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Details about Kajal Lahiri

E-mail:
Homepage:http://www.albany.edu/~klahiri/
Phone:518 442 4758
Postal address:Department of Economics University at Albany - SUNY 1400 Washington Avenue Albany, NY 12222
Workplace:Econometric Research Institute, Department of Economics, State University of New York-Albany (SUNY), (more information at EDIRC)

Access statistics for papers by Kajal Lahiri.

Last updated 2014-09-04. Update your information in the RePEc Author Service.

Short-id: pla387


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Working Papers

2014

  1. Birthweight and Academic Achievement in Childhood
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)

2013

  1. Confidence Bands for ROC Curves with Serially Dependent Data
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads
  2. Determinants of Consumer Sentiment: Evidence from Household Survey Data
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (1)
  3. Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
  4. Infant Health and Academic Achievement in Childhood
    Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York Downloads
  5. Machine Learning and Forecast Combination in Incomplete Panels
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads
  6. Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads
  7. Testing the Value of Probability Forecasts for Calibrated Combining
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads

2012

  1. Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads
  2. Examining the Education Gradient in Chronic Illness
    CESifo Working Paper Series, CESifo Group Munich Downloads
  3. Forecasting Binary Outcomes
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads
  4. Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads
  5. The Yield Spread Puzzle and the Information Content of SPF Forecasts
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
    Also in Discussion Papers, University at Albany, SUNY, Department of Economics (2012) Downloads View citations (2)

    See also Journal Article in Economics Letters (2013)

2011

  1. Beware of Being Unaware: Racial Disparities in Chronic Illness in the US
    Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York Downloads
  2. Nowcasting US GDP: The role of ISM Business Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (9)
    See also Journal Article in International Journal of Forecasting (2013)
  3. Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics
    CESifo Working Paper Series, CESifo Group Munich Downloads
  4. Should Transportation Output be Included as Part of the Coincident Indicators System?
    CESifo Working Paper Series, CESifo Group Munich Downloads
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2012)
  5. The Dynamics of Income-related Health Inequality among US Children
    CESifo Working Paper Series, CESifo Group Munich Downloads

2010

  1. Analyzing Three-Dimensional Panel Data of Forecasts
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (6)
  2. Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  3. Comment on `Forecasting Economic and Financial Variables with Global VARs' by M. Hashem Pesaran, Till Schuermann and L. Venessa Smith
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads
  4. Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (1)

2009

  1. Early Warning System for Economic and Financial Risks in Kazakhstan
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
  2. Health Inequality and Its Determinants in New York
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads
    Also in Discussion Papers, University at Albany, SUNY, Department of Economics (2006) Downloads
  3. Learning and Heterogeneity in GDP and Inflation Forecasts
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads

    See also Journal Article in International Journal of Forecasting (2010)
  4. Measuring Forecast Uncertainty by Disagreement: The Missing Link
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (4)
    Also in Ifo Working Paper Series, Ifo Institute for Economic Research at the University of Munich (2008) Downloads View citations (5)

    See also Journal Article in Journal of Applied Econometrics (2010)
  5. On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads

2007

  1. Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons
    MPRA Paper, University Library of Munich, Germany Downloads

2006

  1. How Far Ahead Can We Forecast? Evidence From Cross-country Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (4)
    See also Journal Article in International Journal of Forecasting (2007)
  2. How quickly do forecasters incorporate news? Evidence from cross-country surveys
    MPRA Paper, University Library of Munich, Germany Downloads View citations (21)
    See also Journal Article in Journal of Applied Econometrics (2006)
  3. Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (4)
    See also Journal Article in Journal of Applied Econometrics (2006)

2005

  1. ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)

2004

  1. A dynamic factor model of the coincident indicators for the US transportation sector
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Applied Economics Letters (2004)
  2. Bayesian Reduced Rank Regression in SEMs with Weak Identification
    Econometric Society 2004 Far Eastern Meetings, Econometric Society
  3. Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads

2003

  1. Cycles in the Transportation Sector and the Aggregate Economy
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (2)
  2. Monthly Output Index for the U.S. Transportation Sector
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (5)

2002

  1. A note on the double k-class estimator in simultaneous equations
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Econometrics (2002)
  2. An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (1)

2001

  1. A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (5)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (1)
  2. An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads
    See also Journal Article in Empirical Economics (2004)
  3. Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2002)
  4. Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process
    Discussion Papers, University at Albany, SUNY, Department of Economics Downloads
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads

1993

  1. An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter
    Discussion Papers, University at Albany, SUNY, Department of Economics

1990

  1. An Econometric Rational Expectations Macroeconomic Model for Developing Countries with Capital Controls
    IMF Working Papers, International Monetary Fund Downloads View citations (1)

Journal Articles

2014

  1. Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency
    Managerial and Decision Economics, 2014, 35, (2), 172-187 Downloads

2013

  1. Evaluating probability forecasts for GDP declines using alternative methodologies
    International Journal of Forecasting, 2013, 29, (1), 175-190 Downloads View citations (2)
  2. Nowcasting US GDP: The role of ISM business surveys
    International Journal of Forecasting, 2013, 29, (4), 644-658 Downloads
    See also Working Paper (2011)
  3. THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN
    Health Economics, 2013, 22, (5), 623-629
  4. The yield spread puzzle and the information content of SPF forecasts
    Economics Letters, 2013, 118, (1), 219-221 Downloads
    See also Working Paper (2012)

2012

  1. BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA
    Health Economics, 2012, 21, (9), 1040-1060
  2. Should transportation output be included as part of the coincident indicators system?
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2012, 2012, (1), 1-24 Downloads
    See also Working Paper (2011)

2011

  1. Comment
    Journal of Business & Economic Statistics, 2011, 30, (1), 20-25 Downloads

2010

  1. Bayesian forecasting in economics
    International Journal of Forecasting, 2010, 26, (2), 211-215 Downloads
  2. Learning and heterogeneity in GDP and inflation forecasts
    International Journal of Forecasting, 2010, 26, (2), 265-292 Downloads View citations (5)
    See also Working Paper (2009)
  3. Measuring forecast uncertainty by disagreement: The missing link
    Journal of Applied Econometrics, 2010, 25, (4), 514-538 Downloads View citations (29)
    See also Working Paper (2009)

2009

  1. Comments on "Forecasting economic and financial variables with global VARs"
    International Journal of Forecasting, 2009, 25, (4), 689-692 Downloads View citations (2)

2008

  1. A model of Social Security Disability Insurance using matched SIPP/Administrative data
    Journal of Econometrics, 2008, 145, (1-2), 4-20 Downloads View citations (3)
  2. Evolution of forecast disagreement in a Bayesian learning model
    Journal of Econometrics, 2008, 144, (2), 325-340 Downloads View citations (39)

2007

  1. How far ahead can we forecast? Evidence from cross-country surveys
    International Journal of Forecasting, 2007, 23, (2), 167-187 Downloads View citations (28)
    See also Working Paper (2006)
  2. The value of probability forecasts as predictors of cyclical downturns
    Applied Economics Letters, 2007, 14, (1), 11-14 Downloads

2006

  1. Economic indicators for the US transportation sector
    Transportation Research Part A: Policy and Practice, 2006, 40, (10), 872-887 Downloads View citations (4)
  2. How quickly do forecasters incorporate news? Evidence from cross-country surveys
    Journal of Applied Econometrics, 2006, 21, (6), 703-725 Downloads View citations (33)
    See also Working Paper (2006)
  3. Modelling multi-period inflation uncertainty using a panel of density forecasts
    Journal of Applied Econometrics, 2006, 21, (8), 1199-1219 Downloads View citations (8)
    See also Working Paper (2006)
  4. Subjective Probability Forecasts for Recessions
    Business Economics, 2006, 41, (2), 26-37 Downloads View citations (6)

2005

  1. Analysis of Panel Data
    American Journal of Agricultural Economics, 2005, 87, (4), 1093-1095 Downloads View citations (48)

2004

  1. A dynamic factor model of the coincident indicators for the US transportation sector
    Applied Economics Letters, 2004, 11, (10), 595-600 Downloads View citations (1)
    See also Working Paper (2004)
  2. An econometric analysis of veterans’ health care utilization using two-part models
    Empirical Economics, 2004, 29, (2), 431-449 Downloads View citations (2)
    See also Working Paper (2001)
  3. The predictive power of an experimental transportation output index
    Applied Economics Letters, 2004, 11, (3), 149-152 Downloads View citations (4)

2002

  1. A note on the double k-class estimator in simultaneous equations
    Journal of Econometrics, 2002, 108, (1), 101-111 Downloads
    See also Working Paper (2002)
  2. Bayesian analysis of nested logit model by Markov chain Monte Carlo
    Journal of Econometrics, 2002, 111, (1), 103-133 Downloads View citations (9)
    See also Working Paper (2001)

2001

  1. A Structural Model Of Social Security'S Disability Determination Process
    The Review of Economics and Statistics, 2001, 83, (2), 348-361 Downloads View citations (20)
  2. Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.)
    Indian Economic Review, 2001, 36, (1), 311
  3. Introduction
    International Journal of Forecasting, 2001, 17, (3), 329-332 Downloads View citations (4)
  4. When should we care about consumer sentiment? Evidence from linear and Markov-switching models
    Indian Economic Review, 2001, 36, (1), 153-169 View citations (3)

2000

  1. Further consequences of viewing LIML as an iterated Aitken estimator
    Journal of Econometrics, 2000, 98, (2), 187-202 Downloads View citations (5)
  2. Interest rate spreads as predictors of German inflation and business cycles
    International Journal of Forecasting, 2000, 16, (1), 39-58 Downloads View citations (10)
  3. MCMC algorithms for two recent Bayesian limited information estimators
    Economics Letters, 2000, 66, (2), 121-126 Downloads View citations (4)
  4. The effect of smoking on health using a sequential self-selection model
    Health Economics, 2000, 9, (6), 491-511 View citations (17)

1999

  1. ET INTERVIEW: PROFESSOR G.S. MADDALA
    Econometric Theory, 1999, 15, (05), 753-776 Downloads View citations (1)
  2. OBITUARY
    Econometric Theory, 1999, 15, (04), 639-641 Downloads
  3. Testing for normality in a probit model with double selection
    Economics Letters, 1999, 65, (1), 33-39 Downloads View citations (1)

1995

  1. A new framework for analyzing survey forecasts using three-dimensional panel data
    Journal of Econometrics, 1995, 68, (1), 205-227 Downloads View citations (52)
  2. Testing for cointegration: Power versus frequency of observation -- another view
    Economics Letters, 1995, 49, (2), 121-124 Downloads View citations (5)

1994

  1. Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge)
    International Journal of Forecasting, 1994, 10, (2), 382-385 Downloads

1993

  1. Estimation of a macroeconomic model with rational expectations and capital controls for developing countries
    Journal of Development Economics, 1993, 42, (2), 337-356 Downloads View citations (2)
  2. Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6
    International Journal of Forecasting, 1993, 9, (2), 271-272 Downloads
  3. On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade
    Journal of Applied Econometrics, 1993, 8, (1), 81-92 Downloads View citations (8)

1992

  1. A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data
    Journal of Business & Economic Statistics, 1992, 10, (4), 391-400 View citations (29)
  2. A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics
    Empirical Economics, 1992, 17, (1), 141-51 View citations (3)
  3. Leading economic indicators: "A leading indicator of inflation based on interest rates"
    International Journal of Forecasting, 1992, 8, (4), 649-650 Downloads

1990

  1. A Macroeconometric Model for Developing Countries
    IMF Staff Papers, 1990, 37, (3), 537-559 Downloads View citations (13)
  2. A computational algorithm for multiple equation models with panel data
    Economics Letters, 1990, 34, (2), 143-146 Downloads View citations (1)
  3. Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244
    International Journal of Forecasting, 1990, 6, (2), 255-256 Downloads

1989

  1. Dynamics of Asian Savings: The Role of Growth and Age Structure
    IMF Staff Papers, 1989, 36, (1), 228-261 Downloads View citations (13)
  2. The Estimation and Interpretation of Urban Density Gradients
    Journal of Business & Economic Statistics, 1989, 7, (2), 227-35

1988

  1. A Comparison of Alternative Real Rate Estimates
    Oxford Bulletin of Economics and Statistics, 1988, 50, (3), 303-12 View citations (1)
  2. Interest Rates and the Subjective Probability Distribution of Inflation Forecasts
    Journal of Money, Credit and Banking, 1988, 20, (2), 233-48 Downloads View citations (31)

1987

  1. More Flexible Use of Survey Data on Expectations in Macroeconomic Models
    Journal of Business & Economic Statistics, 1987, 5, (1), 68-76 View citations (3)
  2. On the normality of probability distributions of inflation and GNP forecasts
    International Journal of Forecasting, 1987, 3, (2), 269-279 Downloads View citations (21)

1985

  1. On the distribution function of various model selection criteria with stochastic regressors
    Economics Letters, 1985, 17, (1-2), 97-101 Downloads View citations (1)

1984

  1. A Note on "Selection of Regressors."
    International Economic Review, 1984, 25, (3), 625-29 Downloads View citations (1)
  2. Price and income elasticities of demand for hospital care free of quality bias
    Economics Letters, 1984, 16, (3-4), 387-392 Downloads
  3. Testing the rational expectations hypothesis in a secondary materials market
    Journal of Environmental Economics and Management, 1984, 11, (3), 282-291 Downloads View citations (4)

1983

  1. An econometric study on the dynamics of urban spatial structure
    Journal of Urban Economics, 1983, 14, (1), 55-79 Downloads View citations (7)
  2. Specification Error Analysis with Stochastic Regressors
    Econometrica, 1983, 51, (4), 1209-19 Downloads

1981

  1. An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis
    Empirical Economics, 1981, 6, (2), 111-27
  2. Exact sampling distribution of the omitted variable estimator
    Economics Letters, 1981, 8, (2), 121-127 Downloads
  3. Joint estimation and testing for functional form and heteroskedasticity
    Journal of Econometrics, 1981, 15, (2), 299-307 Downloads View citations (7)
  4. On the estimation of inflationary expectations from qualitative responses
    Journal of Econometrics, 1981, 16, (1), 89-102 Downloads View citations (14)

1980

  1. An econometric model of wastepaper recycling in the USA
    Resources Policy, 1980, 6, (4), 320-325 Downloads View citations (4)
  2. Government Policy Dynamics in Structural and Reduced Form Estimation
    Empirical Economics, 1980, 5, (3/4), 205-17
  3. Rational expectations and the Short-Run Phillips Curve reply and further results
    Journal of Macroeconomics, 1980, 2, (2), 187-192 Downloads

1979

  1. On maximum likelihood estimation of functional form and heteroskedasticity
    Economics Letters, 1979, 2, (2), 155-159 Downloads
  2. On the constancy of real interest rates
    Economics Letters, 1979, 3, (1), 45-48 Downloads
  3. Rational expectations and the short-run Phillips curves
    Journal of Macroeconomics, 1979, 1, (2), 167-190 Downloads

1978

  1. A note on a theorem by Professor Chow
    Economics Letters, 1978, 1, (2), 125-127 Downloads
  2. On the Estimation of Triangular Structural Systems
    Econometrica, 1978, 46, (5), 1217-21 Downloads View citations (26)

1977

  1. A joint study of expectations formation and the shifting Phillips curve
    Journal of Monetary Economics, 1977, 3, (3), 347-357 Downloads View citations (1)

1976

  1. Inflationary Expectations: Their Formation and Interest Rate Effects
    American Economic Review, 1976, 66, (1), 124-31 Downloads View citations (7)

1975

  1. Multiperiod Predictions in Dynamic Models
    International Economic Review, 1975, 16, (3), 699-711 Downloads

Edited books

2010

  1. Analysis of Panels and Limited Dependent Variable Models
    Cambridge Books, Cambridge University Press

1999

  1. Analysis of Panels and Limited Dependent Variable Models
    Cambridge Books, Cambridge University Press View citations (2)

1993

  1. Leading Economic Indicators
    Cambridge Books, Cambridge University Press
 
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