Anindya Banerjee
Personal Details
First Name: | Anindya |
Middle Name: | |
Last Name: | Banerjee |
Suffix: | |
RePEc Short-ID: | pba894 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 1987 Economics Group, Nuffield College; Department of Economics; Oxford University (from RePEc Genealogy) |
Affiliation
Department of Economics
University of Birmingham
Birmingham, United Kingdomhttp://www.bham.ac.uk/economics/
RePEc:edi:debhauk (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters Books EditorshipWorking papers
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2019.
"Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies,"
Lodz Economics Working Papers
1/2019, University of Lodz, Faculty of Economics and Sociology.
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2017. "Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies," Working Papers in Economics 17/07, University of Canterbury, Department of Economics and Finance.
- Basurto-Hernandez, S. & Maddison, D. & Banerjee, A., 2018. "The effects of climate change on crop and livestock choices," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277517, International Association of Agricultural Economists.
- Basurto Hernandez, Saul & Maddison, David & Banerjee, Anindya, 2018. "The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis," 2018 Annual Meeting, August 5-7, Washington, D.C. 274376, Agricultural and Applied Economics Association.
- Ana C Rostran Molina & Anindya Banerjee & Federico Lampis, 2015. "Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua," Discussion Papers 15-04, Department of Economics, University of Birmingham.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2015.
"An Overview of the Factor-augmented Error-Correction Model,"
Discussion Papers
15-03, Department of Economics, University of Birmingham.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2016. "An Overview of the Factor-augmented Error-Correction Model," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 3-41, Emerald Group Publishing Limited.
- Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2014.
"Testing for Panel Cointegration using Common Correlated Effects Estimators,"
Discussion Papers
15-02, Department of Economics, University of Birmingham.
- Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2017. "Testing for Panel Cointegration Using Common Correlated Effects Estimators," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 610-636, July.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014.
"Structural FECM: Cointegration in large-scale structural FAVAR models,"
CEPR Discussion Papers
9858, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2017. "Structural FECM: Cointegration in large‐scale structural FAVAR models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1069-1086, September.
- Banerjee, A. & Malik, S., 2012. "The changing role of expectations in US monetary policy: A new look using the Livingston Survey," Working papers 376, Banque de France.
- Banerjee, A. & Bystrov, V. & Mizen, P., 2012.
"How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies,"
Working papers
361, Banque de France.
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short‐Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
- Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011.
"Cointegration in Panel Data with Breaks and Cross-section Dependence,"
Discussion Papers
11-25, Department of Economics, University of Birmingham.
- Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006. "Cointegration in Panel Data with Breaks and Cross-Section Dependence," Economics Working Papers ECO2006/5, European University Institute.
- Banerjee, Anindya & Carrion-i-Silvestre, Josep Lluís, 2006. "Cointegration in panel data with breaks and cross-section dependence," Working Paper Series 591, European Central Bank.
- Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011. "Testing for Panel Cointegration Using Common Correlated Effects," Discussion Papers 11-16, Department of Economics, University of Birmingham.
- Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010.
"A Multiple Break Panel Approach to Estimating United States Phillips Curves,"
Discussion Papers
10-14, Department of Economics, University of Birmingham.
- Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010. "A Multiple Break Panel Approach To Estimating United States Phillips Curves," Dundee Discussion Papers in Economics 232, Economic Studies, University of Dundee.
- Russell, Bill & Banerjee, Anindya & Malki, Issam & Ponomareva, Natalia, 2011. "A Multiple Break Panel Approach to Estimating United States Phillips Curves," SIRE Discussion Papers 2012-27, Scottish Institute for Research in Economics (SIRE).
- Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2011. "A Multiple Break Panel Approach To Estimating United States Phillips Curves," Dundee Discussion Papers in Economics 252, Economic Studies, University of Dundee.
- Anindya Banerjee & Sushil Mohan & Bill Russell, 2010. "Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price," Discussion Papers 10-22, Department of Economics, University of Birmingham.
- Markus Eberhardt & Anindya Banerjee and J. James Reade, 2010.
"Panel Estimation for Worriers,"
Economics Series Working Papers
514, University of Oxford, Department of Economics.
- Aninday Banerjee & Markus Eberhardt & J James Reade, 2010. "Panel Estimation for Worriers," Discussion Papers 10-33, Department of Economics, University of Birmingham.
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010.
"Interest rate pass-through in the major European economies - the role of expectations,"
Discussion Papers
10-07, Department of Economics, University of Birmingham.
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "Interest rate Pass-Through in the Major European Economies - The Role of Expectations," Discussion Papers 10/03, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies," Working Papers 025, COMISEF.
- Banerjee, Anindya & Marcellino, Massimiliano, 2008.
"Factor-augmented Error Correction Models,"
CEPR Discussion Papers
6707, C.E.P.R. Discussion Papers.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014. "Forecasting with factor-augmented error correction models," International Journal of Forecasting, Elsevier, vol. 30(3), pages 589-612.
- Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Working Papers 335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2010. "Forecasting with Factor-augmented Error Correction Models," CEPR Discussion Papers 7677, C.E.P.R. Discussion Papers.
- Igor Masten & Massimiliano Marcellino & Anindya Banerjeey, 2009. "Forecasting with Factor-augmented Error Correction Models," RSCAS Working Papers 2009/32, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Economics Working Papers ECO2008/15, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009. "Forecasting with Factor-Augmented Error Correction Models," Discussion Papers 09-06r, Department of Economics, University of Birmingham.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2008.
"Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change,"
CEPR Discussion Papers
6706, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Economics Working Papers ECO2008/17, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Working Papers 334, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- .De Bandt, O. & Banerjee, A. & Kozluk, T., 2007.
"Measuring Long-Run Exchange Rate Pass-Through,"
Working papers
173, Banque de France.
- Kozluk, Tomasz & Banerjee, Anindya & de Bandt, Olivier, 2008. "Measuring Long-Run Exchange Rate Pass-Through," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-36.
- de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz, 2007. "Measuring Long-Run Exchange Rate Pass-Through," Economics Discussion Papers 2007-32, Kiel Institute for the World Economy (IfW Kiel).
- Bill Russell, Anindya Banerjee, 2006.
"The Long-Run Phillips Curve and Non-Stationary Inflation,"
Economics Working Papers
ECO2006/16, European University Institute.
- Russell, Bill & Banerjee, Anindya, 2008. "The long-run Phillips curve and non-stationary inflation," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1792-1815, December.
- Marcellino, Massimiliano & Banerjee, Anindya & Masten, Igor, 2005. "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series 482, European Central Bank.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2004. "Forecasting Macroeconomic Variables for the Acceding Countries," Working Papers 260, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee & Bill Russell, 2004. "Competition, the Lisbon Strategy and the Euro," Economics Working Papers ECO2004/32, European University Institute.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2003.
"Leading Indicators for Euro Area Inflation and GDP Growth,"
CEPR Discussion Papers
3893, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005. "Leading Indicators for Euro‐area Inflation and GDP Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 785-813, December.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003. "Leading Indicators for Euro-area Inflation and GDP Growth," Working Papers 235, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee & Paolo Zanghieri, 2003. "A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel," Working Papers 2003-22, CEPII research center.
- Anindya BANERJEE & Paul MIZEN, 2003.
"A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated,"
Economics Working Papers
ECO2003/11, European University Institute.
- Anindya Banerjee & Paul Mizen, 2006. "A re‐interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1249-1264, December.
- Paul Mizen & Anindya Banerjee, 2006. "A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1249-1264.
- Anindya BANERJEE & Bill RUSSEL, 2002. "Inflation Measures of the Markup," Economics Working Papers ECO2002/15, European University Institute.
- Anindya BANERJEE & Paul MIZEN & Bill RUSSELL, 2002. "The Long-Run Relationship among Relative Price Variability, Inflation and the Markup," Economics Working Papers ECO2002/01, European University Institute.
- Artis, Michael & Banerjee, Anindya & Marcellino, Massimiliano, 2002.
"Factor Forecasts for the UK,"
CEPR Discussion Papers
3119, C.E.P.R. Discussion Papers.
- Michael ARTIS & Anindya BANERJEE & Massimiliano MARCELLINO, 2001. "Factor Forecasts for the UK," Economics Working Papers ECO2001/15, European University Institute.
- Michael Artis & Anindya Banerjee & Massimiliano Marcellino, "undated". "Factor forecasts for the UK," Working Papers 203, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee & Bill Russell, 2002.
"Inflation and Measures of the Markup,"
Dundee Discussion Papers in Economics
130, Economic Studies, University of Dundee.
- Banerjee, Anindya & Russell, Bill, 2005. "Inflation and measures of the markup," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 289-306, June.
- Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat, 2002.
"Testing for PPP: Should We Use Panel Methods?,"
Royal Economic Society Annual Conference 2002
13, Royal Economic Society.
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2005. "Testing for PPP: Should we use panel methods?," Empirical Economics, Springer, vol. 30(1), pages 77-91, January.
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, "undated". "Testing for PPP: Should We Use Panel Methods?," Working Papers 186, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee & Bill Russell, 2002. "A Markup Model for Forecasting Inflation for the Euro," Dundee Discussion Papers in Economics 129, Economic Studies, University of Dundee.
- Anindya BANERJEE & Bill RUSSEL, 2002. "A Markup Model for Forecasting Inflation in the Euro AreaI," Economics Working Papers ECO2002/16, European University Institute.
- Anindya BANERJEE & Massimiliano MARCELLINO, 2002.
"Are There Any Reliable Leading Indicators for US Inflation and GDP Growth?,"
Economics Working Papers
ECO2002/21, European University Institute.
- Banerjee, Anindya & Marcellino, Massimiliano, 2006. "Are there any reliable leading indicators for US inflation and GDP growth?," International Journal of Forecasting, Elsevier, vol. 22(1), pages 137-151.
- Anindya Banerjee & Massimiliano Marcellino, 2003. "Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth?," Working Papers 236, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2000.
"An I(2) Analysis of Inflation and the Markup,"
Dundee Discussion Papers in Economics
120, Economic Studies, University of Dundee.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2001. "An I(2) analysis of inflation and the markup," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 221-240.
- Banerjee, A. & Cockerell, L. & Russell, B., 1998. "An I(2) Analysis of Inflation and the Markup," Economics Series Working Papers 99203, University of Oxford, Department of Economics.
- Banerjee, A. & Marcellino, M. & Osbat, C., 2000.
"Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data,"
Economics Working Papers
eco2000/20, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2004. "Some cautions on the use of panel methods for integrated series of macroeconomic data," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 322-340, December.
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, "undated". "Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data," Working Papers 170, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Banerjee, A. & Russell, B., 2000. "The Markup and the Business Cycle Reconsidered," Economics Working Papers eco2000/21, European University Institute.
- Anindya Banerjee & Bill Russell, 2000.
"The Relationship Between the Markup and Inflation in the G7 Plus One Economies,"
Econometric Society World Congress 2000 Contributed Papers
0242, Econometric Society.
- Banerjee, A. & Russell, B., 1999. "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Economics Series Working Papers 99205, University of Oxford, Department of Economics.
- Banerjee, A. & Russell, B., 2000. "The Relationship between the Markup and Inflation in the G7 plus One Economies," Economics Working Papers eco2000/7, European University Institute.
- Anindya Banerjee & Bill Russell, 2000. "The Relationship between the Markup and Inflation in the G7 Economies and Australia," Dundee Discussion Papers in Economics 119, Economic Studies, University of Dundee.
- Anindya Banerjee & Bill Russell, 2000.
"Industry Structure and the Dynamics of Price Adjstment,"
Dundee Discussion Papers in Economics
121, Economic Studies, University of Dundee.
- Anindya Banerjee, 2001. "Industry structure and the dynamics of price adjustment," Applied Economics, Taylor & Francis Journals, vol. 33(15), pages 1889-1901.
- Banerjee, A. & Russell, B., 2000. "Industry Structure and the Dynamics of Price Adjustment," Economics Working Papers eco2000/22, European University Institute.
- Banerjee, Anindya & Mestre, Ricardo, 1997. "ECM tests for cointegration in a single equation framework," DES - Working Papers. Statistics and Econometrics. WS 10607, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Banerjee, A & Hendry, D-F & Mizon, G-E, 1996.
"The Econometric Analysis of Economic Policy,"
Economics Working Papers
eco96/34, European University Institute.
- Banerjee, Anindya & Hendry, David F & Mizon, Grayham E, 1996. "The Econometric Analysis of Economic Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 573-600, November.
- Anindya Banerjee & Juan J. Dolado & Ricardo Mestre, 1995. "On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors," Working Paper 922, Economics Department, Queen's University.
- Anindya Banerjee, 1994. "Dynamic Specification And Testing For Unit Roots And Co-integration," Working Paper 914, Economics Department, Queen's University.
- Banerjee, A. & Beggs, A., 1992. "Simultanenous Versus Sequential Move Structures in Principal-Agent Models," Economics Series Working Papers 99148, University of Oxford, Department of Economics.
- Dolado, J. & Galbraith, J.W. & Banerjee, A., 1991.
"Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series,"
Economics Series Working Papers
99111, University of Oxford, Department of Economics.
- Dolado, Juan & Galbraith, John W & Banerjee, Anindya, 1991. "Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(4), pages 919-936, November.
- Anindya Banerjee & Robin L. Lumsdaine & James H. Stock, 1990.
"Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence,"
NBER Working Papers
3510, National Bureau of Economic Research, Inc.
- Banerjee, Anindya & Lumsdaine, Robin L & Stock, James H, 1992. "Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 271-287, July.
- Dolado, J. & Galbraith, J.W. & Banerjee, A., 1989. "Estimating Euler Equations With Integrated Series," Economics Series Working Papers 9981, University of Oxford, Department of Economics.
- Banerjee, Anindya & Besley, Timothy J., 1988.
"Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing,"
CEPR Discussion Papers
261, C.E.P.R. Discussion Papers.
repec:ags:quedwp:273326 is not listed on IDEAS
repec:ags:quedwp:273318 is not listed on IDEAS
Articles
- Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2017.
"Testing for Panel Cointegration Using Common Correlated Effects Estimators,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 610-636, July.
- Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2014. "Testing for Panel Cointegration using Common Correlated Effects Estimators," Discussion Papers 15-02, Department of Economics, University of Birmingham.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2017.
"Structural FECM: Cointegration in large‐scale structural FAVAR models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1069-1086, September.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014. "Structural FECM: Cointegration in large-scale structural FAVAR models," CEPR Discussion Papers 9858, C.E.P.R. Discussion Papers.
- Federico Lampis & Ignacio Díaz-Emparanza & Anindya Banerjee, 2015. "How to use SETAR models in gretl," Computational Economics, Springer;Society for Computational Economics, vol. 46(2), pages 231-241, August.
- Anindya Banerjee & Josep Lluís Carrion‐i‐Silvestre, 2015. "Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 1-23, January.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2014.
"Forecasting with factor-augmented error correction models,"
International Journal of Forecasting, Elsevier, vol. 30(3), pages 589-612.
- Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Working Papers 335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2010. "Forecasting with Factor-augmented Error Correction Models," CEPR Discussion Papers 7677, C.E.P.R. Discussion Papers.
- Igor Masten & Massimiliano Marcellino & Anindya Banerjeey, 2009. "Forecasting with Factor-augmented Error Correction Models," RSCAS Working Papers 2009/32, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Economics Working Papers ECO2008/15, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009. "Forecasting with Factor-Augmented Error Correction Models," Discussion Papers 09-06r, Department of Economics, University of Birmingham.
- Banerjee, Anindya & Marcellino, Massimiliano, 2008. "Factor-augmented Error Correction Models," CEPR Discussion Papers 6707, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013.
"How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
- Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short‐Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.
- Banerjee, A. & Bystrov, V. & Mizen, P., 2012. "How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies," Working papers 361, Banque de France.
- Anindya Banerjee, 2013. "Editorial Introduction to Special Issue on Large Data Sets," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 1-5, February.
- Bill Russell & Sushil Mohan & Anindya Banerjee, 2012. "Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India," The World Bank Economic Review, World Bank, vol. 26(3), pages 514-538.
- Kozluk, Tomasz & Banerjee, Anindya & de Bandt, Olivier, 2008.
"Measuring Long-Run Exchange Rate Pass-Through,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-36.
- .De Bandt, O. & Banerjee, A. & Kozluk, T., 2007. "Measuring Long-Run Exchange Rate Pass-Through," Working papers 173, Banque de France.
- de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz, 2007. "Measuring Long-Run Exchange Rate Pass-Through," Economics Discussion Papers 2007-32, Kiel Institute for the World Economy (IfW Kiel).
- Russell, Bill & Banerjee, Anindya, 2008.
"The long-run Phillips curve and non-stationary inflation,"
Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1792-1815, December.
- Bill Russell, Anindya Banerjee, 2006. "The Long-Run Phillips Curve and Non-Stationary Inflation," Economics Working Papers ECO2006/16, European University Institute.
- Banerjee, Anindya & Mizen, Paul & Russell, Bill, 2007. "Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom," Economic Modelling, Elsevier, vol. 24(1), pages 82-100, January.
- Paul Mizen & Anindya Banerjee, 2006.
"A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1249-1264.
- Anindya Banerjee & Paul Mizen, 2006. "A re‐interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1249-1264, December.
- Anindya BANERJEE & Paul MIZEN, 2003. "A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated," Economics Working Papers ECO2003/11, European University Institute.
- Anindya Banerjee & Bill Russell, 2006. "A markup model for forecasting inflation for the euro area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(7), pages 495-511.
- Banerjee, Anindya & Marcellino, Massimiliano, 2006.
"Are there any reliable leading indicators for US inflation and GDP growth?,"
International Journal of Forecasting, Elsevier, vol. 22(1), pages 137-151.
- Anindya BANERJEE & Massimiliano MARCELLINO, 2002. "Are There Any Reliable Leading Indicators for US Inflation and GDP Growth?," Economics Working Papers ECO2002/21, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino, 2003. "Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth?," Working Papers 236, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee & Giampiero Gallo & Edoardo Otranto, 2006. "Frontiers in Time Series Analysis: Introduction," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 679-682, December.
- Banerjee, Anindya & Russell, Bill, 2005.
"Inflation and measures of the markup,"
Journal of Macroeconomics, Elsevier, vol. 27(2), pages 289-306, June.
- Anindya Banerjee & Bill Russell, 2002. "Inflation and Measures of the Markup," Dundee Discussion Papers in Economics 130, Economic Studies, University of Dundee.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005.
"Leading Indicators for Euro‐area Inflation and GDP Growth,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 785-813, December.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2003. "Leading Indicators for Euro Area Inflation and GDP Growth," CEPR Discussion Papers 3893, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003. "Leading Indicators for Euro-area Inflation and GDP Growth," Working Papers 235, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2005.
"Testing for PPP: Should we use panel methods?,"
Empirical Economics, Springer, vol. 30(1), pages 77-91, January.
- Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat, 2002. "Testing for PPP: Should We Use Panel Methods?," Royal Economic Society Annual Conference 2002 13, Royal Economic Society.
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, "undated". "Testing for PPP: Should We Use Panel Methods?," Working Papers 186, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 1-34.
- Banerjee, Anindya & Russell, Bill, 2004. "A reinvestigation of the markup and the business cycle," Economic Modelling, Elsevier, vol. 21(2), pages 267-284, March.
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2004.
"Some cautions on the use of panel methods for integrated series of macroeconomic data,"
Econometrics Journal, Royal Economic Society, vol. 7(2), pages 322-340, December.
- Banerjee, A. & Marcellino, M. & Osbat, C., 2000. "Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data," Economics Working Papers eco2000/20, European University Institute.
- Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, "undated". "Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data," Working Papers 170, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Anindya Banerjee, 2001.
"Industry structure and the dynamics of price adjustment,"
Applied Economics, Taylor & Francis Journals, vol. 33(15), pages 1889-1901.
- Anindya Banerjee & Bill Russell, 2000. "Industry Structure and the Dynamics of Price Adjstment," Dundee Discussion Papers in Economics 121, Economic Studies, University of Dundee.
- Banerjee, A. & Russell, B., 2000. "Industry Structure and the Dynamics of Price Adjustment," Economics Working Papers eco2000/22, European University Institute.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2001.
"An I(2) analysis of inflation and the markup,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 221-240.
- Banerjee, A. & Cockerell, L. & Russell, B., 1998. "An I(2) Analysis of Inflation and the Markup," Economics Series Working Papers 99203, University of Oxford, Department of Economics.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2000. "An I(2) Analysis of Inflation and the Markup," Dundee Discussion Papers in Economics 120, Economic Studies, University of Dundee.
- Anindya Banerjee & Juan Dolado & Ricardo Mestre, 1998. "Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework," Journal of Time Series Analysis, Wiley Blackwell, vol. 19(3), pages 267-283, May.
- Banerjee, Anindya & Hendry, David F & Mizon, Grayham E, 1996.
"The Econometric Analysis of Economic Policy,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 573-600, November.
- Banerjee, A & Hendry, D-F & Mizon, G-E, 1996. "The Econometric Analysis of Economic Policy," Economics Working Papers eco96/34, European University Institute.
- Banerjee, Anindya & Lumsdaine, Robin L & Stock, James H, 1992.
"Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 271-287, July.
- Anindya Banerjee & Robin L. Lumsdaine & James H. Stock, 1990. "Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence," NBER Working Papers 3510, National Bureau of Economic Research, Inc.
- Banerjee, Anindya & Hendry, David F, 1992. "Testing Integration and Cointegration: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 225-255, August.
- Dolado, Juan & Galbraith, John W & Banerjee, Anindya, 1991.
"Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(4), pages 919-936, November.
- Dolado, J. & Galbraith, J.W. & Banerjee, A., 1991. "Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series," Economics Series Working Papers 99111, University of Oxford, Department of Economics.
- Banerjee, Anindya & Galbraith, John W & Dolado, Juan, 1990. "Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(1), pages 95-104, February.
- Banerjee, Anindya & Dolado, Juan & Galbraith, John W., 1990. "Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions," Economics Letters, Elsevier, vol. 32(1), pages 19-24, January.
- Banerjee, Anindya & Besley, Timothy, 1990. "Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model," Oxford Economic Papers, Oxford University Press, vol. 42(1), pages 46-60, January.
- Anindya Banerjee & Alan Beggs, 1989. "Efficiency in Hierarchies: Implementing the First-Best Solution by Sequential Actions," RAND Journal of Economics, The RAND Corporation, vol. 20(4), pages 637-645, Winter.
- Banerjee, Anindya & Dolado, Juan, 1988. "Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations," Oxford Economic Papers, Oxford University Press, vol. 40(4), pages 610-633, December.
- Galbraith, John W. & Dolado, Juan & Banerjee, Anindya, 1987. "Rejections of orthogonality in rational expectations models : Further Monte Carlo results for an extended set of regressors," Economics Letters, Elsevier, vol. 25(3), pages 243-247.
- Banerjee, Anindya & Dolado, Juan, 1987. "Do we reject rational expectations models too often? : Interpreting evidence using Nagar expansions," Economics Letters, Elsevier, vol. 24(1), pages 27-32.
- Banerjee, Anindya, et al, 1986. "Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 253-277, August.
Chapters
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2016.
"An Overview of the Factor-augmented Error-Correction Model,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 3-41,
Emerald Group Publishing Limited.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2015. "An Overview of the Factor-augmented Error-Correction Model," Discussion Papers 15-03, Department of Economics, University of Birmingham.
Books
- Artis,Michael & Banerjee,Anindya & Marcellino,Massimiliano (ed.), 2010. "The Central and Eastern European Countries and the European Union," Cambridge Books, Cambridge University Press, number 9780521142052, October.
- Artis,Michael & Banerjee,Anindya & Marcellino,Massimiliano (ed.), 2006. "The Central and Eastern European Countries and the European Union," Cambridge Books, Cambridge University Press, number 9780521849548, October.
- Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David, 1993. "Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data," OUP Catalogue, Oxford University Press, number 9780198288107.
Editorship
- Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford.
- Oxford Economic Papers, Oxford University Press.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 41 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (18) 2000-09-13 2002-05-14 2002-07-12 2003-03-17 2003-08-01 2004-05-16 2008-02-16 2008-02-16 2008-04-12 2008-04-12 2010-04-17 2010-05-02 2010-12-04 2011-11-01 2012-01-18 2014-06-02 2015-02-22 2015-02-28. Author is listed
- NEP-MAC: Macroeconomics (15) 2003-03-03 2003-03-03 2003-03-03 2003-04-21 2003-04-21 2003-07-17 2005-08-13 2006-09-11 2008-02-16 2008-04-12 2012-04-23 2014-06-02 2015-02-28 2017-11-26 2019-06-10. Author is listed
- NEP-ETS: Econometric Time Series (14) 2000-09-13 2002-07-08 2003-07-29 2004-02-15 2006-05-20 2006-09-11 2008-02-16 2008-02-16 2008-04-12 2010-12-04 2011-11-01 2012-01-18 2015-02-22 2015-02-28. Author is listed
- NEP-CBA: Central Banking (12) 2003-03-03 2003-03-03 2003-04-21 2006-09-11 2007-08-14 2008-04-12 2010-03-28 2010-05-02 2011-06-18 2012-04-23 2017-11-26 2019-06-10. Author is listed
- NEP-MON: Monetary Economics (10) 2003-04-21 2003-04-21 2003-07-13 2005-08-13 2006-09-11 2007-08-14 2012-03-08 2012-04-23 2017-11-26 2019-06-10. Author is listed
- NEP-EEC: European Economics (7) 2003-04-21 2004-05-26 2005-08-13 2010-03-28 2012-03-08 2017-11-26 2019-06-10. Author is listed
- NEP-FOR: Forecasting (5) 2008-02-16 2008-04-12 2010-03-28 2010-04-17 2012-03-08. Author is listed
- NEP-AGR: Agricultural Economics (3) 2010-07-31 2015-03-22 2018-12-03
- NEP-FIN: Finance (2) 2003-03-03 2003-03-03
- NEP-IFN: International Finance (2) 2002-07-08 2007-08-14
- NEP-ORE: Operations Research (2) 2008-02-16 2008-04-12
- NEP-BAN: Banking (1) 2012-03-08
- NEP-DCM: Discrete Choice Models (1) 2018-12-03
- NEP-DEV: Development (1) 2018-12-03
- NEP-EFF: Efficiency and Productivity (1) 2018-10-08
- NEP-ENV: Environmental Economics (1) 2018-12-03
- NEP-MFD: Microfinance (1) 2015-03-22
- NEP-MIC: Microeconomics (1) 2010-12-04
- NEP-REG: Regulation (1) 2010-07-31
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