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 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:

• 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