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 4 11 292
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 42 0 3 17 178
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 0 1 12 39
A Markup Model for Forecasting Inflation in the Euro AreaI 0 0 0 141 0 1 6 270
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 42 0 5 25 191
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 8 0 2 15 50
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 0 170 0 3 9 484
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 0 169 0 5 10 1,259
An I(2) Analysis of Inflation and the Markup 0 0 0 0 0 4 10 152
An I(2) Analysis of Inflation and the Markup 0 0 0 16 0 0 13 93
An Overview of the Factor-augmented Error-Correction Model 1 1 2 207 2 2 13 243
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 2 6 18 2,428
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 1 305 0 0 6 1,004
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 1 6 20 700
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 0 1 208 1 5 24 410
Cointegration in panel data with breaks and cross-section dependence 0 1 3 432 1 5 78 1,257
Competition, the Lisbon Strategy and the Euro 0 0 0 127 0 3 4 394
Dynamic Specification And Testing For Unit Roots And Co-integration 0 0 1 12 0 2 7 124
Dynamic Specification and Testing for Unit Roots and Co-Integration 0 0 0 0 0 2 4 5
ECM tests for cointegration in a single equation framework 0 0 3 29 0 4 39 167
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 1 9 85
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 0 5 13 174
Factor Forecasts for the UK 0 0 0 191 1 5 9 539
Factor Forecasts for the UK 0 0 0 161 0 1 13 510
Factor forecasts for the UK 1 1 3 179 2 7 21 607
Factor-augmented Error Correction Models 0 0 0 175 0 1 7 360
Factor-augmented Error Correction Models 0 0 1 200 0 3 12 531
Factor-augmented Error Correction Models 0 0 0 362 1 3 17 940
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 0 3 9 563
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 127 1 3 16 703
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 0 2 11 647
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 121 0 4 15 593
Forecasting macroeconomic variables for the new member states of the European Union 1 1 1 193 1 1 15 721
Forecasting with Factor-augmented Error Correction Models 0 0 1 62 0 5 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 0 3 33 398
Industry Structure and the Dynamics of Price Adjstment 0 0 0 5 0 2 15 65
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 0 1 15 238
Inflation Measures of the Markup 0 0 0 180 0 2 6 475
Inflation and Measures of the Markup 0 0 0 13 0 1 11 78
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 0 55 1 6 11 239
Interest rate pass-through in the major European economies - the role of expectations 0 0 0 142 0 1 8 355
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 2 4 13 1,070
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 0 670 2 7 23 1,871
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 32 0 2 12 264
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 193 1 2 11 570
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 0 0 2 98 0 7 21 231
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price 0 0 1 106 0 4 11 297
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing 0 0 0 273 1 1 11 938
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 0 0 3 5 5
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 18 0 5 12 337
Panel Estimation for Worriers 0 0 0 236 1 2 18 613
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 0 0 396 0 10 30 949
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 2 9 24 1,082
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 2 7 14 492
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 1 6 12 199
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 1 1 2 71 2 4 39 132
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 0 32 0 3 7 93
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 0 4 15 1,602
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 1 4 10 625
Testing for Panel Cointegration Using Common Correlated Effects 0 0 0 319 0 10 14 639
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 0 1 104 0 4 21 169
The Econometric Analysis of Economic Policy 0 0 0 1 0 1 4 417
The Long-Run Phillips Curve and Non-Stationary Inflation 0 0 0 389 0 3 29 2,273
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup 0 0 0 252 0 2 4 662
The Markup and the Business Cycle Reconsidered 0 0 0 0 0 3 8 239
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 0 3 10 122
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 2 155 1 3 20 331
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 3 10 177
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 0 0 1 110 1 3 14 240
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 0 0 41 0 2 10 115
The effects of climate change on crop and livestock choices 0 0 1 53 0 3 9 126
Total Working Papers 4 5 28 10,812 31 248 1,099 36,079

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 1 9 168
A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated 0 0 0 49 0 3 8 420
A reinvestigation of the markup and the business cycle 0 0 0 39 0 2 10 134
An I(2) analysis of inflation and the markup 0 0 0 228 1 4 18 957
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 2 8 112
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 0 2 90 0 5 26 252
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 1 3 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 0 3 10 229
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 3 5 23 144 8 18 70 460
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 0 2 16 425
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 2 5 25 1,632
Forecasting with factor-augmented error correction models 0 1 4 93 0 5 25 260
Frontiers in Time Series Analysis: Introduction 0 0 0 57 0 2 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 0 6 23 193
How to use SETAR models in gretl 0 0 0 42 2 6 19 127
Industry structure and the dynamics of price adjustment 0 0 0 50 1 2 7 226
Inflation and measures of the markup 0 0 0 73 2 6 13 242
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 0 0 0 68 0 1 13 217
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 0 251 1 6 21 907
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 79 0 5 14 402
Modelling structural breaks, long memory and stock market volatility: an overview 0 0 1 352 0 6 77 821
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 1 1 1 131 1 1 4 546
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 0 1 9 132
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 1 13 34 1,149
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 0 1 7 108
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 0 8 21 816
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 0 1 15 99
Testing Integration and Cointegration: An Overview 0 0 0 2 0 2 13 784
Testing for PPP: Should we use panel methods? 1 1 1 365 2 4 19 1,077
Testing for Panel Cointegration Using Common Correlated Effects Estimators 1 1 2 25 2 3 20 108
Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations 0 0 0 44 0 2 13 185
The Econometric Analysis of Economic Policy 0 0 0 2 0 1 6 381
The long-run Phillips curve and non-stationary inflation 0 0 1 107 0 6 28 402
Total Journal Articles 6 9 37 3,140 24 136 642 15,410

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 23 115 12,041
Total Books 0 0 0 0 7 23 115 12,041

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 12 19 89
Total Chapters 0 0 0 17 0 12 19 89

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Statistics updated 2026-07-10