WorldCat Identities

Banerjee, Anindya

Overview
Works: 215 works in 575 publications in 4 languages and 4,111 library holdings
Genres: Conference papers and proceedings 
Roles: Author, Contributor, Editor, Other
Publication Timeline
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Most widely held works by Anindya Banerjee
The Central and Eastern European countries and the European Union( )

22 editions published between 2006 and 2010 in English and held by 1,352 WorldCat member libraries worldwide

"The accession of ten new members to the European Union on 1 May 2004 is among the most significant developments in the history of European integration. Based upon studies conducted by the European Forecasting Network, this book analyses key aspects of the impact of this recent enlargement with reference to eight of the ten new Member States, namely the Central and Eastern European countries (CEECs). It demonstrates that the enlargement could have profound consequences on both the new Member States and on the pre-accession members of the Union, given the unparalleled magnitude of the enlargement, the fact that the CEECs have levels of prosperity and economic well below the Union average, and their history of participation in centrally planned regimes. The contributions examine regional policy, the debate about accession to the EMU, the macroeconomic trajectories of the Central and Eastern European economies to date and their likely future development."--Jacket
Co-integration, error correction, and the econometric analysis of non-stationary data by Anindya Banerjee( Book )

54 editions published between 1993 and 2004 in English and held by 959 WorldCat member libraries worldwide

This book is wide-ranging in its account of literature on cointegration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although techniques appropriate to analyzing such data are relatively new, with few existing expositions of the literature. This book explores relationships among integrated data series and their use in dynamic econometric modelling. The concepts of cointegration and error-correction models are fundamental components of the modelling strategy. This area of time series econometrics has grown in importance over the past decade and is of interest to both econometric theorists and applied econometricians. By explaining the important concepts informally and presenting them formally, the book bridges the gap between purely descriptive and purely theoretical accounts of the literature. The work describes the asymptotic theory of integrated processes and uses the tools provided by this theory to develop the distributions of estimators and test statistics. It emphasizes practical modelling advice and the use of techniques for systems estimation. A knowledge of econometrics, statistics, and matrix algebra at the level of a final-year undergraduate or first-year undergraduate course in econometrics is sufficient for most of the book. Other mathematical tools are described as they occur. -- Publisher description
Proceedings of the 11th International Workshop on Formal Techniques for Java-like Programs by Anindya Banerjee( )

3 editions published in 2009 in English and held by 256 WorldCat member libraries worldwide

Annotation
Proceedings of the 5th ACM SIGPLAN Workshop on Programming Languages and Analysis for Security by Anindya Banerjee( )

2 editions published in 2010 in English and held by 236 WorldCat member libraries worldwide

Annotation
The econometrics of economic policy by Anindya Banerjee( Book )

10 editions published between 1900 and 1997 in English and French and held by 147 WorldCat member libraries worldwide

Recursive and sequential tests of the unit root and trend break hypotheses : theory and international evidence by Anindya Banerjee( )

10 editions published in 1990 in English and held by 91 WorldCat member libraries worldwide

This paper investigates the possibility, raised by Perron (1989, 1990a), that aggregate economic time series can be characterized as being stationary around broken trend lines. Unlike Perron, we treat the break date as unknown a priori. Asymptotic distributions are developed for recursive, rolling, and sequential tests for unit roots and/or changing coefficients in time series regressions. The recursive and rolling tests are based on a time series of recursively estimated coefficients, computed using increasing subsamples of the data. The sequential statistics are computed using the full data set and a sequence of regressors indexed by a "break" date. When applied to data on real postwar output from seven DECO countries, these techniques fail to reject the unit root hypothesis for five countries (including the U.S.), but suggest stationarity around a shifted trend for Japan
Factor forecasts for the UK by Michael J Artis( Book )

27 editions published between 2001 and 2005 in English and held by 69 WorldCat member libraries worldwide

Time series models are often adopted for forecasting because of their simplicity and good performance. The number of parameters in these models increases quickly with the number of variables modelled, so that usually only univariate or small-scale multivariate models are considered. Yet, data are now readily available for a very large number of macroeconomic variables that are potentially useful when forecasting. Hence, in this Paper we construct a large macroeconomic data-set for the UK, with about 80 variables, model it using a dynamic factor model, and compare the resulting forecasts with those from a set of standard time series models. We find that just six factors are sufficient to explain 50% of the variability of all the variables in the data set. Moreover, these factors, which can be considered as the main driving forces of the economy, are related to key variables such as interest rates, monetary aggregates, prices, housing and labour market variables, and stock prices. Finally, the factor-based forecasts are shown to improve upon standard benchmarks for prices, real aggregates, and financial variables, at virtually no additional modelling or computational cost
The relationship between the markup and inflation in the G7 plus one economies by Anindya Banerjee( Book )

15 editions published between 1999 and 2000 in English and held by 58 WorldCat member libraries worldwide

Digitised version produced by the EUI Library and made available online in 2020
An I(2) analysis of inflation and the markup by Anindya Banerjee( Book )

22 editions published in 1998 in English and held by 56 WorldCat member libraries worldwide

Digitised version produced by the EUI Library and made available online in 2020
Simultaneous versus sequential move structures in principal-agent models by Alan W Beggs( Book )

12 editions published between 1992 and 1998 in English and held by 49 WorldCat member libraries worldwide

Digitised version produced by the EUI Library and made available online in 2020
The markup and the business cycle reconsidered by Anindya Banerjee( Book )

11 editions published between 1999 and 2000 in English and held by 45 WorldCat member libraries worldwide

Digitised version produced by the EUI Library and made available online in 2020
The econometric analysis of economic policy by Anindya Banerjee( Book )

11 editions published in 1996 in English and held by 45 WorldCat member libraries worldwide

Digitised version produced by the EUI Library and made available online in 2020
Bootstrapping sequential tests for multiple structural breaks by Anindya Banerjee( Book )

11 editions published in 1998 in English and held by 44 WorldCat member libraries worldwide

Digitised version produced by the EUI Library and made available online in 2020
Industry structure and the dynamics of price adjustment by Anindya Banerjee( Book )

13 editions published between 1999 and 2001 in English and Italian and held by 44 WorldCat member libraries worldwide

Using annual US data for gross domestic product originating by sector between 1947 and 1997 it is shown that a negative long-run relationship between inflation and the markup is present across the sectors as well as in the aggregate data. A preliminary explanation based on industry structure is explored for the relative sizes of the impact of inflation on the markup in the long-run for the various sectors
Sequential methods for detecting structural breaks in cointegrated systems by Anindya Banerjee( Book )

9 editions published between 1996 and 1998 in English and held by 44 WorldCat member libraries worldwide

Some cautions on the use of panel methods for integrated series of macro-economic data by Anindya Banerjee( Book )

11 editions published between 1999 and 2001 in English and held by 44 WorldCat member libraries worldwide

Proceedings of the ACM SIGPLAN 5th Workshop on Programming Languages and Analysis for Security : (PLAS 2010) : Toronto, Canada, June 10, 2010 by Programming Languages and Analysis for Security Workshop( )

1 edition published in 2010 in English and held by 21 WorldCat member libraries worldwide

Leading indicators for euro area inflation and GDP growth by Anindya Banerjee( Book )

10 editions published in 2003 in English and held by 21 WorldCat member libraries worldwide

In this paper we evaluate the role of a set of variables as leading indicators for Euro-area inflation and GDP growth. Our evaluation is based on using the variables in the ECB Euro-area model database, plus a set of similar variables for the US. We compare the forecasting performance of each indicator with that of purely autoregressive models, using an evaluation procedure that is particularly relevant for policy making. The evaluation is conducted both ex-post and in a pseudo real time context, for several forecast horizons, and using both recursive and rolling estimation. We also analyze three different approaches to combining the information from several indicators. First, we discuss the use as indicators of the estimated factors from a dynamic factor model for all the indicators. Second, an automated model selection procedure is applied to models with a large set of indicators. Third, we consider pooling the single indicator forecasts. The results indicate that single indicator forecasts are on average better than those derived from more complicated methods, but for them to beat the autoregression a different indicator has to be used in each period. A simple real-time procedure for indicator-selection produces good results
Estimating Euler equations with integrated series by Juan José Dolado( Book )

9 editions published between 1989 and 1990 in English and Spanish and held by 20 WorldCat member libraries worldwide

On some simple tests for cointegration : the cost of simplicity by Anindya Banerjee( Book )

11 editions published between 1992 and 1993 in English and held by 18 WorldCat member libraries worldwide

 
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The Central and Eastern European countries and the European Union
Covers
Co-integration, error correction, and the econometric analysis of non-stationary dataThe econometrics of economic policy
Alternative Names
Anindya Banerjee

Anindya Banerjee economist (University of Birmingham)

Anindya Banerjee econoom

Anindya Banerjee Wirtschaftswissenschaftler/in (An der Univ. Oxford (1990-); Prof. für Wirtschaft am Europ. Univ. Inst., Fiesole (2000-))

Banerjee A.

Banerjee, A. 1961-

Languages
English (270)

Spanish (2)

Italian (1)

French (1)