Details about Anurag Banerjee

Access statistics for papers by Anurag Banerjee.

Last updated 2021-07-08. Update your information in the RePEc Author Service.

Short-id: pba125

Working Papers

2021

1. Cross-country Disparities in Skill Premium and Skill Acquisition
   Department of Economics Working Papers, Durham University, Department of Economics View citations (1)

2016

2. Business Cost and Skill Acquisition
   CEMAP Working Papers, Durham University Business School
3. Demand for household sanitation in India using NFHS-3 data
   CEMAP Working Papers, Durham University Business School
   See also Journal Article Demand for household sanitation in India using NFHS-3 data, Empirical Economics, Springer (2017) View citations (7) (2017)
4. The Endgame
   Working Papers, Nazarbayev University, Department of Economics View citations (1)

2013

5. Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model
   Working Papers, HAL View citations (7)
   Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2013) View citations (7)
6. Is India Shining?
   CEMAP Working Papers, Durham University Business School
   Also in Department of Economics Working Papers, Durham University, Department of Economics (2011)
   See also Journal Article Is India Shining?, Review of Development Economics, Wiley Blackwell (2014) View citations (2) (2014)
7. The Dynamics of Income Growth and Poverty: Evidence from Districts in India
   CEMAP Working Papers, Durham University Business School
   See also Journal Article The Dynamics of Income Growth and Poverty: Evidence from Districts in India, Development Policy Review, Overseas Development Institute (2015) View citations (7) (2015)

2011

8. The rich keep getting richer in India! Says who?
   Working Papers, Asia-Pacific Research and Training Network on Trade (ARTNeT), an initiative of UNESCAP and IDRC, Canada. View citations (2)
9. Who pays for job training?
   Department of Economics Working Papers, Durham University, Department of Economics
   Also in CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2008)

2004

10. Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory
    Econometric Society 2004 Australasian Meetings, Econometric Society

Journal Articles

2020

1. Probabilistic forecasting of bubbles and flash crashes
   The Econometrics Journal, 2020, 23, (2), 297-315 View citations (1)

2017

2. Corporate financing and anticipated credit rating changes
   Review of Quantitative Finance and Accounting, 2017, 48, (4), 893-915 View citations (11)
3. Demand for household sanitation in India using NFHS-3 data
   Empirical Economics, 2017, 53, (1), 307-327 View citations (7)
   See also Working Paper Demand for household sanitation in India using NFHS-3 data, CEMAP Working Papers (2016) (2016)

2016

4. An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis
   Journal of International Financial Markets, Institutions and Money, 2016, 41, (C), 102-120 View citations (12)

2015

5. The Dynamics of Income Growth and Poverty: Evidence from Districts in India
   Development Policy Review, 2015, 33, (3), 293-312 View citations (7)
   See also Working Paper The Dynamics of Income Growth and Poverty: Evidence from Districts in India, CEMAP Working Papers (2013) (2013)

2014

6. Functional cointegration: definition and nonparametric estimation
   Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (5), 507-520
7. How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?
   Emerging Markets Review, 2014, 21, (C), 67-81 View citations (4)
8. Is India Shining?
   Review of Development Economics, 2014, 18, (1), 59-72 View citations (2)
   See also Working Paper Is India Shining?, CEMAP Working Papers (2013) (2013)

2013

9. Active momentum trading versus passive ' naive diversification'
   Quantitative Finance, 2013, 13, (5), 655-663 View citations (2)

2012

10. DISCRIMINATING SHORT AND LONG MEMORY IN FINITE SAMPLES USING SENSITIVITY ANALYSIS: AN APPLICATION TO GROWTH CONVERGENCE
    Bulletin of Economic Research, 2012, 64, (Supplement 1), s168-s192

2011

11. Informed momentum trading versus uninformed "naive" investors strategies
    Journal of Banking & Finance, 2011, 35, (11), 3077-3089 View citations (10)

2007

12. A method of estimating the average derivative
    Journal of Econometrics, 2007, 136, (1), 65-88 View citations (9)
13. Skating on thin ice: rule changes and team strategies in the NHL
    Canadian Journal of Economics, 2007, 40, (2), 493-514 View citations (7)
14. The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions
    Economics Letters, 2007, 94, (2), 213-219

2004

15. Does a sudden death liven up the game? Rules, incentives, and strategy in football
    Economic Theory, 2004, 23, (2), 411-421 View citations (2)

2001

16. A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process
    Journal of Forecasting, 2001, 20, (5), 357-66 View citations (1)
17. A Re-examination of the Excess Smoothness Puzzle When Consumers Estimate the Income Process: Erratum
    Journal of Forecasting, 2001, 20, (7), 541
18. Economic development, institutional change, and the political economy of agricultural protection: An econometric study of Belgium since the 19th century
    Agricultural Economics, 2001, 26, (1), 25-43 View citations (40)
19. Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root
    Journal of Forecasting, 2001, 20, (3), 203-29 View citations (5)

2000

20. On the sensitivity of the usual t- and F-tests to covariance misspecification
    Journal of Econometrics, 2000, 95, (1), 157-176 View citations (9)
21. The political economy of public research investment and commodity policies in agriculture: an empirical study
    Agricultural Economics, 2000, 22, (2), 111-122 View citations (34)

1999

22. The sensitivity of OLS when the variance matrix is (partially) unknown
    Journal of Econometrics, 1999, 92, (2), 295-323 View citations (16)