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 0 4 16 694
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 0 1 208 1 8 20 405
Cointegration in panel data with breaks and cross-section dependence 0 0 3 431 5 30 79 1,252
Competition, the Lisbon Strategy and the Euro 0 0 0 127 0 1 1 391
Dynamic Specification And Testing For Unit Roots And Co-integration 0 1 1 12 0 3 5 122
Dynamic Specification and Testing for Unit Roots and Co-Integration 0 0 0 0 0 2 2 3
ECM tests for cointegration in a single equation framework 0 2 5 29 2 24 39 163
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 3 8 84
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 0 3 8 169
Factor Forecasts for the UK 0 0 0 191 0 2 4 534
Factor Forecasts for the UK 0 0 0 161 1 7 12 509
Factor forecasts for the UK 0 2 2 178 1 5 14 600
Factor-augmented Error Correction Models 0 0 0 362 0 6 16 937
Factor-augmented Error Correction Models 0 0 1 200 0 5 9 528
Factor-augmented Error Correction Models 0 0 0 175 0 2 6 359
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 127 1 4 15 700
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 0 4 9 645
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 1 5 6 560
Forecasting Macroeconomic Variables for the Acceding Countries 1 1 1 121 4 7 11 589
Forecasting macroeconomic variables for the new member states of the European Union 0 0 0 192 0 11 15 720
Forecasting with Factor-augmented Error Correction Models 0 0 2 62 0 5 11 239
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 1 23 32 395
Industry Structure and the Dynamics of Price Adjstment 0 0 0 5 1 11 13 63
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 1 10 15 237
Inflation Measures of the Markup 0 0 0 180 0 1 4 473
Inflation and Measures of the Markup 0 0 0 13 0 3 10 77
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 0 55 0 1 5 233
Interest rate pass-through in the major European economies - the role of expectations 0 0 0 142 0 6 7 354
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 0 3 10 1,066
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 2 670 1 9 19 1,864
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 32 1 4 10 262
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 193 0 5 10 568
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 0 1 2 98 1 7 15 224
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price 0 0 2 106 1 4 8 293
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing 0 0 0 273 1 5 10 937
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 0 0 2 2 2
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 18 0 7 7 332
Panel Estimation for Worriers 0 0 0 236 2 7 20 611
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 0 0 396 1 6 20 939
Simultanenous Versus Sequential Move Structures in Principal-Agent Models 0 0 0 0 2 3 5 70
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 0 4 17 1,073
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 1 5 7 485
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 1 4 6 193
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 0 0 2 70 6 27 37 128
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 0 32 0 2 4 90
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 2 2 11 1,598
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 2 6 621
Testing for Panel Cointegration Using Common Correlated Effects 0 0 0 319 0 1 4 629
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 0 2 104 6 12 18 165
The Econometric Analysis of Economic Policy 0 0 0 1 0 3 4 416
The Long-Run Phillips Curve and Non-Stationary Inflation 0 0 0 389 1 17 26 2,270
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup 0 0 0 252 1 1 2 660
The Markup and the Business Cycle Reconsidered 0 0 0 0 0 3 6 236
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 1 2 155 1 6 17 328
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 1 4 7 119
The Relationship between the Markup and Inflation in the G7 Economies and Australia 0 0 0 25 0 8 19 108
The Relationship between the Markup and Inflation in the G7 plus One Economies 0 0 0 1 1 8 13 215
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies 0 0 0 68 0 4 7 174
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 1 1 1 110 1 1 11 237
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 0 0 41 0 4 9 113
The effects of climate change on crop and livestock choices 0 0 2 53 0 3 8 123
Total Working Papers 2 10 37 10,807 60 462 911 35,831

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 5 8 167
A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated 0 0 0 49 1 4 6 417
A reinvestigation of the markup and the business cycle 0 0 0 39 0 6 8 132
An I(2) analysis of inflation and the markup 0 0 0 228 0 4 16 953
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 1 205 4 7 14 564
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* 0 0 0 24 0 3 7 110
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 1 2 90 1 10 21 247
Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions 0 0 0 7 0 2 2 45
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 2 11 15 617
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 0 39 0 3 7 226
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 2 7 23 139 6 23 63 442
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 2 7 14 423
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 1 6 21 1,627
Forecasting with factor-augmented error correction models 0 0 3 92 1 12 25 255
Frontiers in Time Series Analysis: Introduction 0 0 0 57 0 4 7 170
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 11 17 187
How to use SETAR models in gretl 0 0 0 42 0 5 13 121
Industry structure and the dynamics of price adjustment 0 0 0 50 0 0 6 224
Inflation and measures of the markup 0 0 0 73 0 2 8 236
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 0 0 0 68 1 4 13 216
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 1 251 2 9 19 901
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 79 0 3 9 397
Modelling structural breaks, long memory and stock market volatility: an overview 0 0 1 352 7 50 75 815
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 0 0 0 130 1 2 3 545
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 1 3 8 131
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 1 5 22 1,136
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 1 4 6 107
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 1 6 15 808
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 2 7 15 98
Testing Integration and Cointegration: An Overview 0 0 0 2 0 4 14 782
Testing for PPP: Should we use panel methods? 0 0 0 364 2 9 18 1,073
Testing for Panel Cointegration Using Common Correlated Effects Estimators 0 1 1 24 0 13 19 105
Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations 0 0 0 44 1 9 11 183
The Econometric Analysis of Economic Policy 0 0 0 2 0 3 5 380
The long-run Phillips curve and non-stationary inflation 0 0 1 107 2 15 24 396
Total Journal Articles 2 9 34 3,131 40 271 554 15,274

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 5 20 139 12,018
Total Books 0 0 0 0 5 20 139 12,018

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 3 9 77
Total Chapters 0 0 0 17 1 3 9 77

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Statistics updated 2026-04-09