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 1 77 0 0 3 281
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 42 0 0 1 161
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 0 0 0 27
A Markup Model for Forecasting Inflation in the Euro AreaI 0 0 0 141 0 0 1 264
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 2 42 0 0 5 166
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 8 0 0 1 35
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 0 170 0 0 1 475
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 0 169 0 1 2 1,249
An I(2) Analysis of Inflation and the Markup 0 0 1 16 1 1 2 80
An I(2) Analysis of Inflation and the Markup 0 0 0 0 0 1 2 142
An Overview of the Factor-augmented Error-Correction Model 1 3 7 205 3 9 25 230
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 1 575 1 2 5 2,410
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 0 304 1 1 3 998
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 0 2 2 680
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 0 2 207 0 1 7 386
Cointegration in panel data with breaks and cross-section dependence 0 1 3 429 0 6 18 1,179
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 0 0 0 117
ECM tests for cointegration in a single equation framework 0 2 9 26 0 4 26 128
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 0 0 76
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 0 0 1 161
Factor Forecasts for the UK 0 0 1 191 0 0 1 530
Factor Forecasts for the UK 0 0 0 161 0 0 0 497
Factor forecasts for the UK 0 0 2 176 0 0 4 586
Factor-augmented Error Correction Models 0 0 1 199 0 0 3 519
Factor-augmented Error Correction Models 0 0 1 175 0 0 1 353
Factor-augmented Error Correction Models 0 0 4 362 1 2 12 923
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 127 0 2 4 687
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 141 0 0 5 554
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 219 0 0 2 636
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 120 0 0 2 578
Forecasting macroeconomic variables for the new member states of the European Union 0 0 0 192 0 1 4 706
Forecasting with Factor-augmented Error Correction Models 0 1 2 61 0 2 3 230
How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies 1 1 3 146 1 2 10 365
Industry Structure and the Dynamics of Price Adjstment 0 0 0 5 0 0 1 50
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 1 1 1 223
Inflation Measures of the Markup 0 0 0 180 0 0 1 469
Inflation and Measures of the Markup 0 0 0 13 0 0 2 67
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 1 55 0 0 5 228
Interest rate pass-through in the major European economies - the role of expectations 0 0 3 142 0 0 7 347
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 1 343 0 1 5 1,057
Leading Indicators for Euro-area Inflation and GDP Growth 0 2 3 670 1 3 10 1,848
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 32 0 0 1 252
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 193 0 1 2 559
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 0 0 1 96 1 1 3 210
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price 1 1 1 105 1 1 2 286
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing 0 0 0 273 0 0 3 927
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 1 236 1 4 15 595
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 0 1 396 0 0 1 919
Simultanenous Versus Sequential Move Structures in Principal-Agent Models 0 0 0 0 0 1 1 66
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 2 438 2 2 5 1,058
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 0 5 478
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 1 90 0 0 2 187
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 1 1 1 69 2 2 3 93
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 1 32 0 0 3 86
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 0 0 615
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 0 0 1 1,587
Testing for Panel Cointegration Using Common Correlated Effects 0 0 3 319 0 0 6 625
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 1 2 103 0 1 5 148
The Econometric Analysis of Economic Policy 0 0 0 1 0 1 4 413
The Long-Run Phillips Curve and Non-Stationary Inflation 0 0 0 389 0 0 0 2,244
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup 0 0 1 252 0 0 1 658
The Markup and the Business Cycle Reconsidered 0 0 0 0 1 1 2 231
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 153 0 0 0 311
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 0 0 1 112
The Relationship between the Markup and Inflation in the G7 Economies and Australia 0 0 1 25 0 0 2 89
The Relationship between the Markup and Inflation in the G7 plus One Economies 0 0 0 1 0 0 0 202
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies 0 0 1 68 0 0 1 167
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 0 0 1 109 0 0 1 226
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 0 0 41 0 1 2 105
The effects of climate change on crop and livestock choices 0 1 2 52 0 2 5 117
Total Working Papers 4 14 72 10,784 18 60 265 34,979
2 registered items for which data could not be found


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 0 2 159
A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated 0 0 0 49 0 1 3 412
A reinvestigation of the markup and the business cycle 0 0 0 39 0 0 2 124
An I(2) analysis of inflation and the markup 0 0 0 228 1 2 6 939
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 4 204 2 2 11 552
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* 0 0 0 24 0 1 1 104
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 0 1 88 0 0 7 226
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 0 0 4 602
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 0 2 219
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 1 5 27 121 5 11 82 390
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 0 0 0 409
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 0 1 15 1,607
Forecasting with factor-augmented error correction models 0 0 2 89 1 5 14 235
Frontiers in Time Series Analysis: Introduction 0 0 0 57 0 0 0 163
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 48 0 0 2 170
How to use SETAR models in gretl 0 0 2 42 0 0 5 108
Industry structure and the dynamics of price adjustment 0 0 0 50 1 1 7 219
Inflation and measures of the markup 0 0 0 73 0 1 4 229
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 0 0 2 68 0 1 4 204
Leading Indicators for Euro‐area Inflation and GDP Growth* 1 1 2 251 1 4 9 886
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 79 0 0 0 388
Modelling structural breaks, long memory and stock market volatility: an overview 0 0 0 351 0 4 8 744
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 0 0 0 130 0 0 2 542
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 0 0 0 123
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 0 1 7 1,115
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 0 0 1 101
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 1 2 5 795
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 2 25 0 1 4 84
Testing Integration and Cointegration: An Overview 0 0 0 2 2 3 10 771
Testing for PPP: Should we use panel methods? 0 0 1 364 2 3 4 1,058
Testing for Panel Cointegration Using Common Correlated Effects Estimators 0 0 0 23 1 2 9 88
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 0 0 172
The Econometric Analysis of Economic Policy 0 0 0 2 0 0 6 375
The long-run Phillips curve and non-stationary inflation 0 0 0 106 1 2 7 374
Total Journal Articles 2 6 45 3,103 18 48 243 14,768


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 21 47 141 11,926
Total Books 0 0 0 0 21 47 141 11,926


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 2 5 70
Total Chapters 0 0 0 17 0 2 5 70


Statistics updated 2025-07-04