Anurag Banerjee

Professor Anurag Banerjee is a faculty member at Durham University's Business School, specializing in econometric theory and applied economics. He holds an affiliation with the Centre de Recherche Econo-financière et Actuarielle sur le Risque at ESSEC Business School, Paris. His research focuses on evaluating unintended consequences of strategies in agriculture, sports, finance, and development, alongside methodological advancements in econometric sensitivity analysis.

Key research interests include functional cointegration, credit risk dynamics, and the interplay between policy and economic outcomes. Recent work addresses cross-country disparities in skill premiums, probabilistic forecasting of financial crises, and momentum trading strategies in Asian markets.

Notable contributions span over 20 peer-reviewed articles in journals such as Economic Inquiry, Econometrics Journal, and Games and Economic Behavior. He has supervised PhD student Herve Liao in Economics. His publications reflect expertise in econometric modeling, financial market analysis, and development economics.