Anindya Banerjee

12.1k total citations · 4 hit papers
64 papers, 7.6k citations indexed

About

Anindya Banerjee is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Anindya Banerjee has authored 64 papers receiving a total of 7.6k indexed citations (citations by other indexed papers that have themselves been cited), including 50 papers in General Economics, Econometrics and Finance, 46 papers in Economics and Econometrics and 19 papers in Finance. Recurrent topics in Anindya Banerjee's work include Monetary Policy and Economic Impact (47 papers), Market Dynamics and Volatility (20 papers) and Financial Risk and Volatility Modeling (9 papers). Anindya Banerjee is often cited by papers focused on Monetary Policy and Economic Impact (47 papers), Market Dynamics and Volatility (20 papers) and Financial Risk and Volatility Modeling (9 papers). Anindya Banerjee collaborates with scholars based in United Kingdom, Italy and Slovenia. Anindya Banerjee's co-authors include Juan J. Dolado, John W. Galbraith, Ricardo Mestre, David F. Hendry, Alistair S. Hall, James H. Stock, Robin L. Lumsdaine, Massimiliano Marcellino, Josep Lluís Carrion‐i‐Silvestre and Gregor W. Smith and has published in prestigious journals such as The Economic Journal, The Review of Economics and Statistics and Journal of Econometrics.

In The Last Decade

Anindya Banerjee

64 papers receiving 6.6k citations

Hit Papers

Error‐correction Mechanism Tests for Cointegration in a S... 1986 2026 1999 2012 1998 1993 1996 1986 500 1000 1.5k

Peers

Anindya Banerjee
Comparison fields: 5 of 116
  • Economics and Econometrics 6.0k
  • General Economics, Econometrics and Finance 4.4k
  • Finance 2.0k
  • Renewable Energy, Sustainability and the Environment 1.0k
  • Sociology and Political Science 419
Replace Juan J. Dolado with:
Juan J. Dolado Spain
Eric Zivot United States
Junsoo Lee United States
Graham Elliott United States
Hiro Y. Toda Japan
Luis A. Gil-Alaña Spain
Mehmet Balcılar Cyprus
Mohamed El Hédi Arouri France
Shaowen Wu United States
Seema Narayan Australia
Juan J. Dolado Spain View profile →
Citations per field, relative to Anindya Banerjee
Anindya Banerjee · 1×
Citations per year, relative to Anindya Banerjee
Anindya Banerjee · 1×

Countries citing papers authored by Anindya Banerjee

Since Specialization
Citations

This map shows the geographic impact of Anindya Banerjee's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Anindya Banerjee with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Anindya Banerjee more than expected).

Fields of papers citing papers by Anindya Banerjee

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Anindya Banerjee. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Anindya Banerjee. The network helps show where Anindya Banerjee may publish in the future.

Co-authorship network of co-authors of Anindya Banerjee

This figure shows the co-authorship network connecting the top 25 collaborators of Anindya Banerjee. A scholar is included among the top collaborators of Anindya Banerjee based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Anindya Banerjee. Anindya Banerjee is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 1
2 2
3 2
4 6
5 2
6
Structural FECM: Cointegration in Large-Scale Structural FAVAR Models
1
7
The World Bank economic review 26 (3)
3
8
Forecasting with Factor-Augmented Error Correction Models
5
9 96
10 7
11 75
12 33
13
Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. breakdown →
1129
14
On some simple tests for cointegration: the cost of simplicity
30
15
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data breakdown →
1226
16 251
17
Recursive and sequential tests for unít roots and structural breaks in long annual GNP series
3
18 12
19 8
20
EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* breakdown →
547

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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