Anindya Banerjee

Publications

  1. 2019
  2. E-pub ahead of print
  3. 2017
  4. Published

    Structural FECM: cointegration in large-scale structural FAVAR models

    Anindya Banerjee, 1 Sep 2017, In: Journal of Applied Econometrics. 32, 6, p. 1069-1086 18 p.

    Research output: Contribution to journalArticlepeer-review

  5. Published

    Testing for panel cointegration using common correlated effects estimators

    Anindya Banerjee, Jul 2017, In: Journal of Time Series Analysis. 38, 4, p. 610-636 27 p.

    Research output: Contribution to journalArticlepeer-review

  6. 2016
  7. Published

    An overview of the factor-augmented error-correction model

    Anindya Banerjee, 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 proceedingChapter (peer-reviewed)peer-review

  8. 2015
  9. Published

    How to use SETAR models in gretl

    Federico Lampis & Anindya Banerjee, Aug 2015, In: Computational Economics. 46, 2, p. 231-41 11 p.

    Research output: Contribution to journalArticlepeer-review

  10. 2014
  11. Published

    A multiple break panel approach to estimating United States Phillips curves

    Anindya Banerjee, Oct 2014, Department of Economic Studies, University of Dundee, (Dundee Discussion Papers in Economics; no. 252).

    Research output: Working paperDiscussion paper

  12. Published

    Forecasting with factor-augmented error correction models

    Anindya Banerjee, 2014, In: International Journal of Forecasting. 30, 3, p. 589-612

    Research output: Contribution to journalArticlepeer-review

  13. Published
  14. 2013
  15. Published
  16. 2012
  17. Published

    Coffee market liberalisation and the implications for producers in Brazil, Guatemala and India

    Anindya Banerjee, 1 Jan 2012, In: The World Bank Economic Review. 26, 3, p. 514-538 25 p.

    Research output: Contribution to journalArticlepeer-review

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