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 10 12 173
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 77 1 5 8 288
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 1 7 10 37
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 8 3 12 14 48
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 42 2 16 19 185
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 0 170 0 3 5 480
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 0 169 0 3 6 1,254
An I(2) Analysis of Inflation and the Markup 0 0 0 0 2 4 7 148
An I(2) Analysis of Inflation and the Markup 0 0 0 16 4 10 14 93
An Overview of the Factor-augmented Error-Correction Model 0 0 4 206 0 5 18 239
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 0 7 13 2,421
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 1 1 1 305 2 3 6 1,003
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 1 7 16 694
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 0 1 208 4 8 19 404
Cointegration in panel data with breaks and cross-section dependence 0 1 3 431 1 63 75 1,247
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 1 1 1 12 1 5 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 2 2 5 29 8 25 39 161
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 2 3 8 84
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 1 5 8 169
Factor Forecasts for the UK 0 0 0 161 0 8 11 508
Factor Forecasts for the UK 0 0 0 191 0 2 4 534
Factor forecasts for the UK 1 2 2 178 2 6 14 599
Factor-augmented Error Correction Models 0 0 0 175 0 4 6 359
Factor-augmented Error Correction Models 0 0 0 362 0 7 16 937
Factor-augmented Error Correction Models 0 0 1 200 2 6 9 528
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 127 1 5 16 699
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 2 4 5 559
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 1 4 9 645
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 0 120 1 5 7 585
Forecasting macroeconomic variables for the new member states of the European Union 0 0 0 192 3 13 15 720
Forecasting with Factor-augmented Error Correction Models 0 0 2 62 1 7 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 9 24 32 394
Industry Structure and the Dynamics of Price Adjstment 0 0 0 5 2 11 12 62
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 2 10 14 236
Inflation Measures of the Markup 0 0 0 180 0 1 4 473
Inflation and Measures of the Markup 0 0 0 13 1 3 10 77
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 0 55 0 3 5 233
Interest rate pass-through in the major European economies - the role of expectations 0 0 0 142 1 7 8 354
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 0 5 11 1,066
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 2 670 1 11 19 1,863
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 32 0 7 9 261
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 193 1 9 10 568
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 1 1 2 98 3 7 14 223
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price 0 0 2 106 1 3 7 292
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing 0 0 0 273 1 6 9 936
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 1 7 7 332
Panel Estimation for Worriers 0 0 0 236 3 7 18 609
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 0 1 396 1 9 20 938
Simultanenous Versus Sequential Move Structures in Principal-Agent Models 0 0 0 0 0 2 3 68
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 0 7 17 1,073
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 3 5 6 484
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 0 4 5 192
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 0 0 2 70 7 22 31 122
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 0 32 0 4 4 90
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 4 6 621
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 0 2 10 1,596
Testing for Panel Cointegration Using Common Correlated Effects 0 0 0 319 0 1 6 629
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 0 2 104 3 8 13 159
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 2 21 25 2,269
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 0 3 6 236
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 0 5 6 118
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 2 2 155 0 12 16 327
The Relationship between the Markup and Inflation in the G7 Economies and Australia 0 0 0 25 0 12 19 108
The Relationship between the Markup and Inflation in the G7 plus One Economies 0 0 0 1 0 11 12 214
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies 0 0 1 68 0 5 8 174
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 0 0 0 109 0 1 10 236
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 0 0 41 2 6 9 113
The effects of climate change on crop and livestock choices 0 0 2 53 1 3 8 123
Total Working Papers 6 10 38 10,805 96 551 869 35,771

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 0 3 5 416
A reinvestigation of the markup and the business cycle 0 0 0 39 1 7 8 132
An I(2) analysis of inflation and the markup 0 0 0 228 1 7 17 953
Are there any reliable leading indicators for US inflation and GDP growth? 0 1 1 205 1 5 10 560
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* 0 0 0 24 0 4 7 110
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 1 2 90 2 10 20 246
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 4 10 13 615
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 1 8 21 137 7 27 57 436
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 1 8 12 421
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 2 11 20 1,626
Forecasting with factor-augmented error correction models 0 0 3 92 1 12 24 254
Frontiers in Time Series Analysis: Introduction 0 0 0 57 3 5 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 1 14 17 187
How to use SETAR models in gretl 0 0 0 42 1 7 13 121
Industry structure and the dynamics of price adjustment 0 0 0 50 0 1 6 224
Inflation and measures of the markup 0 0 0 73 0 3 8 236
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 0 0 0 68 1 6 12 215
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 1 251 2 8 17 899
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 79 0 5 9 397
Modelling structural breaks, long memory and stock market volatility: an overview 0 0 1 352 11 47 68 808
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 0 0 0 130 0 1 2 544
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 0 4 7 130
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 0 8 22 1,135
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 0 4 5 106
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 1 7 14 807
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 1 8 13 96
Testing Integration and Cointegration: An Overview 0 0 0 2 1 4 14 782
Testing for PPP: Should we use panel methods? 0 0 0 364 2 8 16 1,071
Testing for Panel Cointegration Using Common Correlated Effects Estimators 1 1 1 24 4 15 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 2 9 10 182
The Econometric Analysis of Economic Policy 0 0 0 2 2 4 5 380
The long-run Phillips curve and non-stationary inflation 0 1 1 107 0 15 23 394
Total Journal Articles 2 12 32 3,129 52 297 517 15,234

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 8 30 142 12,013
Total Books 0 0 0 0 8 30 142 12,013

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 5 8 76
Total Chapters 0 0 0 17 0 5 8 76

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Statistics updated 2026-03-04