Anindya Banerjee
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Anindya BanerjeePlease note that from 1/01/2008 I have moved to the University of Birmingham. However, my EUI email-address is still active.
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Research Projects
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Research Projects at EUI
2007
"Measuring Long Run Exchange Rate Pass-Through" (with O. de Bandt and T. Kozluk).
"Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change" (with M. Marcellino and I. Masten).“Cointegration in panel data with breaks and cross-section dependence” (with J. Carrion-i-Silvestre).
"Inflation, Relative Price Variability and the Markup: Evidence from the United States and the United Kingdom", Economic Modelling, 24, 82-100 (with P. Mizen and B. Russell).
2006" The Long-Run Phillips Curve and Non-Stationary Inflation", ECO Working Paper 2006-16 (with B. Russell).
“Are There Any Reliable Leading Indicators for US Inflation and GDP Growth?”, International Journal of Forecasting, 22, 137-151 (with M. Marcellino).“Forecasting Macroeconomic Variables for the New Member States”, in M.J. Artis, A. Banerjee and M. Marcellino (eds.) The Central and Eastern European Countries and the European Union, Cambridge University Press, Cambridge, Chapter 4, 108-134 (with M. Marcellino and I. Masten).
“A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated”, Journal of Applied Econometrics, 21, 1249-1264 (with P. Mizen).
“A Markup Model for Forecasting Inflation in the Euro Area”, EUI Discussion Paper No. ECO 2002/16, Journal of Forecasting, 25, 495-511 (with B. Russell).
2005“Factor forecasts for the UK”, Journal of Forecasting, 24, 279-98 (with M.J. Artis and M. Marcellino).
“Inflation and measures of the markup”, Journal of Macroeconomics, 27, 289-306 (with B. Russell).
“Modelling structural breaks, long memory and stock market volatility: an overview”, Journal of Econometrics, 129, 1 -34 (with G. Urga).
“Leading indicators for Euro-area inflation and GDP growth”, Oxford Bulletin of Economics and Statistics, 67, 785-813 (with M. Marcellino and I. Masten).
“Testing for PPP: Should we use panel methods?”, Empirical Economics, 30, 77-91 (with M. Marcellino and C. Osbat).
the European University Institute
Three Essays on the EMU, Exchange Rates and Time Series Econometrics. (defended 27/03/2006)
Experimental Methods and Simulation Techniques: What can be Learned About Trust, Schooling Decisions and Exchange Rates? (defended 20/09/2004)
Fiscal and monetary policy interaction: an empirical analysis. (defended 14/07/2006)
Essays on the international transmission of business cycles. An application to European countries. (defended 28/02/2006)
Essays on International Capital Flows and Macroeconomic Application of Panel Data Models. (defended 24/05/2005)
Monetary Economics and Forecasting in Acceding Countries: Empirical and Theoretical Investigation. (defended 24/11/2004)
Essays in Dynamic Macroeconomics. (defended 22/11/2004)
Address:
Anindya Banerjee
Department of Economics
European University Institute
Villa San Paolo
Via della Piazzuola 43
50133 Florence
Italy
Telephone: +39-055-4685-952
Secretary: +39-055-4685-928 (Lucia Vigna)
Fax: +39-055-4685-902
anindya.banerjee@eui.eu
This page is maintained by lucia.vigna@eui.eu. Last update: 7 October 2008.
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