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Anindya Banerjee

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Personal Details

First Name: Anindya
Middle Name:
Last Name: Banerjee
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RePEc Short-ID: pba894

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Affiliation

Department of Economics
University of Birmingham
Location: Birmingham, United Kingdom
Homepage: http://www.bham.ac.uk/economics/
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Postal: Edgbaston, Birmingham, B15 2TT
Handle: RePEc:edi:debhauk (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Markus Eberhardt & Anindya Banerjee and J. James Reade, 2010. "Panel Estimation for Worriers," Economics Series Working Papers 514, University of Oxford, Department of Economics.
  6. 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.
  7. 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.
  8. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2010. "Forecasting with Factor-augmented Error Correction," Discussion Papers 09-06r, Department of Economics, University of Birmingham.
  9. 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.
  10. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009. "Forecasting with Factor-Augmented Error Correction Models," Discussion Papers 09-06, Department of Economics, University of Birmingham.
  11. Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Working Papers 335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  12. 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.
  13. 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.
  14. Bill Russell, Anindya Banerjee, 2006. "The Long-Run Phillips Curve and Non-Stationary Inflation," Economics Working Papers ECO2006/16, European University Institute.
  15. 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.
  16. Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2005. "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series 0482, European Central Bank.
  17. 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.
  18. Anindya Banerjee & Bill Russell, 2004. "Competition, the Lisbon Strategy and the Euro," Economics Working Papers ECO2004/32, European University Institute.
  19. 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.
  20. 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.
  21. Anindya Banerjee & Paolo Zanghieri, 2003. "A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel," Working Papers 2003-22, CEPII research center.
  22. 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.
  23. 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.
  24. Anindya Banerjee & Bill Russell, 2002. "Inflation and Measures of the Markup," Dundee Discussion Papers in Economics 130, Economic Studies, University of Dundee.
  25. Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano, 2002. "Factor Forecasts for the UK," CEPR Discussion Papers 3119, C.E.P.R. Discussion Papers.
  26. 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.
  27. 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.
  28. Anindya BANERJEE & Bill RUSSEL, 2002. "A Markup Model for Forecasting Inflation in the Euro AreaI," Economics Working Papers ECO2002/16, European University Institute.
  29. Anindya BANERJEE & Bill RUSSEL, 2002. "Inflation Measures of the Markup," Economics Working Papers ECO2002/15, European University Institute.
  30. 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.
  31. Banerjee, A. & Russell, B., 2000. "The Markup and the Business Cycle Reconsidered," Economics Working Papers eco2000/21, European University Institute.
  32. Banerjee, A. & Russell, B., 2000. "Industry Structure and the Dynamics of Price Adjustment," Economics Working Papers eco2000/22, European University Institute.
  33. 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.
  34. 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.
  35. Banerjee, A & Hendry, D-F & Mizon, G-E, 1996. "The Econometric Analysis of Economic Policy," Economics Working Papers eco96/34, European University Institute.
  36. Anindya Banerjee & Juan J. Dolado & Ricardo Mestre, 1995. "On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors," Working Papers 922, Queen's University, Department of Economics.
  37. Anindya Banerjee, 1994. "Dynamic Specification and Testing for Unit Roots and Co-Integration," Working Papers 914, Queen's University, Department of Economics.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. 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:ner:carlos:info:hdl:10016/3320 is not listed on IDEAS
  43. Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, . "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.

    RePEc:ner:carlos:info:hdl:10016/772 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/3275 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/3322 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/3323 is not listed on IDEAS

Articles

  1. 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.
  2. 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, 02.
  3. Bill Russell & Sushil Mohan & Anindya Banerjee, 2012. "Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India," World Bank Economic Review, World Bank Group, vol. 26(3), pages 514-538.
  4. 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.
  5. Kozluk, Tomasz & Banerjee, Anindya & de Bandt, Olivier, 2008. "Measuring Long-Run Exchange Rate Pass-Through," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(6), pages 1-36.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Banerjee, Anindya & Russell, Bill, 2005. "Inflation and measures of the markup," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 289-306, June.
  14. 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.
  15. 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.
  16. Banerjee, Anindya & Russell, Bill, 2004. "A reinvestigation of the markup and the business cycle," Economic Modelling, Elsevier, vol. 21(2), pages 267-284, March.
  17. Anindya Banerjee, 2001. "Industry structure and the dynamics of price adjustment," Applied Economics, Taylor & Francis Journals, vol. 33(15), pages 1889-1901.
  18. 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.
  19. Banerjee, Anindya, 1999. " Panel Data Unit Roots and Cointegration: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 607-29, Special I.
  20. 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.
  21. 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 271-87, July.
  22. 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 225-55, August.
  23. 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 919-36, November.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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 610-33, December.
  29. 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.
  30. 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.
  31. 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 253-77, August.

Books

  1. 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.
  2. 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.
  3. 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.

Editor

  1. Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford.
  2. Oxford Economic Papers, Oxford University Press.

NEP Fields

35 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2010-07-31
  2. NEP-BAN: Banking (1) 2012-03-08
  3. NEP-CBA: Central Banking (11) 2003-03-03 2003-03-03 2003-04-21 2006-03-25 2006-09-11 2007-08-14 2008-04-12 2010-03-28 2010-05-02 2011-06-18 2012-04-23. Author is listed
  4. NEP-ECM: Econometrics (18) 2000-09-13 2002-05-14 2002-07-12 2003-03-17 2003-08-01 2004-05-16 2005-10-04 2006-03-25 2008-02-16 2008-02-16 2008-04-12 2008-04-12 2010-03-13 2010-04-17 2010-05-02 2010-12-04 2011-11-01 2012-01-18. Author is listed
  5. NEP-EEC: European Economics (5) 2003-04-21 2004-05-26 2005-08-13 2010-03-28 2012-03-08. Author is listed
  6. NEP-ETS: Econometric Time Series (15) 2000-09-13 2002-07-08 2003-07-29 2004-02-15 2006-03-25 2006-05-20 2006-09-11 2008-02-16 2008-02-16 2008-04-12 2009-07-17 2010-03-13 2010-12-04 2011-11-01 2012-01-18. Author is listed
  7. NEP-FIN: Finance (2) 2003-03-03 2003-03-03
  8. NEP-FOR: Forecasting (8) 2005-10-04 2008-02-16 2008-04-12 2009-07-17 2010-03-13 2010-03-28 2010-04-17 2012-03-08. Author is listed
  9. NEP-IFN: International Finance (2) 2002-07-08 2007-08-14
  10. NEP-MAC: Macroeconomics (12) 2003-03-03 2003-03-03 2003-03-03 2003-04-21 2003-04-21 2003-07-17 2005-08-13 2005-10-04 2006-09-11 2008-02-16 2008-04-12 2012-04-23. Author is listed
  11. NEP-MIC: Microeconomics (1) 2010-12-04
  12. NEP-MON: Monetary Economics (8) 2003-04-21 2003-04-21 2003-07-13 2005-08-13 2006-09-11 2007-08-14 2012-03-08 2012-04-23. Author is listed
  13. NEP-ORE: Operations Research (2) 2008-02-16 2008-04-12
  14. NEP-REG: Regulation (1) 2010-07-31

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Citations
  5. Number of Citations, Discounted by Citation Age
  6. Number of Citations, Weighted by Simple Impact Factor
  7. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors
  11. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  16. h-index
  17. Number of Registered Citing Authors
  18. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  19. Number of Abstract Views in RePEc Services over the past 12 months
  20. Number of Downloads through RePEc Services over the past 12 months
  21. Closeness measure in co-authorship network
  22. Betweenness measure in co-authorship network
  23. Breadth of citations across fields
  24. Wu-Index
  25. Strength of students

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