Title:Some cautions on the use of panel methods for integrated series of macroeconomic data Author(s):BANERJEE, Anindya; MARCELLINO, Massimiliano; OSBAT, ChiaraDate:2004Citation:
- The Econometrics Journal, 2004, 7, 2, 322-340
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:Leading Indicators for Euro-area Inflation and GDP Growth Author(s):BANERJEE, Anindya; MARCELLINO, Massimiliano; MASTEN, IgorDate:2005Citation:
- Oxford Bulletin of Economics and Statistics, 2005, 37, s 1, 785-813
Title:Testing for PPP: Should we use Panel Methods? Author(s):BANERJEE, Anindya; MARCELLINO, Massimiliano; OSBAT, ChiaraDate:2005Citation:
- Empirical Economics , 2005, 30, 1, 77-91
Type:ArticleAbstract:A common finding in the empirical literature on the validity of purchasing power parity (PPP) is that it holds when tested for in panel data, but not in univariate (i.e. country-specific) analysis. The usual explanation ...
Title:Modelling Structural Breaks, Long Memory and Stock Market Volatility: an Overview Author(s):BANERJEE, Anindya; URGA, GiovanniDate:2005Citation:
- Journal of Econometrics, 2005, 129, 1-2, 1-34
Title:Are there Any Reliable Leading Indicators for US Inflation and GDP growth? Author(s):BANERJEE, Anindya; MARCELLINO, MassimilianoDate:2006Citation:
- International Journal of Forecasting, 2006, 22, 1, 137-151
Type:ArticleAbstract:In this paper, we evaluate the relative merits of three alternative approaches to extracting information from a large data set for forecasting, namely, the use of an automated model selection procedure, the adoption of a ...
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 ...