Anindya Banerjee : Citation Profile


Are you Anindya Banerjee?

University of Birmingham

20

H index

31

i10 index

2657

Citations

RESEARCH PRODUCTION:

34

Articles

71

Papers

1

Books

1

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   31 years (1986 - 2017). See details.
   Cites by year: 85
   Journals where Anindya Banerjee has often published
   Relations with other researchers
   Recent citing documents: 165.    Total self citations: 37 (1.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba894
   Updated: 2017-12-09    RAS profile: 2017-12-06    
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Relations with other researchers


Works with:

Marcellino, Massimiliano (3)

Bystrov, Victor (3)

Lampis, Federico (2)

Carrion-i-Silvestre, Josep (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 (62)

Dreger, Christian (55)

Marcellino, Massimiliano (39)

Afonso, Antonio (34)

Hendry, David (33)

Schumacher, Christian (33)

Herzer, Dierk (27)

Darné, Olivier (26)

Carrion-i-Silvestre, Josep (24)

Ben Cheikh, Nidhaleddine (23)

Westerlund, Joakim (20)

Cites to:

Marcellino, Massimiliano (53)

Watson, Mark (41)

Stock, James (37)

Pesaran, M (34)

Bai, Jushan (34)

Russell, Bill (31)

Gali, Jordi (23)

Ng, Serena (23)

Phillips, Peter (22)

Gertler, Mark (21)

Granger, Clive (18)

Main data


Where Anindya Banerjee has published?


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

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
Working Papers / Queen's University, Department of Economics2

Recent works citing Anindya Banerjee (2017 and 2016)


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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2016Analysis of Energy and Agricultural Commodity Markets with the Policy Mandated: A Vine Copula-based ARMA-EGARCH Model. (2016). Chen, Kuan-Ju . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236028.

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2016PRICE VOLATILITY TRANSMISSION FROM OIL TO ENERGY AND NON-ENERGY AGRICULTURAL COMMODITIES. (2016). Bittencourt, Mauricio ; Lobo, Mauricio Vaz ; Borges, Leonardo Chaves . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:181.

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

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2016Is the Exchange Rate of Bangladesh Mean Reverting? A Panel Unit Root Approach. (2016). Murad, S. M. Woahid ; Woahid, S M. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2016:p:100-108.

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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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2016Panel times series. A review of methodological developments. (2016). Sangiacomo, Maximo ; Burdisso, Tamara . In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2016:i:74:p:105-131.

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2016Breaking down world trade elasticities: a panel ECM approach. (2016). Martinez-Martin, Jaime. In: Working Papers. RePEc:bde:wpaper:1614.

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2016Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: Borradores de Economia. RePEc:bdr:borrec:930.

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2016Gross Capital Flows and their long-term Determinants for Developing Economies: A Panel Co-integration Approach. (2016). Rincon-Castro, Hernan ; Parra-Amado, Daniel ; Arias, Fernando ; Delgado, David . In: Borradores de Economia. RePEc:bdr:borrec:932.

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2016Semiparametric Stationarity and Fractional Unit Roots Tests Based on Data-Driven Multidimensional Increment Ratio Statistics. (2016). Bechir, Dola ; Jean-Marc, Bardet . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:115-153:n:3.

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2017Earning a Peace Dividend in a Crisis Environment: The Greek Case. (2017). ZOMBANAKIS, GEORGE ; Μπραγουδάκης, Ζαχαρίας ; Bragoudakis, Zacharias ; 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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2016Alternative Asymptotics for Cointegration Tests in Large VARs. (2016). Wang, Chen . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1637.

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2016Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5716.

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2016Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?. (2016). Helmi, Mohamad ; catik, nazif ; Caporale, Guglielmo Maria ; Ali, Faek Nemla . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5965.

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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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2016Does Online Search Predict Sales? Evidence from Big Data for Car Markets in Germany and the UK. (2016). von Graevenitz, Georg ; Helmers, Christian ; Turnbull, Oliver ; Millot, Valentine . In: Working Papers. RePEc:cgs:wpaper:71.

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2016Pass-Through, Expectations, and Risks. What Affects Chilean Banks’ Interest Rates?. (2016). Pedersen, Michael. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:780.

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2016IMPACT OF STRUCTURAL BREAKS PRESENCE ON ECONOMIC DEVELOPMENT OF EMERGING COUNTRIES. (2016). Ketenci, Natalya ; Aydoan, Ebru Tomris ; Uslu, Aara Levent . In: Journal Articles. RePEc:cmk:journl:y:2016:p:5-21.

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2016Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: BORRADORES DE ECONOMIA. RePEc:col:000094:014299.

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2016Causalidad de Granger entre composición de las exportaciones, crecimiento económico y producción de energía eléctrica: evidencia empírica para Latinoamérica. (2016). Vera, Javier Alejandro ; Rodriguez, Werner Kristjanpoller . In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:015394.

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

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2016Remittances in Mexico and their unobserved components. (2016). Orraca, Pedro ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:22674.

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2016Measuring the uncertainty of Principal Components in Dynamic Factor Models. (2016). 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). Ortega, Esther Ruiz ; Corona, Francisco ; Poncela, Pilar . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2016Discovering common trends in a large set of disaggregates: statistical procedures and their properties. (2016). Espasa, Antoni ; Carlomagno, Guillermo. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1519.

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2016Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1541.

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2016Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve. (2016). Russell, Bill ; Rambaccussing, Dooruj . In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:294.

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2016THE MACROECONOMIC AND FINANCIAL IMPACTS OF EUROPEAN CRISIS ON SAUDI ARABIA. (2016). Mseddi, Slim ; Benlagha, Noureddine . In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:16:y:2016:i:1_12.

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2016The relationship between population growth and economic growth in Mexico. (2016). Garza-Rodriguez, Jorge ; Andrade-Velasco, Cecilia I ; Martinez-Silva, Karen D ; Vallejo-Castillo, Pedro A ; Renteria-Rodriguez, Francisco D. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00386.

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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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2016Effectiveness of a Cluster of Determinants to Increase Economic Growth Rate: A Combined Statistical Criteria Approach. (2016). Lean, Hooi Hooi ; Yip, Chee Yin ; Lim, Hock Eam . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-49.

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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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2016Descentralización fiscal y crecimiento económico en Colombia: evidencia de datos de panel a nivel regional. (2016). Lozano-Espitia, Ignacio ; Julio, Juan. In: Revista CEPAL. RePEc:ecr:col070:40403.

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2016Fiscal decentralization and economic growth in Colombia: evidence from regional-level panel data. (2016). Lozano-Espitia, Ignacio ; Julio, Juan. In: Revista CEPAL. RePEc:ecr:col070:40789.

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2016Fiscal Sustainability in EMU contries: A continued Fiscal commitment?. (2016). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan . In: Working Papers. RePEc:eec:wpaper:1608.

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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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2016A simple test for a bubble based on growth and acceleration. (2016). Franses, Philip Hans. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:160-169.

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2016The Fisher effect in the presence of time-varying coefficients. (2016). Pantelidis, Theologos ; Panopoulou, Ekaterini. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:495-511.

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2016Bayesian model selection for unit root testing with multiple structural breaks. (2016). Vosseler, Alexander . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:616-630.

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2016A simple testing procedure for unit root and model specification. (2016). Costantini, Mauro ; Sen, Amit . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:102:y:2016:i:c:p:37-54.

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2016Feasibility of a currency union in East Asia using the five-variable structural vector autoregressive model. (2016). Shafighi, Najla ; Gharleghi, Behrooz . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:52:y:2016:i:c:p:45-54.

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2016(Un-)Sustainability of Public Finances in German Laender: A Panel Time Series Approach. (2016). Feld, Lars ; Burret, Heiko ; Kohler, Ekkehard A. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:254-265.

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2016Long memory and structural change in the G7 inflation dynamics. (2016). Belkhouja, Mustapha ; Mootamri, Imene . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:450-462.

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2016Are Armington elasticities different across countries and sectors? A European study. (2016). Olekseyuk, Zoryana ; Schurenberg-Frosch, Hannah . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:328-342.

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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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2016Global production sharing and the measurement of price elasticity in international trade. (2016). Athukorala, Prema-chandra ; Khan, Fahad . In: Economics Letters. RePEc:eee:ecolet:v:139:y:2016:i:c:p:27-30.

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2016The Balassa–Samuelson hypothesis in the developed and developing countries revisited. (2016). Wang, Wei Guo ; Du, Chonghua ; Xue, Jing . In: Economics Letters. RePEc:eee:ecolet:v:146:y:2016:i:c:p:33-38.

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2016Estimation of heterogeneous panels with structural breaks. (2016). Feng, Qu ; Baltagi, Badi ; Kao, Chihwa . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:176-195.

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

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2016Retail bank interest rate pass-through in the euro area: An empirical survey. (2016). Billon, Steve ; Andries, Natalia. In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:170-194.

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2016Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920–1938. (2016). McLaughlin, Eoin ; Foley-Fisher, Nathan. In: European Economic Review. RePEc:eee:eecrev:v:87:y:2016:i:c:p:272-286.

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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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2016Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests. (2016). Kanjilal, Kakali ; Ghosh, Sajal . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:111-117.

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2016The effect of foreign direct investment and stock market growth on clean energy use across a panel of emerging market economies. (2016). Paramati, Sudharshan Reddy ; Apergis, Nicholas ; Ummalla, Mallesh . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:29-41.

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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). Padilla, Emilio ; Roman, Carolina ; Piaggio, Matias . 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). Chen, George S ; Salim, Ruhul ; Yao, Yao. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:49-59.

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2016The impact of Singapore’s residential electricity conservation efforts and the way forward. Insights from the bounds testing approach. (2016). Allan, Tian Sheng ; Loo, Soh Leng . In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:735-743.

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2016Energy consumption, economic growth and carbon emissions: Cointegration and causality evidence from selected African countries. (2016). KEHO, Yaya ; ESSO, Jacques. In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:492-497.

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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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2016Cointegration, error correction and exchange rate forecasting. (2016). Vaz, John J ; Moosa, Imad A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:21-34.

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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, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

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2016Forecasting realized volatility in a changing world: A dynamic model averaging approach. (2016). Wang, Yudong ; Wu, Chongfeng ; Wei, YU ; Ma, Feng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:136-149.

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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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2016Export restrictions РDo consumers really benefit? The wheat-to-bread supply chain in Serbia. (2016). G̦tz, Linde ; Djuric, Ivan ; Gotz, Linde . In: Food Policy. RePEc:eee:jfpoli:v:63:y:2016:i:c:p:112-123.

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2016The interest rate pass-through in the euro area during the sovereign debt crisis. (2016). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:386-402.

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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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2016Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-415.

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2016Financial development and environmental quality in UAE: Cointegration with structural breaks. (2016). Charfeddine, Lanouar ; ben Khediri, Karim . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:55:y:2016:i:c:p:1322-1335.

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2016Clean energy-growth nexus in sub-Saharan Africa: Evidence from cross-sectionally dependent heterogeneous panel with structural breaks. (2016). Hamit-Haggar, Mahamat. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:57:y:2016:i:c:p:1237-1244.

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2016The relationship between natural gas consumption and economic growth in OPEC members. (2016). solarin, sakiru ; Ozturk, Ilhan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:58:y:2016:i:c:p:1348-1356.

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2016Modeling the global relationships among economic growth, energy consumption and CO2 emissions. (2016). Chen, Ping-Yu ; Hsu, Chia-Sheng . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:65:y:2016:i:c:p:420-431.

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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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2016Elasticities of fuel and traffic demand and the direct rebound effects: An econometric estimation in the case of Norway. (2016). Johansen, Kjell ; Odeck, James . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:83:y:2016:i:c:p:1-13.

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2017Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives. (2017). Visvikis, I ; 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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2016The Economic Integration of Spain: A Change in the Inflation Pattern. (2016). Usabiaga, Carlos ; Romero-Avila, Diego ; Garcia-Cintado, Alejandro C. In: EcoMod2016. RePEc:ekd:009007:9367.

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2016Breaking down world trade elasticities: a panel ECM approach. (2016). Martinez-Martin, Jaime. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:275.

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2016Fixed- b Inference for Testing Structural Change in a Time Series Regression. (2016). Cho, Cheol-Keun ; Vogelsang, Timothy J. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2016:i:1:p:2-:d:86546.

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2016Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta. (2016). varelas, erotokritos ; Fassas, Athanasios ; Karpetis, Christos ; Dadakas, Dimitrios . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:4:p:25-:d:85484.

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2016The growth and variability of local taxes: An application to the Italian regions.. (2016). Sacchi, Agnese ; Liberati, Paolo ; Lagravinese, Raffaele. In: Working Papers. Collection B: Regional and sectoral economics. RePEc:gov:wpregi:1601.

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2016Common correlated effects and international risk sharing. (2016). Ventura, Luigi ; Fuleky, Peter ; Zhao, Qianxue . In: Working Papers. RePEc:hae:wpaper:2013-17r.

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2016Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2016). Fuleky, Peter ; Bonham, Carl ; Hirashima, Ashley ; Jones, James . In: Working Papers. RePEc:hae:wpaper:2015-13r.

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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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2016Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2016). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley . In: Working Papers. RePEc:hai:wpaper:201611.

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2016Common Correlated Effects and International Risk Sharing. (2016). Ventura, Luigi ; Fuleky, Peter ; Zhao, Qianxue . In: Working Papers. RePEc:hai:wpaper:201612.

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2016The Eurozone deposit rates puzzle: choosing the right benchmark. (2016). Pinter, Julien ; Boissel, Charles. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01379284.

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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
1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence. In: Journal of Business & Economic Statistics.
[Citation analysis]
article418
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: 418
paper
2007Measuring Long-Run Exchange Rate Pass-Through. In: Working papers.
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paper34
2007Measuring Long-Run Exchange Rate Pass-Through.(2007) In: Economics Discussion Papers.
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This paper has another version. Agregated cites: 34
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: 34
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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paper20
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: 20
article
2012The changing role of expectations in US monetary policy: A new look using the Livingston Survey In: Working papers.
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paper2
2009Forecasting with Factor-Augmented Error Correction Models In: Discussion Papers.
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paper32
2010Forecasting with Factor-augmented Error Correction Models.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 32
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: 32
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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paper5
Interest rate Pass-Through in the Major European Economies - The Role of Expectations.() In: Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2010A Multiple Break Panel Approach to Estimating United States Phillips Curves In: Discussion Papers.
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paper12
2010A MULTIPLE BREAK PANEL APPROACH TO ESTIMATING UNITED STATES PHILLIPS CURVES.(2010) In: Dundee Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
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: 12
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: 12
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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paper20
2011Cointegration in Panel Data with Breaks and Cross-section Dependence In: Discussion Papers.
[Full Text][Citation analysis]
paper79
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: 79
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: 79
paper
2014Testing for Panel Cointegration using Common Correlated Effects Estimators In: Discussion Papers.
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paper3
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
chapter
2015Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua In: Discussion Papers.
[Full Text][Citation analysis]
paper0
1986Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article261
1990Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article8
1992Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article21
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article29
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 29
paper
1999 Panel Data Unit Roots and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article283
2005Leading Indicators for Euro-area Inflation and GDP Growth In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article86
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: 86
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: 86
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.
[Full Text][Citation analysis]
article0
2017Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies In: Working Papers in Economics.
[Full Text][Citation analysis]
paper0
2003A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel In: Working Papers.
[Full Text][Citation analysis]
paper28
2010The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies In: Working Papers.
[Full Text][Citation analysis]
paper4
1988Moral Hazard and Limited Liability in the Market for Loans: Credit Restriction Versus Credit Rationing In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2002Factor Forecasts for the UK In: CEPR Discussion Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper33
2008Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change.(2008) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2008Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2008Factor-augmented Error Correction Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper11
2008Factor-augmented Error Correction Models.(2008) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2008Factor-augmented Error Correction Models.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2014Structural FECM: Cointegration in large-scale structural FAVAR models In: CEPR Discussion Papers.
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paper0
1997ECM tests for cointegration in a single equation framework In: DES - Working Papers. Statistics and Econometrics. WS.
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paper2
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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paper59
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: 59
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: 59
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]
This paper has another version. Agregated cites: 4
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.
[Full Text][Citation analysis]
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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paper166
Testing for PPP: Should We Use Panel Methods?.() In: Working Papers.
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This paper has another version. Agregated cites: 166
paper
2005Testing for PPP: Should we use panel methods?.(2005) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 166
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]
This paper has another version. Agregated cites: 12
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.
[Full Text][Citation analysis]
article240
2000Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data..(2000) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 240
paper
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data.() In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 240
paper
2004A reinvestigation of the markup and the business cycle In: Economic Modelling.
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article13
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.
[Full Text][Citation analysis]
article0
1987Rejections of orthogonality in rational expectations models : Further Monte Carlo results for an extended set of regressors In: Economics Letters.
[Full Text][Citation analysis]
article1
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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article59
2006Are there any reliable leading indicators for US inflation and GDP growth? In: International Journal of Forecasting.
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article80
2002Are There Any Reliable Leading Indicators for US Inflation and GDP Growth?.(2002) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
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: 80
paper
2008The long-run Phillips curve and non-stationary inflation In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article15
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: 15
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article2
2010Panel Estimation for Worriers In: Economics Series Working Papers.
[Full Text][Citation analysis]
paper10
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]
book436
1994Dynamic Specification and Testing for Unit Roots and Co-Integration In: Working Papers.
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paper2
1995On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors In: Working Papers.
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paper4
1989Efficiency in Hierarchies: Implementing the First-Best Solution by Sequential Actions In: RAND Journal of Economics.
[Full Text][Citation analysis]
article1
2015Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence In: Journal of Applied Econometrics.
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article16

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