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 1 74 0 0 6 269
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 41 0 0 10 155
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 0 0 1 26
A Markup Model for Forecasting Inflation in the Euro AreaI 0 0 0 141 0 0 1 262
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 1 7 1 3 10 27
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 1 38 1 6 12 151
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 0 168 1 1 10 466
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 1 168 0 0 2 1,238
An I(2) Analysis of Inflation and the Markup 0 0 0 0 1 3 5 135
An I(2) Analysis of Inflation and the Markup 0 0 1 15 1 2 8 76
An Overview of the Factor-augmented Error-Correction Model 0 3 7 187 1 5 18 179
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 1 2 560 0 5 18 2,347
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 1 302 1 1 6 985
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 1 2 279 1 4 15 665
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 2 3 201 3 7 23 361
Cointegration in panel data with breaks and cross-section dependence 0 1 2 411 3 8 22 1,093
Competition, the Lisbon Strategy and the Euro 0 0 0 127 0 0 2 387
Dynamic Specification And Testing For Unit Roots And Co-integration 0 1 1 9 2 3 6 108
ECM tests for cointegration in a single equation framework 0 1 1 11 5 10 27 71
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 1 2 5 69
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 1 1 14 148
Factor Forecasts for the UK 0 0 1 184 1 2 8 514
Factor Forecasts for the UK 0 0 3 156 2 3 9 484
Factor forecasts for the UK 0 1 4 168 3 5 13 563
Factor-augmented Error Correction Models 0 2 5 185 1 6 26 461
Factor-augmented Error Correction Models 0 0 1 171 0 1 4 341
Factor-augmented Error Correction Models 0 0 3 354 0 0 8 889
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 3 119 2 3 15 665
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 2 136 0 0 8 527
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 210 1 1 7 612
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 115 1 2 5 566
Forecasting macroeconomic variables for the new member states of the European Union 0 1 2 183 1 4 14 676
Forecasting with Factor-Augmented Error Correction Models 1 1 4 289 1 3 15 851
Forecasting with Factor-augmented Error Correction 0 0 0 195 0 0 6 343
Forecasting with Factor-augmented Error Correction Models 0 2 6 55 1 3 17 205
How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies 1 1 3 131 1 4 17 310
Industry Structure and the Dynamics of Price Adjstment 0 0 0 4 0 0 5 45
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 0 1 3 221
Inflation Measures of the Markup 0 0 0 180 0 2 4 467
Inflation and Measures of the Markup 0 0 0 13 1 1 6 58
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 2 52 1 1 14 212
Interest rate pass-through in the major European economies - the role of expectations 0 0 3 134 1 1 17 318
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 2 339 0 1 9 1,026
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 0 662 0 1 6 1,809
Measuring Long-Run Exchange Rate Pass-Through 0 0 1 26 2 6 23 151
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 192 2 3 12 486
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 0 0 5 83 2 4 21 168
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price 0 0 5 99 1 1 12 265
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing 0 3 7 265 1 9 32 898
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 16 1 1 4 317
Panel Estimation for Worriers 0 2 7 226 0 6 20 514
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 1 3 386 1 4 17 875
Simultanenous Versus Sequential Move Structures in Principal-Agent Models 0 0 0 0 1 1 17 56
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 1 425 0 4 9 1,029
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 2 7 461
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 2 81 3 6 18 163
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 0 0 3 67 1 2 10 68
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 10 23 1 2 27 35
Testing for PPP: Should We Use Panel Methods? 0 0 0 470 1 5 18 1,505
Testing for PPP: Should We Use Panel Methods? 0 0 0 307 1 3 14 605
Testing for Panel Cointegration Using Common Correlated Effects 1 3 10 297 2 8 28 552
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 0 1 92 3 6 17 115
The Econometric Analysis of Economic Policy 0 0 0 1 1 3 10 396
The Long-Run Phillips Curve and Non-Stationary Inflation 0 0 1 385 2 2 16 2,228
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup 0 0 0 251 0 1 3 655
The Markup and the Business Cycle Reconsidered 0 0 0 0 0 0 1 227
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 0 1 4 105
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 152 0 0 8 307
The Relationship between the Markup and Inflation in the G7 Economies and Australia 0 0 0 21 2 3 4 78
The Relationship between the Markup and Inflation in the G7 plus One Economies 0 0 0 1 0 0 1 199
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies 0 0 1 65 0 0 5 159
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 0 0 2 96 2 7 20 196
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 0 6 27 1 6 30 68
The effects of climate change on crop and livestock choices 1 2 7 41 2 3 26 53
Total Working Papers 4 29 142 10,873 74 205 891 34,315
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 52 0 0 3 151
A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated 0 0 0 47 0 0 2 384
A reinvestigation of the markup and the business cycle 1 1 1 39 1 2 7 121
An I(2) analysis of inflation and the markup 0 0 1 226 0 1 5 927
Are there any reliable leading indicators for US inflation and GDP growth? 0 4 11 182 0 6 22 486
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* 0 0 0 21 0 1 4 90
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 2 15 70 2 6 32 162
Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions 0 0 0 7 0 0 7 42
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 5 20 55 453
Editorial Introduction to Special Issue on Large Data Sets 0 0 0 12 0 0 2 37
Efficiency in Hierarchies: Implementing the First-Best Solution by Sequential Actions 0 1 1 36 0 1 1 209
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 0 0 1 1 1 7 23 27
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 2 2 7 404
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 1 7 36 1,516
Forecasting with factor-augmented error correction models 0 1 15 65 0 3 35 160
Frontiers in Time Series Analysis: Introduction 0 0 0 57 0 0 0 162
How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies 0 1 3 43 0 1 9 138
How to use SETAR models in gretl 0 0 3 36 0 6 16 87
Industry structure and the dynamics of price adjustment 0 0 0 50 0 1 4 208
Inflation and measures of the markup 0 0 0 67 0 0 6 201
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 0 0 1 58 0 0 4 184
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 3 7 242 0 6 25 846
Measuring Long-Run Exchange Rate Pass-Through 0 0 1 77 4 6 21 325
Modelling structural breaks, long memory and stock market volatility: an overview 2 3 7 331 3 9 30 694
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 0 0 1 127 0 2 11 520
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 1 1 4 119
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 3 12 34 1,040
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 13 1 1 5 86
Some cautions on the use of panel methods for integrated series of macroeconomic data 1 1 1 280 1 2 16 758
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 5 15 1 4 17 54
Testing Integration and Cointegration: An Overview 0 0 0 2 3 8 29 616
Testing for PPP: Should we use panel methods? 0 2 5 357 0 6 16 1,015
Testing for Panel Cointegration Using Common Correlated Effects Estimators 0 0 3 8 1 2 6 30
Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations 0 0 2 42 1 2 5 167
The Econometric Analysis of Economic Policy 0 0 0 2 1 2 9 356
The long-run Phillips curve and non-stationary inflation 0 0 1 100 0 0 9 325
Total Journal Articles 4 19 85 2,797 32 127 517 13,100
1 registered items for which data could not be found

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 58 159 677 10,445
Total Books 0 0 0 0 58 159 677 10,445

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 5 11 1 4 15 45
Total Chapters 0 0 5 11 1 4 15 45

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Statistics updated 2020-09-04