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.

Last updated 2022-04-19. Update your information in the RePEc Author Service.

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Working Papers

2022

1. Getting the ROC into Sync
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

2021

2. Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York
   CESifo Working Paper Series, CESifo
   See also Journal Article in International Journal of Forecasting (2022)
3. Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
4. Inefficiency in Social Security Trust Funds Forecasts
   CESifo Working Paper Series, CESifo
5. Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
   Also in CESifo Working Paper Series, CESifo (2015) View citations (18)
   CESifo Working Paper Series, CESifo (2020) View citations (1)

2020

6. The Nordhaus Test with Many Zeros
   CESifo Working Paper Series, CESifo View citations (1)
   Also in Working Papers, Towson University, Department of Economics (2020) View citations (1)
   See also Journal Article in Economics Letters (2020)

2019

7. Estimating macroeconomic uncertainty and discord using info-metrics
   CESifo Working Paper Series, CESifo View citations (1)

2018

8. Inflation Expectations in India: Learning from Household Tendency Surveys
   Working Papers, Towson University, Department of Economics View citations (3)
   See also Journal Article in International Journal of Forecasting (2019)
9. 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

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

2016

11. Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers
    Working Papers, Towson University, Department of Economics View citations (14)
    See also Journal Article in Journal of Business Cycle Research (2016)
12. Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS)
    CESifo Working Paper Series, CESifo
    See also Journal Article in The Journal of the Economics of Ageing (2017)

2015

13. A Non-linear Forecast Combination Procedure for Binary Outcomes
    CESifo Working Paper Series, CESifo View citations (1)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2016)
14. Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
    CESifo Working Paper Series, CESifo View citations (1)
    See also Journal Article in Economics Letters (2016)
15. Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors
    Working Papers, Towson University, Department of Economics View citations (19)
    See also Journal Article in Journal of Applied Econometrics (2016)

2014

16. Birthweight and Academic Achievement in Childhood
    CESifo Working Paper Series, CESifo View citations (13)
    See also Journal Article in Health Economics (2014)
17. Fetal Growth and Neurobehavioral Outcomes in Childhood
    CESifo Working Paper Series, CESifo View citations (5)
    See also Journal Article in Economics & Human Biology (2014)

2013

18. 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)
19. Determinants of Consumer Sentiment: Evidence from Household Survey Data
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
20. Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators
    CESifo Working Paper Series, CESifo View citations (7)
    See also Journal Article in Health Economics (2017)
21. Machine Learning and Forecast Combination in Incomplete Panels
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (6)
22. Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (1)
23. 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

24. 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
25. Examining the Education Gradient in Chronic Illness
    CESifo Working Paper Series, CESifo
    See also Journal Article in Education Economics (2015)
26. Forecasting Binary Outcomes
    Discussion Papers, University at Albany, SUNY, Department of Economics
    See also Chapter (2013)
27. Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
28. The Yield Spread Puzzle and the Information Content of SPF Forecasts
    CESifo Working Paper Series, CESifo View citations (1)
    Also in Discussion Papers, University at Albany, SUNY, Department of Economics (2012) View citations (5)
    See also Journal Article in Economics Letters (2013)

2011

29. 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
30. Nowcasting US GDP: The role of ISM Business Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (27)
    See also Journal Article in International Journal of Forecasting (2013)
31. Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics
    CESifo Working Paper Series, CESifo
32. Should Transportation Output be Included as Part of the Coincident Indicators System?
    CESifo Working Paper Series, CESifo
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2012)
33. The Dynamics of Income-related Health Inequality among US Children
    CESifo Working Paper Series, CESifo View citations (1)

2010

34. Analyzing Three-Dimensional Panel Data of Forecasts
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (15)
35. Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
36. 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
37. Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (4)

2009

38. Early Warning System for Economic and Financial Risks in Kazakhstan
    CESifo Working Paper Series, CESifo View citations (4)
39. 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)
40. 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)
41. 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)
42. On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (1)

2007

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

2006

44. 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)
45. How quickly do forecasters incorporate news? Evidence from cross-country surveys
    MPRA Paper, University Library of Munich, Germany View citations (57)
    See also Journal Article in Journal of Applied Econometrics (2006)
46. Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (14)
    See also Journal Article in Journal of Applied Econometrics (2006)

2005

47. 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

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

2003

51. Cycles in the Transportation Sector and the Aggregate Economy
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
52. Monthly Output Index for the U.S. Transportation Sector
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (10)

2002

53. 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)
54. 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

55. 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)
56. 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)
57. 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)
58. 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

59. 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

1982

60. [Book Review of] Econometrics of inflationary expectations. Amsterdam, New York. 1981., Lahiri, Kajal: The
    Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel)

Journal Articles

2022

1. American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study
   Journal of Human Capital, 2022, 16, (1), 1 - 46
2. Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York
   International Journal of Forecasting, 2022, 38, (2), 545-566
   See also Working Paper (2021)

2021

3. Construction of leading economic index for recession prediction using vine copulas
   Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (4), 193-212
4. Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health
   Sankhya B: The Indian Journal of Statistics, 2021, 83, (2), 207-243
5. Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge
   Empirical Economics, 2021, 60, (1), 419-457
6. Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis
   Econometrics, 2021, 9, (2), 1-14

2020

7. Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS
   Journal of Quantitative Economics, 2020, 18, (3), 495-523
8. The Nordhaus test with many zeros
   Economics Letters, 2020, 193, (C) View citations (1)
   See also Working Paper (2020)
9. Value of Sample Separation Information in a Sequential Probit Model
   Arthaniti: Journal of Economic Theory and Practice, 2020, 19, (2), 151-176 View citations (1)

2019

10. A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments
    Econometrics, 2019, 7, (3), 1-28
11. Inflation expectations in India: Learning from household tendency surveys
    International Journal of Forecasting, 2019, 35, (3), 980-993 View citations (4)
    See also Working Paper (2018)
12. International propagation of shocks: A dynamic factor model using survey forecasts
    International Journal of Forecasting, 2019, 35, (3), 929-947 View citations (3)
    See also Working Paper (2018)

2018

13. Confidence Bands for ROC Curves With Serially Dependent Data
    Journal of Business & Economic Statistics, 2018, 36, (1), 115-130 View citations (2)
    See also Working Paper (2013)

2017

14. 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)
15. 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 (25)
    See also Working Paper (2013)
16. Online learning and forecast combination in unbalanced panels
    Econometric Reviews, 2017, 36, (1-3), 257-288 View citations (14)

2016

17. A non-linear forecast combination procedure for binary outcomes
    Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (4), 421-440
    See also Working Paper (2015)
18. Asymptotic variance of Brier (skill) score in the presence of serial correlation
    Economics Letters, 2016, 141, (C), 125-129
    See also Working Paper (2015)
19. Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results
    International Econometric Review (IER), 2016, 8, (1), 1-3
20. 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 (18)
    See also Working Paper (2016)
21. Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors
    Journal of Applied Econometrics, 2016, 31, (7), 1254-1275 View citations (22)
    See also Working Paper (2015)

2015

22. A further analysis of the conference board’s new Leading Economic Index
    International Journal of Forecasting, 2015, 31, (2), 446-453 View citations (8)
23. Examining the education gradient in chronic illness
    Education Economics, 2015, 23, (6), 735-750
    See also Working Paper (2012)
24. Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method
    International Journal of Forecasting, 2015, 31, (1), 51-62 View citations (17)
25. Testing the value of probability forecasts for calibrated combining
    International Journal of Forecasting, 2015, 31, (1), 113-129 View citations (5)
    See also Working Paper (2013)

2014

26. BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD
    Health Economics, 2014, 23, (9), 1013-1035 View citations (11)
    See also Working Paper (2014)
27. Fetal growth and neurobehavioral outcomes in childhood
    Economics & Human Biology, 2014, 15, (C), 187-200 View citations (5)
    See also Working Paper (2014)
28. Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency
    Managerial and Decision Economics, 2014, 35, (2), 172-187

2013

29. Evaluating probability forecasts for GDP declines using alternative methodologies
    International Journal of Forecasting, 2013, 29, (1), 175-190 View citations (50)
30. Nowcasting US GDP: The role of ISM business surveys
    International Journal of Forecasting, 2013, 29, (4), 644-658 View citations (41)
    See also Working Paper (2011)
31. THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN
    Health Economics, 2013, 22, (5), 623-629 View citations (5)
32. 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

33. BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA
    Health Economics, 2012, 21, (9), 1040-1060 View citations (3)
34. 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 (6)
    See also Working Paper (2011)

2011

35. Advances in Applied Econometrics
    Journal of Probability and Statistics, 2011, 2011, 1-2
36. Comment
    Journal of Business & Economic Statistics, 2011, 30, (1), 20-25
37. Kajal Lahiri, Transportation Indicators and Business Cycles
    Business Economics, 2011, 46, (4), 260-261

2010

38. Bayesian forecasting in economics
    International Journal of Forecasting, 2010, 26, (2), 211-215 View citations (1)
39. Learning and heterogeneity in GDP and inflation forecasts
    International Journal of Forecasting, 2010, 26, (2), 265-292 View citations (24)
    See also Working Paper (2009)
40. Measuring forecast uncertainty by disagreement: The missing link
    Journal of Applied Econometrics, 2010, 25, (4), 514-538 View citations (178)
    See also Working Paper (2009)

2009

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

2008

42. A model of Social Security Disability Insurance using matched SIPP/Administrative data
    Journal of Econometrics, 2008, 145, (1-2), 4-20 View citations (10)
43. Evolution of forecast disagreement in a Bayesian learning model
    Journal of Econometrics, 2008, 144, (2), 325-340 View citations (113)

2007

44. How far ahead can we forecast? Evidence from cross-country surveys
    International Journal of Forecasting, 2007, 23, (2), 167-187 View citations (52)
    See also Working Paper (2006)
45. The value of probability forecasts as predictors of cyclical downturns
    Applied Economics Letters, 2007, 14, (1), 11-14 View citations (6)

2006

46. Economic indicators for the US transportation sector
    Transportation Research Part A: Policy and Practice, 2006, 40, (10), 872-887 View citations (5)
47. How quickly do forecasters incorporate news? Evidence from cross-country surveys
    Journal of Applied Econometrics, 2006, 21, (6), 703-725 View citations (69)
    Also in Journal of Applied Econometrics, 2006, 21, (6), 703-725 (2006) View citations (3)
    See also Working Paper (2006)
48. Modelling multi-period inflation uncertainty using a panel of density forecasts
    Journal of Applied Econometrics, 2006, 21, (8), 1199-1219 View citations (30)
    Also in Journal of Applied Econometrics, 2006, 21, (8), 1199-1219 (2006) View citations (3)
    See also Working Paper (2006)
49. Subjective Probability Forecasts for Recessions
    Business Economics, 2006, 41, (2), 26-37 View citations (12)

2005

50. Analysis of Panel Data
    American Journal of Agricultural Economics, 2005, 87, (4), 1093-1095 View citations (99)

2004

51. A dynamic factor model of the coincident indicators for the US transportation sector
    Applied Economics Letters, 2004, 11, (10), 595-600 View citations (6)
    See also Working Paper (2004)
52. 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)
53. The predictive power of an experimental transportation output index
    Applied Economics Letters, 2004, 11, (3), 149-152 View citations (4)

2002

54. A note on the double k-class estimator in simultaneous equations
    Journal of Econometrics, 2002, 108, (1), 101-111
    See also Working Paper (2002)
55. Bayesian analysis of nested logit model by Markov chain Monte Carlo
    Journal of Econometrics, 2002, 111, (1), 103-133 View citations (12)
    See also Working Paper (2001)

2001

56. A Structural Model Of Social Security'S Disability Determination Process
    The Review of Economics and Statistics, 2001, 83, (2), 348-361 View citations (25)
57. Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.)
    Indian Economic Review, 2001, 36, (1), 311
58. Introduction
    International Journal of Forecasting, 2001, 17, (3), 329-332 View citations (6)
59. When should we care about consumer sentiment? Evidence from linear and Markov-switching models
    Indian Economic Review, 2001, 36, (1), 153-169 View citations (4)

2000

60. Further consequences of viewing LIML as an iterated Aitken estimator
    Journal of Econometrics, 2000, 98, (2), 187-202 View citations (6)
61. Interest rate spreads as predictors of German inflation and business cycles
    International Journal of Forecasting, 2000, 16, (1), 39-58 View citations (31)
62. MCMC algorithms for two recent Bayesian limited information estimators
    Economics Letters, 2000, 66, (2), 121-126 View citations (3)
63. The effect of smoking on health using a sequential self‐selection model
    Health Economics, 2000, 9, (6), 491-511 View citations (27)

1999

64. ET INTERVIEW: PROFESSOR G.S. MADDALA
    Econometric Theory, 1999, 15, (5), 753-776 View citations (1)
65. Testing for normality in a probit model with double selection
    Economics Letters, 1999, 65, (1), 33-39 View citations (3)

1995

66. A new framework for analyzing survey forecasts using three-dimensional panel data
    Journal of Econometrics, 1995, 68, (1), 205-227 View citations (128)
67. Testing for cointegration: Power versus frequency of observation -- another view
    Economics Letters, 1995, 49, (2), 121-124 View citations (20)

1994

68. 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

69. 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)
70. 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
71. 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 (17)

1992

72. 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 (42)
73. A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics
    Empirical Economics, 1992, 17, (1), 141-51 View citations (4)
74. Leading economic indicators: "A leading indicator of inflation based on interest rates"
    International Journal of Forecasting, 1992, 8, (4), 649-650

1990

75. A Macroeconometric Model for Developing Countries
    IMF Staff Papers, 1990, 37, (3), 537-559 View citations (18)
76. A computational algorithm for multiple equation models with panel data
    Economics Letters, 1990, 34, (2), 143-146 View citations (2)
77. 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

78. Dynamics of Asian Savings: The Role of Growth and Age Structure
    IMF Staff Papers, 1989, 36, (1), 228-261 View citations (22)
79. The Estimation and Interpretation of Urban Density Gradients
    Journal of Business & Economic Statistics, 1989, 7, (2), 227-35 View citations (1)

1988

80. A Comparison of Alternative Real Rate Estimates
    Oxford Bulletin of Economics and Statistics, 1988, 50, (3), 303-12 View citations (1)
81. Interest Rates and the Subjective Probability Distribution of Inflation Forecasts
    Journal of Money, Credit and Banking, 1988, 20, (2), 233-48 View citations (59)

1987

82. More Flexible Use of Survey Data on Expectations in Macroeconomic Models
    Journal of Business & Economic Statistics, 1987, 5, (1), 68-76 View citations (3)
83. On the normality of probability distributions of inflation and GNP forecasts
    International Journal of Forecasting, 1987, 3, (2), 269-279 View citations (39)

1985

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

1984

85. A Note on "Selection of Regressors."
    International Economic Review, 1984, 25, (3), 625-29 View citations (5)
86. Price and income elasticities of demand for hospital care free of quality bias
    Economics Letters, 1984, 16, (3-4), 387-392
87. Testing the rational expectations hypothesis in a secondary materials market
    Journal of Environmental Economics and Management, 1984, 11, (3), 282-291 View citations (7)

1983

88. An econometric study on the dynamics of urban spatial structure
    Journal of Urban Economics, 1983, 14, (1), 55-79 View citations (10)
89. Specification Error Analysis with Stochastic Regressors
    Econometrica, 1983, 51, (4), 1209-19 View citations (6)

1981

90. An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis
    Empirical Economics, 1981, 6, (2), 111-27
91. Exact sampling distribution of the omitted variable estimator
    Economics Letters, 1981, 8, (2), 121-127
92. Joint estimation and testing for functional form and heteroskedasticity
    Journal of Econometrics, 1981, 15, (2), 299-307 View citations (11)
93. On the estimation of inflationary expectations from qualitative responses
    Journal of Econometrics, 1981, 16, (1), 89-102 View citations (20)

1980

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

1979

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

1978

100. A note on a theorem by Professor Chow
     Economics Letters, 1978, 1, (2), 125-127
101. On the Estimation of Triangular Structural Systems
     Econometrica, 1978, 46, (5), 1217-21 View citations (51)

1977

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

1976

103. Inflationary Expectations: Their Formation and Interest Rate Effects
     American Economic Review, 1976, 66, (1), 124-31 View citations (12)

1975

104. 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 (29)

1993

3. Leading Economic Indicators
   Cambridge Books, Cambridge University Press

Chapters

2013

1. Forecasting Binary Outcomes
   Elsevier View citations (13)
   See also Working Paper (2012)