Details about Kajal Lahiri

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, University at Albany, State University of New York (SUNY), (more information at EDIRC)

Access statistics for papers by Kajal Lahiri.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pla387

---

Jump to Journal Articles Edited books Chapters

Working Papers

2024

1. Heterogeneous Expectations among Professional Forecasters
   Working Papers, University of Heidelberg, Department of Economics
   Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2023) View citations (1)

2023

2. ROC and PRC Approaches to Evaluate Recession Forecasts
   CESifo Working Paper Series, CESifo
   See also Journal Article ROC and PRC Approaches to Evaluate Recession Forecasts, Journal of Business Cycle Research, Springer (2023) (2023)

2022

3. Getting the ROC into Sync
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   See also Journal Article Getting the ROC into Sync, Journal of Business & Economic Statistics, Taylor & Francis Journals (2024) View citations (1) (2024)

2021

4. 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 Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York, International Journal of Forecasting, Elsevier (2022) View citations (2) (2022)
5. Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (5)
   See also Journal Article Estimating the variance of a combined forecast: Bootstrap-based approach, Journal of Econometrics, Elsevier (2023) (2023)
6. Inefficiency in Social Security Trust Funds Forecasts
   CESifo Working Paper Series, CESifo
   See also Journal Article Inefficiency in social security trust funds forecasts, Applied Economics Letters, Taylor & Francis Journals (2023) (2023)
7. 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 (2020) View citations (1)
   CESifo Working Paper Series, CESifo (2015) View citations (21)
   See also Chapter Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity*, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)

2020

8. The Nordhaus Test with Many Zeros
   CESifo Working Paper Series, CESifo View citations (2)
   Also in Working Papers, Towson University, Department of Economics (2020) View citations (2)
   See also Journal Article The Nordhaus test with many zeros, Economics Letters, Elsevier (2020) View citations (2) (2020)

2019

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

2018

10. Inflation Expectations in India: Learning from Household Tendency Surveys
    Working Papers, Towson University, Department of Economics View citations (3)
    See also Journal Article Inflation expectations in India: Learning from household tendency surveys, International Journal of Forecasting, Elsevier (2019) View citations (10) (2019)
11. 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 International propagation of shocks: A dynamic factor model using survey forecasts, International Journal of Forecasting, Elsevier (2019) View citations (8) (2019)

2017

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

2016

13. Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers
    Working Papers, Towson University, Department of Economics View citations (22)
    See also Journal Article Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers, Journal of Business Cycle Research, Springer (2016) View citations (25) (2016)
14. Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS)
    CESifo Working Paper Series, CESifo
    See also Journal Article Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS), The Journal of the Economics of Ageing, Elsevier (2017) View citations (3) (2017)

2015

15. A Non-linear Forecast Combination Procedure for Binary Outcomes
    CESifo Working Paper Series, CESifo View citations (2)
    See also Journal Article A non-linear forecast combination procedure for binary outcomes, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2016) View citations (1) (2016)
16. Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
    CESifo Working Paper Series, CESifo View citations (1)
    See also Journal Article Asymptotic variance of Brier (skill) score in the presence of serial correlation, Economics Letters, Elsevier (2016) View citations (1) (2016)
17. Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors
    Working Papers, Towson University, Department of Economics View citations (24)
    See also Journal Article Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (35) (2016)

2014

18. Birthweight and Academic Achievement in Childhood
    CESifo Working Paper Series, CESifo View citations (12)
    See also Journal Article BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD, Health Economics, John Wiley & Sons, Ltd. (2014) View citations (11) (2014)
19. Fetal Growth and Neurobehavioral Outcomes in Childhood
    CESifo Working Paper Series, CESifo View citations (6)
    See also Journal Article Fetal growth and neurobehavioral outcomes in childhood, Economics & Human Biology, Elsevier (2014) View citations (6) (2014)

2013

20. 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 Confidence Bands for ROC Curves With Serially Dependent Data, Journal of Business & Economic Statistics, Taylor & Francis Journals (2018) View citations (3) (2018)
21. Determinants of Consumer Sentiment: Evidence from Household Survey Data
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
22. Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators
    CESifo Working Paper Series, CESifo View citations (13)
    See also Journal Article Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators, Health Economics, John Wiley & Sons, Ltd. (2017) View citations (58) (2017)
23. Infant Health and Academic Achievement in Childhood
    Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York
24. Machine Learning and Forecast Combination in Incomplete Panels
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (6)
25. Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (1)
26. Testing the Value of Probability Forecasts for Calibrated Combining
    Discussion Papers, University at Albany, SUNY, Department of Economics
    See also Journal Article Testing the value of probability forecasts for calibrated combining, International Journal of Forecasting, Elsevier (2015) View citations (8) (2015)

2012

27. 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
28. Examining the Education Gradient in Chronic Illness
    CESifo Working Paper Series, CESifo
    See also Journal Article Examining the education gradient in chronic illness, Education Economics, Taylor & Francis Journals (2015) View citations (2) (2015)
29. Forecasting Binary Outcomes
    Discussion Papers, University at Albany, SUNY, Department of Economics
    See also Chapter Forecasting Binary Outcomes, Handbook of Economic Forecasting, Elsevier (2013) View citations (20) (2013)
30. Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
31. 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 The yield spread puzzle and the information content of SPF forecasts, Economics Letters, Elsevier (2013) View citations (14) (2013)

2011

32. 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
33. Nowcasting US GDP: The role of ISM Business Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (28)
    See also Journal Article Nowcasting US GDP: The role of ISM business surveys, International Journal of Forecasting, Elsevier (2013) View citations (61) (2013)
34. Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics
    CESifo Working Paper Series, CESifo
35. Should Transportation Output be Included as Part of the Coincident Indicators System?
    CESifo Working Paper Series, CESifo View citations (1)
    See also Journal Article Should transportation output be included as part of the coincident indicators system?, OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2012) View citations (7) (2012)
36. The Dynamics of Income-related Health Inequality among US Children
    CESifo Working Paper Series, CESifo View citations (1)

2010

37. Analyzing Three-Dimensional Panel Data of Forecasts
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (15)
38. Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
39. 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
40. 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

41. Early Warning System for Economic and Financial Risks in Kazakhstan
    CESifo Working Paper Series, CESifo View citations (4)
42. 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)
43. 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 Learning and heterogeneity in GDP and inflation forecasts, International Journal of Forecasting, Elsevier (2010) View citations (29) (2010)
44. 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 Measuring forecast uncertainty by disagreement: The missing link, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010) View citations (240) (2010)
45. On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (3)

2007

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

2006

47. How Far Ahead Can We Forecast? Evidence From Cross-country Surveys
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (6)
    See also Journal Article How far ahead can we forecast? Evidence from cross-country surveys, International Journal of Forecasting, Elsevier (2007) View citations (61) (2007)
48. How quickly do forecasters incorporate news? Evidence from cross-country surveys
    MPRA Paper, University Library of Munich, Germany View citations (67)
    See also Journal Article How quickly do forecasters incorporate news? Evidence from cross-country surveys, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (74) (2006)
49. Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (18)
    See also Journal Article Modelling multi-period inflation uncertainty using a panel of density forecasts, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (39) (2006)

2005

50. 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 (10)
    See also Chapter ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts, Advances in Econometrics, Emerald Group Publishing Limited (2006) (2006)

2004

51. 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 A dynamic factor model of the coincident indicators for the US transportation sector, Applied Economics Letters, Taylor & Francis Journals (2004) View citations (5) (2004)
52. Bayesian Reduced Rank Regression in SEMs with Weak Identification
    Econometric Society 2004 Far Eastern Meetings, Econometric Society
53. Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts
    Econometric Society 2004 Australasian Meetings, Econometric Society

2003

54. Cycles in the Transportation Sector and the Aggregate Economy
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (3)
55. Monthly Output Index for the U.S. Transportation Sector
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (11)

2002

56. A note on the double k-class estimator in simultaneous equations
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article A note on the double k-class estimator in simultaneous equations, Journal of Econometrics, Elsevier (2002) (2002)
57. 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

58. 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 (2)
59. 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 An econometric analysis of veterans’ health care utilization using two-part models, Empirical Economics, Springer (2004) View citations (6) (2004)
60. Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (7)
    See also Journal Article Bayesian analysis of nested logit model by Markov chain Monte Carlo, Journal of Econometrics, Elsevier (2002) View citations (16) (2002)
61. 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 View citations (3)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)

1993

62. 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

63. [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

2024

1. Getting the ROC into Sync
   Journal of Business & Economic Statistics, 2024, 42, (1), 109-121 View citations (1)
   See also Working Paper Getting the ROC into Sync, CAMA Working Papers (2022) (2022)
2. Seasonality in U.S. disability applications, labor market, and the pandemic echoes
   Labour Economics, 2024, 87, (C) View citations (1)

2023

3. A tale of two recession-derivative indicators
   Empirical Economics, 2023, 65, (2), 925-947 View citations (2)
4. Are Some Forecasters Really Better than Others? A Note*
   Journal of Money, Credit and Banking, 2023, 55, (2-3), 577-593
5. Estimating the variance of a combined forecast: Bootstrap-based approach
   Journal of Econometrics, 2023, 232, (2), 445-468
   See also Working Paper Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach, CREATES Research Papers (2021) View citations (5) (2021)
6. Inefficiency in social security trust funds forecasts
   Applied Economics Letters, 2023, 30, (10), 1353-1357
   See also Working Paper Inefficiency in Social Security Trust Funds Forecasts, CESifo Working Paper Series (2021) (2021)
7. Predicting binary outcomes based on the pair-copula construction
   Empirical Economics, 2023, 64, (6), 3089-3119
8. ROC and PRC Approaches to Evaluate Recession Forecasts
   Journal of Business Cycle Research, 2023, 19, (2), 119-148
   See also Working Paper ROC and PRC Approaches to Evaluate Recession Forecasts, CESifo Working Paper Series (2023) (2023)

2022

9. 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
10. 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 View citations (2)
    See also Working Paper Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York, CESifo Working Paper Series (2021) (2021)
11. ROC approach to forecasting recessions using daily yield spreads
    Business Economics, 2022, 57, (4), 191-203 View citations (3)

2021

12. Construction of leading economic index for recession prediction using vine copulas
    Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (4), 193-212 View citations (2)
13. 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
14. Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge
    Empirical Economics, 2021, 60, (1), 419-457 View citations (3)
15. Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis
    Econometrics, 2021, 9, (2), 1-14

2020

16. Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS
    Journal of Quantitative Economics, 2020, 18, (3), 495-523 View citations (2)
17. The Nordhaus test with many zeros
    Economics Letters, 2020, 193, (C) View citations (2)
    See also Working Paper The Nordhaus Test with Many Zeros, CESifo Working Paper Series (2020) View citations (2) (2020)
18. 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

19. A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments
    Econometrics, 2019, 7, (3), 1-28
20. Inflation expectations in India: Learning from household tendency surveys
    International Journal of Forecasting, 2019, 35, (3), 980-993 View citations (10)
    See also Working Paper Inflation Expectations in India: Learning from Household Tendency Surveys, Working Papers (2018) View citations (3) (2018)
21. International propagation of shocks: A dynamic factor model using survey forecasts
    International Journal of Forecasting, 2019, 35, (3), 929-947 View citations (8)
    See also Working Paper International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts, Working Papers (2018) View citations (1) (2018)

2018

22. Confidence Bands for ROC Curves With Serially Dependent Data
    Journal of Business & Economic Statistics, 2018, 36, (1), 115-130 View citations (3)
    See also Working Paper Confidence Bands for ROC Curves with Serially Dependent Data, Discussion Papers (2013) View citations (1) (2013)

2017

23. 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 (3)
    See also Working Paper Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS), CESifo Working Paper Series (2016) (2016)
24. 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 (58)
    See also Working Paper Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators, CESifo Working Paper Series (2013) View citations (13) (2013)
25. Online learning and forecast combination in unbalanced panels
    Econometric Reviews, 2017, 36, (1-3), 257-288 View citations (17)

2016

26. A non-linear forecast combination procedure for binary outcomes
    Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (4), 421-440 View citations (1)
    See also Working Paper A Non-linear Forecast Combination Procedure for Binary Outcomes, CESifo Working Paper Series (2015) View citations (2) (2015)
27. Asymptotic variance of Brier (skill) score in the presence of serial correlation
    Economics Letters, 2016, 141, (C), 125-129 View citations (1)
    See also Working Paper Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation, CESifo Working Paper Series (2015) View citations (1) (2015)
28. Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results
    International Econometric Review (IER), 2016, 8, (1), 1-3
29. 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 (25)
    See also Working Paper Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers, Working Papers (2016) View citations (22) (2016)
30. Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors
    Journal of Applied Econometrics, 2016, 31, (7), 1254-1275 View citations (35)
    See also Working Paper Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors, Working Papers (2015) View citations (24) (2015)

2015

31. A further analysis of the conference board’s new Leading Economic Index
    International Journal of Forecasting, 2015, 31, (2), 446-453 View citations (11)
32. Examining the education gradient in chronic illness
    Education Economics, 2015, 23, (6), 735-750 View citations (2)
    See also Working Paper Examining the Education Gradient in Chronic Illness, CESifo Working Paper Series (2012) (2012)
33. Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method
    International Journal of Forecasting, 2015, 31, (1), 51-62 View citations (21)
34. Testing the value of probability forecasts for calibrated combining
    International Journal of Forecasting, 2015, 31, (1), 113-129 View citations (8)
    See also Working Paper Testing the Value of Probability Forecasts for Calibrated Combining, Discussion Papers (2013) (2013)

2014

35. BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD
    Health Economics, 2014, 23, (9), 1013-1035 View citations (11)
    See also Working Paper Birthweight and Academic Achievement in Childhood, CESifo Working Paper Series (2014) View citations (12) (2014)
36. Fetal growth and neurobehavioral outcomes in childhood
    Economics & Human Biology, 2014, 15, (C), 187-200 View citations (6)
    See also Working Paper Fetal Growth and Neurobehavioral Outcomes in Childhood, CESifo Working Paper Series (2014) View citations (6) (2014)
37. Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency
    Managerial and Decision Economics, 2014, 35, (2), 172-187

2013

38. Evaluating probability forecasts for GDP declines using alternative methodologies
    International Journal of Forecasting, 2013, 29, (1), 175-190 View citations (56)
39. Nowcasting US GDP: The role of ISM business surveys
    International Journal of Forecasting, 2013, 29, (4), 644-658 View citations (61)
    See also Working Paper Nowcasting US GDP: The role of ISM Business Surveys, Discussion Papers (2011) View citations (28) (2011)
40. THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN
    Health Economics, 2013, 22, (5), 623-629 View citations (4)
41. The yield spread puzzle and the information content of SPF forecasts
    Economics Letters, 2013, 118, (1), 219-221 View citations (14)
    See also Working Paper The Yield Spread Puzzle and the Information Content of SPF Forecasts, CESifo Working Paper Series (2012) View citations (1) (2012)

2012

42. BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA
    Health Economics, 2012, 21, (9), 1040-1060 View citations (3)
43. Comment
    Journal of Business & Economic Statistics, 2012, 30, (1), 20-25
44. 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 (7)
    See also Working Paper Should Transportation Output be Included as Part of the Coincident Indicators System?, CESifo Working Paper Series (2011) View citations (1) (2011)

2011

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

2010

48. Bayesian forecasting in economics
    International Journal of Forecasting, 2010, 26, (2), 211-215 View citations (2)
49. Learning and heterogeneity in GDP and inflation forecasts
    International Journal of Forecasting, 2010, 26, (2), 265-292 View citations (29)
    See also Working Paper Learning and Heterogeneity in GDP and Inflation Forecasts, Discussion Papers (2009) View citations (2) (2009)
50. Measuring forecast uncertainty by disagreement: The missing link
    Journal of Applied Econometrics, 2010, 25, (4), 514-538 View citations (240)
    See also Working Paper Measuring Forecast Uncertainty by Disagreement: The Missing Link, Discussion Papers (2009) View citations (5) (2009)

2009

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

2008

52. A model of Social Security Disability Insurance using matched SIPP/Administrative data
    Journal of Econometrics, 2008, 145, (1-2), 4-20 View citations (13)
53. Evolution of forecast disagreement in a Bayesian learning model
    Journal of Econometrics, 2008, 144, (2), 325-340 View citations (145)

2007

54. How far ahead can we forecast? Evidence from cross-country surveys
    International Journal of Forecasting, 2007, 23, (2), 167-187 View citations (61)
    See also Working Paper How Far Ahead Can We Forecast? Evidence From Cross-country Surveys, Discussion Papers (2006) View citations (6) (2006)
55. The value of probability forecasts as predictors of cyclical downturns
    Applied Economics Letters, 2007, 14, (1), 11-14 View citations (5)

2006

56. Economic indicators for the US transportation sector
    Transportation Research Part A: Policy and Practice, 2006, 40, (10), 872-887 View citations (7)
57. How quickly do forecasters incorporate news? Evidence from cross-country surveys
    Journal of Applied Econometrics, 2006, 21, (6), 703-725 View citations (74)
    Also in Journal of Applied Econometrics, 2006, 21, (6), 703-725 (2006) View citations (7)
    See also Working Paper How quickly do forecasters incorporate news? Evidence from cross-country surveys, MPRA Paper (2006) View citations (67) (2006)
58. Modelling multi-period inflation uncertainty using a panel of density forecasts
    Journal of Applied Econometrics, 2006, 21, (8), 1199-1219 View citations (39)
    Also in Journal of Applied Econometrics, 2006, 21, (8), 1199-1219 (2006) View citations (5)
    See also Working Paper Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts, Discussion Papers (2006) View citations (18) (2006)
59. Subjective Probability Forecasts for Recessions
    Business Economics, 2006, 41, (2), 26-37 View citations (16)

2005

60. Analysis of Panel Data
    American Journal of Agricultural Economics, 2005, 87, (4), 1093-1095 View citations (100)

2004

61. A dynamic factor model of the coincident indicators for the US transportation sector
    Applied Economics Letters, 2004, 11, (10), 595-600 View citations (5)
    See also Working Paper A dynamic factor model of the coincident indicators for the US transportation sector, MPRA Paper (2004) View citations (5) (2004)
62. An econometric analysis of veterans’ health care utilization using two-part models
    Empirical Economics, 2004, 29, (2), 431-449 View citations (6)
    See also Working Paper An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models, Discussion Papers (2001) (2001)
63. The predictive power of an experimental transportation output index
    Applied Economics Letters, 2004, 11, (3), 149-152 View citations (4)

2002

64. A note on the double k-class estimator in simultaneous equations
    Journal of Econometrics, 2002, 108, (1), 101-111
    See also Working Paper A note on the double k-class estimator in simultaneous equations, MPRA Paper (2002) (2002)
65. Bayesian analysis of nested logit model by Markov chain Monte Carlo
    Journal of Econometrics, 2002, 111, (1), 103-133 View citations (16)
    See also Working Paper Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo, Discussion Papers (2001) View citations (7) (2001)

2001

66. A Structural Model Of Social Security'S Disability Determination Process
    The Review of Economics and Statistics, 2001, 83, (2), 348-361 View citations (27)
67. Introduction
    International Journal of Forecasting, 2001, 17, (3), 329-332 View citations (6)
68. When should we care about consumer sentiment? Evidence from linear and Markov-switching models
    Indian Economic Review, 2001, 36, (1), 153-169 View citations (5)

2000

69. Further consequences of viewing LIML as an iterated Aitken estimator
    Journal of Econometrics, 2000, 98, (2), 187-202 View citations (6)
70. Interest rate spreads as predictors of German inflation and business cycles
    International Journal of Forecasting, 2000, 16, (1), 39-58 View citations (33)
71. MCMC algorithms for two recent Bayesian limited information estimators
    Economics Letters, 2000, 66, (2), 121-126 View citations (3)
72. The effect of smoking on health using a sequential self‐selection model
    Health Economics, 2000, 9, (6), 491-511 View citations (27)

1999

73. ET INTERVIEW: PROFESSOR G.S. MADDALA
    Econometric Theory, 1999, 15, (5), 753-776 View citations (1)
74. Testing for normality in a probit model with double selection
    Economics Letters, 1999, 65, (1), 33-39 View citations (4)

1995

75. A new framework for analyzing survey forecasts using three-dimensional panel data
    Journal of Econometrics, 1995, 68, (1), 205-227 View citations (148)
76. Testing for cointegration: Power versus frequency of observation -- another view
    Economics Letters, 1995, 49, (2), 121-124 View citations (24)

1994

77. 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

78. 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)
79. 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
80. 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

81. 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 (46)
82. A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics
    Empirical Economics, 1992, 17, (1), 141-51 View citations (4)
83. Leading economic indicators: "A leading indicator of inflation based on interest rates"
    International Journal of Forecasting, 1992, 8, (4), 649-650

1990

84. A Macroeconometric Model for Developing Countries
    IMF Staff Papers, 1990, 37, (3), 537-559 View citations (18)
85. A computational algorithm for multiple equation models with panel data
    Economics Letters, 1990, 34, (2), 143-146 View citations (3)
86. 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

87. Dynamics of Asian Savings: The Role of Growth and Age Structure
    IMF Staff Papers, 1989, 36, (1), 228-261 View citations (26)
88. The Estimation and Interpretation of Urban Density Gradients
    Journal of Business & Economic Statistics, 1989, 7, (2), 227-35 View citations (1)

1988

89. A Comparison of Alternative Real Rate Estimates
    Oxford Bulletin of Economics and Statistics, 1988, 50, (3), 303-12 View citations (1)
90. Interest Rates and the Subjective Probability Distribution of Inflation Forecasts
    Journal of Money, Credit and Banking, 1988, 20, (2), 233-48 View citations (64)

1987

91. More Flexible Use of Survey Data on Expectations in Macroeconomic Models
    Journal of Business & Economic Statistics, 1987, 5, (1), 68-76 View citations (3)
92. On the normality of probability distributions of inflation and GNP forecasts
    International Journal of Forecasting, 1987, 3, (2), 269-279 View citations (40)

1985

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

1984

94. A Note on "Selection of Regressors."
    International Economic Review, 1984, 25, (3), 625-29 View citations (5)
95. Price and income elasticities of demand for hospital care free of quality bias
    Economics Letters, 1984, 16, (3-4), 387-392 View citations (1)
96. 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

97. An econometric study on the dynamics of urban spatial structure
    Journal of Urban Economics, 1983, 14, (1), 55-79 View citations (10)
98. Specification Error Analysis with Stochastic Regressors
    Econometrica, 1983, 51, (4), 1209-19 View citations (7)

1981

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

1980

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

1979

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

1978

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

1977

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

1976

112. Inflationary Expectations: Their Formation and Interest Rate Effects
     American Economic Review, 1976, 66, (1), 124-31 View citations (13)

1975

113. 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 View citations (3)

1999

2. Analysis of Panels and Limited Dependent Variable Models
   Cambridge Books, Cambridge University Press View citations (178)

1993

3. Leading Economic Indicators
   Cambridge Books, Cambridge University Press View citations (11)

Chapters

2024

1. Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes
   A chapter in Essays in Honor of Subal Kumbhakar, 2024, vol. 46, pp 25-44

2022

2. Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity*
   A chapter in Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, 2022, vol. 43A, pp 29-50
   See also Working Paper Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2021) (2021)

2013

3. Forecasting Binary Outcomes
   Elsevier View citations (20)
   See also Working Paper Forecasting Binary Outcomes, University at Albany, SUNY, Department of Economics (2012) (2012)

2010

4. Chapter 1 Transportation Services Index (TSI) and Its Characteristics
   A chapter in Transportation Indicators and Business Cycles, 2010, pp 1-37
5. Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy
   A chapter in Transportation Indicators and Business Cycles, 2010, pp 39-56
6. Chapter 3 Leading Indicators for the U.S. Transportation Sector
   A chapter in Transportation Indicators and Business Cycles, 2010, pp 57-81
7. Chapter 4 TSI as a Part of the Coincident Indicators System
   A chapter in Transportation Indicators and Business Cycles, 2010, pp 83-116
8. Chapter 5 Transportation Indicators: Summary and Concluding Remarks
   A chapter in Transportation Indicators and Business Cycles, 2010, pp 117-123
9. Introduction
   A chapter in Transportation Indicators and Business Cycles, 2010, pp ix-xii

2006

10. ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts
    A chapter in Econometric Analysis of Financial and Economic Time Series, 2006, pp 321-363
    See also Working Paper ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts, University Library of Munich, Germany (2005) View citations (10) (2005)