Anindya Banerjee

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Affiliations

• University of Birmingham / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis (RePEc:ags:aaea18:274376)
  by Basurto Hernandez, Saul & Maddison, David & Banerjee, Anindya
• The effects of climate change on crop and livestock choices (RePEc:ags:iaae18:277517)
  by Basurto-Hernandez, S. & Maddison, D. & Banerjee, A.
• Unknown item RePEc:ags:quedwp:273318 (paper)
• Unknown item RePEc:ags:quedwp:273326 (paper)
• Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies (RePEc:ann:wpaper:1/2019)
  by Anindya Banerjee & Victor Bystrov & Paul Mizen
• Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence (RePEc:bes:jnlbes:v:10:y:1992:i:3:p:271-87)
  by Banerjee, Anindya & Lumsdaine, Robin L & Stock, James H
• Measuring Long-Run Exchange Rate Pass-Through (RePEc:bfr:banfra:173)
  by .De Bandt, O. & Banerjee, A. & Kozluk, T.
• How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies (RePEc:bfr:banfra:361)
  by Banerjee, A. & Bystrov, V. & Mizen, P.
• The changing role of expectations in US monetary policy: A new look using the Livingston Survey (RePEc:bfr:banfra:376)
  by Banerjee, A. & Malik, S.
• Interest rate pass-through in the major European economies - the role of expectations (RePEc:bir:birmec:10-07)
  by Anindya Banerjee & Victor Bystrov & Paul Mizen
• A Multiple Break Panel Approach to Estimating United States Phillips Curves (RePEc:bir:birmec:10-14)
  by Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva
• Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price (RePEc:bir:birmec:10-22)
  by Anindya Banerjee & Sushil Mohan & Bill Russell
• Testing for Panel Cointegration Using Common Correlated Effects (RePEc:bir:birmec:11-16)
  by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre
• Cointegration in Panel Data with Breaks and Cross-section Dependence (RePEc:bir:birmec:11-25)
  by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre
• Testing for Panel Cointegration using Common Correlated Effects Estimators (RePEc:bir:birmec:15-02)
  by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre
• An Overview of the Factor-augmented Error-Correction Model (RePEc:bir:birmec:15-03)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua (RePEc:bir:birmec:15-04)
  by Ana C Rostran Molina & Anindya Banerjee & Federico Lampis
• Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (RePEc:bla:jtsera:v:19:y:1998:i:3:p:267-283)
  by Anindya Banerjee & Juan Dolado & Ricardo Mestre
• Testing for Panel Cointegration Using Common Correlated Effects Estimators (RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636)
  by Anindya Banerjee & Josep Lluís Carrion-i-Silvestre
• Oxford Bulletin of Economics and Statistics (RePEc:bla:obuest)
  from Department of Economics, University of Oxford as editor
• Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence (RePEc:bla:obuest:v:48:y:1986:i:3:p:253-77)
  by Banerjee, Anindya, et al
• Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model (RePEc:bla:obuest:v:52:y:1990:i:1:p:95-104)
  by Banerjee, Anindya & Galbraith, John W & Dolado, Juan
• Testing Integration and Cointegration: An Overview (RePEc:bla:obuest:v:54:y:1992:i:3:p:225-55)
  by Banerjee, Anindya & Hendry, David F
• The Econometric Analysis of Economic Policy (RePEc:bla:obuest:v:58:y:1996:i:4:p:573-600)
  by Banerjee, Anindya & Hendry, David F & Mizon, Grayham E
• Leading Indicators for Euro‐area Inflation and GDP Growth (RePEc:bla:obuest:v:67:y:2005:i:s1:p:785-813)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Frontiers in Time Series Analysis: Introduction (RePEc:bla:obuest:v:68:y:2006:i:s1:p:679-682)
  by Anindya Banerjee & Giampiero Gallo & Edoardo Otranto
• Editorial Introduction to Special Issue on Large Data Sets (RePEc:bla:obuest:v:75:y:2013:i:1:p:1-5)
  by Anindya Banerjee
• Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies (RePEc:cbt:econwp:17/07)
  by Anindya Banerjee & Victor Bystrov & Paul Mizen
• A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel (RePEc:cii:cepidt:2003-22)
  by Anindya Banerjee & Paolo Zanghieri
• The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies (RePEc:com:wpaper:025)
  by Anindya Banerjee & Victor Bystrov & Paul Mizen
• Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing (RePEc:cpr:ceprdp:261)
  by Banerjee, Anindya & Besley, Timothy J.
• Factor Forecasts for the UK (RePEc:cpr:ceprdp:3119)
  by Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano
• Leading Indicators for Euro Area Inflation and GDP Growth (RePEc:cpr:ceprdp:3893)
  by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
• Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change (RePEc:cpr:ceprdp:6706)
  by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
• Factor-augmented Error Correction Models (RePEc:cpr:ceprdp:6707)
  by Banerjee, Anindya & Marcellino, Massimiliano
• Forecasting with Factor-augmented Error Correction Models (RePEc:cpr:ceprdp:7677)
  by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
• Structural FECM: Cointegration in large-scale structural FAVAR models (RePEc:cpr:ceprdp:9858)
  by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
• ECM tests for cointegration in a single equation framework (RePEc:cte:wsrepe:10607)
  by Banerjee, Anindya & Dolado, Juan José & Mestre, Ricardo
• The Central and Eastern European Countries and the European Union (RePEc:cup:cbooks:9780521142052)
  by None
• The Central and Eastern European Countries and the European Union (RePEc:cup:cbooks:9780521849548)
  by None
• The Relationship between the Markup and Inflation in the G7 Economies and Australia (RePEc:dun:dpaper:119)
  by Anindya Banerjee & Bill Russell
• An I(2) Analysis of Inflation and the Markup (RePEc:dun:dpaper:120)
  by Anindya Banerjee & Lynne Cockerell & Bill Russell
• Industry Structure and the Dynamics of Price Adjstment (RePEc:dun:dpaper:121)
  by Anindya Banerjee & Bill Russell
• A Markup Model for Forecasting Inflation for the Euro (RePEc:dun:dpaper:129)
  by Anindya Banerjee & Bill Russell
• Inflation and Measures of the Markup (RePEc:dun:dpaper:130)
  by Anindya Banerjee & Bill Russell
• A Multiple Break Panel Approach To Estimating United States Phillips Curves (RePEc:dun:dpaper:232)
  by Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva
• A Multiple Break Panel Approach To Estimating United States Phillips Curves (RePEc:dun:dpaper:252)
  by Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva
• Forecasting macroeconomic variables for the new member states of the European Union (RePEc:ecb:ecbwps:2005482)
  by Marcellino, Massimiliano & Banerjee, Anindya & Masten, Igor
• Cointegration in panel data with breaks and cross-section dependence (RePEc:ecb:ecbwps:2006591)
  by Banerjee, Anindya & Carrion-i-Silvestre, Josep Lluís
• Testing for PPP: Should We Use Panel Methods? (RePEc:ecj:ac2002:13)
  by Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat
• The Relationship Between the Markup and Inflation in the G7 Plus One Economies (RePEc:ecm:wc2000:0242)
  by Anindya Banerjee & Bill Russell
• Some cautions on the use of panel methods for integrated series of macroeconomic data (RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340)
  by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat
• A Multiple Break Panel Approach to Estimating United States Phillips Curves (RePEc:edn:sirdps:659)
  by Russell, Bill & Banerjee, Anindya & Malki, Issam & Ponomareva, Natalia
• A reinvestigation of the markup and the business cycle (RePEc:eee:ecmode:v:21:y:2004:i:2:p:267-284)
  by Banerjee, Anindya & Russell, Bill
• Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom (RePEc:eee:ecmode:v:24:y:2007:i:1:p:82-100)
  by Banerjee, Anindya & Mizen, Paul & Russell, Bill
• Do we reject rational expectations models too often? : Interpreting evidence using Nagar expansions (RePEc:eee:ecolet:v:24:y:1987:i:1:p:27-32)
  by Banerjee, Anindya & Dolado, Juan
• Rejections of orthogonality in rational expectations models : Further Monte Carlo results for an extended set of regressors (RePEc:eee:ecolet:v:25:y:1987:i:3:p:243-247)
  by Galbraith, John W. & Dolado, Juan & Banerjee, Anindya
• Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions (RePEc:eee:ecolet:v:32:y:1990:i:1:p:19-24)
  by Banerjee, Anindya & Dolado, Juan & Galbraith, John W.
• Modelling structural breaks, long memory and stock market volatility: an overview (RePEc:eee:econom:v:129:y:2005:i:1-2:p:1-34)
  by Banerjee, Anindya & Urga, Giovanni
• Are there any reliable leading indicators for US inflation and GDP growth? (RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151)
  by Banerjee, Anindya & Marcellino, Massimiliano
• Forecasting with factor-augmented error correction models (RePEc:eee:intfor:v:30:y:2014:i:3:p:589-612)
  by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
• Inflation and measures of the markup (RePEc:eee:jmacro:v:27:y:2005:i:2:p:289-306)
  by Banerjee, Anindya & Russell, Bill
• The long-run Phillips curve and non-stationary inflation (RePEc:eee:jmacro:v:30:y:2008:i:4:p:1792-1815)
  by Russell, Bill & Banerjee, Anindya
• An Overview of the Factor-augmented Error-Correction Model (RePEc:eme:aecozz:s0731-905320150000035001)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data (RePEc:eui:euiwps:eco2000/20)
  by Banerjee, A. & Marcellino, M. & Osbat, C.
• The Markup and the Business Cycle Reconsidered (RePEc:eui:euiwps:eco2000/21)
  by Banerjee, A. & Russell, B.
• Industry Structure and the Dynamics of Price Adjustment (RePEc:eui:euiwps:eco2000/22)
  by Banerjee, A. & Russell, B.
• The Relationship between the Markup and Inflation in the G7 plus One Economies (RePEc:eui:euiwps:eco2000/7)
  by Banerjee, A. & Russell, B.
• Factor Forecasts for the UK (RePEc:eui:euiwps:eco2001/15)
  by Michael ARTIS & Anindya BANERJEE & Massimiliano MARCELLINO
• The Long-Run Relationship among Relative Price Variability, Inflation and the Markup (RePEc:eui:euiwps:eco2002/01)
  by Anindya BANERJEE & Paul MIZEN & Bill RUSSELL
• Inflation Measures of the Markup (RePEc:eui:euiwps:eco2002/15)
  by Anindya BANERJEE & Bill RUSSEL
• A Markup Model for Forecasting Inflation in the Euro AreaI (RePEc:eui:euiwps:eco2002/16)
  by Anindya BANERJEE & Bill RUSSEL
• Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? (RePEc:eui:euiwps:eco2002/21)
  by Anindya BANERJEE & Massimiliano MARCELLINO
• A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated (RePEc:eui:euiwps:eco2003/11)
  by Anindya BANERJEE & Paul MIZEN
• Competition, the Lisbon Strategy and the Euro (RePEc:eui:euiwps:eco2004/32)
  by Anindya Banerjee & Bill Russell
• The Long-Run Phillips Curve and Non-Stationary Inflation (RePEc:eui:euiwps:eco2006/16)
  by Bill Russell, Anindya Banerjee
• Cointegration in Panel Data with Breaks and Cross-Section Dependence (RePEc:eui:euiwps:eco2006/5)
  by Anindya Banerjee & Josep Lluís Carrion-i-Silvestre
• Factor-augmented Error Correction Models (RePEc:eui:euiwps:eco2008/15)
  by Anindya Banerjee & Massimiliano Marcellino
• Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change (RePEc:eui:euiwps:eco2008/17)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• The Econometric Analysis of Economic Policy (RePEc:eui:euiwps:eco96/34)
  by Banerjee, A & Hendry, D-F & Mizon, G-E
• Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series (RePEc:ier:iecrev:v:32:y:1991:i:4:p:919-36)
  by Dolado, Juan & Galbraith, John W & Banerjee, Anindya
• Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data (RePEc:igi:igierp:170)
  by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat
• Testing for PPP: Should We Use Panel Methods? (RePEc:igi:igierp:186)
  by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat
• Factor forecasts for the UK (RePEc:igi:igierp:203)
  by Michael Artis & Anindya Banerjee & Massimiliano Marcellino
• Leading Indicators for Euro-area Inflation and GDP Growth (RePEc:igi:igierp:235)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? (RePEc:igi:igierp:236)
  by Anindya Banerjee & Massimiliano Marcellino
• Forecasting Macroeconomic Variables for the Acceding Countries (RePEc:igi:igierp:260)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change (RePEc:igi:igierp:334)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Factor-augmented Error Correction Models (RePEc:igi:igierp:335)
  by Anindya Banerjee & Massimiliano Marcellino
• An I(2) analysis of inflation and the markup (RePEc:jae:japmet:v:16:y:2001:i:3:p:221-240)
  by Anindya Banerjee & Lynne Cockerell & Bill Russell
• A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated (RePEc:jae:japmet:v:21:y:2006:i:8:p:1249-1264)
  by Paul Mizen & Anindya Banerjee
• A markup model for forecasting inflation for the euro area (RePEc:jof:jforec:v:25:y:2006:i:7:p:495-511)
  by Anindya Banerjee & Bill Russell
• How to use SETAR models in gretl (RePEc:kap:compec:v:46:y:2015:i:2:p:231-241)
  by Federico Lampis & Ignacio Díaz-Emparanza & Anindya Banerjee
• How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies (RePEc:mcb:jmoncb:v:45:y:2013:i:7:p:1375-1414)
  by Anindya Banerjee & Victor Bystrov & Paul Mizen
• Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (RePEc:nbr:nberwo:3510)
  by Anindya Banerjee & Robin L. Lumsdaine & James H. Stock
• Unknown item RePEc:not:notcfc:10/03 (paper)
• Oxford Economic Papers (RePEc:oup:oxecpp)
  from Oxford University Press as editor
• Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations (RePEc:oup:oxecpp:v:40:y:1988:i:4:p:610-33)
  by Banerjee, Anindya & Dolado, Juan
• Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model (RePEc:oup:oxecpp:v:42:y:1990:i:1:p:46-60)
  by Banerjee, Anindya & Besley, Timothy
• Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India (RePEc:oup:wbecrv:v:26:y:2012:i:3:p:514-538)
  by Bill Russell & Sushil Mohan & Anindya Banerjee
• Panel Estimation for Worriers (RePEc:oxf:wpaper:514)
  by Markus Eberhardt & Anindya Banerjee and J. James Reade
• Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series (RePEc:oxf:wpaper:99111)
  by Dolado, J. & Galbraith, J.W. & Banerjee, A.
• Simultanenous Versus Sequential Move Structures in Principal-Agent Models (RePEc:oxf:wpaper:99148)
  by Banerjee, A. & Beggs, A.
• An I(2) Analysis of Inflation and the Markup (RePEc:oxf:wpaper:99203)
  by Banerjee, A. & Cockerell, L. & Russell, B.
• The Relationship Between the Markup and Inflation in the G7 Plus One Economies (RePEc:oxf:wpaper:99205)
  by Banerjee, A. & Russell, B.
• Estimating Euler Equations With Integrated Series (RePEc:oxf:wpaper:9981)
  by Dolado, J. & Galbraith, J.W. & Banerjee, A.
• Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (RePEc:oxp:obooks:9780198288107)
  by Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David
• Dynamic Specification And Testing For Unit Roots And Co-integration (RePEc:qed:wpaper:914)
  by Anindya Banerjee
• On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors (RePEc:qed:wpaper:922)
  by Anindya Banerjee & Juan J. Dolado & Ricardo Mestre
• Efficiency in Hierarchies: Implementing the First-Best Solution by Sequential Actions (RePEc:rje:randje:v:20:y:1989:i:winter:p:637-645)
  by Anindya Banerjee & Alan Beggs
• Testing for PPP: Should we use panel methods? (RePEc:spr:empeco:v:30:y:2005:i:1:p:77-91)
  by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat
• Industry structure and the dynamics of price adjustment (RePEc:taf:applec:v:33:y:2001:i:15:p:1889-1901)
  by Anindya Banerjee
• Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence (RePEc:wly:japmet:v:30:y:2015:i:1:p:1-23)
  by Anindya Banerjee & Josep Lluís Carrion‐i‐Silvestre
• Structural FECM: Cointegration in large‐scale structural FAVAR models (RePEc:wly:japmet:v:32:y:2017:i:6:p:1069-1086)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Measuring Long-Run Exchange Rate Pass-Through (RePEc:zbw:ifwedp:5737)
  by de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz
• Measuring Long-Run Exchange Rate Pass-Through (RePEc:zbw:ifweej:7123)
  by Kozluk, Tomasz & Banerjee, Anindya & de Bandt, Olivier