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 0 2 3 163
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 2 3 5 32
A Markup Model for Forecasting Inflation in the Euro AreaI 0 0 0 141 0 1 4 267
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 42 1 4 6 170
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 8 1 1 3 37
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 0 170 1 3 4 478
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 0 169 1 2 5 1,252
An I(2) Analysis of Inflation and the Markup 0 0 0 16 0 1 4 83
An I(2) Analysis of Inflation and the Markup 0 0 0 0 1 1 5 145
An Overview of the Factor-augmented Error-Correction Model 0 0 4 206 4 7 20 238
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 2 5 9 2,416
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 0 304 0 1 4 1,000
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 3 10 12 690
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 0 1 208 1 8 13 397
Cointegration in panel data with breaks and cross-section dependence 1 1 4 431 38 42 51 1,222
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 2 2 2 119
Dynamic Specification and Testing for Unit Roots and Co-Integration 0 0 0 0 0 0 0 1
ECM tests for cointegration in a single equation framework 0 0 6 27 3 7 24 139
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 4 5 81
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 2 4 6 166
Factor Forecasts for the UK 0 0 0 191 0 2 2 532
Factor Forecasts for the UK 0 0 0 161 2 4 5 502
Factor forecasts for the UK 0 0 0 176 2 5 11 595
Factor-augmented Error Correction Models 0 0 1 362 1 4 13 931
Factor-augmented Error Correction Models 0 0 0 175 2 4 4 357
Factor-augmented Error Correction Models 0 0 1 200 1 3 4 523
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 0 1 3 555
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 0 5 5 641
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 127 2 7 13 696
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 0 120 2 4 5 582
Forecasting macroeconomic variables for the new member states of the European Union 0 0 0 192 2 3 5 709
Forecasting with Factor-augmented Error Correction Models 0 1 2 62 2 3 6 234
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 2 7 11 372
Industry Structure and the Dynamics of Price Adjstment 0 0 0 5 1 2 3 52
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 1 4 5 227
Inflation Measures of the Markup 0 0 0 180 0 3 3 472
Inflation and Measures of the Markup 0 0 0 13 0 5 8 74
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 1 55 2 4 6 232
Interest rate pass-through in the major European economies - the role of expectations 0 0 0 142 1 1 4 348
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 2 5 9 1,063
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 2 670 3 6 11 1,855
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 32 4 4 7 258
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 193 4 4 5 563
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 0 1 1 97 1 6 8 217
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 2 5 7 932
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 0 0 0 0 0
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 7 14 604
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 0 1 396 4 13 15 933
Simultanenous Versus Sequential Move Structures in Principal-Agent Models 0 0 0 0 1 1 2 67
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 3 7 13 1,069
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 1 2 6 480
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 1 2 3 189
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 0 0 2 70 1 5 10 101
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 0 32 2 2 3 88
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 2 7 10 1,596
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 2 4 4 619
Testing for Panel Cointegration Using Common Correlated Effects 0 0 1 319 0 3 6 628
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 0 2 104 2 3 8 153
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 5 8 9 2,253
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup 0 0 0 252 1 1 1 659
The Markup and the Business Cycle Reconsidered 0 0 0 0 0 2 3 233
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 1 1 1 154 7 10 11 322
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 2 3 3 115
The Relationship between the Markup and Inflation in the G7 Economies and Australia 0 0 0 25 4 11 11 100
The Relationship between the Markup and Inflation in the G7 plus One Economies 0 0 0 1 4 5 5 207
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies 0 0 1 68 1 3 4 170
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 0 0 1 109 1 6 11 236
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 0 0 41 2 3 6 109
The effects of climate change on crop and livestock choices 0 0 2 53 0 2 6 120
Total Working Papers 2 4 38 10,797 149 321 522 35,369

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 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 1 1 2 126
An I(2) analysis of inflation and the markup 0 0 0 228 3 9 15 949
Are there any reliable leading indicators for US inflation and GDP growth? 1 1 1 205 2 5 8 557
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* 0 0 0 24 1 3 4 107
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 0 2 89 1 7 13 237
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 1 3 4 606
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 0 4 5 223
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 3 3 17 132 10 18 56 419
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 3 7 7 416
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 6 12 17 1,621
Forecasting with factor-augmented error correction models 0 2 3 92 1 4 14 243
Frontiers in Time Series Analysis: Introduction 0 0 0 57 1 3 3 166
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 3 4 6 176
How to use SETAR models in gretl 0 0 1 42 2 6 10 116
Industry structure and the dynamics of price adjustment 0 0 0 50 1 5 6 224
Inflation and measures of the markup 0 0 0 73 1 5 6 234
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 0 0 0 68 3 6 10 212
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 1 251 1 4 10 892
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 79 2 4 6 394
Modelling structural breaks, long memory and stock market volatility: an overview 0 1 1 352 4 20 25 765
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 0 0 0 130 0 1 3 543
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 2 4 5 128
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 4 15 19 1,131
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 1 2 3 103
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 2 6 10 802
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 3 5 8 91
Testing Integration and Cointegration: An Overview 0 0 0 2 0 5 15 778
Testing for PPP: Should we use panel methods? 0 0 0 364 1 6 9 1,064
Testing for Panel Cointegration Using Common Correlated Effects Estimators 0 0 0 23 2 3 7 92
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 1 2 174
The Econometric Analysis of Economic Policy 0 0 0 2 1 2 4 377
The long-run Phillips curve and non-stationary inflation 1 1 1 107 2 5 12 381
Total Journal Articles 5 8 29 3,122 66 188 329 15,003

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 15 41 146 11,998
Total Books 0 0 0 0 15 41 146 11,998

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 3 4 8 74
Total Chapters 0 0 0 17 3 4 8 74

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