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Publications

by members of

University at Albany, State University of New York (SUNY) → Department of Economics → Econometric Research Institute

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2024

  1. Conrad, Christian & Lahiri, Kajal, 2024, "Heterogeneous Expectations among Professional Forecasters," Working Papers, University of Heidelberg, Department of Economics, number 0754, Oct.

2023

  1. Kajal Lahiri & Cheng Yang, 2023, "ROC and PRC Approaches to Evaluate Recession Forecasts," CESifo Working Paper Series, CESifo, number 10449.

2022

  1. Liu Yang & Kajal Lahiri & Adrian Pagan, 2022, "Getting the ROC into Sync," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-01, Jan.

2021

  1. Ulrich Hounyo & Kajal Lahiri, 2021, "Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-14, Sep.
  2. Kajal Lahiri & Cheng Yang, 2021, "Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York," CESifo Working Paper Series, CESifo, number 9365.
  3. Kajal Lahiri & Junyan Zhang & Yongchen Zhao, 2021, "Inefficiency in Social Security Trust Funds Forecasts," CESifo Working Paper Series, CESifo, number 9415.

2020

  1. Kajal Lahiri & Yongchen Zhao, 2020, "The Nordhaus Test with Many Zeros," CESifo Working Paper Series, CESifo, number 8350.

2019

  1. Kajal Lahiri & Wuwei Wang, 2019, "Estimating macroeconomic uncertainty and discord using info-metrics," CESifo Working Paper Series, CESifo, number 7674.

2018

  1. Abhiman Das & Kajal Lahiri & Yongchen Zhao, 2018, "Inflation Expectations in India: Learning from Household Tendency Surveys," Working Papers, Towson University, Department of Economics, number 2018-03, Aug, revised Aug 2018.
  2. Kajal Lahiri & Yongchen Zhao, 2018, "International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts," Working Papers, Towson University, Department of Economics, number 2018-04, Sep, revised Sep 2018.

2017

  1. Kajal Lahiri & Zhongwen Liang & Huaming Peng, 2017, "The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends," CESifo Working Paper Series, CESifo, number 6313.

2016

  1. Pinka Chatterji & Heesoo Joo & Kajal Lahiri, 2016, "Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS)," CESifo Working Paper Series, CESifo, number 5832.
  2. Kajal Lahiri & Yongchen Zhao, 2016, "Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers," Working Papers, Towson University, Department of Economics, number 2016-14, Jul, revised Jul 2016.

2015

  1. Kajal Lahiri & Liu Yang, 2015, "A Non-linear Forecast Combination Procedure for Binary Outcomes," CESifo Working Paper Series, CESifo, number 5175.
  2. Kajal Lahiri & Liu Yang, 2015, "Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation," CESifo Working Paper Series, CESifo, number 5290.
  3. Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2015, "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series, CESifo, number 5468.
  4. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2015, "Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors," Working Papers, Towson University, Department of Economics, number 2015-02, Jul, revised Jul 2015.

2014

  1. Pinka Chatterji & Dohyung Kim & Kajal Lahiri, 2014, "Birthweight and Academic Achievement in Childhood," CESifo Working Paper Series, CESifo, number 4786.
  2. Pinka Chatterji & Dohyung Kim & Kajal Lahiri, 2014, "Fetal Growth and Neurobehavioral Outcomes in Childhood," CESifo Working Paper Series, CESifo, number 4998.

2013

  1. Souvik Banerjee & Pinka Chatterji & Kajal Lahiri, 2013, "Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators," CESifo Working Paper Series, CESifo, number 4260.
  2. Kajal Lahiri & Huaming Peng & Yongchen Zhao, 2013, "Machine Learning and Forecast Combination in Incomplete Panels," Discussion Papers, University at Albany, SUNY, Department of Economics, number 13-01.
  3. Kajal Lahiri & Huaming Peng & Yongchen Zhao, 2013, "Testing the Value of Probability Forecasts for Calibrated Combining," Discussion Papers, University at Albany, SUNY, Department of Economics, number 13-02.
  4. Kajal Lahiri & Liu Yang, 2013, "Confidence Bands for ROC Curves with Serially Dependent Data," Discussion Papers, University at Albany, SUNY, Department of Economics, number 13-07.
  5. Kajal Lahiri & Yongchen Zhao, 2013, "Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited," Discussion Papers, University at Albany, SUNY, Department of Economics, number 13-08.
  6. Kajal Lahiri & Yongchen Zhao, 2013, "Determinants of Consumer Sentiment: Evidence from Household Survey Data," Discussion Papers, University at Albany, SUNY, Department of Economics, number 13-12.
  7. removed, 2013, "removed," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 13/24, Jul.

2012

  1. Pinka Chatterji & Heesoo Joo & Kajal Lahiri, 2012, "Examining the Education Gradient in Chronic Illness," CESifo Working Paper Series, CESifo, number 3892.
  2. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012, "The Yield Spread Puzzle and the Information Content of SPF Forecasts," CESifo Working Paper Series, CESifo, number 3949.
  3. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012, "Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys," Discussion Papers, University at Albany, SUNY, Department of Economics, number 12-02.
  4. Kajal Lahiri & Liu Yang, 2012, "Forecasting Binary Outcomes," Discussion Papers, University at Albany, SUNY, Department of Economics, number 12-09.
  5. Kajal Lahiri, 2012, "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, number 12-10.

2011

  1. Pinka Chatterji & Heesoo Joo & Kajal Lahiri, 2011, "Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics," CESifo Working Paper Series, CESifo, number 3448.
  2. Kajal Lahiri & Wenxiong Yao, 2011, "Should Transportation Output be Included as Part of the Coincident Indicators System?," CESifo Working Paper Series, CESifo, number 3477.
  3. Pinka Chatterji & Kajal Lahiri & Jingya Song, 2011, "The Dynamics of Income-related Health Inequality among US Children," CESifo Working Paper Series, CESifo, number 3572.
  4. Kajal Lahiri & George Monokroussos, 2011, "Nowcasting US GDP: The role of ISM Business Surveys," Discussion Papers, University at Albany, SUNY, Department of Economics, number 11-01.
  5. Chatterji, P & Joo, H & Lahiri, K, 2011, "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, number 11/11, Jul.

2010

  1. Pinka Chatterji & Heesoo Joo & Kajal Lahiri, 2010, "Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases," NBER Working Papers, National Bureau of Economic Research, Inc, number 16578, Dec.
  2. Kajal Lahiri & Gultekin Isiklar, 2010, "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers, University at Albany, SUNY, Department of Economics, number 10-06.
  3. Kajal Lahiri & Antony Davies & Xuguang Sheng, 2010, "Analyzing Three-Dimensional Panel Data of Forecasts," Discussion Papers, University at Albany, SUNY, Department of Economics, number 10-07.
  4. Kajal Lahiri, 2010, "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, number 10-08.

2009

  1. Biswa N. Bhattacharyay & Dennis Dlugosch & Benedikt Kolb & Kajal Lahiri & Irshat Mukhametov & Gernot Nerb, 2009, "Early Warning System for Economic and Financial Risks in Kazakhstan," CESifo Working Paper Series, CESifo, number 2832.
  2. Kajal Lahiri & Fushang Liu, 2009, "On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions," Discussion Papers, University at Albany, SUNY, Department of Economics, number 09-03.
  3. Kajal Lahiri & Xuguang Sheng, 2009, "Learning and Heterogeneity in GDP and Inflation Forecasts," Discussion Papers, University at Albany, SUNY, Department of Economics, number 09-05.

2008

  1. Kajal Lahiri & Xuguang Sheng, 2008, "Measuring Forecast Uncertainty by Disagreement: The Missing Link," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 60.

2007

  1. Lahiri, Kajal & Pulungan, Zulkarnain, 2007, "Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons," MPRA Paper, University Library of Munich, Germany, number 21694.

2006

  1. Kajal Lahiri & Zulkarnain Pulungan, 2006, "Health Inequality and Its Determinants in New York," Discussion Papers, University at Albany, SUNY, Department of Economics, number 06-03.
  2. Kajal Lahiri & Gultekin Isiklar, 2006, "How Far Ahead Can We Forecast? Evidence From Cross-country Surveys," Discussion Papers, University at Albany, SUNY, Department of Economics, number 06-04.
  3. Kajal Lahiri & Fushang Liu, 2006, "Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts," Discussion Papers, University at Albany, SUNY, Department of Economics, number 06-05.
  4. Isiklar, Gultekin & Lahiri, Kajal & Loungani, Prakash, 2006, "How quickly do forecasters incorporate news? Evidence from cross-country surveys," MPRA Paper, University Library of Munich, Germany, number 22065.

2005

  1. Lahiri, Kajal & Liu, Fushang, 2005, "ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts," MPRA Paper, University Library of Munich, Germany, number 21693.

2004

  1. Fushang Liu & Kajal Lahiri, 2004, "Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts," Econometric Society 2004 Australasian Meetings, Econometric Society, number 329, Aug.
  2. Kajal Lahiri & Jabonn Kim, 2004, "Bayesian Reduced Rank Regression in SEMs with Weak Identification," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 763, Aug.
  3. Lahiri, Kajal & Yao, Wenxiong, 2004, "A dynamic factor model of the coincident indicators for the US transportation sector," MPRA Paper, University Library of Munich, Germany, number 22360, Aug.

2003

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

2002

  1. Kajal Lahiri & Guibo Xing, 2002, "An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services," Discussion Papers, University at Albany, SUNY, Department of Economics, number 02-01.
  2. Lahiri, Kajal & Gao, Chuanming, 2002, "A note on the double k-class estimator in simultaneous equations," MPRA Paper, University Library of Munich, Germany, number 22323.

2001

  1. Kajal Lahiri & Guibo Xing, 2001, "An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models," Discussion Papers, University at Albany, SUNY, Department of Economics, number 01-13.
  2. Kajal Lahiri & Jian Gao, 2001, "Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo," Discussion Papers, University at Albany, SUNY, Department of Economics, number 01-14.

2000

  1. 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, Econometric Society, number 0230, Aug.
  2. 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, Econometric Society, number 0340, Aug.

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, University at Albany, SUNY, Department of Economics, number 93-10.

1982

  1. Lehment, Harmen, 1982, "[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, number 28645.

Journal articles

2024

  1. Lahiri, Kajal & Yin, Yimeng, 2024, "Seasonality in U.S. disability applications, labor market, and the pandemic echoes," Labour Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.labeco.2024.102510.
  2. Liu Yang & Kajal Lahiri & Adrian Pagan, 2024, "Getting the ROC into Sync," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 1, pages 109-121, January, DOI: 10.1080/07350015.2022.2154778.
    • Liu Yang & Kajal Lahiri & Adrian Pagan, 2022, "Getting the ROC into Sync," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-01, Jan.

2023

  1. Hounyo, Ulrich & Lahiri, Kajal, 2023, "Estimating the variance of a combined forecast: Bootstrap-based approach," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 445-468, DOI: 10.1016/j.jeconom.2021.09.011.
  2. Kajal Lahiri & Liu Yang, 2023, "Predicting binary outcomes based on the pair-copula construction," Empirical Economics, Springer, volume 64, issue 6, pages 3089-3119, June, DOI: 10.1007/s00181-023-02418-6.
  3. Kajal Lahiri & Cheng Yang, 2023, "A tale of two recession-derivative indicators," Empirical Economics, Springer, volume 65, issue 2, pages 925-947, August, DOI: 10.1007/s00181-023-02361-6.
  4. Kajal Lahiri & Cheng Yang, 2023, "ROC and PRC Approaches to Evaluate Recession Forecasts," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 2, pages 119-148, September, DOI: 10.1007/s41549-023-00082-4.
  5. Kajal Lahiri & Junyan Zhang & Yongchen Zhao, 2023, "Inefficiency in social security trust funds forecasts," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 10, pages 1353-1357, June, DOI: 10.1080/13504851.2022.2053649.
  6. Ulrich Hounyo & Kajal Lahiri, 2023, "Are Some Forecasters Really Better than Others? A Note," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 2-3, pages 577-593, March, DOI: 10.1111/jmcb.12925.

2022

  1. Lahiri, Kajal & Yang, Cheng, 2022, "Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York," International Journal of Forecasting, Elsevier, volume 38, issue 2, pages 545-566, DOI: 10.1016/j.ijforecast.2021.10.005.
  2. Kajal Lahiri & Cheng Yang, 2022, "ROC approach to forecasting recessions using daily yield spreads," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 57, issue 4, pages 191-203, October, DOI: 10.1057/s11369-022-00287-y.
  3. Jihye Kim & Kajal Lahiri, 2022, "American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study," Journal of Human Capital, University of Chicago Press, volume 16, issue 1, pages 1-46, DOI: 10.1086/717545.

2021

  1. Lahiri Kajal & Yang Liu, 2021, "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 4, pages 193-212, September, DOI: 10.1515/snde-2019-0033.
  2. Kajal Lahiri & Zulkarnain Pulungan, 2021, "Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis," Econometrics, MDPI, volume 9, issue 2, pages 1-14, May.
  3. Kajal Lahiri & Jianting Hu, 2021, "Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge," Empirical Economics, Springer, volume 60, issue 1, pages 419-457, January, DOI: 10.1007/s00181-020-01943-y.
  4. Kajal Lahiri & Liu Yang, 2021, "Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 83, issue 2, pages 207-243, November, DOI: 10.1007/s13571-020-00232-z.

2020

  1. Lahiri, Kajal & Zhao, Yongchen, 2020, "The Nordhaus test with many zeros," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109308.
  2. Kajal Lahiri & Chuanming Gao & Bernard Wixon, 2020, "Value of Sample Separation Information in a Sequential Probit Model," Arthaniti: Journal of Economic Theory and Practice, , volume 19, issue 2, pages 151-176, December, DOI: 10.1177/0976747919900040.
  3. Kajal Lahiri & Xian Li, 2020, "Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 3, pages 495-523, September, DOI: 10.1007/s40953-020-00196-x.

2019

  1. Lahiri, Kajal & Zhao, Yongchen, 2019, "International propagation of shocks: A dynamic factor model using survey forecasts," International Journal of Forecasting, Elsevier, volume 35, issue 3, pages 929-947, DOI: 10.1016/j.ijforecast.2019.04.002.
  2. Das, Abhiman & Lahiri, Kajal & Zhao, Yongchen, 2019, "Inflation expectations in India: Learning from household tendency surveys," International Journal of Forecasting, Elsevier, volume 35, issue 3, pages 980-993, DOI: 10.1016/j.ijforecast.2019.03.007.
  3. Chuanming Gao & Kajal Lahiri, 2019, "A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometrics, MDPI, volume 7, issue 3, pages 1-28, July.

2018

  1. Kajal Lahiri & Liu Yang, 2018, "Confidence Bands for ROC Curves With Serially Dependent Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 1, pages 115-130, January, DOI: 10.1080/07350015.2015.1073593.

2017

  1. Chatterji, Pinka & Joo, Heesoo & Lahiri, Kajal, 2017, "Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS)," The Journal of the Economics of Ageing, Elsevier, volume 9, issue C, pages 100-110, DOI: 10.1016/j.jeoa.2016.08.005.
  2. Kajal Lahiri & Huaming Peng & Yongchen Zhao, 2017, "Online learning and forecast combination in unbalanced panels," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 257-288, March, DOI: 10.1080/07474938.2015.1114550.
  3. Souvik Banerjee & Pinka Chatterji & Kajal Lahiri, 2017, "Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators," Health Economics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 184-205, February, DOI: 10.1002/hec.3286.

2016

  1. Lahiri Kajal & Yang Liu, 2016, "A non-linear forecast combination procedure for binary outcomes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 421-440, September, DOI: 10.1515/snde-2014-0054.
  2. Lahiri, Kajal & Yang, Liu, 2016, "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, volume 141, issue C, pages 125-129, DOI: 10.1016/j.econlet.2015.09.022.
  3. Kajal Lahiri, 2016, "Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results," International Econometric Review (IER), Economic Research Association, volume 8, issue 1, pages 1-3, April.
  4. Kajal Lahiri & Yongchen Zhao, 2016, "Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 12, issue 2, pages 187-215, December, DOI: 10.1007/s41549-016-0010-5.
  5. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2016, "Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1254-1275, November.

2015

  1. Lahiri, Kajal & Peng, Huaming & Zhao, Yongchen, 2015, "Testing the value of probability forecasts for calibrated combining," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 113-129, DOI: 10.1016/j.ijforecast.2014.03.005.
  2. Lahiri, Kajal & Zhao, Yongchen, 2015, "Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 51-62, DOI: 10.1016/j.ijforecast.2014.06.003.
  3. Lahiri, Kajal & Yang, Liu, 2015, "A further analysis of the conference board’s new Leading Economic Index," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 446-453, DOI: 10.1016/j.ijforecast.2014.12.006.
  4. Pinka Chatterji & Heesoo Joo & Kajal Lahiri, 2015, "Examining the education gradient in chronic illness," Education Economics, Taylor & Francis Journals, volume 23, issue 6, pages 735-750, December, DOI: 10.1080/09645292.2014.944858.

2014

  1. Chatterji, Pinka & Lahiri, Kajal & Kim, Dohyung, 2014, "Fetal growth and neurobehavioral outcomes in childhood," Economics & Human Biology, Elsevier, volume 15, issue C, pages 187-200, DOI: 10.1016/j.ehb.2014.09.002.
  2. Pinka Chatterji & Dohyung Kim & Kajal Lahiri, 2014, "Birth Weight And Academic Achievement In Childhood," Health Economics, John Wiley & Sons, Ltd., volume 23, issue 9, pages 1013-1035, September, DOI: 10.1002/hec.3074.
  3. Kajal Lahiri & Hany A. Shawky & Yongchen Zhao, 2014, "Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 35, issue 2, pages 172-187, March.

2013

  1. Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013, "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, volume 118, issue 1, pages 219-221, DOI: 10.1016/j.econlet.2012.10.022.
  2. Lahiri, Kajal & Wang, J. George, 2013, "Evaluating probability forecasts for GDP declines using alternative methodologies," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 175-190, DOI: 10.1016/j.ijforecast.2012.07.004.
  3. Lahiri, Kajal & Monokroussos, George, 2013, "Nowcasting US GDP: The role of ISM business surveys," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 644-658, DOI: 10.1016/j.ijforecast.2012.02.010.
  4. Pinka Chatterji & Kajal Lahiri & Jingya Song, 2013, "The Dynamics Of Income‐Related Health Inequality Among American Children," Health Economics, John Wiley & Sons, Ltd., volume 22, issue 5, pages 623-629, May, DOI: 10.1002/hec.2823.

2012

  1. Kajal Lahiri & Wenxiong Yao, 2012, "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, volume 2012, issue 1, pages 1-24, DOI: 10.1787/jbcma-2012-5k9bdtjzj45j.
  2. Kajal Lahiri, 2012, "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 20-25, DOI: 10.1080/07350015.2012.634342.
  3. Pinka Chatterji & Heesoo Joo & Kajal Lahiri, 2012, "Beware Of Being Unaware: Racial/Ethnic Disparities In Chronic Illness In The Usa," Health Economics, John Wiley & Sons, Ltd., volume 21, issue 9, pages 1040-1060, September, DOI: 10.1002/hec.2856.

2011

  1. Efthymios G. Tsionas & William Greene & Kajal Lahiri, 2011, "Advances in Applied Econometrics," Journal of Probability and Statistics, Hindawi, volume 2011, pages 1-2, February, DOI: 10.1155/2011/978530.
  2. John E Silvia, 2011, "Kajal Lahiri, Transportation Indicators and Business Cycles," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 46, issue 4, pages 260-261, October.
  3. Kajal Lahiri, 2011, "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 20-25, July, DOI: 10.1080/07350015.2012.634342.

2010

  1. Lahiri, Kajal & Martin, Gael, 2010, "Bayesian forecasting in economics," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 211-215, April.
  2. Lahiri, Kajal & Sheng, Xuguang, 2010, "Learning and heterogeneity in GDP and inflation forecasts," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 265-292, April.
  3. Kajal Lahiri & Xuguang Sheng, 2010, "Measuring forecast uncertainty by disagreement: The missing link," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 514-538, DOI: 10.1002/jae.1167.

2009

  1. Lahiri, Kajal, 2009, "Comments on "Forecasting economic and financial variables with global VARs"," International Journal of Forecasting, Elsevier, volume 25, issue 4, pages 689-692, October.

2008

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

2007

  1. Isiklar, Gultekin & Lahiri, Kajal, 2007, "How far ahead can we forecast? Evidence from cross-country surveys," International Journal of Forecasting, Elsevier, volume 23, issue 2, pages 167-187.
  2. Kajal Lahiri & J. George Wang, 2007, "The value of probability forecasts as predictors of cyclical downturns," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 1, pages 11-14, DOI: 10.1080/13504850500425386.

2006

  1. Lahiri, Kajal & Yao, Vincent Wenxiong, 2006, "Economic indicators for the US transportation sector," Transportation Research Part A: Policy and Practice, Elsevier, volume 40, issue 10, pages 872-887, December.
  2. 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., volume 21, issue 6, pages 703-725, DOI: 10.1002/jae.886.
  3. Fushang Liu & Kajal Lahiri, 2006, "Modelling multi-period inflation uncertainty using a panel of density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 8, pages 1199-1219, DOI: 10.1002/jae.880.
  4. Kajal Lahiri & J George Wang, 2006, "Subjective Probability Forecasts for Recessions," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 41, issue 2, pages 26-37, April.

2005

  1. Kajal Lahiri, 2005, "Analysis of Panel Data," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 87, issue 4, pages 1093-1095.

2004

  1. Kajal Lahiri & Guibo Xing, 2004, "An econometric analysis of veterans’ health care utilization using two-part models," Empirical Economics, Springer, volume 29, issue 2, pages 431-449, May, DOI: 10.1007/s00181-003-0178-0.
  2. Kajal Lahiri & Wenxiong Yao, 2004, "A dynamic factor model of the coincident indicators for the US transportation sector," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 10, pages 595-600, DOI: 10.1080/1350485042000271125.
  3. Kajal Lahiri & Wenxiong Yao, 2004, "The predictive power of an experimental transportation output index," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 3, pages 149-152, DOI: 10.1080/1350485042000203751.

2002

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

2001

  1. 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, volume 36, issue 1, pages 153-169, January.
  2. Kajal Lahiri, 2001, "Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.)," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 36, issue 1, pages 311-311, January.
  3. Holden, Ken & Klein, Philip A. & Lahiri, Kajal, 2001, "Introduction," International Journal of Forecasting, Elsevier, volume 17, issue 3, pages 329-332.
  4. 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, volume 83, issue 2, pages 348-361, May.

2000

  1. Gao, Chuanming & Lahiri, Kajal, 2000, "MCMC algorithms for two recent Bayesian limited information estimators," Economics Letters, Elsevier, volume 66, issue 2, pages 121-126, February.
  2. Gao, Chuanming & Lahiri, Kajal, 2000, "Further consequences of viewing LIML as an iterated Aitken estimator," Journal of Econometrics, Elsevier, volume 98, issue 2, pages 187-202, October.
  3. Ivanova, Detelina & Lahiri, Kajal & Seitz, Franz, 2000, "Interest rate spreads as predictors of German inflation and business cycles," International Journal of Forecasting, Elsevier, volume 16, issue 1, pages 39-58.
  4. Kajal Lahiri & Jae G. Song, 2000, "The effect of smoking on health using a sequential self‐selection model," Health Economics, John Wiley & Sons, Ltd., volume 9, issue 6, pages 491-511, September, DOI: 10.1002/1099-1050(200009)9:6<491::A.

1999

  1. Lahiri, Kajal, 1999, "Et Interview: Professor G.S. Maddala," Econometric Theory, Cambridge University Press, volume 15, issue 5, pages 753-776, October.
  2. Lahiri, Kajal & Song, Jae G., 1999, "Testing for normality in a probit model with double selection," Economics Letters, Elsevier, volume 65, issue 1, pages 33-39, October.

1995

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

1994

  1. Nazmi, Nader, 1994, "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, Elsevier, volume 10, issue 2, pages 382-385, September.

1993

  1. 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, volume 42, issue 2, pages 337-356, December.
  2. Holden, Kenneth, 1993, "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, Elsevier, volume 9, issue 2, pages 271-272, August.
  3. 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., volume 8, issue 1, pages 81-92, Jan.-Marc.

1992

  1. 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, volume 10, issue 4, pages 391-400, October.
  2. Lahiri, Kajal, 1992, "Leading economic indicators: "A leading indicator of inflation based on interest rates"," International Journal of Forecasting, Elsevier, volume 8, issue 4, pages 649-650, December.
  3. Johnson, Steven C & Lahiri, Kajal, 1992, "A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics," Empirical Economics, Springer, volume 17, issue 1, pages 141-151.

1990

  1. Kinal, Terrence & Lahiri, Kajal, 1990, "A computational algorithm for multiple equation models with panel data," Economics Letters, Elsevier, volume 34, issue 2, pages 143-146, October.
  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, volume 6, issue 2, pages 255-256, July.
  3. Nadeem U. Haque & Kajal Lahiri & Peter J. Montiel, 1990, "A Macroeconometric Model for Developing Countries," IMF Staff Papers, Palgrave Macmillan, volume 37, issue 3, pages 537-559, September.

1989

  1. 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, volume 7, issue 2, pages 227-235, April.
  2. Ashok K. Lahiri, 1989, "Dynamics of Asian Savings: The Role of Growth and Age Structure," IMF Staff Papers, Palgrave Macmillan, volume 36, issue 1, pages 228-261, March.

1988

  1. Lahiri, Kajal & Zaporowski, Mark, 1988, "A Comparison of Alternative Real Rate Estimates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 50, issue 3, pages 303-312, August.
  2. 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, volume 20, issue 2, pages 233-248, May.

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, volume 5, issue 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, volume 3, issue 2, pages 269-279.

1985

  1. Kinal, Terrence & Lahiri, Kajal, 1985, "On the distribution function of various model selection criteria with stochastic regressors," Economics Letters, Elsevier, volume 17, issue 1-2, pages 97-101.

1984

  1. Atri, Said & Lahiri, Kajal, 1984, "Price and income elasticities of demand for hospital care free of quality bias," Economics Letters, Elsevier, volume 16, issue 3-4, pages 387-392.
  2. Kinkley, Chu-Chu & Lahiri, Kajal, 1984, "Testing the rational expectations hypothesis in a secondary materials market," Journal of Environmental Economics and Management, Elsevier, volume 11, issue 3, pages 282-291, September.
  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, volume 25, issue 3, pages 625-629, October.

1983

  1. Kinal, Terrence & Lahiri, Kajal, 1983, "Specification Error Analysis with Stochastic Regressors," Econometrica, Econometric Society, volume 51, issue 4, pages 1209-1219, July.
  2. Lahiri, Kajal & Numrich, Richard P., 1983, "An econometric study on the dynamics of urban spatial structure," Journal of Urban Economics, Elsevier, volume 14, issue 1, pages 55-79, July.

1981

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

1980

  1. Lahiri, Kajal, 1980, "Rational expectations and the Short-Run Phillips Curve reply and further results," Journal of Macroeconomics, Elsevier, volume 2, issue 2, pages 187-192.
  2. Gill, Gurmukh & Lahiri, Kajal, 1980, "An econometric model of wastepaper recycling in the USA," Resources Policy, Elsevier, volume 6, issue 4, pages 320-325, December.
  3. Gelfand, J & Lahiri, K & Osborne, T, 1980, "Government Policy Dynamics in Structural and Reduced Form Estimation," Empirical Economics, Springer, volume 5, issue 3/4, pages 205-217.

1979

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

1978

  1. Lahiri, Kajal & Schmidt, Peter, 1978, "On the Estimation of Triangular Structural Systems," Econometrica, Econometric Society, volume 46, issue 5, pages 1217-1221, September.
  2. Lahiri, Kajal, 1978, "A note on a theorem by Professor Chow," Economics Letters, Elsevier, volume 1, issue 2, pages 125-127.

1977

  1. Lahiri, Kajal, 1977, "A joint study of expectations formation and the shifting Phillips curve," Journal of Monetary Economics, Elsevier, volume 3, issue 3, pages 347-357, July.

1976

  1. Lahiri, Kajal, 1976, "Inflationary Expectations: Their Formation and Interest Rate Effects," American Economic Review, American Economic Association, volume 66, issue 1, pages 124-131, March.

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, volume 16, issue 3, pages 699-711, October.

Books

2010

  1. Hsiao,Cheng & Pesaran,M. Hashem & Lahiri,Kajal & Lee,Lung Fei (ed.), 2010, "Analysis of Panels and Limited Dependent Variable Models," Cambridge Books, Cambridge University Press, number 9780521131001.

1999

  1. Hsiao,Cheng & Pesaran,M. Hashem & Lahiri,Kajal & Lee,Lung Fei (ed.), 1999, "Analysis of Panels and Limited Dependent Variable Models," Cambridge Books, Cambridge University Press, number 9780521631693.

1993

  1. Lahiri,Kajal & Moore,Geoffrey H. (ed.), 1993, "Leading Economic Indicators," Cambridge Books, Cambridge University Press, number 9780521438582.

Chapters

2024

  1. Kajal Lahiri & Paul Noroski, 2024, "Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046003.

2022

  1. Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2022, "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A003.

2013

  1. Lahiri, Kajal & Yang, Liu, 2013, "Forecasting Binary Outcomes," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00019-1.

2010

  1. Kajal Lahiri, 2010, "Introduction," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Transportation Indicators and Business Cycles", DOI: 10.1108/S0573-8555(2010)0000289002.
  2. Kajal Lahiri, 2010, "Chapter 1 Transportation Services Index (TSI) and Its Characteristics," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Transportation Indicators and Business Cycles", DOI: 10.1108/S0573-8555(2010)0000289003.
  3. Kajal Lahiri, 2010, "Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Transportation Indicators and Business Cycles", DOI: 10.1108/S0573-8555(2010)0000289004.
  4. Kajal Lahiri, 2010, "Chapter 3 Leading Indicators for the U.S. Transportation Sector," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Transportation Indicators and Business Cycles", DOI: 10.1108/S0573-8555(2010)0000289005.
  5. Kajal Lahiri, 2010, "Chapter 4 TSI as a Part of the Coincident Indicators System," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Transportation Indicators and Business Cycles", DOI: 10.1108/S0573-8555(2010)0000289006.
  6. Kajal Lahiri, 2010, "Chapter 5 Transportation Indicators: Summary and Concluding Remarks," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Transportation Indicators and Business Cycles", DOI: 10.1108/S0573-8555(2010)0000289007.

2006

  1. Kajal Lahiri & Fushang Liu, 2006, "ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20012-9.

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