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Banerjee, Anindya's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,716 |
Total
Citations
308 |
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1.
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Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Banerjee, Anindya
European University Institute - Department of Economics Masten, Igor
University of Ljubljana - Faculty of Economics
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468
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22
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Leading indicator, factor model, model selection, GDP growth, inflation
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2.
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Banerjee, Anindya
European University Institute - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Osbat, Chiara
European Central Bank (ECB)
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253
(58,405)
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31
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PPP, unit root, panel, cointegration, cross-unit dependence
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3.
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Leading Indicators for Euro-area Inflation and GDP Growth
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Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Banerjee, Anindya
European University Institute - Department of Economics Masten, Igor
University of Ljubljana - Faculty of Economics
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Posted:
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26 May 03
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Last Revised:
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03 Feb 06
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237
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25
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Banerjee, Anindya
European University Institute - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Masten, Igor
University of Ljubljana - Faculty of Economics
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15
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25
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Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Banerjee, Anindya
European University Institute - Department of Economics Masten, Igor
University of Ljubljana - Faculty of Economics
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21
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25
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Leading indicator, factor model, model selection, GDP growth, inflation
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Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Banerjee, Anindya
European University Institute - Department of Economics Masten, Igor
University of Ljubljana - Faculty of Economics
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201
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25
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Leading indicator, factor model, model selection, GDP growth, inflation
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4.
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Banerjee, Anindya
European University Institute - Department of Economics Carrion-i-Silvestre, Josep Lluís
University of Barcelona - Department of Econometrics
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215
(69,428)
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19
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Panel cointegration, structural break, common factors, cross-section dependence
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5.
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Banerjee, Anindya
European University Institute - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Osbat, Chiara
European Central Bank (ECB)
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154
(95,583)
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43
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6.
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Banerjee, Anindya
European University Institute - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Masten, Igor
University of Ljubljana - Faculty of Economics
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115
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1
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Factor models, forecasts, time series models, new Member States
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7.
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Banerjee, Anindya
European University Institute - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Masten, Igor
University of Ljubljana - Faculty of Economics
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73
(165,144)
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3
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Factor models, Forecasts, Time Series Models, Acceding Countries
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8.
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Measuring Long-Run Exchange Rate Pass-Through
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Show Abstracts |
Hide Abstracts |
Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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de Bandt, Olivier
Banque de France - Economic Study and Research Division Banerjee, Anindya
European University Institute - Department of Economics Kozluk, Tomasz
European University Institute
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Posted:
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20 Oct 10
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Last Revised:
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30 Apr 11
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59
(185,236)
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8
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de Bandt, Olivier
Banque de France - Economic Study and Research Division Banerjee, Anindya
European University Institute - Department of Economics Kozluk, Tomasz J.
Organization for Economic Co-Operation and Development (OECD)
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18
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8
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Exchange rates, pass-through, import prices, panel cointegration, structural breaks
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de Bandt, Olivier
Banque de France - Economic Study and Research Division Banerjee, Anindya
European University Institute - Department of Economics Kozluk, Tomasz J.
Organization for Economic Co-Operation and Development (OECD)
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12
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8
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exchange rates, pass-through, import prices, panel cointegration, structural break
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de Bandt, Olivier
Banque de France - Economic Study and Research Division Banerjee, Anindya
European University Institute - Department of Economics Kozluk, Tomasz
European University Institute
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29
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8
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exchange rates, pass-through, import prices, panel cointegration, structural breaks
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9.
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Banerjee, Anindya
European University Institute - Department of Economics Lumsdaine, Robin L.
American University - Department of Finance and Real Estate Stock, James H.
Harvard University - Department of Economics
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41
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93
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10.
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Banerjee, Anindya
European University Institute - Department of Economics Bystrov, Victor
University of Lodz - Institute of Economics Mizen, Paul
University of Nottingham
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34
(233,028)
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forecasting, factor models, interest rates, pass-through
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11.
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Banerjee, Anindya
European University Institute - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Osbat, Chiara
European Central Bank (ECB)
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22
(268,123)
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45
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12.
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Malik, Sheheryar
Banque de France Banerjee, Anindya
European University Institute - Department of Economics
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19
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monetary policy, expectations, inflation, time variation, VARs, impulse responses
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13.
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Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG) Banerjee, Anindya
European University Institute - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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13
(299,963)
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5
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Factor models, forecasts, time series models
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14.
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Banerjee, Anindya
European University Institute - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Masten, Igor
University of Ljubljana - Faculty of Economics
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6
(322,331)
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3
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Cointegration, Dynamic Factor Models, Error Correction Models, Factor-augmented Error Correction Models, FAVAR, Forecasting
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15.
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Banerjee, Anindya
European University Institute - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Masten, Igor
University of Ljubljana - Faculty of Economics
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4
(327,883)
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6
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Factor models, forecasts, parameter uncertainty, short samples, structural change, time series models
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16.
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Banerjee, Anindya
European University Institute - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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3
(330,903)
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4
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Cointegration, Dynamic Factor Models, Error Correction Models, Factor-augmented Error Correction Models, FAVAR, VAR
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17.
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Zanghieri, Paolo
Generali SpA Banerjee, Anindya
European University Institute - Department of Economics
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Saving; investment; capital mobility; panel cointegration
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