Anindya Banerjee

Research output

Research output per year 2001 2001 2005 2006 2008 2009 2014 2021 2024

• 28 Article
• 7 Working paper
• 4 Commissioned report
• 4 Chapter
• 4 More
  • 1 Book
  • 1 Chapter (peer-reviewed)
  • 1 Editorial
  • 1 Discussion paper

Research output per year

Research output per year

Search results

• 2016

  An overview of the factor-augmented error-correction model

  Banerjee, A., Marcellino, M. & Masten, I., 2016, Dynamic Factor Models. Koopman, S. J. & Hillebrand, E. (eds.). Emerald, Vol. 35. p. 3-41 39 p. (Advances in Econometrics).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

  • Error Correction Model 100%
  • Cointegration 41%
  • Error Correction 36%
  • Factors 32%
  • Dynamic Factor Model 30%
  4 Citations (Scopus)