Title:A reinvestigation of the markup and the business cycle Author(s):BANERJEE, Anindya; RUSSELL, BillDate:2004Citation:
- Economic Modelling, 2004, 21, 2, 267-284
Title:Industry Structure and the Dynamics of Price Adjustment Author(s):BANERJEE, Anindya; RUSSELL, BillDate:2001Citation:
- Applied Economics, 2001, 33, 15, 1889-1901
Type:ArticleAbstract: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 ...
Title:Inflation, relative price variability and the markup: evidence from the United States and the United Kingdom Author(s):BANERJEE, Anindya; MIZEN, Paul; RUSSELL, BillDate:2007Citation:
- Economic Modelling, 2007, 24, 82-100
Type:ArticleAbstract:This paper links two separate empirical literatures on inflation, relative price variability (RPV) and the price–cost markup. Measures constructed from annual and quarterly data for the US and UK are used to examine the ...
Title:An I(2) Analysis of Inflation and the Markup Author(s):BANERJEE, Anindya; COCKERELL, Lynne; RUSSELL, BillDate:2001Citation:
- Journal of Applied Econometrics, 2001, 16, 3, 221-240
Type:ArticleAbstract:An I(2) analysis of Australian inflation and the markup is undertaken within an imperfect competition model. It is found that the levels of prices and costs are best characterized as integrated of order 2 and that a linear ...
Title:A Markup Model for Forecasting Inflation for the Euro Area Author(s):RUSSELL, Bill; BANERJEE, AnindyaDate:2006Citation:
- Journal of Forecasting, 2006, 25, 7, 495-511
Type:ArticleAbstract:We develop a small model for forecasting inflation for the euro area using quarterly data over the period June 1973 to March 1999. The model is used to provide inflation forecasts from June 1999 to March 2002. We compare ...
Title:The Long-Run Relationship among Relative Price Variability, Inflation and the Markup Author(s):BANERJEE, Anindya; MIZEN, Paul; RUSSELL, BillDate:2002Type:Working PaperSeries/Number:EUI ECO; 2002/01
Title:The Relationship Between the Markup and Inflation in the G7 Plus One Economies Author(s):BANERJEE, Anindya; RUSSELL, BillDate:2000Type:Working PaperSeries/Number:EUI ECO; 2000/07