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.
Banerjee, A & Carrion-i-silvestre, JL 2013, 'COINTEGRATION IN PANEL DATA WITH STRUCTURAL BREAKS AND CROSS-SECTION DEPENDENCE: COINTEGRATION IN PANEL DATA', Journal of Applied Econometrics. https://doi.org/10.1002/jae.2348
Banerjee, A, Russell, B & Mohan, S 2012, 'Coffee market liberalisation and the implications for producers in Brazil, Guatemala and India', The World Bank Economic Review, vol. 26, no. 3, pp. 514-538. https://doi.org/10.1093/wber/lhr055
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
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>
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>
Banerjee, A & Carrion-i-Silvestre, J 2011 'Department of Economics Discussion Paper Series 11-16: Testing for Panel Cointegration Using Common Correlated Effects Estimators'.
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