Anindya Banerjee : Citation Profile


Are you Anindya Banerjee?

University of Birmingham

21

H index

32

i10 index

2857

Citations

RESEARCH PRODUCTION:

36

Articles

74

Papers

1

Books

1

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   32 years (1986 - 2018). See details.
   Cites by year: 89
   Journals where Anindya Banerjee has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 39 (1.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba894
   Updated: 2018-09-15    RAS profile: 2018-09-04    
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Relations with other researchers


Works with:

Marcellino, Massimiliano (4)

Carrion-i-Silvestre, Josep (3)

Bystrov, Victor (2)

Lampis, Federico (2)

Mizen, Paul (2)

Masten, Igor (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anindya Banerjee.

Is cited by:

Rault, Christophe (64)

Dreger, Christian (55)

Marcellino, Massimiliano (42)

Hendry, David (36)

Schumacher, Christian (35)

Afonso, Antonio (34)

Carrion-i-Silvestre, Josep (34)

Herzer, Dierk (29)

Darné, Olivier (26)

Ben Cheikh, Nidhaleddine (25)

Westerlund, Joakim (21)

Cites to:

Marcellino, Massimiliano (53)

Watson, Mark (43)

Stock, James (39)

Pesaran, M (34)

Bai, Jushan (34)

Russell, Bill (31)

Ng, Serena (23)

Phillips, Peter (22)

Gali, Jordi (21)

Gertler, Mark (19)

Reichlin, Lucrezia (18)

Main data


Where Anindya Banerjee has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics8
Economics Letters3
Journal of Applied Econometrics2
Economic Modelling2
Oxford Economic Papers2
Journal of Applied Econometrics2
International Journal of Forecasting2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Economics Working Papers / European University Institute16
Discussion Papers / Department of Economics, University of Birmingham10
Dundee Discussion Papers in Economics / Economic Studies, University of Dundee7
Economics Series Working Papers / University of Oxford, Department of Economics6
Working Paper Series / European Central Bank2
Queen's Economics Department Working Papers / Queen's University - Department of Economics2
Working Papers / Queen's University, Department of Economics2

Recent works citing Anindya Banerjee (2018 and 2017)


YearTitle of citing document
2017The Role of Property Rights in the Relationship between Openness to International Capital Flows and Economic Growth in Sub-Saharan Africa Countries: An Estimate from Non-Stationary Panel Data. (2017). Coulibaly, Sionfou Seydou ; Gakpa, Lewis Landry. In: Research Papers. RePEc:aer:rpaper:rp_320.

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2018European Market for Mercosur Agricultural Exports: An econometric study of commodity trade flows. (2018). Niemi, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275934.

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2017Quality, Sourcing, and Asymmetric Exchange-Rate Pass-Through into U.S. Coffee Imports. (2017). Anders, Sven ; Fedoseeva, Svetlana. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:264067.

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2017Trend Changes in Stock Prices of Petrochemical Firms in the A-Share Market, China. (2017). Zou, Gao Lu . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:149-156.

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2017Concept of dynamic memory in economics. (2017). Tarasova, Valentina V. In: Papers. RePEc:arx:papers:1712.09088.

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2017Logistic map with memory from economic model. (2017). Tarasova, Valentina V. In: Papers. RePEc:arx:papers:1712.09092.

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2017Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick. In: BCAM Working Papers. RePEc:bbk:bbkcam:1704.

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2018Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1166_18.

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2017REGIONAL AND SECTORAL EVIDENCE OF THE MACROECONOMIC EFFECTS OF LABOR REALLOCATION: A PANEL DATA ANALYSIS. (2017). Pelloni, Gianluigi ; Panagiotidis, Theodore ; Bakas, Dimitrios. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:501-526.

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2017Foreign direct investment and inequality in developing countries: Does sector matter?. (2017). Bogliaccini, Juan A ; Patrick, . In: Economics and Politics. RePEc:bla:ecopol:v:29:y:2017:i:3:p:209-236.

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2017Price Transmission in Nigerian Food Security Crop Markets. (2017). Hatzenbuehler, Patrick L ; Abdoulaye, Tahirou ; Abbott, Philip C. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:1:p:143-163.

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2017Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices. (2017). Brun-Aguerre, Raphael ; Greenwood-Nimmo, Matthew ; Fuertes, Ana-Maria. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:587-612.

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2017Did Purchasing Power Parity Hold in Medieval Europe?. (2017). Bell, Adrian ; Moore, Tony K ; Brooks, Chris. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:682-709.

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2017System-Equation ADL Test for Threshold Cointegration with an Application to the Term Structure of Interest Rates. (2017). Li, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:1:p:1-24.

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2017Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532.

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2017Nonlinearity and asymmetry in the exchange rate pass-through: What role for nominal price stickiness?. (2017). Razafindrabe, Tovonony. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:711-732.

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2017Investigating first-stage exchange rate pass-through: Sectoral and macro evidence from euro area countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2611-2638.

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2017The Long-run Relationship Between Trade and Population Health: Evidence from Five Decades. (2017). Herzer, Dierk. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:2:p:462-487.

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2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

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2018Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A. In: Working Papers. RePEc:bol:bodewp:wp1120.

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2017Earning a Peace Dividend in a Crisis Environment: The Greek Case. (2017). ZOMBANAKIS, GEORGE ; Bragoudakis, Zacharias ; Μπραγουδάκης, Ζαχαρίας ; George, Zombanakis ; Zacharias, Bragoudakis. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:23:y:2017:i:3:p:15:n:1.

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2017Bank Asset Quality & Monetary Policy Pass-Through. (2017). Kelly, Robert ; Byrne, David. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/17.

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2017The Impact of Monetary Strategies on Inflation Persistence. (2017). Kočenda, Evžen ; Kocenda, Even ; Varga, Balazs . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6306.

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2017Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6366.

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2017Structural breaks in panel data: Large number of panels and short length time series. (2017). Horvath, Lajos ; Hanousek, Jan ; Huskova, Marie ; Antoch, Jaromir ; Wang, Shixuan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11891.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2018Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623.

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2017Exploring the nexus between Stock prices and Macroeconomic shocks: Panel VAR approach. (2017). el Abed, Riadh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00712.

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2017The Unemployment Invariant Hypothesis: Heterogenous Panel Cointegration Evidence From U.S. State Level Data. (2017). Palamuleni, Mercy. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-53.

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2017Oil Price Shocks and Stock Market Returns in the Three Largest Oil-producing Countries. (2017). Marashdeh, Hazem ; Afandi, Akhsyim . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-05-35.

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2018The Determinants of CO2 Emissions in Malaysia: A New Aspect. (2018). Puah, Chin-Hong ; Joseph, Justina ; Teo, Cia-Ling ; Chin, Mui-Yin . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-23.

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2017Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism. (2017). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:191-202.

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2017The nexus of renewable energy-agriculture-environment in BRICS. (2017). Bae, Junghan ; Liu, Xuyi ; Zhang, Shun . In: Applied Energy. RePEc:eee:appene:v:204:y:2017:i:c:p:489-496.

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2017The internal dynamic of Indian economic growth. (2017). Balakrishnan, Pulapre ; Parameswaran, M ; Das, Mausumi. In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:46-61.

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2017Measuring real business condition in China. (2017). Hueng, C. ; Liu, Ping. In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:c:p:261-274.

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2017Does foreign direct investment crowd in or crowd out private domestic investment in China? The effect of entry mode. (2017). Malizard, Julien ; Chen, George ; Yao, Yao. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:409-419.

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2017An empirical analysis of the nexus between investment, fiscal balances and current account balances in Greece, Portugal and Spain. (2017). Litsios, Ioannis ; Pilbeam, Keith. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:143-152.

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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2018Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach. (2018). Otero, Jesus ; Ramirez, Manuel ; Oviedo, Juan Daniel ; Arguello, Ricardo. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:190-201.

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2018Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?. (2018). catik, nazif ; Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Ali, Faek Menla ; Helmi, Mohamad Husam . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:306-319.

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2018Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model. (2018). Roventini, Andrea ; Dosi, Giovanni ; Lamperti, F ; Sapio, A ; Napoletano, M. In: Ecological Economics. RePEc:eee:ecolec:v:150:y:2018:i:c:p:315-339.

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2017Identification and estimation of a large factor model with structural instability. (2017). Kao, Chihwa ; Baltagi, Badi ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:87-100.

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2018How foreign direct investment affects CO2 emission levels in the Chinese manufacturing industry: Evidence from panel data. (2018). Sung, Bongsuk ; Park, Sang-Do ; Song, Woo-Yong. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:320-331.

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2017Dirty history versus clean expectations: Can energy policies provide momentum for growth?. (2017). Bretschger, Lucas ; Schaefer, Andreas . In: European Economic Review. RePEc:eee:eecrev:v:99:y:2017:i:c:p:170-190.

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2017Effect of internal migration on the environment in China. (2017). Smyth, Russell ; Rafiq, Shuddhasattwa ; Nielsen, Ingrid . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:31-44.

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2017The long-term relationship between CO2 emissions and economic activity in a small open economy: Uruguay 1882–2010. (2017). Piaggio, Matías ; Padilla, Emilio ; Roman, Carolina . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:271-282.

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2017Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

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2017Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145.

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2017Does human capital matter for energy consumption in China?. (2017). Salim, Ruhul ; Chen, George S ; Yao, Yao. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:49-59.

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2017Human capital and energy in economic growth – Evidence from Chinese provincial data. (2017). Fang, Zheng ; Chen, Yang. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:340-358.

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2018Further evidence on the debate of oil-gas price decoupling: A long memory approach. (2018). Zhang, Dayong ; Ji, Qiang. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:68-75.

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2018Does one path fit all? An empirical study on the relationship between energy consumption and economic development for individual Chinese provinces. (2018). Zhang, Qianxue ; Hao, YU ; Liao, Hua. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:527-543.

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2018Forecasting crude oil price: Does exist an optimal econometric model?. (2018). de Albuquerquemello, Vinicius Phillipe ; MAIA, SINeZIO FERNANDES ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:578-591.

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2017Impact of International capital flows on emerging markets’ sovereign risk premium – demand vs. vulnerability effect. (2017). Konopczak, Micha. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:239-245.

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2018Credit risk and monetary pass-through—Evidence from Chile. (2018). Pedersen, Michael . In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:144-158.

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2017Institutional investors’ allocation to emerging markets: A panel approach to asset demand. (2017). Bonizzi, Bruno. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:47-64.

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2017Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97.

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2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

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2018Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods. (2018). Kim, Hyun Hak ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:339-354.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:74-94.

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2018Bank funding costs in a rising interest rate environment. (2018). Uysal, Pinar ; Mora, Nada ; Gerlach, Jeffrey R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:164-186.

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2018Short-termism of executive compensation. (2018). Pogach, Jonathan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:150-170.

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2017Does foreign bank presence affect interest rate pass-through in emerging and developing economies?. (2017). Rajan, Ramkishen ; Gopalan, Sasidaran. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:373-392.

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2017.

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2017Convergence-driven inflation and the channels of its absorption. (2017). Welfe, Aleksander ; Konopczak, Karolina. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1019-1034.

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2017Price relationships between crude oil and transport fuels in the European Union before and after the 2008 financial crisis. (2017). Hajko, Vladimir ; Cerdeira Bento, João ; Moutinho, Victor. In: Utilities Policy. RePEc:eee:juipol:v:45:y:2017:i:c:p:76-83.

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2017The effect of urbanization, energy consumption, and foreign direct investment on the carbon dioxide emission in the SSEA (South and Southeast Asian) region. (2017). Behera, Smruti Ranjan ; Dash, Devi Prasad. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:70:y:2017:i:c:p:96-106.

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2017Renewable and non-renewable energy use - economic growth nexus: The case of MENA Net Oil Importing Countries. (2017). BEN AISSA, Mohamed ; kahia, montassar ; Charfeddine, Lanouar ; Lanouar, Charfeddine . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:71:y:2017:i:c:p:127-140.

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2017Review of energy-growth nexus: A panel analysis for ten Eurasian oil exporting countries. (2017). Suleymanov, Elchin ; Hasanov, Fakhri ; Bulut, Cihan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:73:y:2017:i:c:p:369-386.

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2017A convenient method for the estimation of ARDL parameters and test statistics: USA trade balance and real effective exchange rate relation. (2017). Arize, Augustine C. In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:75-84.

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2017Long memory or structural breaks: Some evidence for African stock markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:61-73.

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2018The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries. (2018). Albulescu, Claudiu ; Ionescu, Adrian Marius. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:72-81.

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2018Entrepreneurship, sectoral outputs and environmental improvement: International evidence. (2018). OMRI, Anis. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:128:y:2018:i:c:p:46-55.

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2017Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives. (2017). VISVIKIS, ILIAS ; Alexandridis, G ; Sahoo, S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:98:y:2017:i:c:p:82-104.

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2017.

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2017Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-24.

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2018Energy Prices, Real Estate Sales and Industrial Output in China. (2018). Chau, KW ; Zou, Gaolu. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:7:p:1847-:d:158040.

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2017Eco-Efficiency of Government Policy and Exports in the Bioenergy Technology Market. (2017). Sung, Bongsuk ; Kim, Hong-Gi ; Yeom, Myung-Bae. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:9:p:1549-:d:110864.

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2017International Stock Market Diversification among BRICS-P: A Cointegration Analysis. (2017). Imtiaz, Ather Iqbal. In: Journal of Management Sciences. RePEc:gei:journl:v:4:y:2017:i:2:p:269-285.

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2017Common correlated effects and international risk sharing. (2017). Ventura, Luigi ; Fuleky, Peter ; Zhao, Qianxue . In: Working Papers. RePEc:hae:wpaper:2017-5r.

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2017The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries. (2017). Albulescu, Claudiu ; Ionescu, Adrian . In: Working Papers. RePEc:hal:wpaper:hal-01503950.

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2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working Papers. RePEc:hal:wpaper:hal-01511667.

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2017Economic Downturns, Endogenous Government Policy and Welfare Caseloads. (2017). Triguero Cano, Angela ; Ayala, Luis ; Caon, Luis Ayala . In: Hacienda Pública Española. RePEc:hpe:journl:y:2017:v:220:i:1:p:107-136.

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2017Office Market Dynamics in Madrid: Modelling with a Single-Equation Error Correction Mechanism. (2017). Sosvilla-Rivero, Simon ; Rodriguez, Ramiro J. In: International Real Estate Review. RePEc:ire:issued:v:20:n:04:2017:p:451-491.

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2017Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: IZA Discussion Papers. RePEc:iza:izadps:dp10555.

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2018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, Mübariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7.

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2017Finance growth nexus across Indian states: evidences from panel cointegration and causality tests. (2017). Bardhan, Samaresh ; Sharma, Rajesh. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:1:d:10.1007_s10644-015-9178-2.

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2017Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis. (2017). Abu, MD. In: Turkish Economic Review. RePEc:ksp:journ2:v:4:y:2017:i:2:p:239-249.

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2017Granger causality between exports, economic growth and electricity production: empirical evidence for Latin America. (2017). Rodriguez, Werner Kristjanpoller ; Vera, Javier Alejandro . In: Lecturas de Economía. RePEc:lde:journl:y:2017:i:86:p:25-62.

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2017Investigating First-Stage Exchange Rate Pass-Through : Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2477.

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2017Calificación riesgo país y flujos de capital en México: 1998-2012/Country risk rating and capital flows in Mexico: 1998-2012. (2017). Rosas, Mario Alberto ; Ortega, Miguel Flores . In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:35_1_9.

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2017FISS - A Factor Based Index of Systemic Stress in the Financial System. (2017). Kaszab, Lorant ; Szentmihalyi, Szabolcs ; Bekesi, Laszlo . In: MNB Working Papers. RePEc:mnb:wpaper:2017/7.

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2017Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade. (2017). Angelopoulos, Jason . In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:1:d:10.1057_s41278-016-0050-8.

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2018A novel approach for testing the parity relationship between CDS and credit spread. (2018). Castagnetti, Carolina. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0161.

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2017Can Trade Unions Increase Social Welfare? An R&D Model with Cash-in-Advance Constraints. (2017). Neto, Antonio ; Furukawa, Yuichi ; Ribeiro, Ana Paula. In: MPRA Paper. RePEc:pra:mprapa:77312.

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2017Impact of political instability on foreign direct investment and Economic Growth: Evidence from Malaysia. (2017). Masih, Abul ; Nazeer, Abdul Malik . In: MPRA Paper. RePEc:pra:mprapa:79418.

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2017Forecasting GDP all over the World: Evidence from Comprehensive Survey Data. (2017). Wohlrabe, Klaus ; Garnitz, Johanna ; Lehmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:81772.

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2017Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty. (2017). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian. In: Working Papers. RePEc:pre:wpaper:201766.

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More than 100 citations found, this list is not complete...

Anindya Banerjee is editor of


Journal
Oxford Bulletin of Economics and Statistics
Oxford Economic Papers

Anindya Banerjee has edited the books:


YearTitleTypeCited

Works by Anindya Banerjee:


YearTitleTypeCited
2018The effect of PROCAMPO on farms’ technical efficiency: A Stochastic Frontier Analysis In: 2018 Annual Meeting, August 5-7, Washington, D.C..
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paper0
1994Dynamic Specification and Testing for Unit Roots and Co-Integration In: Queen's Economics Department Working Papers.
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paper0
1995On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors In: Queen's Economics Department Working Papers.
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paper3
1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence. In: Journal of Business & Economic Statistics.
[Citation analysis]
article441
1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence.(1990) In: NBER Working Papers.
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This paper has another version. Agregated cites: 441
paper
2007Measuring Long-Run Exchange Rate Pass-Through. In: Working papers.
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paper38
2007Measuring Long-Run Exchange Rate Pass-Through.(2007) In: Economics Discussion Papers.
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This paper has another version. Agregated cites: 38
paper
2008Measuring Long-Run Exchange Rate Pass-Through.(2008) In: Economics - The Open-Access, Open-Assessment E-Journal.
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This paper has another version. Agregated cites: 38
article
2012How do anticipated changes to short-term market rates influence banks retail interest rates? Evidence from the four major euro area economies In: Working papers.
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paper24
2013How Do Anticipated Changes to Short‐Term Market Rates Influence Banks Retail Interest Rates? Evidence from the Four Major Euro Area Economies.(2013) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 24
article
2012The changing role of expectations in US monetary policy: A new look using the Livingston Survey In: Working papers.
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paper3
2009Forecasting with Factor-Augmented Error Correction Models In: Discussion Papers.
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paper35
2010Forecasting with Factor-augmented Error Correction Models.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 35
paper
2014Forecasting with factor-augmented error correction models.(2014) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 35
article
2010Forecasting with Factor-augmented Error Correction In: Discussion Papers.
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paper2
2010Interest rate pass-through in the major European economies - the role of expectations In: Discussion Papers.
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paper6
Interest rate Pass-Through in the Major European Economies - The Role of Expectations.() In: Discussion Papers.
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paper
2010A Multiple Break Panel Approach to Estimating United States Phillips Curves In: Discussion Papers.
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paper14
2010A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES.(2010) In: Dundee Discussion Papers in Economics.
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This paper has another version. Agregated cites: 14
paper
2011A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES.(2011) In: Dundee Discussion Papers in Economics.
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This paper has another version. Agregated cites: 14
paper
2011A Multiple Break Panel Approach to Estimating United States Phillips Curves.(2011) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 14
paper
2010Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price In: Discussion Papers.
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paper0
2011Testing for Panel Cointegration Using Common Correlated Effects In: Discussion Papers.
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paper23
2011Cointegration in Panel Data with Breaks and Cross-section Dependence In: Discussion Papers.
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paper90
2006Cointegration in panel data with breaks and cross-section dependence.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 90
paper
2006Cointegration in Panel Data with Breaks and Cross-Section Dependence.(2006) In: Economics Working Papers.
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This paper has another version. Agregated cites: 90
paper
2014Testing for Panel Cointegration using Common Correlated Effects Estimators In: Discussion Papers.
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paper4
2017Testing for Panel Cointegration Using Common Correlated Effects Estimators.(2017) In: Journal of Time Series Analysis.
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This paper has another version. Agregated cites: 4
article
2015An Overview of the Factor-augmented Error-Correction Model In: Discussion Papers.
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paper1
2016An Overview of the Factor-augmented Error-Correction Model.(2016) In: Advances in Econometrics.
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This paper has another version. Agregated cites: 1
chapter
2015Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua In: Discussion Papers.
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paper0
1986Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article272
1990Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article10
1992Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article22
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article30
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 30
paper
1999 Panel Data Unit Roots and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article298
2005Leading Indicators for Euro-area Inflation and GDP Growth In: Oxford Bulletin of Economics and Statistics.
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article93
2003Leading Indicators for Euro Area Inflation and GDP Growth.(2003) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 93
paper
2003Leading Indicators for Euro-area Inflation and GDP Growth.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 93
paper
2006Frontiers in Time Series Analysis: Introduction In: Oxford Bulletin of Economics and Statistics.
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article0
2013Editorial Introduction to Special Issue on Large Data Sets In: Oxford Bulletin of Economics and Statistics.
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article0
2017Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies In: Working Papers in Economics.
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paper0
2003A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel In: Working Papers.
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paper30
2010The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies In: Working Papers.
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paper4
1988Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing In: CEPR Discussion Papers.
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paper0
2002Factor Forecasts for the UK In: CEPR Discussion Papers.
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paper44
2001Factor Forecasts for the UK.(2001) In: Economics Working Papers.
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This paper has another version. Agregated cites: 44
paper
Factor forecasts for the UK.() In: Working Papers.
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This paper has another version. Agregated cites: 44
paper
2008Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change In: CEPR Discussion Papers.
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paper36
2008Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change.(2008) In: Economics Working Papers.
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paper
2008Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 36
paper
2008Factor-augmented Error Correction Models In: CEPR Discussion Papers.
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paper13
2008Factor-augmented Error Correction Models.(2008) In: Economics Working Papers.
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This paper has another version. Agregated cites: 13
paper
2008Factor-augmented Error Correction Models.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 13
paper
2014Structural FECM: Cointegration in large-scale structural FAVAR models In: CEPR Discussion Papers.
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paper2
2017Structural FECM: Cointegration in large‐scale structural FAVAR models.(2017) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 2
article
1997ECM tests for cointegration in a single equation framework In: DES - Working Papers. Statistics and Econometrics. WS.
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paper4
2000The Relationship between the Markup and Inflation in the G7 Economies and Australia In: Dundee Discussion Papers in Economics.
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paper12
2000An I(2) Analysis of Inflation and the Markup In: Dundee Discussion Papers in Economics.
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paper60
2001An I(2) analysis of inflation and the markup.(2001) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60
article
1998An I(2) Analysis of Inflation and the Markup..(1998) In: Economics Series Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 60
paper
2000Industry Structure and the Dynamics of Price Adjstment In: Dundee Discussion Papers in Economics.
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paper4
2000Industry Structure and the Dynamics of Price Adjustment..(2000) In: Economics Working Papers.
[Citation analysis]
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paper
2001Industry structure and the dynamics of price adjustment.(2001) In: Applied Economics.
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This paper has another version. Agregated cites: 4
article
2002A Markup Model for Forecasting Inflation for the Euro In: Dundee Discussion Papers in Economics.
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paper1
2002Inflation and Measures of the Markup In: Dundee Discussion Papers in Economics.
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paper19
2005Inflation and measures of the markup.(2005) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 19
article
2005Forecasting macroeconomic variables for the new member states of the European Union In: Working Paper Series.
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paper11
2002Testing for PPP: Should We Use Panel Methods? In: Royal Economic Society Annual Conference 2002.
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paper179
Testing for PPP: Should We Use Panel Methods?.() In: Working Papers.
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This paper has another version. Agregated cites: 179
paper
2005Testing for PPP: Should we use panel methods?.(2005) In: Empirical Economics.
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This paper has another version. Agregated cites: 179
article
2000The Relationship Between the Markup and Inflation in the G7 Plus One Economies In: Econometric Society World Congress 2000 Contributed Papers.
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paper12
2000The Relationship between the Markup and Inflation in the G7 plus One Economies..(2000) In: Economics Working Papers.
[Citation analysis]
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paper
1999The Relationship Between the Markup and Inflation in the G7 Plus One Economies..(1999) In: Economics Series Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
2004Some cautions on the use of panel methods for integrated series of macroeconomic data In: Econometrics Journal.
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article254
2000Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data..(2000) In: Economics Working Papers.
[Citation analysis]
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paper
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data.() In: Working Papers.
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This paper has another version. Agregated cites: 254
paper
2004A reinvestigation of the markup and the business cycle In: Economic Modelling.
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article14
2007Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom In: Economic Modelling.
[Full Text][Citation analysis]
article4
1987Do we reject rational expectations models too often? : Interpreting evidence using Nagar expansions In: Economics Letters.
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article0
1987Rejections of orthogonality in rational expectations models : Further Monte Carlo results for an extended set of regressors In: Economics Letters.
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article0
1990Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions In: Economics Letters.
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article0
2005Modelling structural breaks, long memory and stock market volatility: an overview In: Journal of Econometrics.
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article65
2006Are there any reliable leading indicators for US inflation and GDP growth? In: International Journal of Forecasting.
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article85
2002Are There Any Reliable Leading Indicators for US Inflation and GDP Growth?.(2002) In: Economics Working Papers.
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This paper has another version. Agregated cites: 85
paper
2003Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth?.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85
paper
2008The long-run Phillips curve and non-stationary inflation In: Journal of Macroeconomics.
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article17
2006The Long-Run Phillips Curve and Non-Stationary Inflation.(2006) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2000The Markup and the Business Cycle Reconsidered. In: Economics Working Papers.
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paper0
2002The Long-Run Relationship among Relative Price Variability, Inflation and the Markup In: Economics Working Papers.
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paper3
2002Inflation Measures of the Markup In: Economics Working Papers.
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paper2
2002A Markup Model for Forecasting Inflation in the Euro AreaI In: Economics Working Papers.
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paper3
2003A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated In: Economics Working Papers.
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paper5
2006A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated.(2006) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2004Competition, the Lisbon Strategy and the Euro In: Economics Working Papers.
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paper0
1991Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series. In: International Economic Review.
[Full Text][Citation analysis]
article18
1991Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series..(1991) In: Economics Series Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 18
paper
2004Forecasting Macroeconomic Variables for the Acceding Countries In: Working Papers.
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paper6
2006A markup model for forecasting inflation for the euro area In: Journal of Forecasting.
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article2
2015How to use SETAR models in gretl In: Computational Economics.
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article0
1988Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations. In: Oxford Economic Papers.
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article3
1990Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model. In: Oxford Economic Papers.
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article7
2012Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* In: World Bank Economic Review.
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article4
2010Panel Estimation for Worriers In: Economics Series Working Papers.
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paper12
1992Simultanenous Versus Sequential Move Structures in Principal-Agent Models. In: Economics Series Working Papers.
[Citation analysis]
paper0
1989ESTIMATING EULER EQUATIONS WITH INTEGRATED SERIES. In: Economics Series Working Papers.
[Citation analysis]
paper1
1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data In: OUP Catalogue.
[Citation analysis]
book479
1994Dynamic Specification and Testing for Unit Roots and Co-Integration In: Working Papers.
[Full Text][Citation analysis]
paper2
1995On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors In: Working Papers.
[Full Text][Citation analysis]
paper4
1989Efficiency in Hierarchies: Implementing the First-Best Solution by Sequential Actions In: RAND Journal of Economics.
[Full Text][Citation analysis]
article2
2015Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence In: Journal of Applied Econometrics.
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