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 41 0 2 4 159
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES 0 0 0 74 0 4 7 276
A Markup Model for Forecasting Inflation for the Euro 0 0 0 4 0 1 1 27
A Markup Model for Forecasting Inflation in the Euro AreaI 0 0 0 141 0 0 1 263
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 38 0 1 6 157
A Multiple Break Panel Approach to Estimating United States Phillips Curves 0 0 0 7 1 2 4 31
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel 0 0 2 170 0 0 3 470
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated 0 0 0 168 0 1 4 1,246
An I(2) Analysis of Inflation and the Markup 0 0 0 15 0 1 1 77
An I(2) Analysis of Inflation and the Markup 0 0 0 0 0 1 3 138
An Overview of the Factor-augmented Error-Correction Model 1 2 6 194 3 5 12 193
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 1 3 563 0 6 27 2,376
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 1 303 0 1 8 993
Cointegration in Panel Data with Breaks and Cross-Section Dependence 0 1 1 280 1 2 8 674
Cointegration in Panel Data with Breaks and Cross-section Dependence 0 1 2 203 0 1 3 366
Cointegration in panel data with breaks and cross-section dependence 0 0 1 415 1 4 21 1,120
Competition, the Lisbon Strategy and the Euro 0 0 0 127 0 2 3 390
Dynamic Specification And Testing For Unit Roots And Co-integration 0 0 0 9 0 1 4 112
ECM tests for cointegration in a single equation framework 0 1 1 12 0 1 3 77
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES 0 0 0 0 0 0 0 70
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 0 0 0 5 154
Factor Forecasts for the UK 0 1 3 189 0 1 11 527
Factor Forecasts for the UK 0 0 3 160 0 3 10 495
Factor forecasts for the UK 0 0 3 172 0 0 8 575
Factor-augmented Error Correction Models 1 2 9 195 2 5 23 486
Factor-augmented Error Correction Models 0 0 0 171 0 3 4 346
Factor-augmented Error Correction Models 0 0 1 355 3 5 10 900
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 3 139 0 4 13 541
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 5 216 0 2 8 621
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 1 5 124 1 3 11 677
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 2 117 0 0 4 572
Forecasting macroeconomic variables for the new member states of the European Union 0 0 3 186 0 2 10 688
Forecasting with Factor-Augmented Error Correction Models 0 0 1 290 1 5 20 871
Forecasting with Factor-augmented Error Correction 1 1 3 198 1 1 4 348
Forecasting with Factor-augmented Error Correction Models 0 0 3 58 1 2 12 217
How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies 0 0 2 134 2 3 13 325
Industry Structure and the Dynamics of Price Adjstment 0 0 1 5 0 0 1 46
Industry Structure and the Dynamics of Price Adjustment 0 0 0 0 0 1 1 222
Inflation Measures of the Markup 0 0 0 180 0 0 0 467
Inflation and Measures of the Markup 0 0 0 13 0 1 2 62
Interest rate Pass-Through in the Major European Economies - The Role of Expectations 0 0 0 52 2 2 6 219
Interest rate pass-through in the major European economies - the role of expectations 0 0 0 135 2 3 8 327
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 1 340 0 2 12 1,038
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 0 662 0 0 3 1,812
Measuring Long-Run Exchange Rate Pass-Through 0 0 0 192 0 2 12 502
Measuring Long-Run Exchange Rate Pass-Through 0 0 5 31 1 7 25 179
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua 0 0 1 85 1 2 15 185
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price 1 1 3 103 2 2 7 274
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing 0 0 2 267 0 0 12 911
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors 1 1 1 17 2 2 2 321
Panel Estimation for Worriers 0 0 3 230 1 4 12 536
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 0 3 389 2 4 22 898
Simultanenous Versus Sequential Move Structures in Principal-Agent Models 0 0 0 0 0 1 3 61
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 425 0 3 8 1,038
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 2 8 469
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 5 86 1 4 15 179
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies 0 0 0 67 2 3 10 79
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies 0 0 4 27 2 4 21 58
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 1 5 16 1,522
Testing for PPP: Should We Use Panel Methods? 0 0 0 307 0 0 7 612
Testing for Panel Cointegration Using Common Correlated Effects 0 0 4 301 2 7 20 574
Testing for Panel Cointegration using Common Correlated Effects Estimators 0 0 1 93 0 0 7 126
The Econometric Analysis of Economic Policy 0 0 0 1 0 2 7 403
The Long-Run Phillips Curve and Non-Stationary Inflation 0 0 1 386 1 1 4 2,232
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup 0 0 0 251 0 0 1 656
The Markup and the Business Cycle Reconsidered 0 0 0 0 0 0 0 227
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 0 0 0 1 107
The Relationship Between the Markup and Inflation in the G7 Plus One Economies 0 0 0 152 0 0 1 309
The Relationship between the Markup and Inflation in the G7 Economies and Australia 0 0 0 21 0 2 3 81
The Relationship between the Markup and Inflation in the G7 plus One Economies 0 0 0 1 0 0 1 201
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies 0 0 0 66 0 1 3 163
The changing role of expectations in US monetary policy: A new look using the Livingston Survey 2 2 4 100 2 3 10 207
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis 0 1 9 36 0 3 12 83
The effects of climate change on crop and livestock choices 0 0 2 45 4 7 21 76
Total Working Papers 7 16 113 11,005 45 155 608 35,020
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 1 53 0 0 3 154
A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated 0 0 0 48 1 4 10 397
A reinvestigation of the markup and the business cycle 0 0 0 39 0 1 1 122
An I(2) analysis of inflation and the markup 0 0 0 226 0 0 1 928
Are there any reliable leading indicators for US inflation and GDP growth? 0 1 4 186 0 2 17 504
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* 0 0 1 22 3 3 8 100
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence 0 0 6 78 0 3 17 184
Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions 0 0 0 7 0 0 1 43
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model 0 0 0 0 6 12 61 522
Editorial Introduction to Special Issue on Large Data Sets 0 0 0 12 0 0 0 37
Efficiency in Hierarchies: Implementing the First-Best Solution by Sequential Actions 0 0 0 36 1 1 2 211
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework 2 3 15 18 7 10 43 73
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series 0 0 0 112 0 4 4 408
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence 0 0 0 9 3 16 30 1,546
Forecasting with factor-augmented error correction models 1 2 4 70 2 7 21 183
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 0 1 44 3 3 11 151
How to use SETAR models in gretl 0 0 1 37 0 0 6 94
Industry structure and the dynamics of price adjustment 0 0 0 50 0 1 4 212
Inflation and measures of the markup 0 0 0 67 0 0 0 201
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom 1 1 1 59 1 3 5 189
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 2 244 2 2 15 861
Measuring Long-Run Exchange Rate Pass-Through 0 0 1 78 4 10 22 347
Modelling structural breaks, long memory and stock market volatility: an overview 1 1 4 337 2 6 16 713
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model 0 1 1 128 1 3 8 530
Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions 0 0 0 11 1 1 3 122
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 1 4 28 1,074
Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors 0 0 2 15 0 2 9 98
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 3 285 0 5 15 777
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 4 20 0 1 15 71
Testing Integration and Cointegration: An Overview 0 0 0 2 3 14 39 657
Testing for PPP: Should we use panel methods? 0 0 0 358 0 4 13 1,032
Testing for Panel Cointegration Using Common Correlated Effects Estimators 1 1 3 11 2 2 7 38
Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations 0 0 2 44 0 0 2 169
The Econometric Analysis of Economic Policy 0 0 0 2 0 3 6 362
The long-run Phillips curve and non-stationary inflation 0 0 0 100 1 3 9 337
Total Journal Articles 6 10 56 2,865 44 130 452 13,609

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 51 149 696 11,271
Total Books 0 0 0 0 51 149 696 11,271

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 2 3 14 0 2 9 54
Total Chapters 0 2 3 14 0 2 9 54

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Statistics updated 2021-11-05