Anindya Banerjee

European University Institute - Department of Economics

Villa San Paolo

Via della Piazzuola 43

50133 Florence

Italy

University of Oxford - Department of Economics

Manor Road Building

Manor Road

Oxford, OX1 3BJ

United Kingdom

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 23,000

SSRN RANKINGS

Top 23,000

in Total Papers Downloads

2,280

SSRN CITATIONS
Rank 2,870

SSRN RANKINGS

Top 2,870

in Total Papers Citations

60

CROSSREF CITATIONS

359

Scholarly Papers (17)

1.

Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth?

IGIER Working Paper No. 236
Number of pages: 46 Posted: 13 Jun 2003
European University Institute, European University Institute - Department of Economics and University of Ljubljana - Faculty of Economics
Downloads 587 (49,885)
Citation 14

Abstract:

Loading...

Leading indicator, factor model, model selection, GDP growth, inflation

2.

Cointegration in Panel Data with Breaks and Cross-Section Dependence

ECB Working Paper No. 591
Number of pages: 56 Posted: 23 Mar 2006
Anindya Banerjee and Josep LluĂ­s Carrion-i-Silvestre
European University Institute - Department of Economics and University of Barcelona - Department of Econometrics
Downloads 341 (96,080)

Abstract:

Loading...

Panel cointegration, structural break, common factors, cross-section dependence

3.

Testing for PPP: Should We Use Panel Methods?

IGIER Working Paper No. 186
Number of pages: 33 Posted: 06 Apr 2001
European University Institute - Department of Economics, European University Institute and European Central Bank (ECB)
Downloads 298 (111,441)
Citation 16

Abstract:

Loading...

PPP, unit root, panel, cointegration, cross-unit dependence

Leading Indicators for Euro-Area Inflation and GDP Growth

IGIER Working Paper No. 235
Number of pages: 42 Posted: 26 May 2003
European University Institute, European University Institute - Department of Economics and University of Ljubljana - Faculty of Economics
Downloads 238 (140,123)
Citation 5

Abstract:

Loading...

Leading indicator, factor model, model selection, GDP growth, inflation

Leading Indicators for Euro Area Inflation and GDP Growth

Number of pages: 44 Posted: 24 Jun 2003
European University Institute, European University Institute - Department of Economics and University of Ljubljana - Faculty of Economics
Downloads 21 (578,621)
Citation 1
  • Add to Cart

Abstract:

Loading...

Leading indicator, factor model, model selection, GDP growth, inflation

Leading Indicators for Euro-Area Inflation and GDP Growth

Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 785-813, December 2005
Number of pages: 29 Posted: 03 Feb 2006
European University Institute - Department of Economics, European University Institute and University of Ljubljana - Faculty of Economics
Downloads 15 (621,373)
Citation 6
  • Add to Cart

Abstract:

Loading...

5.

Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data

IGIER Working Paper No. 170
Number of pages: 43 Posted: 01 Mar 2001
European University Institute - Department of Economics, European University Institute and European Central Bank (ECB)
Downloads 171 (190,828)
Citation 12

Abstract:

Loading...

6.
Downloads 139 (226,665)
Citation 2

Measuring Long-Run Exchange Rate Pass-Through

Banque de France Working Paper No. 173
Number of pages: 52 Posted: 20 Oct 2010
Olivier de Bandt, Anindya Banerjee and Tomasz Kozluk
Banque de France - Economic Study and Research Division, European University Institute - Department of Economics and European University Institute
Downloads 69 (364,829)

Abstract:

Loading...

exchange rates, pass-through, import prices, panel cointegration, structural breaks

Measuring Long-Run Exchange Rate Pass-Through

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-6
Number of pages: 37 Posted: 18 Dec 2010
Olivier de Bandt, Anindya Banerjee and Tomasz J. Kozluk
Banque de France - Economic Study and Research Division, European University Institute - Department of Economics and Organization for Economic Co-Operation and Development (OECD)
Downloads 51 (424,946)

Abstract:

Loading...

Exchange rates, pass-through, import prices, panel cointegration, structural breaks

Measuring Long-Run Exchange Rate Pass-Through

Economics Discussion Paper No. 2007-32
Number of pages: 40 Posted: 29 Nov 2010
Olivier de Bandt, Anindya Banerjee and Tomasz J. Kozluk
Banque de France - Economic Study and Research Division, European University Institute - Department of Economics and Organization for Economic Co-Operation and Development (OECD)
Downloads 19 (592,692)
Citation 4

Abstract:

Loading...

exchange rates, pass-through, import prices, panel cointegration, structural break

7.

Forecasting Macroeconomic Variables for the New Member States of the European Union

Number of pages: 48 Posted: 01 Jun 2005
European University Institute - Department of Economics, European University Institute and University of Ljubljana - Faculty of Economics
Downloads 134 (233,491)

Abstract:

Loading...

Factor models, forecasts, time series models, new Member States

8.

Forecasting Macroeconomic Variables for the Acceding Countries

IGIER Working Paper No. 260
Number of pages: 46 Posted: 15 May 2004
European University Institute - Department of Economics, European University Institute and University of Ljubljana - Faculty of Economics
Downloads 97 (294,243)
Citation 5

Abstract:

Loading...

Factor models, Forecasts, Time Series Models, Acceding Countries

9.

How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies

Banque de France Working Paper No. 361
Number of pages: 44 Posted: 21 Feb 2012
Anindya Banerjee, Victor Bystrov and Paul Mizen
European University Institute - Department of Economics, University of Lodz - Institute of Economics and University of Nottingham
Downloads 68 (363,419)
Citation 19

Abstract:

Loading...

forecasting, factor models, interest rates, pass-through

10.

The Changing Role of Expectations in US Monetary Policy: A New Look Using the Livingston Survey

Banque de France Working Paper No. 376
Number of pages: 35 Posted: 12 Apr 2012
Sheheryar Malik and Anindya Banerjee
Banque de France and European University Institute - Department of Economics
Downloads 65 (372,068)

Abstract:

Loading...

monetary policy, expectations, inflation, time variation, VARs, impulse responses

11.

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence

NBER Working Paper No. w3510
Number of pages: 53 Posted: 13 Nov 2007 Last Revised: 10 Aug 2010
Anindya Banerjee, Robin L. Lumsdaine and James H. Stock
European University Institute - Department of Economics, American University - Department of Finance and Real Estate and Harvard University - Department of Economics
Downloads 57 (397,237)
Citation 10

Abstract:

Loading...

12.

Some Cautions on the Use of Panel Methods for Integrated Series of Macroeconomic Data

Number of pages: 19 Posted: 13 Dec 2004
European University Institute - Department of Economics, European University Institute and European Central Bank (ECB)
Downloads 22 (553,724)
Citation 2
  • Add to Cart

Abstract:

Loading...

13.

Factor Forecasts for the Us

Number of pages: 42 Posted: 22 Jan 2002
University of Manchester - Institute for Political & Economic Governance (IPEG), European University Institute - Department of Economics and European University Institute
Downloads 13 (612,252)
Citation 1
  • Add to Cart

Abstract:

Loading...

Factor models, forecasts, time series models

14.

Forecasting with Factor-Augmented Error Correction Models

CEPR Discussion Paper No. DP7677
Number of pages: 46 Posted: 10 Feb 2010
European University Institute - Department of Economics, European University Institute and University of Ljubljana - Faculty of Economics
Downloads 6 (661,634)
Citation 1
  • Add to Cart

Abstract:

Loading...

Cointegration, Dynamic Factor Models, Error Correction Models, Factor-augmented Error Correction Models, FAVAR, Forecasting

15.

Factor-Augmented Error Correction Models

CEPR Discussion Paper No. DP6707
Number of pages: 28 Posted: 10 Jun 2008
Anindya Banerjee and Massimiliano Giuseppe Marcellino
European University Institute - Department of Economics and European University Institute
Downloads 4 (676,419)
  • Add to Cart

Abstract:

Loading...

Cointegration, Dynamic Factor Models, Error Correction Models, Factor-augmented Error Correction Models, FAVAR, VAR

16.

Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change

CEPR Discussion Paper No. DP6706
Number of pages: 60 Posted: 10 Jun 2008
European University Institute - Department of Economics, European University Institute and University of Ljubljana - Faculty of Economics
Downloads 4 (676,419)
Citation 4
  • Add to Cart

Abstract:

Loading...

Factor models, forecasts, parameter uncertainty, short samples, structural change, time series models

17.

A New Look at the Feldstein-Horioka Puzzle Using an Integrated Panel

Posted: 29 Aug 2005
Paolo Zanghieri and Anindya Banerjee
Generali Investments Europe and European University Institute - Department of Economics

Abstract:

Loading...

Saving; investment; capital mobility; panel cointegration