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Anindya Banerjee

Global rank #5866 93%

Institution: University of Birmingham

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1986

Most Recent: 2017

RePEc ID: pba894 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.67 0.00 0.67
All Time 0.00 1.01 11.73 0.00 17.76

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 20.87

Publications (21)

Year Article Journal Tier Authors
2017 Structural FECM: Cointegration in large‐scale structural FAVAR models Journal of Applied Econometrics B 3
2015 Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence Journal of Applied Econometrics B 2
2014 Forecasting with factor-augmented error correction models International Journal of Forecasting B 3
2013 Editorial Introduction to Special Issue on Large Data Sets Oxford Bulletin of Economics and Statistics B 1
2012 Coffee Market Liberalisation and the Implications for Producers in Brazil, Guatemala and India* World Bank Economic Review B 3
2007 Inflation, relative price variability and the markup: Evidence from the United States and the United Kingdom Economic Modeling C 3
2006 Frontiers in Time Series Analysis: Introduction Oxford Bulletin of Economics and Statistics B 3
2006 Are there any reliable leading indicators for US inflation and GDP growth? International Journal of Forecasting B 2
2005 Leading Indicators for Euro‐area Inflation and GDP Growth* Oxford Bulletin of Economics and Statistics B 3
2005 Modelling structural breaks, long memory and stock market volatility: an overview Journal of Econometrics A 2
2004 A reinvestigation of the markup and the business cycle Economic Modeling C 2
2001 Industry structure and the dynamics of price adjustment Applied Economics C 1
1996 The Econometric Analysis of Economic Policy. Oxford Bulletin of Economics and Statistics B 3
1992 Testing Integration and Cointegration: An Overview. Oxford Bulletin of Economics and Statistics B 2
1990 Dynamic Specification and Linear Transformations of the Autoregressive-Distributed Lag Model. Oxford Bulletin of Economics and Statistics B 3
1990 Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions Economics Letters C 3
1990 Moral Hazard, Limited Liability and Taxation: A Principal-Agent Model. Oxford Economic Papers C 2
1988 Tests of the Life Cycle-Permanent Income Hypothesis in the Presence of Random Walks: Asymptotic Theory and Small-Sample Interpretations. Oxford Economic Papers C 2
1987 Do we reject rational expectations models too often? : Interpreting evidence using Nagar expansions Economics Letters C 2
1987 Rejections of orthogonality in rational expectations models : Further Monte Carlo results for an extended set of regressors Economics Letters C 3
1986 Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence. Oxford Bulletin of Economics and Statistics B 1