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 14 297
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 42 0 0 17 179
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 1 2 11 41
A Markup Model for Forecasting Inflation in the Euro AreaI 0 0 0 141 0 1 5 271
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 42 0 2 26 193
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 8 0 1 15 51
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 0 170 3 5 13 489
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 0 169 6 6 15 1,265
An I(2) Analysis of Inflation and the Markup 0 0 0 16 3 3 14 96
An I(2) Analysis of Inflation and the Markup 0 0 0 0 1 4 12 156
An Overview of the Factor-augmented Error-Correction Model 0 0 1 207 2 3 14 246
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 1 3 19 2,431
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 1 305 2 2 7 1,006
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 0 0 282 0 2 20 702
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 1 1 209 2 5 26 415
Cointegration in panel data with breaks and cross-section dependence 0 0 2 432 3 7 84 1,264
Competition, the Lisbon Strategy and the Euro 0 0 0 127 2 3 7 397
Dynamic Specification And Testing For Unit Roots And Co-integration 0 0 1 12 3 3 10 127
Dynamic Specification and Testing for Unit Roots and Co-Integration 0 0 0 0 0 1 5 6
ECM tests for cointegration in a single equation framework 0 2 4 31 2 6 41 175
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 1 2 9 87
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 3 4 15 178
Factor Forecasts for the UK 0 0 0 161 0 0 10 510
Factor Forecasts for the UK 0 0 0 191 2 3 11 542
Factor forecasts for the UK 0 0 3 179 0 2 19 610
Factor-augmented Error Correction Models 0 0 0 362 2 4 16 944
Factor-augmented Error Correction Models 0 0 0 175 2 3 10 363
Factor-augmented Error Correction Models 0 0 0 200 5 5 17 537
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 0 0 8 563
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 127 0 1 10 704
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 2 2 10 649
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 121 2 2 17 595
Forecasting macroeconomic variables for the new member states of the European Union 0 0 1 193 1 1 15 722
Forecasting with Factor-augmented Error Correction Models 0 0 0 62 2 5 17 249
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 3 35 402
Industry Structure and the Dynamics of Price Adjstment 0 0 0 5 2 4 18 69
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 1 2 17 240
Inflation Measures of the Markup 0 0 0 180 0 0 5 475
Inflation and Measures of the Markup 0 0 0 13 2 2 12 81
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 0 55 0 0 10 239
Interest rate pass-through in the major European economies - the role of expectations 0 1 1 143 1 3 11 358
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 0 0 12 1,070
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 0 670 5 6 28 1,877
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 193 1 2 13 572
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 32 0 0 10 264
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 0 1 3 99 3 4 21 235
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price 0 0 0 106 4 4 13 302
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing 0 0 0 273 4 4 13 942
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 18 2 3 15 340
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 0 0 0 0 0 1 6 6
Panel Estimation for Worriers 0 0 0 236 8 8 21 621
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 0 1 397 4 4 30 954
Simultanenous Versus Sequential Move Structures in Principal-Agent Models 0 0 0 0 3 3 7 73
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 2 3 21 1,085
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 2 2 16 494
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 2 4 16 203
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 1 1 2 72 1 2 39 136
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 0 32 1 1 8 94
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 4 4 16 1,606
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 3 3 11 628
Testing for Panel Cointegration Using Common Correlated Effects 0 1 1 320 1 4 17 644
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 3 3 107 2 8 27 177
The Econometric Analysis of Economic Policy 0 0 0 1 2 2 7 420
The Long-Run Phillips Curve and Non-Stationary Inflation 0 0 0 389 2 4 31 2,277
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup 0 0 0 252 0 2 6 664
The Markup and the Business Cycle Reconsidered 0 0 0 0 1 1 8 240
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 2 155 2 3 20 335
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 1 1 11 123
The Relationship between the Markup and Inflation in the G7 Economies and Australia 0 0 0 25 2 2 20 111
The Relationship between the Markup and Inflation in the G7 plus One Economies 0 0 0 1 2 2 14 217
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies 0 0 0 68 2 2 10 179
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 1 1 2 111 3 5 15 245
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 0 0 41 1 2 11 117
The effects of climate change on crop and livestock choices 0 0 0 53 2 2 10 128
Total Working Papers 2 11 30 10,824 135 209 1,190 36,303

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 9 169
A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated 0 1 1 50 1 3 11 424
A reinvestigation of the markup and the business cycle 0 0 0 39 2 5 14 139
An I(2) analysis of inflation and the markup 0 0 0 228 0 0 17 958
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 1 205 1 2 14 566
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* 0 0 0 24 3 3 9 115
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 0 1 90 2 2 22 254
Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions 0 0 0 7 2 2 4 47
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 1 2 19 622
Editorial Introduction to Special Issue on Large Data Sets 0 0 0 13 1 2 2 40
Efficiency in Hierarchies: Implementing the First-Best Solution by Sequential Actions 0 0 0 39 2 2 11 232
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 2 5 21 150 4 17 76 480
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 2 2 17 428
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 3 4 24 1,637
Forecasting with factor-augmented error correction models 1 1 3 94 2 2 21 262
Frontiers in Time Series Analysis: Introduction 0 0 0 57 3 3 10 175
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 1 23 195
How to use SETAR models in gretl 0 0 0 42 2 3 20 131
Industry structure and the dynamics of price adjustment 0 0 0 50 3 5 14 233
Inflation and measures of the markup 0 0 0 73 1 2 15 245
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 0 0 0 68 3 3 14 220
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 0 251 1 3 20 910
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 79 1 1 15 405
Modelling structural breaks, long memory and stock market volatility: an overview 1 2 2 354 4 8 79 830
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 0 0 1 131 1 2 6 548
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 4 5 14 138
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 3 4 34 1,153
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 0 16 0 1 7 109
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 6 7 27 824
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 0 26 1 2 13 101
Testing Integration and Cointegration: An Overview 0 0 0 2 3 5 14 789
Testing for PPP: Should we use panel methods? 0 1 2 366 1 2 20 1,079
Testing for Panel Cointegration Using Common Correlated Effects Estimators 0 0 2 25 3 4 24 113
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 1 14 187
The Econometric Analysis of Economic Policy 0 0 0 2 1 2 7 383
The long-run Phillips curve and non-stationary inflation 0 0 1 107 3 4 30 406
Total Journal Articles 4 10 35 3,151 72 116 690 15,547

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 17 98 12,065
Total Books 0 0 0 0 11 17 98 12,065

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 2 2 22 92
Total Chapters 0 0 0 17 2 2 22 92

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Statistics updated 2026-11-12