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Details about Anindya Banerjee

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Workplace:Department of Economics, University of Birmingham, (more information at EDIRC)

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Short-id: pba894


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Working Papers

2012

  1. How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies
    Working papers, Banque de France Downloads View citations (4)
    See also Journal Article in Journal of Money, Credit and Banking (2013)
  2. The changing role of expectations in US monetary policy: A new look using the Livingston Survey
    Working papers, Banque de France Downloads

2011

  1. A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads
    Also in Dundee Discussion Papers in Economics, Economic Studies, University of Dundee (2010) Downloads View citations (3)
    Discussion Papers, Department of Economics, University of Birmingham (2010) Downloads View citations (9)
  2. Cointegration in Panel Data with Breaks and Cross-section Dependence
    Discussion Papers, Department of Economics, University of Birmingham Downloads View citations (3)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (42)
    Economics Working Papers, European University Institute (2006) Downloads View citations (42)
  3. Testing for Panel Cointegration Using Common Correlated Effects
    Discussion Papers, Department of Economics, University of Birmingham Downloads View citations (1)

2010

  1. Forecasting with Factor-augmented Error Correction
    Discussion Papers, Department of Economics, University of Birmingham Downloads
  2. Forecasting with Factor-augmented Error Correction Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Discussion Papers, Department of Economics, University of Birmingham (2009) Downloads View citations (2)
  3. Interest rate pass-through in the major European economies - the role of expectations
    Discussion Papers, Department of Economics, University of Birmingham Downloads View citations (2)
    Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads
  4. Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price
    Discussion Papers, Department of Economics, University of Birmingham Downloads
  5. Panel Estimation for Worriers
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (7)
  6. The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies
    Working Papers, COMISEF Downloads View citations (3)

2008

  1. Factor-augmented Error Correction Models
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (11)
    Also in Economics Working Papers, European University Institute (2008) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (2)
  2. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
    Economics Working Papers, European University Institute Downloads View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (26)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2008) Downloads View citations (10)

2007

  1. Measuring Long-Run Exchange Rate Pass-Through
    Working papers, Banque de France Downloads View citations (7)
    Also in Economics Discussion Papers, Kiel Institute for the World Economy (2007) Downloads View citations (13)

    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2008)

2006

  1. The Long-Run Phillips Curve and Non-Stationary Inflation
    Economics Working Papers, European University Institute Downloads
    See also Journal Article in Journal of Macroeconomics (2008)

2005

  1. Forecasting macroeconomic variables for the new member states of the European Union
    Working Paper Series, European Central Bank Downloads View citations (9)

2004

  1. Competition, the Lisbon Strategy and the Euro
    Economics Working Papers, European University Institute Downloads
  2. Forecasting Macroeconomic Variables for the Acceding Countries
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (8)

2003

  1. A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel
    Working Papers, CEPII research center Downloads View citations (17)
  2. A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated
    Economics Working Papers, European University Institute Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2006)
  3. Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth?
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (4)
    Also in Economics Working Papers, European University Institute (2002) Downloads View citations (8)

    See also Journal Article in International Journal of Forecasting (2006)
  4. Leading Indicators for Euro Area Inflation and GDP Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (40)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2003) Downloads View citations (8)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2005)

2002

  1. A Markup Model for Forecasting Inflation for the Euro
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads View citations (1)
  2. A Markup Model for Forecasting Inflation in the Euro AreaI
    Economics Working Papers, European University Institute Downloads View citations (3)
  3. Factor Forecasts for the UK
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in Economics Working Papers, European University Institute (2001) Downloads View citations (32)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (9)
  4. Inflation Measures of the Markup
    Economics Working Papers, European University Institute Downloads View citations (1)
  5. Inflation and Measures of the Markup
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads View citations (2)
    See also Journal Article in Journal of Macroeconomics (2005)
  6. Testing for PPP: Should We Use Panel Methods?
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (9)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (45)

    See also Journal Article in Empirical Economics (2005)
  7. The Long-Run Relationship among Relative Price Variability, Inflation and the Markup
    Economics Working Papers, European University Institute Downloads View citations (3)

2000

  1. An I(2) Analysis of Inflation and the Markup
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (1998) View citations (12)

    See also Journal Article in Journal of Applied Econometrics (2001)
  2. Industry Structure and the Dynamics of Price Adjstment
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads
    Also in Economics Working Papers, European University Institute (2000) View citations (1)

    See also Journal Article in Applied Economics (2001)
  3. Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data
    Economics Working Papers, European University Institute View citations (10)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (54)

    See also Journal Article in Econometrics Journal (2004)
  4. The Markup and the Business Cycle Reconsidered
    Economics Working Papers, European University Institute View citations (2)
  5. The Relationship Between the Markup and Inflation in the G7 Plus One Economies
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (13)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (1999)
    Economics Working Papers, European University Institute (2000) View citations (9)
  6. The Relationship between the Markup and Inflation in the G7 Economies and Australia
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads View citations (12)

1996

  1. The Econometric Analysis of Economic Policy
    Economics Working Papers, European University Institute View citations (16)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1996)

1995

  1. On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors
    Working Papers, Queen's University, Department of Economics Downloads View citations (3)

1994

  1. Dynamic Specification and Testing for Unit Roots and Co-Integration
    Working Papers, Queen's University, Department of Economics Downloads View citations (2)

1992

  1. Simultanenous Versus Sequential Move Structures in Principal-Agent Models
    Economics Series Working Papers, University of Oxford, Department of Economics

1991

  1. Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (15)
    See also Journal Article in International Economic Review (1991)

1990

  1. Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of Business & Economic Statistics (1992)

1989

  1. ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES
    Economics Series Working Papers, University of Oxford, Department of Economics

1988

  1. Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

Journal Articles

2013

  1. Editorial Introduction to Special Issue on Large Data Sets
    Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 1-5 Downloads
  2. 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, 2013, 45, (7), 1375-1414 Downloads
    See also Working Paper (2012)

2012

  1. Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India*
    World Bank Economic Review, 2012, 26, (3), 514-538 Downloads

2008

  1. Measuring Long-Run Exchange Rate Pass-Through
    Economics - The Open-Access, Open-Assessment E-Journal, 2008, 2, (6), 1-36 Downloads View citations (7)
    See also Working Paper (2007)
  2. The long-run Phillips curve and non-stationary inflation
    Journal of Macroeconomics, 2008, 30, (4), 1792-1815 Downloads View citations (10)
    See also Working Paper (2006)

2007

  1. Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom
    Economic Modelling, 2007, 24, (1), 82-100 Downloads View citations (4)

2006

  1. A markup model for forecasting inflation for the euro area
    Journal of Forecasting, 2006, 25, (7), 495-511 Downloads View citations (3)
  2. A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated
    Journal of Applied Econometrics, 2006, 21, (8), 1249-1264 Downloads View citations (1)
    See also Working Paper (2003)
  3. Are there any reliable leading indicators for US inflation and GDP growth?
    International Journal of Forecasting, 2006, 22, (1), 137-151 Downloads View citations (42)
    See also Working Paper (2003)
  4. Frontiers in Time Series Analysis: Introduction
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 679-682 Downloads

2005

  1. Inflation and measures of the markup
    Journal of Macroeconomics, 2005, 27, (2), 289-306 Downloads View citations (16)
    See also Working Paper (2002)
  2. Leading Indicators for Euro-area Inflation and GDP Growth
    Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 785-813 Downloads View citations (35)
    See also Working Paper (2003)
  3. Modelling structural breaks, long memory and stock market volatility: an overview
    Journal of Econometrics, 2005, 129, (1-2), 1-34 Downloads View citations (38)
  4. Testing for PPP: Should we use panel methods?
    Empirical Economics, 2005, 30, (1), 77-91 Downloads View citations (100)
    See also Working Paper (2002)

2004

  1. A reinvestigation of the markup and the business cycle
    Economic Modelling, 2004, 21, (2), 267-284 Downloads View citations (14)
  2. Some cautions on the use of panel methods for integrated series of macroeconomic data
    Econometrics Journal, 2004, 7, (2), 322-340 Downloads View citations (120)
    See also Working Paper (2000)

2001

  1. An I(2) analysis of inflation and the markup
    Journal of Applied Econometrics, 2001, 16, (3), 221-240 Downloads View citations (52)
    See also Working Paper (2000)
  2. Industry structure and the dynamics of price adjustment
    Applied Economics, 2001, 33, (15), 1889-1901 Downloads View citations (11)
    See also Working Paper (2000)

1999

  1. Panel Data Unit Roots and Cointegration: An Overview
    Oxford Bulletin of Economics and Statistics, 1999, 61, 607-29 Downloads View citations (227)

1996

  1. The Econometric Analysis of Economic Policy
    Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 573-600 View citations (25)
    See also Working Paper (1996)

1992

  1. Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence
    Journal of Business & Economic Statistics, 1992, 10, (3), 271-87 View citations (337)
    See also Working Paper (1990)
  2. Testing Integration and Cointegration: An Overview
    Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 225-55 View citations (18)

1991

  1. Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series
    International Economic Review, 1991, 32, (4), 919-36 Downloads View citations (16)
    See also Working Paper (1991)

1990

  1. Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model
    Oxford Bulletin of Economics and Statistics, 1990, 52, (1), 95-104 View citations (8)
  2. Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model
    Oxford Economic Papers, 1990, 42, (1), 46-60 Downloads View citations (6)
  3. Orthogonality tests with de-trended data: Interpreting Monte-Carlo results using Nagar expansions
    Economics Letters, 1990, 32, (1), 19-24 Downloads

1989

  1. Efficiency in Hierarchies: Implementing the First-Best Solution by Sequential Actions
    RAND Journal of Economics, 1989, 20, (4), 637-645 Downloads View citations (1)

1988

  1. Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations
    Oxford Economic Papers, 1988, 40, (4), 610-33 Downloads View citations (2)

1987

  1. Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions
    Economics Letters, 1987, 24, (1), 27-32 Downloads
  2. Rejections of orthogonality in rational expectations models: Further Monte Carlo results for an extended set of regressors
    Economics Letters, 1987, 25, (3), 243-247 Downloads View citations (1)

1986

  1. Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence
    Oxford Bulletin of Economics and Statistics, 1986, 48, (3), 253-77 View citations (208)

Books

1993

  1. Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
    OUP Catalogue, Oxford University Press View citations (285)

Edited books

2010

  1. The Central and Eastern European Countries and the European Union
    Cambridge Books, Cambridge University Press

2006

  1. The Central and Eastern European Countries and the European Union
    Cambridge Books, Cambridge University Press

Editor

  1. Oxford Bulletin of Economics and Statistics
    Department of Economics, University of Oxford
  2. Oxford Economic Papers
    Oxford University Press
 
Page updated 2014-07-23