Professor Anindya Banerjee

Professor Anindya Banerjee

The Department of Economics
Professor of Econometrics
Head of the Department of Economics

Contact details

The Department of Economics
University House
University of Birmingham
B15 2TT

Professor Anindya Banerjee is Head of the Department of Economics at Birmingham Business School. He joined the Department of Economics in January 2008 as Professor in Economics. Before coming to Birmingham he was Professor at the European University Institute in Florence and Fellow of Wadham College, Oxford. Professor Banerjee received his Ph.D. from the University of Oxford. His interests lie in time series econometrics, including factor models, and the econometrics of integrated panel data. He has recently been using his expertise in econometric modelling to look at the use of algorithmic methods in augmenting police decision making.


BSc. (Economics), London School of Economics, 1983
M.Phil. (Economics), Nuffield College, University of Oxford, 1985
D.Phil. (Economics), Nuffield College, University of Oxford, 1987


  • M.Sc. Econometrics
  • Ph.D. Advanced Course in Econometrics
  • Supervising extended essays for third year students
  • Supervising M.Sc. dissertations

Other activities

  • Leader of Econometrics Research Group
  • Director of Doctoral Programme, Department of Economics (2013- 2020)
  • Fellow, Centre for Finance and Credit Markets, University of Nottingham (2009- )
  • Associate Editor, Central European Journal of Economic Modelling and Econometrics (2010-)
  • Chief Editor, Oxford Bulletin of Economics and Statistics (2015 - )
  • Associate Editor, Oxford Economic Papers (2013 - )
  • Editorial Board The Oxford Research Encyclopaedia of Economics and Finance (2016-)
  • External Examiner, University of Oxford, for the degrees of Engineering Economics and Management and Economics and Management (2017-2020)


Recent publications


Banerjee, A & Carrion-i-Silvestre, JL 2024, 'Panel data cointegration testing with structural instabilities', Journal of Business and Economic Statistics.

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.

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.

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.

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.

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.

Lampis, F, Díaz-Emparanza, I & Banerjee, A 2015, 'How to use SETAR models in gretl', Computational Economics, vol. 46, no. 2, pp. 231-41.

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.

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.

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. <>

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. <>

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. <>

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. <>

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. <>

View all publications in research portal