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 3 4 10 291
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 42 2 9 16 177
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 1 3 12 39
A Markup Model for Forecasting Inflation in the Euro AreaI 0 0 0 141 1 1 6 270
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 42 4 7 24 190
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 8 2 5 15 50
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 0 170 3 4 9 484
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 0 169 3 3 9 1,257
An I(2) Analysis of Inflation and the Markup 0 0 0 16 0 4 14 93
An I(2) Analysis of Inflation and the Markup 0 0 0 0 4 6 11 152
An Overview of the Factor-augmented Error-Correction Model 0 0 4 206 0 2 20 241
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 4 5 18 2,426
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 1 1 305 0 3 7 1,004
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 4 5 19 698
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 0 1 208 4 9 23 409
Cointegration in panel data with breaks and cross-section dependence 0 0 2 431 0 6 76 1,252
Competition, the Lisbon Strategy and the Euro 0 0 0 127 2 2 3 393
Dynamic Specification And Testing For Unit Roots And Co-integration 0 1 1 12 2 3 7 124
Dynamic Specification and Testing for Unit Roots and Co-Integration 0 0 0 0 2 2 4 5
ECM tests for cointegration in a single equation framework 0 2 4 29 3 13 40 166
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 1 3 9 85
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 3 4 11 172
Factor Forecasts for the UK 0 0 0 191 3 3 7 537
Factor Forecasts for the UK 0 0 0 161 1 2 13 510
Factor forecasts for the UK 0 1 2 178 4 7 18 604
Factor-augmented Error Correction Models 0 0 0 175 1 1 7 360
Factor-augmented Error Correction Models 0 0 0 362 1 1 17 938
Factor-augmented Error Correction Models 0 0 1 200 3 5 12 531
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 3 6 9 563
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 2 3 11 647
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 127 2 4 16 702
Forecasting Macroeconomic Variables for the Acceding Countries 0 1 1 121 3 8 14 592
Forecasting macroeconomic variables for the new member states of the European Union 0 0 0 192 0 3 14 720
Forecasting with Factor-augmented Error Correction Models 0 0 2 62 3 4 14 242
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 13 35 398
Industry Structure and the Dynamics of Price Adjstment 0 0 0 5 1 4 14 64
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 1 4 16 238
Inflation Measures of the Markup 0 0 0 180 1 1 5 474
Inflation and Measures of the Markup 0 0 0 13 1 2 11 78
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 0 55 5 5 10 238
Interest rate pass-through in the major European economies - the role of expectations 0 0 0 142 1 2 8 355
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 1 1 11 1,067
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 2 670 4 6 23 1,868
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 32 1 2 11 263
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 193 1 2 10 569
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 0 1 2 98 4 8 19 228
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price 0 0 2 106 3 5 11 296
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing 0 0 0 273 0 2 10 937
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 0 2 2 4 4
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 18 4 5 11 336
Panel Estimation for Worriers 0 0 0 236 1 6 18 612
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 0 0 396 9 11 29 948
Simultanenous Versus Sequential Move Structures in Principal-Agent Models 0 0 0 0 0 2 5 70
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 7 7 24 1,080
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 5 9 12 490
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 4 5 10 197
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 0 0 2 70 1 14 38 129
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 0 32 2 2 6 92
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 2 4 13 1,600
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 3 3 9 624
Testing for Panel Cointegration Using Common Correlated Effects 0 0 0 319 10 10 14 639
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 0 1 104 3 12 20 168
The Econometric Analysis of Economic Policy 0 0 0 1 1 1 5 417
The Long-Run Phillips Curve and Non-Stationary Inflation 0 0 0 389 3 6 29 2,273
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup 0 0 0 252 2 3 4 662
The Markup and the Business Cycle Reconsidered 0 0 0 0 2 2 8 238
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 3 4 10 122
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 2 155 2 3 19 330
The Relationship between the Markup and Inflation in the G7 Economies and Australia 0 0 0 25 0 0 19 108
The Relationship between the Markup and Inflation in the G7 plus One Economies 0 0 0 1 0 1 13 215
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies 0 0 0 68 3 3 10 177
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 0 1 1 110 1 2 12 238
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 0 0 41 2 4 10 115
The effects of climate change on crop and livestock choices 0 0 2 53 3 4 11 126
Total Working Papers 0 8 34 10,807 176 332 1,072 36,007

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 1 1 9 168
A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated 0 0 0 49 3 4 9 420
A reinvestigation of the markup and the business cycle 0 0 0 39 2 3 10 134
An I(2) analysis of inflation and the markup 0 0 0 228 1 2 16 954
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 1 205 0 5 14 564
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* 0 0 0 24 1 1 7 111
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 0 2 90 3 6 24 250
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 1 7 16 618
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 2 2 9 228
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 1 4 22 140 7 20 67 449
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 2 5 16 425
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 2 5 23 1,629
Forecasting with factor-augmented error correction models 0 0 3 92 4 6 28 259
Frontiers in Time Series Analysis: Introduction 0 0 0 57 2 5 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 5 6 22 192
How to use SETAR models in gretl 0 0 0 42 4 5 17 125
Industry structure and the dynamics of price adjustment 0 0 0 50 1 1 7 225
Inflation and measures of the markup 0 0 0 73 4 4 11 240
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 0 0 0 68 1 3 13 217
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 1 251 4 8 22 905
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 79 4 4 13 401
Modelling structural breaks, long memory and stock market volatility: an overview 0 0 1 352 2 20 76 817
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 0 0 0 130 0 1 3 545
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 1 2 9 132
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 11 12 33 1,147
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 1 2 7 108
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 8 10 23 816
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 0 3 15 98
Testing Integration and Cointegration: An Overview 0 0 0 2 2 3 16 784
Testing for PPP: Should we use panel methods? 0 0 0 364 2 6 20 1,075
Testing for Panel Cointegration Using Common Correlated Effects Estimators 0 1 1 24 1 5 20 106
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 4 12 184
The Econometric Analysis of Economic Policy 0 0 0 2 1 3 6 381
The long-run Phillips curve and non-stationary inflation 0 0 1 107 4 6 27 400
Total Journal Articles 1 5 33 3,132 88 180 631 15,362

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 11 24 139 12,029
Total Books 0 0 0 0 11 24 139 12,029

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 10 11 19 87
Total Chapters 0 0 0 17 10 11 19 87

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Statistics updated 2026-05-06