Anindya Banerjee
Names
first: | Anindya |
last: | Banerjee |
Contact
email: |
Affiliations
-
University of Birmingham
→ Department of Economics
- website
- location: Birmingham, United Kingdom
Research profile
author of:
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The Relationship Between the Markup and Inflation in the G7 Plus One Economies
by Anindya Banerjee & Bill Russell -
Frontiers in Time Series Analysis: Introduction
by Anindya Banerjee & Giampiero Gallo & Edoardo Otranto -
A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel
by Anindya Banerjee & Paolo Zanghieri -
Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom
by Banerjee, Anindya & Mizen, Paul & Russell, Bill -
Inflation and measures of the markup
by Banerjee, Anindya & Russell, Bill -
Inflation Measures of the Markup
by Anindya BANERJEE & Bill RUSSEL -
Forecasting with Factor-augmented Error Correction
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten -
Factor-augmented Error Correction Models
by Anindya Banerjee & Massimiliano Marcellino -
Industry structure and the dynamics of price adjustment
by Anindya Banerjee -
Forecasting with Factor-Augmented Error Correction Models
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten -
The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies
by Anindya Banerjee & Victor Bystrov & Paul Mizen -
Forecasting Macroeconomic Variables for the Acceding Countries
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten -
Factor-augmented Error Correction Models
by Banerjee, Anindya & Marcellino, Massimiliano -
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten -
Factor Forecasts for the UK
by Artis, Michael J. & Banerjee, Anindya & Marcellino, Massimiliano -
Factor Forecasts for the UK
by Michael ARTIS & Anindya BANERJEE & Massimiliano MARCELLINO -
Some cautions on the use of panel methods for integrated series of macroeconomic data
by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat -
Factor forecasts for the UK
by Michael Artis & Anindya Banerjee & Massimiliano Marcellino -
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor -
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten -
Interest rate pass-through in the major European economies - the role of expectations
by Anindya Banerjee & Victor Bystrov & Paul Mizen -
Leading Indicators for Euro‐area Inflation and GDP Growth*
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten -
Factor-augmented Error Correction Models
by Anindya Banerjee & Massimiliano Marcellino -
Measuring Long-Run Exchange Rate Pass-Through
by Kozluk, Tomasz & Banerjee, Anindya & de Bandt, Olivier -
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence.
by Banerjee, Anindya & et al -
Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations.
by Banerjee, Anindya & Dolado, Juan -
Leading Indicators for Euro Area Inflation and GDP Growth
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor -
Measuring Long-Run Exchange Rate Pass-Through
by de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz -
The Long-Run Relationship among Relative Price Variability, Inflation and the Markup
by Anindya BANERJEE & Paul MIZEN & Bill RUSSELL -
The long-run Phillips curve and non-stationary inflation
by Russell, Bill & Banerjee, Anindya -
Modelling structural breaks, long memory and stock market volatility: an overview
by Banerjee, Anindya & Urga, Giovanni -
Interest rate Pass-Through in the Major European Economies - The Role of Expectations
by Anindya Banerjee & Victor Bystrov & Paul Mizen -
Leading Indicators for Euro-area Inflation and GDP Growth
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten -
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series.
by Dolado, Juan & Galbraith, John W. & Banerjee, Anindya -
Testing Integration and Cointegration: An Overview.
by Banerjee, Anindya & Hendry, David F. -
Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model.
by Banerjee, Anindya & Galbraith, John W. & Dolado, Juan -
Efficiency in Hierarchies: Implementing the First-Best Solution by Sequential Actions
by Anindya Banerjee & Alan Beggs -
Do we reject rational expectations models too often? : Interpreting evidence using Nagar expansions
by Banerjee, Anindya & Dolado, Juan -
Dynamic Specification And Testing For Unit Roots And Co-integration
by Anindya Banerjee -
Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing
by Banerjee, Anindya & Besley, Timothy J. -
Competition, the Lisbon Strategy and the Euro
by Anindya Banerjee & Bill Russell -
Testing for PPP: Should we use panel methods?
by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat -
The Econometric Analysis of Economic Policy.
by Banerjee, Anindya & Hendry, David F. & Mizon, Grayham E. -
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence.
by Banerjee, Anindya & Lumsdaine, Robin L. & Stock, James H. -
Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model.
by Banerjee, Anindya & Besley, Timothy -
Cointegration in Panel Data with Breaks and Cross-Section Dependence
by Anindya Banerjee & Josep Lluís Carrion-i-Silvestre -
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence
by Anindya Banerjee & Robin L. Lumsdaine & James H. Stock -
Rejections of orthogonality in rational expectations models : Further Monte Carlo results for an extended set of regressors
by Galbraith, John W. & Dolado, Juan & Banerjee, Anindya -
Testing for PPP: Should We Use Panel Methods?
by Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat -
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data
by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat -
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors
by Anindya Banerjee & Juan J. Dolado & Ricardo Mestre -
Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions
by Banerjee, Anindya & Dolado, Juan & Galbraith, John W. -
An I(2) analysis of inflation and the markup
by Anindya Banerjee & Lynne Cockerell & Bill Russell -
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES
by Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva -
A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated
by Anindya BANERJEE & Paul MIZEN -
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth?
by Anindya Banerjee & Massimiliano Marcellino -
Are there any reliable leading indicators for US inflation and GDP growth?
by Banerjee, Anindya & Marcellino, Massimiliano -
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth?
by Anindya BANERJEE & Massimiliano MARCELLINO -
A reinvestigation of the markup and the business cycle
by Banerjee, Anindya & Russell, Bill -
A Multiple Break Panel Approach to Estimating United States Phillips Curves
by Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva -
Testing for PPP: Should We Use Panel Methods?
by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat -
Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price
by Anindya Banerjee & Sushil Mohan & Bill Russell -
A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated
by Paul Mizen & Anindya Banerjee -
A Markup Model for Forecasting Inflation in the Euro AreaI
by Anindya BANERJEE & Bill RUSSEL -
Simultanenous Versus Sequential Move Structures in Principal-Agent Models.
by Banerjee, A. & Beggs, A. -
The Relationship between the Markup and Inflation in the G7 plus One Economies.
by Banerjee, A. & Russell, B. -
A markup model for forecasting inflation for the euro area
by Anindya Banerjee & Bill Russell -
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data.
by Banerjee, A. & Marcellino, M. & Osbat, C. -
A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES
by Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva -
The Relationship Between the Markup and Inflation in the G7 Plus One Economies.
by Banerjee, A. & Russell, B. -
Measuring Long-Run Exchange Rate Pass-Through.
by . De Bandt, O. & Banerjee, A. & Kozluk, T. -
The Markup and the Business Cycle Reconsidered.
by Banerjee, A. & Russell, B. -
The Econometric Analysis of Economic Policy.
by Banerjee, A. & Hendry, D.-F. & Mizon, G.-E. -
Industry Structure and the Dynamics of Price Adjustment.
by Banerjee, A. & Russell, B. -
An I(2) Analysis of Inflation and the Markup.
by Banerjee, A. & Cockerell, L. & Russell, B. -
ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES.
by DOLADO, J. & GALBRAITH, J. W. & BANERJEE, A. -
Forecasting with Factor-augmented Error Correction Models
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor -
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series.
by Dolado, J. & Galbraith, J. W. & Banerjee, A. -
The Long-Run Phillips Curve and Non-Stationary Inflation
by Bill Russell, Anindya Banerjee -
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
by Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David -
How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies
by Banerjee, A. & Bystrov, V. & Mizen, P. -
Testing for Panel Cointegration Using Common Correlated Effects
by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre -
Cointegration in Panel Data with Breaks and Cross-section Dependence
by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre -
The changing role of expectations in US monetary policy: A new look using the Livingston Survey
by Banerjee, A. & Malik, S. -
An I(2) Analysis of Inflation and the Markup
by Anindya Banerjee & Lynne Cockerell & Bill Russell -
A Markup Model for Forecasting Inflation for the Euro
by Anindya Banerjee & Bill Russell -
The Relationship between the Markup and Inflation in the G7 Economies and Australia
by Anindya Banerjee & Bill Russell -
Industry Structure and the Dynamics of Price Adjstment
by Anindya Banerjee & Bill Russell -
Inflation and Measures of the Markup
by Anindya Banerjee & Bill Russell -
Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India*
by Bill Russell & Sushil Mohan & Anindya Banerjee -
Panel Estimation for Worriers
by Markus Eberhardt & Anindya Banerjee and J. James Reade -
Editorial Introduction to Special Issue on Large Data Sets
by Anindya Banerjee -
How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies
by ANINDYA BANERJEE & VICTOR BYSTROV & PAUL MIZEN -
Structural FECM: Cointegration in large-scale structural FAVAR models
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor -
Forecasting with factor-augmented error correction models
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor -
An Overview of the Factor-augmented Error-Correction Model
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten -
Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence
by Anindya Banerjee & Josep Lluís Carrion‐i‐Silvestre -
Testing for Panel Cointegration using Common Correlated Effects Estimators
by Anindya Banerjee & Josep Lluis Carrion-i-Silvestre -
Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua
by Ana C. Rostran Molina & Anindya Banerjee & Federico Lampis -
How to use SETAR models in gretl
by Federico Lampis & Ignacio Díaz-Emparanza & Anindya Banerjee -
A Multiple Break Panel Approach to Estimating United States Phillips Curves
by Russell, Bill & Banerjee, Anindya & Malki, Issam & Ponomareva, Natalia -
ECM tests for cointegration in a single equation framework
by Mestre, Ricardo & Banerjee, Anindya & Dolado, Juan José -
Cointegration in panel data with breaks and cross-section dependence
by Banerjee, Anindya & Carrion-i-Silvestre, Josep Lluís -
Forecasting macroeconomic variables for the new member states of the European Union
by Marcellino, Massimiliano & Banerjee, Anindya & Masten, Igor -
An Overview of the Factor-augmented Error-Correction Model
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
edited by -
Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies
by Anindya Banerjee & Victor Bystrov & Paul Mizen -
Structural FECM: Cointegration in large‐scale structural FAVAR models
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten -
Testing for Panel Cointegration Using Common Correlated Effects Estimators
by Anindya Banerjee & Josep Lluís Carrion-i-Silvestre -
On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors
by Banerjee, Anindya & Dolado, Juan J. & Mestre, Ricardo -
Dynamic Specification and Testing for Unit Roots and Co-Integration
by Banerjee, Anindya -
The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis
by Basurto Hernandez, Saul & Maddison, David & Banerjee, Anindya -
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
by Anindya Banerjee & Juan Dolado & Ricardo Mestre -
Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies
by Anindya Banerjee & Victor Bystrov & Paul Mizen -
The effects of climate change on crop and livestock choices
by Basurto-Hernandez, S. & Maddison, D. & Banerjee, A.
editor of:
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Oxford Bulletin of Economics and Statistics
edited by Christopher Adam & Anindya Banerjee & Christopher Bowdler & David Hendry & Adriaan Kalwij & John Knight & Jonathan Temple -
The Central and Eastern European Countries and the European Union
edited by Artis, Michael & Banerjee, Anindya & Marcellino, Massimiliano -
Oxford Economic Papers
edited by A. Banerjee & James Forder -
The Central and Eastern European Countries and the European Union
edited by Artis, Michael & Banerjee, Anindya & Marcellino, Massimiliano