Details about Kajal Lahiri

Access statistics for papers by Kajal Lahiri.

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Short-id: pla387

Working Papers

2008

1. Measuring Forecast Uncertainty by Disagreement: The Missing Link
   Ifo Working Paper Series, Ifo Institute for Economic Research at the University of Munich

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

2003

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

2000

6. A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
7. Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society

1993

8. 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

9. AN ECONOMETRIC RATIONAL EXPECTATIONS MACROECONOMIC MODEL FOR DEVELOPING COUNTRIES WITH CAPITAL CONTROLS
   IMF Working Papers, International Monetary Fund View citations

Journal Articles

2008

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

2007

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

2006

5. Economic indicators for the US transportation sector
   Transportation Research Part A: Policy and Practice, 2006, 40, (10), 872-887 View citations
6. How quickly do forecasters incorporate news? Evidence from cross-country surveys
   Journal of Applied Econometrics, 2006, 21, (6), 703-725 View citations
7. Modelling multi-period inflation uncertainty using a panel of density forecasts
   Journal of Applied Econometrics, 2006, 21, (8), 1199-1219 View citations

2004

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

2002

11. A note on the double k-class estimator in simultaneous equations
    Journal of Econometrics, 2002, 108, (1), 101-111
12. Bayesian analysis of nested logit model by Markov chain Monte Carlo
    Journal of Econometrics, 2002, 111, (1), 103-133 View citations

2001

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

2000

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

1999

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

1995

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

1993

26. Estimation of a macroeconomic model with rational expectations and capital controls for developing countries
    Journal of Development Economics, 1993, 42, (2), 337-356
27. 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 View citations

1992

28. 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. A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics
    Empirical Economics, 1992, 17, (1), 141-51 View citations
30. Leading economic indicators: "A leading indicator of inflation based on interest rates"
    International Journal of Forecasting, 1992, 8, (4), 649-650

1990

31. A computational algorithm for multiple equation models with panel data
    Economics Letters, 1990, 34, (2), 143-146
32. 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

1989

33. SOME TESTS FOR UNBIASEDNESS IN THE LONG RUN USING SURVEY DATA
    International Economic Journal, 1989, 3, (2), 27-42 View citations
34. The Estimation and Interpretation of Urban Density Gradients
    Journal of Business & Economic Statistics, 1989, 7, (2), 227-35

1988

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

1987

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

1985

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

1984

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

1983

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

1981

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

1980

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

1979

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

1978

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

1977

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

1976

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

1975

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