Access Statistics for Anindya Banerjee

Author contact details at EconPapers.

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 1 2 12 293
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 42 1 2 18 179
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 0 0 12 39
A Markup Model for Forecasting Inflation in the Euro AreaI 0 0 0 141 0 0 6 270
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 42 0 1 25 191
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 8 0 0 14 50
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 0 170 0 0 9 484
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 0 169 0 2 10 1,259
An I(2) Analysis of Inflation and the Markup 0 0 0 0 0 0 9 152
An I(2) Analysis of Inflation and the Markup 0 0 0 16 0 0 12 93
An Overview of the Factor-augmented Error-Correction Model 0 1 1 207 0 2 12 243
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 0 2 18 2,428
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 1 305 0 0 5 1,004
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 0 2 20 700
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 0 0 208 0 1 21 410
Cointegration in panel data with breaks and cross-section dependence 0 1 3 432 0 5 78 1,257
Competition, the Lisbon Strategy and the Euro 0 0 0 127 0 1 4 394
Dynamic Specification And Testing For Unit Roots And Co-integration 0 0 1 12 0 0 7 124
Dynamic Specification and Testing for Unit Roots and Co-Integration 0 0 0 0 0 0 4 5
ECM tests for cointegration in a single equation framework 0 0 2 29 2 3 38 169
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 0 8 85
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 0 2 13 174
Factor Forecasts for the UK 0 0 0 191 0 2 9 539
Factor Forecasts for the UK 0 0 0 161 0 0 13 510
Factor forecasts for the UK 0 1 3 179 1 4 22 608
Factor-augmented Error Correction Models 0 0 0 200 1 1 12 532
Factor-augmented Error Correction Models 0 0 0 362 0 2 16 940
Factor-augmented Error Correction Models 0 0 0 175 0 0 7 360
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 0 0 9 563
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 0 0 11 647
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 127 0 1 16 703
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 121 0 1 15 593
Forecasting macroeconomic variables for the new member states of the European Union 0 1 1 193 0 1 15 721
Forecasting with Factor-augmented Error Correction Models 0 0 1 62 0 2 14 244
How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies 0 0 0 146 1 1 34 399
Industry Structure and the Dynamics of Price Adjstment 0 0 0 5 0 1 15 65
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 0 0 15 238
Inflation Measures of the Markup 0 0 0 180 0 1 6 475
Inflation and Measures of the Markup 0 0 0 13 1 1 11 79
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 0 55 0 1 11 239
Interest rate pass-through in the major European economies - the role of expectations 0 0 0 142 0 0 8 355
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 0 3 13 1,070
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 0 670 0 3 22 1,871
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 193 0 1 11 570
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 32 0 1 11 264
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 0 0 2 98 0 3 21 231
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price 0 0 1 106 1 2 12 298
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing 0 0 0 273 0 1 11 938
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 18 0 1 12 337
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 0 0 1 5 5
Panel Estimation for Worriers 0 0 0 236 0 1 16 613
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 1 1 1 397 1 2 31 950
Simultanenous Versus Sequential Move Structures in Principal-Agent Models 0 0 0 0 0 0 4 70
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 0 2 23 1,082
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 2 14 492
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 0 2 12 199
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 0 1 2 71 2 5 40 134
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 0 32 0 1 7 93
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 0 2 15 1,602
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 1 10 625
Testing for Panel Cointegration Using Common Correlated Effects 0 0 0 319 1 1 15 640
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 0 1 104 0 1 21 169
The Econometric Analysis of Economic Policy 0 0 0 1 1 1 5 418
The Long-Run Phillips Curve and Non-Stationary Inflation 0 0 0 389 0 0 29 2,273
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup 0 0 0 252 0 0 4 662
The Markup and the Business Cycle Reconsidered 0 0 0 0 0 1 8 239
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 2 155 1 2 21 332
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 0 0 10 122
The Relationship between the Markup and Inflation in the G7 Economies and Australia 0 0 0 25 0 1 20 109
The Relationship between the Markup and Inflation in the G7 plus One Economies 0 0 0 1 0 0 13 215
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies 0 0 0 68 0 0 10 177
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 0 0 1 110 0 2 14 240
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 0 0 41 0 0 10 115
The effects of climate change on crop and livestock choices 0 0 1 53 0 0 9 126
Total Working Papers 1 6 25 10,813 15 87 1,093 36,094

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 10 169
A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated 0 0 0 49 1 1 9 421
A reinvestigation of the markup and the business cycle 0 0 0 39 0 0 9 134
An I(2) analysis of inflation and the markup 0 0 0 228 1 4 19 958
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 1 205 0 0 12 564
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* 0 0 0 24 0 1 8 112
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 0 1 90 0 2 24 252
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 0 2 18 620
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 1 2 11 230
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 1 5 22 145 3 14 70 463
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 1 1 17 426
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 1 4 26 1,633
Forecasting with factor-augmented error correction models 0 1 3 93 0 1 23 260
Frontiers in Time Series Analysis: Introduction 0 0 0 57 0 0 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 1 2 23 194
How to use SETAR models in gretl 0 0 0 42 1 3 19 128
Industry structure and the dynamics of price adjustment 0 0 0 50 2 3 9 228
Inflation and measures of the markup 0 0 0 73 1 3 14 243
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 0 0 0 68 0 0 13 217
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 0 251 0 2 21 907
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 79 2 3 15 404
Modelling structural breaks, long memory and stock market volatility: an overview 0 0 1 352 1 5 78 822
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 0 1 1 131 0 1 4 546
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 1 1 9 133
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 0 2 33 1,149
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 0 0 7 108
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 1 1 21 817
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 0 1 14 99
Testing Integration and Cointegration: An Overview 0 0 0 2 0 0 12 784
Testing for PPP: Should we use panel methods? 0 1 1 365 0 2 19 1,077
Testing for Panel Cointegration Using Common Correlated Effects Estimators 0 1 2 25 1 3 20 109
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 2 13 186
The Econometric Analysis of Economic Policy 0 0 0 2 0 0 6 381
The long-run Phillips curve and non-stationary inflation 0 0 1 107 0 2 26 402
Total Journal Articles 1 9 34 3,141 21 69 643 15,431

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 7 19 110 12,048
Total Books 0 0 0 0 7 19 110 12,048

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 20 90
Total Chapters 0 0 0 17 1 3 20 90

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07