Recent publications
Article
Banerjee, A & Carrion-i-Silvestre, JL 2024, 'Panel data cointegration testing with structural instabilities', Journal of Business and Economic Statistics. https://doi.org/10.1080/07350015.2024.2327844
Banerjee, A, Hall, S, Kouretas, G & Tavlas, GS 2023, 'Advances in forecasting: An introduction in light of the debate on inflation forecasting', Journal of Forecasting, vol. 42, no. 3, pp. 455-463. https://doi.org/10.1002/for.2949
Banerjee, A, Kouretas, G, Papadopoulos, A & Tavlas, G 2021, 'Ten years after the start of the euro crisis lessons for financial markets and macroeconomic policies', Oxford Economic Papers, vol. 73, no. 4, pp. 1392-1403. https://doi.org/10.1093/oep/gpab048
Olphin, T, Bandyopadhyay, S & Banerjee, A 2019, 'Solving burglary offences: building a model to predict clearance of burglary following initial investigation', Policing: A journal of Policy and Practice. https://doi.org/10.1093/police/paz002
Banerjee, A, Marcellino, M & Masten, I 2017, 'Structural FECM: cointegration in large-scale structural FAVAR models', Journal of Applied Econometrics, vol. 32, no. 6, pp. 1069-1086. https://doi.org/10.1002/jae.2570
Banerjee, A & Carrion-i-Sivestre, J 2017, 'Testing for panel cointegration using common correlated effects estimators', Journal of Time Series Analysis, vol. 38, no. 4, pp. 610-636. https://doi.org/10.1111/jtsa.12234
Lampis, F, Díaz-Emparanza, I & Banerjee, A 2015, 'How to use SETAR models in gretl', Computational Economics, vol. 46, no. 2, pp. 231-41. https://doi.org/10.1007/s10614-014-9445-8
Banerjee, A, Marcellino, M & Masten, I 2014, 'Forecasting with factor-augmented error correction models', International Journal of Forecasting, vol. 30, no. 3, pp. 589-612. https://doi.org/10.1016/j.ijforecast.2013.01.009
Banerjee, A & Carrion-i-Silvestre, J 2014, 'Testing for Panel Cointegration using Common Correlated Effects Estimators', Journal of Time Series Analysis.
Chapter (peer-reviewed)
Banerjee, A, Marcellino, M & Masten, I 2016, An overview of the factor-augmented error-correction model. in SJ Koopman & E Hillebrand (eds), Dynamic Factor Models. vol. 35, Advances in Econometrics, Emerald, pp. 3-41. https://doi.org/10.1108/S0731-905320150000035001
Commissioned report
Bandyopadhyay, S, Karavias, Y, Menezes, L, Taylor, J, Apena Rogers, S, Kane, E, Burton, A, Evans, E, Abramovaite, J, Montgomery, P, Chandan, J, Martin, J, Banerjee, A, Cole, M & Chaudhuri, K 2024, Remedi Restorative Mentors: Pilot trial report. Youth Endowment Fund. <https://youthendowmentfund.org.uk/wp-content/uploads/2024/01/YEF.-REMEDI-Pilot-January-2024.pdf>
Bandyopadhyay, S, Bradbury-Jones, C, Kane, E, Montgomery, P, Banerjee, A, Evans, E, Karavias, Y, Abramovaite, J, Jordan, M, Chaudhuri, K, Khan, L, Burton, A & Pelosi Campbell, P 2023, United Borders music mentoring programme: Feasibility study report. Youth Endowment Fund, London. <https://youthendowmentfund.org.uk/wp-content/uploads/2023/07/United-Borders.-YEF-Feasibility-Study.-2023.-.pdf>
Davies, K, Woodhams, J, Abramovaite, J, Evans, E, Banerjee, A & Bandyopadhyay, S 2021, Evaluation of the High Harm Perpetrator Unit: Full technical report. Vulnerability and violent crime programme, College of Policing, London. <https://assets.college.police.uk/s3fs-public/2021-07/vvcp-evaluation-of-high-harm-perpetrator-unit.pdf>
Woodhams, J, Evans, E, Davies, K, Hardiman, M, Abramovaite, J, Banerjee, A, Bandyopadhyay, S, Moreton, C & Forster, O 2021, Evaluation of using the Spousal Assault Risk Assessment (SARA) v3 and the Stalking Assessment and Management (SAM) tools to assess and manage risk: Full technical report. Vulnerability and violent crime programme, College of Policing, London. <https://assets.college.police.uk/s3fs-public/2021-07/vvcp-evaluation-of-sara-sam.pdf>
Discussion paper
Banerjee, A, Russell, B, Malkin, I & Ponomareva, N 2014 'A multiple break panel approach to estimating United States Phillips curves' Dundee Discussion Papers in Economics, no. 252, Department of Economic Studies, University of Dundee. <http://www.dundee.ac.uk/media/dundeewebsite/economicstudies/documents/discussion/DDPE_252.pdf>
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