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Functional cointegration : definition and nonparametric estimation
Pitarakis, Jean-Yves; Banerjee, Anurag Narayan - 2012
Persistent link: https://www.econbiz.de/10009672420
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Piecewise local linear estimation of functional equilibrium relationships
Banerjee, Anurag Narayan; Pitarakis, Jean-Yves - 2011
Persistent link: https://www.econbiz.de/10009672758
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Functional cointegration : definition and nonparametric estimation
Banerjee, Anurag Narayan; Pitarakis, Jean-Yves - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 507-520
Persistent link: https://www.econbiz.de/10010461196
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Corporate financing and anticipated credit rating changes
Hung, Chi-Hsiou D.; Banerjee, Anurag Narayan; Meng, Qingrui - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 893-915
Persistent link: https://www.econbiz.de/10011796915
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The behavior of velocity and nominal interest rates in a cash-in-advance model
Basu, Parantap - In: Journal of macroeconomics 18 (1996) 3, pp. 463-478
Persistent link: https://www.econbiz.de/10001201240
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Uninsurable risk and the determination of real interest rates : an investigation using UK indexed bonds
Barr, David G.; Basu, Parantap; Wada, Kenji - 2012
Persistent link: https://www.econbiz.de/10010465991
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An adjustment cost model of social mobility
Basu, Parantap; Getachew, Yoseph - In: Journal of macroeconomics 44 (2015), pp. 177-190
Persistent link: https://www.econbiz.de/10011570620
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Universal banking, asymmetric information and the stock market
Banerji, Sanjay; Basu, Parantap - In: Economic modelling 60 (2017), pp. 180-193
Persistent link: https://www.econbiz.de/10011734195
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Labour immobility between industries : consequences for the macroeconomy
Basu, Parantap; Chivers, David; Park, Changhyun - In: Economic systems 48 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10014584817