Publications

by members of

Econometric Research Institute
Department of Economics
State University of New York-Albany (SUNY)
Albany, New York (United States)

Working papers

2008

1. Kajal Lahiri & Xuguang Sheng, 2008. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Ifo Working Paper Series Ifo Working Paper No. 60, Ifo Institute for Economic Research at the University of Munich. [Downloadable!]

2004

1. Kajal Lahiri & Jabonn Kim, 2004. "Bayesian Reduced Rank Regression in SEMs with Weak Identification," Econometric Society 2004 Far Eastern Meetings 763, Econometric Society.
2. Fushang Liu & Kajal Lahiri, 2004. "Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts," Econometric Society 2004 Australasian Meetings 329, Econometric Society. [Downloadable!]

2003

1. Kajal Lahiri & Herman O. Stekler & Wenxiong Yao & Peg Young, 2003. "Monthly Output Index for the U.S. Transportation Sector," Discussion Papers 03-12, University at Albany, SUNY, Department of Economics. [Downloadable!]
2. Kajal Lahiri & Wenxiong Yao & Peg Young, 2003. "Cycles in the Transportation Sector and the Aggregate Economy," Discussion Papers 03-14, University at Albany, SUNY, Department of Economics. [Downloadable!]

2000

1. Chuanming Gao & Kajal Lahiri & Bernard Wixon, 2000. "Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process," Econometric Society World Congress 2000 Contributed Papers 0340, Econometric Society. [Downloadable!]
2. Chuanming Gao & Kajal Lahiri, 2000. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometric Society World Congress 2000 Contributed Papers 0230, Econometric Society. [Downloadable!]

1993

1. Kajal Lahiri & Jiazhuo Wang, 1993. "An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter," Discussion Papers 93-10, University at Albany, SUNY, Department of Economics.

1990

1. Kajal Lahiri & Nadeem Ul Haque & Peter Montiel, 1990. "An Econometric Rational Expectations Macroeconomic Model For Developing Countries With Capital Controls," IMF Working Papers 90/11, International Monetary Fund.

Journal articles

2008

1. Lahiri, Kajal & Sheng, Xuguang, 2008. "Evolution of forecast disagreement in a Bayesian learning model," Journal of Econometrics, Elsevier, vol. 144(2), pages 325-340, June. [Downloadable!] (restricted)
2. Lahiri, Kajal & Song, Jae & Wixon, Bernard, 2008. "A model of Social Security Disability Insurance using matched SIPP/Administrative data," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 4-20, July. [Downloadable!] (restricted)

2007

1. Kajal Lahiri & J. George Wang, 2007. "The value of probability forecasts as predictors of cyclical downturns," Applied Economics Letters, Taylor and Francis Journals, vol. 14(1), pages 11-14, January. [Downloadable!] (restricted)
2. Isiklar, Gultekin & Lahiri, Kajal, 2007. "How far ahead can we forecast? Evidence from cross-country surveys," International Journal of Forecasting, Elsevier, vol. 23(2), pages 167-187. [Downloadable!] (restricted)

2006

1. Kajal Lahiri & Gultekin Isiklar & Prakash Loungani, 2006. "How quickly do forecasters incorporate news? Evidence from cross-country surveys," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 703-725. [Downloadable!]
2. Fushang Liu & Kajal Lahiri, 2006. "Modelling multi-period inflation uncertainty using a panel of density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1199-1219. [Downloadable!]
3. Lahiri, Kajal & Yao, Vincent Wenxiong, 2006. "Economic indicators for the US transportation sector," Transportation Research Part A: Policy and Practice, Elsevier, vol. 40(10), pages 872-887, December. [Downloadable!] (restricted)

2004

1. Kajal Lahiri & Wenxiong Yao, 2004. "The predictive power of an experimental transportation output index," Applied Economics Letters, Taylor and Francis Journals, vol. 11(3), pages 149-152, February. [Downloadable!] (restricted)
2. Kajal Lahiri & Guibo Xing, 2004. "An econometric analysis of veterans’ health care utilization using two-part models," Empirical Economics, Springer, vol. 29(2), pages 431-449, 05. [Downloadable!] (restricted)
3. Kajal Lahiri & Wenxiong Yao, 2004. "A dynamic factor model of the coincident indicators for the US transportation sector," Applied Economics Letters, Taylor and Francis Journals, vol. 11(10), pages 595-600, August. [Downloadable!] (restricted)

2002

1. Lahiri, Kajal & Gao, Jian, 2002. "Bayesian analysis of nested logit model by Markov chain Monte Carlo," Journal of Econometrics, Elsevier, vol. 111(1), pages 103-133, November. [Downloadable!] (restricted)
2. Gao, Chuanming & Lahiri, Kajal, 2002. "A note on the double k-class estimator in simultaneous equations," Journal of Econometrics, Elsevier, vol. 108(1), pages 101-111, May. [Downloadable!] (restricted)

2001

1. Kajal Lahiri, 2001. "Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.)," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 36(1), pages 311, January.
2. Detelina Ivanova & Kajal Lahiri, 2001. "When should we care about consumer sentiment? Evidence from linear and Markov-switching models," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 36(1), pages 153-169, January.
3. Jianting Hu & Kajal Lahiri & Denton R. Vaughan & Bernard Wixon, 2001. "A Structural Model Of Social Security'S Disability Determination Process," The Review of Economics and Statistics, MIT Press, vol. 83(2), pages 348-361, May. [Downloadable!] (restricted)
4. Holden, Ken & Klein, Philip A. & Lahiri, Kajal, 2001. "Introduction," International Journal of Forecasting, Elsevier, vol. 17(3), pages 329-332. [Downloadable!] (restricted)

2000

1. Kajal Lahiri & Jae G. Song, 2000. "The effect of smoking on health using a sequential self-selection model," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 491-511.
2. Gao, Chuanming & Lahiri, Kajal, 2000. "MCMC algorithms for two recent Bayesian limited information estimators," Economics Letters, Elsevier, vol. 66(2), pages 121-126, February. [Downloadable!] (restricted)
3. Ivanova, Detelina & Lahiri, Kajal & Seitz, Franz, 2000. "Interest rate spreads as predictors of German inflation and business cycles," International Journal of Forecasting, Elsevier, vol. 16(1), pages 39-58. [Downloadable!] (restricted)
4. Gao, Chuanming & Lahiri, Kajal, 2000. "Further consequences of viewing LIML as an iterated Aitken estimator," Journal of Econometrics, Elsevier, vol. 98(2), pages 187-202, October. [Downloadable!] (restricted)

1999

1. Lahiri, Kajal & Phillips, Peter C.B., 1999. "Obituary," Econometric Theory, Cambridge University Press, vol. 15(04), pages 639-641, August. [Downloadable!]
2. Lahiri, Kajal, 1999. "Et Interview: Professor G.S. Maddala," Econometric Theory, Cambridge University Press, vol. 15(05), pages 753-776, October. [Downloadable!]
3. Lahiri, Kajal & Song, Jae G., 1999. "Testing for normality in a probit model with double selection," Economics Letters, Elsevier, vol. 65(1), pages 33-39, October. [Downloadable!] (restricted)

1995

1. Davies, Anthony & Lahiri, Kajal, 1995. "A new framework for analyzing survey forecasts using three-dimensional panel data," Journal of Econometrics, Elsevier, vol. 68(1), pages 205-227, July. [Downloadable!] (restricted)
2. Lahiri, Kajal & Mamingi, Nlandu, 1995. "Testing for cointegration: Power versus frequency of observation -- another view," Economics Letters, Elsevier, vol. 49(2), pages 121-124, August. [Downloadable!] (restricted)

1993

1. Kinal, T & Lahiri, K, 1993. "On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(1), pages 81-92, Jan.-Marc. [Downloadable!] (restricted)
2. Haque, Nadeem U. & Lahiri, Kajal & Montiel, Peter, 1993. "Estimation of a macroeconomic model with rational expectations and capital controls for developing countries," Journal of Development Economics, Elsevier, vol. 42(2), pages 337-356, December. [Downloadable!] (restricted)

1992

1. Lahiri, Kajal, 1992. "Leading economic indicators: "A leading indicator of inflation based on interest rates"," International Journal of Forecasting, Elsevier, vol. 8(4), pages 649-650, December. [Downloadable!] (restricted)
2. Dasgupta, Susmita & Lahiri, Kajal, 1992. "A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 391-400, October.
3. Johnson, Steven C & Lahiri, Kajal, 1992. "A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics," Empirical Economics, Springer, vol. 17(1), pages 141-51.

1990

1. Kinal, Terrence & Lahiri, Kajal, 1990. "A computational algorithm for multiple equation models with panel data," Economics Letters, Elsevier, vol. 34(2), pages 143-146, October. [Downloadable!] (restricted)
2. Lahiri, Kajal, 1990. "Optimal control, expectations and uncertainty : Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244," International Journal of Forecasting, Elsevier, vol. 6(2), pages 255-256, July. [Downloadable!] (restricted)

1989

1. Kajal Lahiri & T. S. Chun, 1989. "Some Tests For Unbiasedness In The Long Run Using Survey Data," International Economic Journal, Korean International Economic Association, vol. 3(2), pages 27-42, June. [Downloadable!] (restricted)
2. Lahiri, Kajal & Lankford, R Hamilton & Numrich, Richard P, 1989. "The Estimation and Interpretation of Urban Density Gradients," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(2), pages 227-35, April.

1988

1. Lahiri, Kajal & Teigland, Christie & Zaporowski, Mark, 1988. "Interest Rates and the Subjective Probability Distribution of Inflation Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(2), pages 233-48, May. [Downloadable!] (restricted)
2. Lahiri, Kajal & Zaporowski, Mark, 1988. "A Comparison of Alternative Real Rate Estimates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(3), pages 303-12, August.

1987

1. Lahiri, Kajal & Zaporowski, Mark, 1987. "More Flexible Use of Survey Data on Expectations in Macroeconomic Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(1), pages 68-76, January.
2. Lahiri, Kajal & Teigland, Christie, 1987. "On the normality of probability distributions of inflation and GNP forecasts," International Journal of Forecasting, Elsevier, vol. 3(2), pages 269-279. [Downloadable!] (restricted)

1985

1. Kinal, Terrence & Lahiri, Kajal, 1985. "On the distribution function of various model selection criteria with stochastic regressors," Economics Letters, Elsevier, vol. 17(1-2), pages 97-101. [Downloadable!] (restricted)

1984

1. Kinkley, Chu-Chu & Lahiri, Kajal, 1984. "Testing the rational expectations hypothesis in a secondary materials market," Journal of Environmental Economics and Management, Elsevier, vol. 11(3), pages 282-291, September. [Downloadable!] (restricted)
2. Atri, Said & Lahiri, Kajal, 1984. "Price and income elasticities of demand for hospital care free of quality bias," Economics Letters, Elsevier, vol. 16(3-4), pages 387-392. [Downloadable!] (restricted)
3. Kinal, Terrence & Lahiri, Kajal, 1984. "A Note on "Selection of Regressors."," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(3), pages 625-29, October. [Downloadable!] (restricted)

1983

1. Kinal, Terrence & Lahiri, Kajal, 1983. "Specification Error Analysis with Stochastic Regressors," Econometrica, Econometric Society, vol. 51(4), pages 1209-19, July. [Downloadable!] (restricted)
2. Lahiri, Kajal & Numrich, Richard P., 1983. "An econometric study on the dynamics of urban spatial structure," Journal of Urban Economics, Elsevier, vol. 14(1), pages 55-79, July. [Downloadable!] (restricted)

1981

1. Lahiri, Kajal & Egy, Daniel, 1981. "Joint estimation and testing for functional form and heteroskedasticity," Journal of Econometrics, Elsevier, vol. 15(2), pages 299-307, February. [Downloadable!] (restricted)
2. Fishe, Raymond P. H. & Lahiri, Kajal, 1981. "On the estimation of inflationary expectations from qualitative responses," Journal of Econometrics, Elsevier, vol. 16(1), pages 89-102, May. [Downloadable!] (restricted)
3. Kinal, Terrence & Lahiri, Kajal, 1981. "Exact sampling distribution of the omitted variable estimator," Economics Letters, Elsevier, vol. 8(2), pages 121-127. [Downloadable!] (restricted)
4. Lahiri, K & Lee, Y H, 1981. "An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis," Empirical Economics, Springer, vol. 6(2), pages 111-27.

1980

1. Gelfand, J & Lahiri, K & Osborne, T, 1980. "Government Policy Dynamics in Structural and Reduced Form Estimation," Empirical Economics, Springer, vol. 5(3/4), pages 205-17.
2. Lahiri, Kajal, 1980. "Rational expectations and the Short-Run Phillips Curve reply and further results," Journal of Macroeconomics, Elsevier, vol. 2(2), pages 187-192. [Downloadable!] (restricted)
3. Gill, Gurmukh & Lahiri, Kajal, 1980. "An econometric model of wastepaper recycling in the USA," Resources Policy, Elsevier, vol. 6(4), pages 320-325, December. [Downloadable!] (restricted)

1979

1. Lahiri, Kajal, 1979. "On the constancy of real interest rates," Economics Letters, Elsevier, vol. 3(1), pages 45-48. [Downloadable!] (restricted)
2. Egy, Daniel & Lahiri, Kajal, 1979. "On maximum likelihood estimation of functional form and heteroskedasticity," Economics Letters, Elsevier, vol. 2(2), pages 155-159. [Downloadable!] (restricted)
3. Lahiri, Kajal & Lee, Jung Soo, 1979. "Rational expectations and the short-run Phillips curves," Journal of Macroeconomics, Elsevier, vol. 1(2), pages 167-190. [Downloadable!] (restricted)

1978

1. Lahiri, Kajal & Schmidt, Peter, 1978. "On the Estimation of Triangular Structural Systems," Econometrica, Econometric Society, vol. 46(5), pages 1217-21, September. [Downloadable!] (restricted)
2. Lahiri, Kajal, 1978. "A note on a theorem by Professor Chow," Economics Letters, Elsevier, vol. 1(2), pages 125-127. [Downloadable!] (restricted)

1977

1. Lahiri, Kajal, 1977. "A joint study of expectations formation and the shifting Phillips curve," Journal of Monetary Economics, Elsevier, vol. 3(3), pages 347-357, July. [Downloadable!] (restricted)

1976

1. Lahiri, Kajal, 1976. "Inflationary Expectations: Their Formation and Interest Rate Effects," American Economic Review, American Economic Association, vol. 66(1), pages 124-31, March. [Downloadable!] (restricted)

1975

1. Lahiri, Kajal, 1975. "Multiperiod Predictions in Dynamic Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(3), pages 699-711, October. [Downloadable!] (restricted)

This page was last updated on 2009-12-2.