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:

Access statistics for papers by Kajal Lahiri.

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Working Papers

2019

1. Estimating macroeconomic uncertainty and discord using info-metrics
   CESifo Working Paper Series, CESifo Group Munich

2018

2. Inflation Expectations in India: Learning from Household Tendency Surveys
   Working Papers, Towson University, Department of Economics View citations (2)
   See also Journal Article in International Journal of Forecasting (2019)
3. International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts
   Working Papers, Towson University, Department of Economics View citations (1)
   See also Journal Article in International Journal of Forecasting (2019)

2017

4. The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends
   CESifo Working Paper Series, CESifo Group Munich

2016

5. Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers
   Working Papers, Towson University, Department of Economics View citations (4)
   See also Journal Article in Journal of Business Cycle Research (2016)
6. Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS)
   CESifo Working Paper Series, CESifo Group Munich
   See also Journal Article in The Journal of the Economics of Ageing (2017)

2015

7. A Non-linear Forecast Combination Procedure for Binary Outcomes
   CESifo Working Paper Series, CESifo Group Munich View citations (1)
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2016)
8. Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
   CESifo Working Paper Series, CESifo Group Munich View citations (1)
   See also Journal Article in Economics Letters (2016)
9. Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors
   Working Papers, Towson University, Department of Economics View citations (16)
   See also Journal Article in Journal of Applied Econometrics (2016)
10. Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity
    CESifo Working Paper Series, CESifo Group Munich View citations (15)

2014

11. Birthweight and Academic Achievement in Childhood
    CESifo Working Paper Series, CESifo Group Munich View citations (12)
    See also Journal Article in Health Economics (2014)
12. Fetal Growth and Neurobehavioral Outcomes in Childhood
    CESifo Working Paper Series, CESifo Group Munich View citations (4)
    See also Journal Article in Economics & Human Biology (2014)

2013

13. Confidence Bands for ROC Curves with Serially Dependent Data
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (2018)
14. Determinants of Consumer Sentiment: Evidence from Household Survey Data
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
15. Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators
    CESifo Working Paper Series, CESifo Group Munich View citations (7)
    See also Journal Article in Health Economics (2017)
16. Machine Learning and Forecast Combination in Incomplete Panels
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (4)
17. Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (1)
18. Testing the Value of Probability Forecasts for Calibrated Combining
    Discussion Papers, University at Albany, SUNY, Department of Economics
    See also Journal Article in International Journal of Forecasting (2015)

2012

19. 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
20. Examining the Education Gradient in Chronic Illness
    CESifo Working Paper Series, CESifo Group Munich
    See also Journal Article in Education Economics (2015)
21. Forecasting Binary Outcomes
    Discussion Papers, University at Albany, SUNY, Department of Economics
    See also Chapter (2013)
22. Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
23. The Yield Spread Puzzle and the Information Content of SPF Forecasts
    CESifo Working Paper Series, CESifo Group Munich View citations (1)
    Also in Discussion Papers, University at Albany, SUNY, Department of Economics (2012) View citations (4)
    See also Journal Article in Economics Letters (2013)

2011

24. 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
25. Nowcasting US GDP: The role of ISM Business Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (21)
    See also Journal Article in International Journal of Forecasting (2013)
26. Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics
    CESifo Working Paper Series, CESifo Group Munich
27. Should Transportation Output be Included as Part of the Coincident Indicators System?
    CESifo Working Paper Series, CESifo Group Munich
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2012)
28. The Dynamics of Income-related Health Inequality among US Children
    CESifo Working Paper Series, CESifo Group Munich

2010

29. Analyzing Three-Dimensional Panel Data of Forecasts
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (13)
30. Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
31. 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
32. Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (3)

2009

33. Early Warning System for Economic and Financial Risks in Kazakhstan
    CESifo Working Paper Series, CESifo Group Munich View citations (2)
34. Health Inequality and Its Determinants in New York
    Discussion Papers, University at Albany, SUNY, Department of Economics
    Also in Discussion Papers, University at Albany, SUNY, Department of Economics (2006)
35. Learning and Heterogeneity in GDP and Inflation Forecasts
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2009)
    See also Journal Article in International Journal of Forecasting (2010)
36. Measuring Forecast Uncertainty by Disagreement: The Missing Link
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (5)
    Also in ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich (2008) View citations (5)
    See also Journal Article in Journal of Applied Econometrics (2010)
37. On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions
    Discussion Papers, University at Albany, SUNY, Department of Economics

2007

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

2006

39. How Far Ahead Can We Forecast? Evidence From Cross-country Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (4)
    See also Journal Article in International Journal of Forecasting (2007)
40. How quickly do forecasters incorporate news? Evidence from cross-country surveys
    MPRA Paper, University Library of Munich, Germany View citations (52)
    See also Journal Article in Journal of Applied Econometrics (2006)
41. Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (12)
    See also Journal Article in Journal of Applied Econometrics (2006)

2005

42. ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts
    MPRA Paper, University Library of Munich, Germany View citations (9)

2004

43. A dynamic factor model of the coincident indicators for the US transportation sector
    MPRA Paper, University Library of Munich, Germany View citations (5)
44. Bayesian Reduced Rank Regression in SEMs with Weak Identification
    Econometric Society 2004 Far Eastern Meetings, Econometric Society
45. Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts
    Econometric Society 2004 Australasian Meetings, Econometric Society

2003

46. Cycles in the Transportation Sector and the Aggregate Economy
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
47. Monthly Output Index for the U.S. Transportation Sector
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (9)

2002

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

2001

50. 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 View citations (6)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (1)
51. An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models
    Discussion Papers, University at Albany, SUNY, Department of Economics
    See also Journal Article in Empirical Economics (2004)
52. Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (3)
    See also Journal Article in Journal of Econometrics (2002)
53. 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
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)

1993

54. 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

55. An Econometric Rational Expectations Macroeconomic Model for Developing Countries with Capital Controls
    IMF Working Papers, International Monetary Fund View citations (2)

Journal Articles

2019

1. A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments
   Econometrics, 2019, 7, (3), 1-28
2. Inflation expectations in India: Learning from household tendency surveys
   International Journal of Forecasting, 2019, 35, (3), 980-993
   See also Working Paper (2018)
3. International propagation of shocks: A dynamic factor model using survey forecasts
   International Journal of Forecasting, 2019, 35, (3), 929-947 View citations (1)
   See also Working Paper (2018)

2018

4. Confidence Bands for ROC Curves With Serially Dependent Data
   Journal of Business & Economic Statistics, 2018, 36, (1), 115-130
   See also Working Paper (2013)

2017

5. Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS)
   The Journal of the Economics of Ageing, 2017, 9, (C), 100-110 View citations (2)
   See also Working Paper (2016)
6. Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators
   Health Economics, 2017, 26, (2), 184-205 View citations (10)
   See also Working Paper (2013)
7. Online learning and forecast combination in unbalanced panels
   Econometric Reviews, 2017, 36, (1-3), 257-288 View citations (7)

2016

8. A non-linear forecast combination procedure for binary outcomes
   Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (4), 421-440
   See also Working Paper (2015)
9. Asymptotic variance of Brier (skill) score in the presence of serial correlation
   Economics Letters, 2016, 141, (C), 125-129
   See also Working Paper (2015)
10. Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results
    International Econometric Review (IER), 2016, 8, (1), 1-3
11. Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers
    Journal of Business Cycle Research, 2016, 12, (2), 187-215 View citations (6)
    See also Working Paper (2016)
12. Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors
    Journal of Applied Econometrics, 2016, 31, (7), 1254-1275 View citations (12)
    See also Working Paper (2015)

2015

13. A further analysis of the conference board’s new Leading Economic Index
    International Journal of Forecasting, 2015, 31, (2), 446-453 View citations (4)
14. Examining the education gradient in chronic illness
    Education Economics, 2015, 23, (6), 735-750
    See also Working Paper (2012)
15. Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method
    International Journal of Forecasting, 2015, 31, (1), 51-62 View citations (14)
16. Testing the value of probability forecasts for calibrated combining
    International Journal of Forecasting, 2015, 31, (1), 113-129 View citations (3)
    See also Working Paper (2013)

2014

17. BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD
    Health Economics, 2014, 23, (9), 1013-1035 View citations (9)
    See also Working Paper (2014)
18. Fetal growth and neurobehavioral outcomes in childhood
    Economics & Human Biology, 2014, 15, (C), 187-200 View citations (4)
    See also Working Paper (2014)
19. Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency
    Managerial and Decision Economics, 2014, 35, (2), 172-187

2013

20. Evaluating probability forecasts for GDP declines using alternative methodologies
    International Journal of Forecasting, 2013, 29, (1), 175-190 View citations (43)
21. Nowcasting US GDP: The role of ISM business surveys
    International Journal of Forecasting, 2013, 29, (4), 644-658 View citations (34)
    See also Working Paper (2011)
22. THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN
    Health Economics, 2013, 22, (5), 623-629 View citations (2)
23. The yield spread puzzle and the information content of SPF forecasts
    Economics Letters, 2013, 118, (1), 219-221 View citations (9)
    See also Working Paper (2012)

2012

24. BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA
    Health Economics, 2012, 21, (9), 1040-1060 View citations (3)
25. 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 View citations (2)
    See also Working Paper (2011)

2011

26. Advances in Applied Econometrics
    Journal of Probability and Statistics, 2011, 2011, 1-2
27. Comment
    Journal of Business & Economic Statistics, 2011, 30, (1), 20-25

2010

28. Bayesian forecasting in economics
    International Journal of Forecasting, 2010, 26, (2), 211-215
29. Learning and heterogeneity in GDP and inflation forecasts
    International Journal of Forecasting, 2010, 26, (2), 265-292 View citations (18)
    See also Working Paper (2009)
30. Measuring forecast uncertainty by disagreement: The missing link
    Journal of Applied Econometrics, 2010, 25, (4), 514-538 View citations (133)
    See also Working Paper (2009)

2009

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

2008

32. A model of Social Security Disability Insurance using matched SIPP/Administrative data
    Journal of Econometrics, 2008, 145, (1-2), 4-20 View citations (7)
33. Evolution of forecast disagreement in a Bayesian learning model
    Journal of Econometrics, 2008, 144, (2), 325-340 View citations (92)

2007

34. How far ahead can we forecast? Evidence from cross-country surveys
    International Journal of Forecasting, 2007, 23, (2), 167-187 View citations (48)
    See also Working Paper (2006)

2006

35. Economic indicators for the US transportation sector
    Transportation Research Part A: Policy and Practice, 2006, 40, (10), 872-887 View citations (5)
36. How quickly do forecasters incorporate news? Evidence from cross-country surveys
    Journal of Applied Econometrics, 2006, 21, (6), 703-725 View citations (64)
    See also Working Paper (2006)
37. Modelling multi-period inflation uncertainty using a panel of density forecasts
    Journal of Applied Econometrics, 2006, 21, (8), 1199-1219 View citations (26)
    See also Working Paper (2006)
38. Subjective Probability Forecasts for Recessions
    Business Economics, 2006, 41, (2), 26-37 View citations (11)

2005

39. Analysis of Panel Data
    American Journal of Agricultural Economics, 2005, 87, (4), 1093-1095 View citations (85)

2004

40. An econometric analysis of veterans’ health care utilization using two-part models
    Empirical Economics, 2004, 29, (2), 431-449 View citations (5)
    See also Working Paper (2001)

2002

41. A note on the double k-class estimator in simultaneous equations
    Journal of Econometrics, 2002, 108, (1), 101-111
    See also Working Paper (2002)
42. Bayesian analysis of nested logit model by Markov chain Monte Carlo
    Journal of Econometrics, 2002, 111, (1), 103-133 View citations (10)
    See also Working Paper (2001)

2001

43. A Structural Model Of Social Security'S Disability Determination Process
    The Review of Economics and Statistics, 2001, 83, (2), 348-361 View citations (24)
44. Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.)
    Indian Economic Review, 2001, 36, (1), 311
45. Introduction
    International Journal of Forecasting, 2001, 17, (3), 329-332 View citations (4)
46. 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

47. Further consequences of viewing LIML as an iterated Aitken estimator
    Journal of Econometrics, 2000, 98, (2), 187-202 View citations (6)
48. Interest rate spreads as predictors of German inflation and business cycles
    International Journal of Forecasting, 2000, 16, (1), 39-58 View citations (29)
49. MCMC algorithms for two recent Bayesian limited information estimators
    Economics Letters, 2000, 66, (2), 121-126 View citations (3)
50. The effect of smoking on health using a sequential self-selection model
    Health Economics, 2000, 9, (6), 491-511 View citations (23)

1999

51. ET INTERVIEW: PROFESSOR G.S. MADDALA
    Econometric Theory, 1999, 15, (5), 753-776 View citations (1)
52. Testing for normality in a probit model with double selection
    Economics Letters, 1999, 65, (1), 33-39 View citations (2)

1995

53. A new framework for analyzing survey forecasts using three-dimensional panel data
    Journal of Econometrics, 1995, 68, (1), 205-227 View citations (117)
54. Testing for cointegration: Power versus frequency of observation -- another view
    Economics Letters, 1995, 49, (2), 121-124 View citations (13)

1994

55. 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

1993

56. Estimation of a macroeconomic model with rational expectations and capital controls for developing countries
    Journal of Development Economics, 1993, 42, (2), 337-356 View citations (3)
57. 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
58. 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 (14)

1992

59. 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 (40)
60. A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics
    Empirical Economics, 1992, 17, (1), 141-51 View citations (3)
61. Leading economic indicators: "A leading indicator of inflation based on interest rates"
    International Journal of Forecasting, 1992, 8, (4), 649-650

1990

62. A Macroeconometric Model for Developing Countries
    IMF Staff Papers, 1990, 37, (3), 537-559 View citations (16)
63. A computational algorithm for multiple equation models with panel data
    Economics Letters, 1990, 34, (2), 143-146 View citations (1)
64. 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

65. Dynamics of Asian Savings: The Role of Growth and Age Structure
    IMF Staff Papers, 1989, 36, (1), 228-261 View citations (21)
66. The Estimation and Interpretation of Urban Density Gradients
    Journal of Business & Economic Statistics, 1989, 7, (2), 227-35

1988

67. A Comparison of Alternative Real Rate Estimates
    Oxford Bulletin of Economics and Statistics, 1988, 50, (3), 303-12 View citations (1)
68. Interest Rates and the Subjective Probability Distribution of Inflation Forecasts
    Journal of Money, Credit and Banking, 1988, 20, (2), 233-48 View citations (55)

1987

69. More Flexible Use of Survey Data on Expectations in Macroeconomic Models
    Journal of Business & Economic Statistics, 1987, 5, (1), 68-76 View citations (3)
70. On the normality of probability distributions of inflation and GNP forecasts
    International Journal of Forecasting, 1987, 3, (2), 269-279 View citations (34)

1985

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

1984

72. A Note on "Selection of Regressors."
    International Economic Review, 1984, 25, (3), 625-29 View citations (4)
73. Price and income elasticities of demand for hospital care free of quality bias
    Economics Letters, 1984, 16, (3-4), 387-392
74. Testing the rational expectations hypothesis in a secondary materials market
    Journal of Environmental Economics and Management, 1984, 11, (3), 282-291 View citations (6)

1983

75. An econometric study on the dynamics of urban spatial structure
    Journal of Urban Economics, 1983, 14, (1), 55-79 View citations (8)
76. Specification Error Analysis with Stochastic Regressors
    Econometrica, 1983, 51, (4), 1209-19 View citations (5)

1981

77. An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis
    Empirical Economics, 1981, 6, (2), 111-27
78. Exact sampling distribution of the omitted variable estimator
    Economics Letters, 1981, 8, (2), 121-127
79. Joint estimation and testing for functional form and heteroskedasticity
    Journal of Econometrics, 1981, 15, (2), 299-307 View citations (9)
80. On the estimation of inflationary expectations from qualitative responses
    Journal of Econometrics, 1981, 16, (1), 89-102 View citations (18)

1980

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

1979

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

1978

87. A note on a theorem by Professor Chow
    Economics Letters, 1978, 1, (2), 125-127
88. On the Estimation of Triangular Structural Systems
    Econometrica, 1978, 46, (5), 1217-21 View citations (47)

1977

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

1976

90. Inflationary Expectations: Their Formation and Interest Rate Effects
    American Economic Review, 1976, 66, (1), 124-31 View citations (10)

1975

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

Edited books

2010

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

1999

2. Analysis of Panels and Limited Dependent Variable Models
   Cambridge Books, Cambridge University Press View citations (22)

1993

3. Leading Economic Indicators
   Cambridge Books, Cambridge University Press

Chapters

2013

1. Forecasting Binary Outcomes
   Elsevier View citations (12)
   See also Working Paper (2012)