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:

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 FeldsteinHorioka 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 Factoraugmented Error Correction
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten 
Factoraugmented Error Correction Models
by Anindya Banerjee & Massimiliano Marcellino 
Industry structure and the dynamics of price adjustment
by Anindya Banerjee 
Forecasting with FactorAugmented 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 
Factoraugmented 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 passthrough 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 
Factoraugmented Error Correction Models
by Anindya Banerjee & Massimiliano Marcellino 
Measuring LongRun Exchange Rate PassThrough
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 CyclePermanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and SmallSample Interpretations.
by Banerjee, Anindya & Dolado, Juan 
Leading Indicators for Euro Area Inflation and GDP Growth
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor 
Measuring LongRun Exchange Rate PassThrough
by de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz 
The LongRun Relationship among Relative Price Variability, Inflation and the Markup
by Anindya BANERJEE & Paul MIZEN & Bill RUSSELL 
The longrun Phillips curve and nonstationary inflation
by Russell, Bill & Banerjee, Anindya 
Modelling structural breaks, long memory and stock market volatility: an overview
by Banerjee, Anindya & Urga, Giovanni 
Interest rate PassThrough in the Major European Economies  The Role of Expectations
by Anindya Banerjee & Victor Bystrov & Paul Mizen 
Leading Indicators for Euroarea 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 AutoregressiveDistributed Lag Model.
by Banerjee, Anindya & Galbraith, John W. & Dolado, Juan 
Efficiency in Hierarchies: Implementing the FirstBest 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 Cointegration
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 UnitRoot and TrendBreak Hypotheses: Theory and International Evidence.
by Banerjee, Anindya & Lumsdaine, Robin L. & Stock, James H. 
Moral Hazard, Limited Liability and Taxation: A PrincipalAgent Model.
by Banerjee, Anindya & Besley, Timothy 
Cointegration in Panel Data with Breaks and CrossSection Dependence
by Anindya Banerjee & Josep Lluís CarrioniSilvestre 
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 MacroEconomic 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 detrended data : Interpreting MonteCarlo 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 Reinterpretation of the LinearQuadratic 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 reinterpretation 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 PrincipalAgent 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 Macroeconomic 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 LongRun Exchange Rate PassThrough.
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 Factoraugmented 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 LongRun Phillips Curve and NonStationary Inflation
by Bill Russell, Anindya Banerjee 
Cointegration, Error Correction, and the Econometric Analysis of NonStationary Data
by Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David 
How do anticipated changes to shortterm 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 CarrioniSilvestre 
Cointegration in Panel Data with Breaks and Crosssection Dependence
by Anindya Banerjee & Josep Lluis CarrioniSilvestre 
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 ShortTerm 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 largescale structural FAVAR models
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor 
Forecasting with factoraugmented error correction models
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor 
An Overview of the Factoraugmented ErrorCorrection 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 CarrioniSilvestre 
MicroFinance 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 DíazEmparanza & 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 crosssection dependence
by Banerjee, Anindya & CarrioniSilvestre, 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 Factoraugmented ErrorCorrection 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 CarrioniSilvestre 
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 CoIntegration
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 BasurtoHernandez, S. & Maddison, D. & Banerjee, A.
editor of:

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