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Kajal Lahiri

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  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.

    Mentioned in:

    1. Method of the month: custom likelihoods with Stan
      by Sam Watson in The Academic Health Economists' Blog on 2018-05-18 06:00:27

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Lahiri, Kajal & Monokroussos, George, 2013. "Nowcasting US GDP: The role of ISM business surveys," International Journal of Forecasting, Elsevier, vol. 29(4), pages 644-658.

    Mentioned in:

    1. > Econometrics > Forecasting > Nowcasting

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Kajal Lahiri & Xuguang Sheng, 2010. "Measuring forecast uncertainty by disagreement: The missing link," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 514-538.

    Mentioned in:

    1. Measuring forecast uncertainty by disagreement: The missing link (Journal of Applied Econometrics 2010) in ReplicationWiki ()
  2. 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.

    Mentioned in:

    1. 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) in ReplicationWiki ()
  3. 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.

    Mentioned in:

    1. How quickly do forecasters incorporate news? Evidence from cross-country surveys (Journal of Applied Econometrics 2006) in ReplicationWiki ()

Working papers

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

    Cited by:

    1. Ilhan Kilic & Faruk Balli, 2024. "Measuring economic country-specific uncertainty in Türkiye," Empirical Economics, Springer, vol. 67(4), pages 1649-1689, October.

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

    Cited by:

    1. Kajal Lahiri & Cheng Yang, 2023. "A tale of two recession-derivative indicators," Empirical Economics, Springer, vol. 65(2), pages 925-947, August.
    2. Anthony D. Hall & Adrian R. Pagan, 2025. "Investigating Some Issues Relating to Regime Matching," Econometrics, MDPI, vol. 13(1), pages 1-13, February.

  3. Ulrich Hounyo & Kajal Lahiri, 2021. "Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach," CREATES Research Papers 2021-14, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2020. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," Papers 2012.11649, arXiv.org, revised Jun 2022.
    2. Magnus, Jan & Vasnev, Andrey, 2021. "On the uncertainty of a combined forecast: The critical role of correlation," Working Papers BAWP-2022-01, University of Sydney Business School, Discipline of Business Analytics.
    3. Giuseppe Cavaliere & Sílvia Gonçalves & Morten Ørregaard Nielsen & Edoardo Zanelli, 2024. "Bootstrap Inference in the Presence of Bias," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(548), pages 2908-2918, October.
    4. Ulrich Hounyo & Kajal Lahiri, 2023. "Are Some Forecasters Really Better than Others? A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 577-593, March.

  4. 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 9365, CESifo.

    Cited by:

    1. Andrii Babii & Eric Ghysels & Jonas Striaukas, 2024. "Econometrics of machine learning methods in economic forecasting," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 10, pages 246-273, Edward Elgar Publishing.
    2. Alisa Ableeva & Guzel Salimova & Ramzilia Bakirova & Tatiana Lubova & Aigul Galimova, 2024. "Analysis and forecasting tax income to the regional budget," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(12), pages 30929-30950, December.

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

    Cited by:

    1. An, Zidong & Liu, Dingqian & Wu, Yuzheng, 2021. "Expectation formation following pandemic events," Economics Letters, Elsevier, vol. 200(C).
    2. Conrad, Christian & Lahiri, Kajal, 2024. "Heterogeneous Expectations among Professional Forecasters," Working Papers 0754, University of Heidelberg, Department of Economics.

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

    Cited by:

    1. Bajgiran, Amirsaman H. & Mardikoraem, Mahsa & Soofi, Ehsan S., 2021. "Maximum entropy distributions with quantile information," European Journal of Operational Research, Elsevier, vol. 290(1), pages 196-209.

  7. Kajal Lahiri & Yongchen Zhao, 2018. "International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts," Working Papers 2018-04, Towson University, Department of Economics, revised Sep 2018.

    Cited by:

    1. Beckmann, Joscha & Czudaj, Robert L., 2023. "Perceived monetary policy uncertainty," Journal of International Money and Finance, Elsevier, vol. 130(C).
    2. Johanna Garnitz & Robert Lehmann & Klaus Wohlrabe, 2019. "Forecasting GDP all over the world using leading indicators based on comprehensive survey data," Applied Economics, Taylor & Francis Journals, vol. 51(54), pages 5802-5816, November.
    3. Beckmann, Joscha & Schweickert, Rainer & Jahn, Marvin, 2025. "Political Business Cycles in Varieties of Capitalistic Systems," Open Access Publications from Kiel Institute for the World Economy 323860, Kiel Institute for the World Economy (IfW Kiel).
    4. Beckmann, Joscha, 2021. "Measurement and effects of euro/dollar exchange rate uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 773-790.
    5. Beckmann, Joscha & Davidson, Sharada Nia & Koop, Gary & Schüssler, Rainer, 2023. "Cross-country uncertainty spillovers: Evidence from international survey data," Journal of International Money and Finance, Elsevier, vol. 130(C).
    6. Thomas F. P. Wiesen & Paul M. Beaumont, 2024. "A joint impulse response function for vector autoregressive models," Empirical Economics, Springer, vol. 66(4), pages 1553-1585, April.
    7. Sin Yee Lee & Zulkefly Abdul Karim & Norlin Khalid & Mohd Azlan Shah Zaidi, 2022. "The Spillover Effects of Chinese Shocks on the Belt and Road Initiative Economies: New Evidence Using Panel Vector Autoregression," Mathematics, MDPI, vol. 10(14), pages 1-18, July.

  8. Abhiman Das & Kajal Lahiri & Yongchen Zhao, 2018. "Inflation Expectations in India: Learning from Household Tendency Surveys," Working Papers 2018-03, Towson University, Department of Economics, revised Aug 2018.

    Cited by:

    1. Pooja Kapoor & Sujata Kar, 2022. "A Critical Evaluation of the Consumer Confidence Survey from India," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 172-198.
    2. Yongchen Zhao, 2022. "Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 810-828, July.
    3. Sheen, Jeffrey & Wang, Ben Zhe, 2021. "Measuring macroeconomic disagreement – A mixed frequency approach," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 547-566.
    4. Gaurav Kumar Singh & Tathagata Bandyopadhyay, 2024. "Determinants of disagreement: Learning from inflation expectations survey of households," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 326-343, March.
    5. Oscar Claveria, 2021. "Forecasting with Business and Consumer Survey Data," Forecasting, MDPI, vol. 3(1), pages 1-22, February.
    6. Ashima Goyal & Prashant Parab, 2019. "Modeling heterogeneity and rationality of inflation expectations across Indian households," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-02, Indira Gandhi Institute of Development Research, Mumbai, India.
    7. Taniya Ghosh & Abhishek Gorsi, 2024. "Inflation expectations and keeping up with the Joneses," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2024-018, Indira Gandhi Institute of Development Research, Mumbai, India.
    8. Young Bin Ahn & Yoichi Tsuchiya, 2022. "Consumer’s perceived and expected inflation in Japan—irrationality or asymmetric loss?," Empirical Economics, Springer, vol. 63(3), pages 1247-1292, September.
    9. Ashima Goyal & Prashant Mehul Parab, 2019. "Modeling Consumers' Confidence and Inflation Expectations," Economics Bulletin, AccessEcon, vol. 39(3), pages 1817-1832.
    10. Oscar Claveria, 2020. "Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries," Papers 2012.02091, arXiv.org.
    11. Pijush Kanti Das & Prabir Kumar Das, 2024. "Forecasting and Analyzing Predictors of Inflation Rate: Using Machine Learning Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 22(2), pages 493-517, June.

  9. Kajal Lahiri & Yongchen Zhao, 2016. "Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers," Working Papers 2016-14, Towson University, Department of Economics, revised Jul 2016.

    Cited by:

    1. Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Working Papers 2021-005, The George Washington University, The Center for Economic Research.
    2. Zhao, Yongchen, 2019. "Updates to household inflation expectations: Signal or noise?," Economics Letters, Elsevier, vol. 181(C), pages 95-98.
    3. An, Zidong & Liu, Dingqian & Wu, Yuzheng, 2021. "Expectation formation following pandemic events," Economics Letters, Elsevier, vol. 200(C).
    4. Camilo Alberto Cárdenas-Hurtado & María Alejandra Hernández-Montes, 2019. "Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis," Borradores de Economia 1063, Banco de la Republica de Colombia.
    5. Liudmila Kitrar & Tamara Lipkind & Georgy Ostapkovich, 2019. "Information Content Of The Russian Services Surveys," HSE Working papers WP BRP 93/STI/2019, National Research University Higher School of Economics.
    6. Choi, Sangyup & Jeong, Jaehun & Yoo, Donghoon, 2024. "How to interpret consumer confidence shocks? State-level evidence," Economics Letters, Elsevier, vol. 244(C).
    7. Jacob Dolinar & Patrick Sabourin & Matt West, 2025. "Synthesizing Signals from the Canadian Survey of Consumer Expectations," Discussion Papers 2025-11, Bank of Canada.
    8. E. Balatskiy V. & M. Yurevich A. & Е. Балацкий В. & М. Юревич А., 2018. "Прогнозирование инфляции: практика использования синтетических процедур // Inflation Forecasting: The Practice of Using Synthetic Procedures," Мир новой экономики // The world of new economy, Финансовый университет при Правительстве Российской Федерации // Financial University under The Governtment оf The Russian Federation, vol. 12(4), pages 20-31.
    9. Ben Zhe Wang & Jeffrey Sheen & Stefan Truck & Shih-Kang Chao & Wolfgang Karl Hardle, 2020. "A note on the impact of news on US household inflation expectations," Papers 2009.11557, arXiv.org.
    10. Hardik A. Marfatia & Christophe André & Rangan Gupta, 2022. "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(2), pages 189-209, May.
    11. Yongchen Zhao, 2022. "Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 810-828, July.
    12. Allen N. Berger & Felix Irresberger & Raluca A. Roman, 2020. "Bank Size and Household Financial Sentiment: Surprising Evidence from University of Michigan Surveys of Consumers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 149-191, October.
    13. Sangyup Choi & Jaehun Jeong & Dohyeon Park & Donghoon Yoo, 2024. "News or animal spirits? Consumer confidence and economic activity: Redux," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 960-966, August.
    14. Marwane El Alaoui & Elie Bouri & Nehme Azoury, 2020. "The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models," IJFS, MDPI, vol. 8(3), pages 1-13, July.
    15. Daniel Borup & Jorge Wolfgang Hansen & Benjamin Dybro Liengaard & Erik Christian Montes Schütte, 2023. "Quantifying investor narratives and their role during COVID‐19," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 512-532, June.
    16. Petar Soric & Mateo Zokalj & Marija Logarusic, 2020. "Economic determinants of Croatian consumer confidence: real estate prices vs. macroeconomy," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 18(2B), pages 240-257.
    17. Douglas de Medeiros Franco, 2022. "Expectations, Economic Uncertainty, and Sentiment," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 26(5), pages 210029-2100.
    18. Sorić, Petar & Lolić, Ivana & Claveria, Oscar & Monte, Enric & Torra, Salvador, 2019. "Unemployment expectations: A socio-demographic analysis of the effect of news," Labour Economics, Elsevier, vol. 60(C), pages 64-74.
    19. Syed M. Hussain, Zara Liaqat, 2025. "News Shocks, Consumer Confidence, and Business Cycles," LCERPA Working Papers jc0155, Laurier Centre for Economic Research and Policy Analysis, revised Apr 2025.
    20. Abhiman Das & Kajal Lahiri & Yongchen Zhao, 2018. "Inflation Expectations in India: Learning from Household Tendency Surveys," Working Papers 2018-03, Towson University, Department of Economics, revised Aug 2018.
    21. Richard T. Curtin, 2022. "A New Theory of Expectations," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(3), pages 239-259, November.
    22. Petar Sorić & Mirjana Čižmešija & Marina Matošec, 2020. "EU Consumer Confidence and the New Modesty Hypothesis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 152(3), pages 899-921, December.

  10. Pinka Chatterji & Heesoo Joo & Kajal Lahiri, 2016. "Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS)," CESifo Working Paper Series 5832, CESifo.

    Cited by:

    1. Davillas, Apostolos & Jones, Andrew M., 2025. "Ageing, Health and Predicting Future Employment Exits: A Penalised Regression Approach," IZA Discussion Papers 18167, Institute of Labor Economics (IZA).
    2. Eric Delattre & Richard Moussa & Mareva Sabatier, 2019. "Health condition and job status interactions: econometric evidence of causality from a French longitudinal survey," Post-Print hal-02010579, HAL.
    3. Apergis, Nicholas & Mustafa, Ghulam & Dastidar, Sayantan Ghosh, 2021. "An analysis of the impact of unconventional oil and gas activities on public health: New evidence across Oklahoma counties," Energy Economics, Elsevier, vol. 97(C).

  11. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2015. "Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors," Working Papers 2015-02, Towson University, Department of Economics, revised Jul 2015.

    Cited by:

    1. Zhongchen Song & Tom Coupé, 2022. "Predicting Chinese consumption series with Baidu," Working Papers in Economics 22/19, University of Canterbury, Department of Economics and Finance.
    2. Francisco Corona & Pilar Poncela & Esther Ruiz, 2017. "Determining the number of factors after stationary univariate transformations," Empirical Economics, Springer, vol. 53(1), pages 351-372, August.
    3. Francisco Corona & Graciela González-Farías & Pedro Orraca, 2017. "A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-35, December.
    4. de Bondt, Gabe & Gieseck, Arne & Herrero, Pablo & Zekaite, Zivile, 2019. "Disaggregate income and wealth effects in the largest euro area countries," Research Technical Papers 15/RT/19, Central Bank of Ireland.
    5. Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2017. "Forecasting economic activity by Bayesian bridge model averaging," Empirical Economics, Springer, vol. 53(1), pages 21-40, August.
    6. Christian Gayer & Alessandro Girardi & Andreas Reuter, 2016. "Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the basis of Data-driven Techniques. The Case of the Euro Area," Working Papers LuissLab 16125, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    7. Choi, Sangyup & Jeong, Jaehun & Yoo, Donghoon, 2024. "How to interpret consumer confidence shocks? State-level evidence," Economics Letters, Elsevier, vol. 244(C).
    8. Tony Chernis & Calista Cheung & Gabriella Velasco, 2017. "A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth," Discussion Papers 17-8, Bank of Canada.
    9. Tony Chernis & Rodrigo Sekkel, 2017. "A dynamic factor model for nowcasting Canadian GDP growth," Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
    10. Chandra Utama & Insukindro & Ardyanto Fitrady, 2022. "Fiscal And Monetary Policy Interactions In Indonesia During Periods Of Economic Turmoil In The Us: 2001q1-2014q4," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 25(1), pages 97-116, June.
    11. Lenka Mynaříková & Vít Pošta, 2023. "The Effect of Consumer Confidence and Subjective Well-being on Consumers’ Spending Behavior," Journal of Happiness Studies, Springer, vol. 24(2), pages 429-453, February.
    12. Gabe Jacob de Bondt & Arne Gieseck & Zivile Zekaite, 2020. "Thick modelling income and wealth effects: a forecast application to euro area private consumption," Empirical Economics, Springer, vol. 58(1), pages 257-286, January.
    13. Kevin Moran & Simplice Aimé Nono & Imad Rherrad, 2018. "Forecasting with Many Predictors: How Useful are National and International Confidence Data?," Cahiers de recherche 1814, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
    14. Aneta Maria Kłopocka, 2017. "Does Consumer Confidence Forecast Household Saving and Borrowing Behavior? Evidence for Poland," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 133(2), pages 693-717, September.
    15. Ivana Lolić & Marija Logarušić & Mirjana Čižmešija, 2022. "Recent Revision of the European Consumer Confidence Indicator: Is There any additional Space for Improvement?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 159(3), pages 845-863, February.
    16. Edmond H. C. Wu & Jihao Hu & Rui Chen, 2022. "Monitoring and forecasting COVID-19 impacts on hotel occupancy rates with daily visitor arrivals and search queries," Current Issues in Tourism, Taylor & Francis Journals, vol. 25(3), pages 490-507, February.
    17. Hamid Baghestani & Ajalavat Viriyavipart, 2019. "Do factors influencing consumer home-buying attitudes explain output growth?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(5), pages 1104-1115, August.
    18. Hashmat Khan & Jean-François Rouillard & Santosh Upadhayaya, 2020. "Consumer Confidence and Household Investment," Cahiers de recherche 20-15, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    19. Gabriel Mathy & Yongchen Zhao, 2023. "Could Diffusion Indexes Have Forecasted the Great Depression?," Working Papers 2023-05, Towson University, Department of Economics, revised Sep 2023.
    20. Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017. "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, vol. 53(1), pages 79-99, August.
    21. Sangyup Choi & Jaehun Jeong & Dohyeon Park & Donghoon Yoo, 2024. "News or animal spirits? Consumer confidence and economic activity: Redux," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 960-966, August.
    22. Baghestani, Hamid, 2021. "Predicting growth in US durables spending using consumer durables-buying attitudes," Journal of Business Research, Elsevier, vol. 131(C), pages 327-336.
    23. Dimitra Kontana & Fotios Siokis, 2019. "Revisiting the Relationship between Financial Wealth, Housing Wealth, and Consumption: A Panel Analysis for the U.S," Discussion Paper Series 2019_03, Department of Economics, University of Macedonia, revised May 2019.
    24. Marina Matosec & Zdenka Obuljen Zoricic, 2019. "Identifying the Interdependence between Consumer Confidence and Macroeconomic Developments in Croatia," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 17(2-B), pages 345-354.
    25. Diego Chávez & Javier E. Contreras-Reyes & Byron J. Idrovo-Aguirre, 2022. "A Threshold GARCH Model for Chilean Economic Uncertainty," JRFM, MDPI, vol. 16(1), pages 1-15, December.
    26. Aneta M. Klopocka & Rumiana Gorska, 2021. "Forecasting Household Saving Rate with Consumer Confidence Indicator and its Components: Panel Data Analysis of 14 European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(3 - Part ), pages 874-898.
    27. Hashmat Khan & Santosh Upadhayaya, 2017. "Does Business Confidence Matter for Investment?," Carleton Economic Papers 17-13, Carleton University, Department of Economics, revised 20 Mar 2019.
    28. Juhro, Solikin M. & Iyke, Bernard Njindan, 2020. "Consumer confidence and consumption expenditure in Indonesia," Economic Modelling, Elsevier, vol. 89(C), pages 367-377.
    29. Gustavo Adolfo HERNANDEZ DIAZ & Margarita MAR�N JARAMILLO, 2016. "Pronóstico del Consumo Privado: Usando datos de alta frecuencia para el pronóstico de variables de baja frecuencia," Archivos de Economía 14828, Departamento Nacional de Planeación.
    30. Hector H. Sandoval & Anita N. Walsh, 2021. "The role of consumer confidence in forecasting consumption, evidence from Florida," Southern Economic Journal, John Wiley & Sons, vol. 88(2), pages 757-788, October.
    31. Kajal Lahiri & Yongchen Zhao, 2016. "Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers," Working Papers 2016-14, Towson University, Department of Economics, revised Jul 2016.
    32. Anastasiou, Dimitris & Kallandranis, Christos & Drakos, Konstantinos, 2022. "Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 161-171.
    33. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Empirical modelling of survey-based expectations for the design of economic indicators in five European regions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 205-227, May.
    34. Adrian Fernandez‐Perez & Raquel López, 2023. "The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1499-1530, November.
    35. Acuña, Guillermo, 2017. "Evaluación de la capacidad predictiva del índice de percepción del consumidor [Assessing the predictive power of the consumer perception index]," MPRA Paper 83154, University Library of Munich, Germany.
    36. Marek Rusnak, 2013. "Nowcasting Czech GDP in Real Time," Working Papers 2013/06, Czech National Bank, Research and Statistics Department.
    37. Hamid Baghestani & Sehar Fatima, 2021. "Growth in US Durables Spending: Assessing the Impact of Consumer Ability and Willingness to Buy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 55-69, April.
    38. Willem Vanlaer & Samantha Bielen & Wim Marneffe, 2020. "Consumer Confidence and Household Saving Behaviors: A Cross-Country Empirical Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 147(2), pages 677-721, January.
    39. Jean-Paul L’Huillier & Robert Waldmann & Donghoon Yoo, 2021. "Confidence, Fundamentals, and Consumption," ISER Discussion Paper 1135, Institute of Social and Economic Research, The University of Osaka.
    40. Jean-Paul L’Huillier & Robert Waldmann & Donghoon Yoo, 2021. "What Is Consumer Confidence?," ISER Discussion Paper 1135r, Institute of Social and Economic Research, The University of Osaka, revised Dec 2022.
    41. Wu, Weixing & Zhao, Jing, 2022. "Economic policy uncertainty and household consumption: Evidence from Chinese households," Journal of Asian Economics, Elsevier, vol. 79(C).
    42. Vincenzo Merella & Stephen E. Satchell, 2019. "Asset pricing with utility from external anticipation," Carlo Alberto Notebooks 589, Collegio Carlo Alberto.
    43. Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah & Nieves Carmona-González & Aviral Kumar Tiwari, 2024. "Consumer sentiments across G7 and BRICS economies: Are they related?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 323-344, June.
    44. van Giesen, Roxanne I. & Pieters, Rik, 2019. "Climbing out of an economic crisis: A cycle of consumer sentiment and personal stress," Journal of Economic Psychology, Elsevier, vol. 70(C), pages 109-124.
    45. Dimitra Kontana & Fotios Siokis, 2018. "Revisiting the Relationship between Financial Wealth, Housing Wealth, and Consumption: A Panel Analysis for the U.S," J, MDPI, vol. 1(1), pages 1-15, November.
    46. Abosedra, Salah & Laopodis, Nikiforos T. & Fakih, Ali, 2021. "Dynamics and asymmetries between consumer sentiment and consumption in pre- and during-COVID-19 time: Evidence from the US," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    47. Hamid Baghestani, 2017. "Do US consumer survey data help beat the random walk in forecasting mortgage rates?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1343017-134, January.
    48. Chi-Wei Su & Xian-Li Meng & Ran Tao & Muhammad Umar, 2023. "Chinese consumer confidence: A catalyst for the outbound tourism expenditure?," Tourism Economics, , vol. 29(3), pages 696-717, May.

  12. Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2015. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 5468, CESifo.

    Cited by:

    1. Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Working Papers 2021-005, The George Washington University, The Center for Economic Research.
    2. Issler, João Victor & Soares, Ana Flávia, 2019. "Central Bank credibility and inflation expectations: a microfounded forecasting approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 812, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    3. Monique Reid & Pierre Siklos, 2024. "Firm level expectations and macroeconomic conditions underpinnings and disagreement," Working Papers 11058, South African Reserve Bank.
    4. Ilhan Kilic & Faruk Balli, 2024. "Measuring economic country-specific uncertainty in Türkiye," Empirical Economics, Springer, vol. 67(4), pages 1649-1689, October.
    5. Siklos, Pierre, 2017. "What Has Publishing Inflation Forecasts Accomplished? Central Banks And Their Competitors," LCERPA Working Papers 0098, Laurier Centre for Economic Research and Policy Analysis, revised 01 Apr 2017.
    6. Reifschneider, David & Tulip, Peter, 2019. "Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1564-1582.
    7. Alexander Glas & Matthias Hartmann, 2020. "Uncertainty measures from partially rounded probabilistic forecast surveys," Working Papers 427, University of Milano-Bicocca, Department of Economics, revised Jan 2020.
    8. Gaglianone, Wagner Piazza & Issler, João Victor, 2015. "Microfounded forecasting," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 766, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    9. Michael Clements, 2016. "Are Macroeconomic Density Forecasts Informative?," ICMA Centre Discussion Papers in Finance icma-dp2016-02, Henley Business School, University of Reading.
    10. Philip Hans Franses, 2021. "Modeling Judgment in Macroeconomic Forecasts," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 401-417, December.
    11. Knüppel, Malte & Krüger, Fabian, 2019. "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers 28/2019, Deutsche Bundesbank.
    12. Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers 11/2013, Deutsche Bundesbank.
    13. Pierre L. Siklos, 2016. "Forecast Disagreement and the Inflation Outlook: New International Evidence," IMES Discussion Paper Series 16-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
    14. Dovern, Jonas & Hartmann, Matthias, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers 0611, University of Heidelberg, Department of Economics.
    15. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2017. "Applying a microfounded-forecasting approach to predict Brazilian inflation," Empirical Economics, Springer, vol. 53(1), pages 137-163, August.
    16. Qian, Wei & Rolling, Craig A. & Cheng, Gang & Yang, Yuhong, 2022. "Combining forecasts for universally optimal performance," International Journal of Forecasting, Elsevier, vol. 38(1), pages 193-208.

  13. Kajal Lahiri & Liu Yang, 2015. "Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation," CESifo Working Paper Series 5290, CESifo.

    Cited by:

    1. Lahiri, Kajal & Yang, Liu, 2016. "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, vol. 141(C), pages 125-129.
    2. Kajal Lahiri & Liu Yang, 2023. "Predicting binary outcomes based on the pair-copula construction," Empirical Economics, Springer, vol. 64(6), pages 3089-3119, June.

  14. Kajal Lahiri & Liu Yang, 2015. "A Non-linear Forecast Combination Procedure for Binary Outcomes," CESifo Working Paper Series 5175, CESifo.

    Cited by:

    1. Peng, Rong & Lu, Zudi, 2024. "Semiparametric Averaging of Nonlinear Marginal Logistic Regressions and Forecasting for Time Series Classification," Econometrics and Statistics, Elsevier, vol. 31(C), pages 19-37.
    2. Graham Elliott, 2017. "Forecast combination when outcomes are difficult to predict," Empirical Economics, Springer, vol. 53(1), pages 7-20, August.
    3. Constantin Bürgi & Tara M. Sinclair, 2015. "A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average," Working Papers 2015-006, The George Washington University, The Center for Economic Research.

  15. Pinka Chatterji & Dohyung Kim & Kajal Lahiri, 2014. "Birthweight and Academic Achievement in Childhood," CESifo Working Paper Series 4786, CESifo.

    Cited by:

    1. Todd Elder & David Figlio & Scott Imberman & Claudia Persico, 2020. "The Role of Neonatal Health in the Incidence of Childhood Disability," American Journal of Health Economics, University of Chicago Press, vol. 6(2), pages 216-250.
    2. 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), vol. 18(3), pages 495-523, September.
    3. Mao Nakayama & Midori Matsushima, 2023. "Age-related changes in the effect of birth weight on child development: findings from a Japanese Longitudinal Survey," The Japanese Economic Review, Springer, vol. 74(1), pages 177-197, January.
    4. Deborah A. Cobb-Clark & Julie Moschion, 2015. "Gender Gaps in Early Educational Achievement," Melbourne Institute Working Paper Series wp2015n23, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    5. Melisa Bubonya & Deborah A. Cobb-Clark & Mark Wooden, 2017. "Job loss and the mental health of spouses and adolescent children," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 6(1), pages 1-27, December.
    6. McDonough, Ian K. & Millimet, Daniel L., 2017. "Missing data, imputation, and endogeneity," Journal of Econometrics, Elsevier, vol. 199(2), pages 141-155.
    7. Kumar Gautam, Santosh & Kumar, Kaushalendra & Laxminarayan, Ramanan & Nandi, Arindam, 2022. "Birth Weight and Cognitive Development during Childhood: Evidence from India," IZA Discussion Papers 15124, Institute of Labor Economics (IZA).
    8. 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, vol. 83(2), pages 207-243, November.
    9. Chatterji, Pinka & Lahiri, Kajal & Kim, Dohyung, 2014. "Fetal growth and neurobehavioral outcomes in childhood," Economics & Human Biology, Elsevier, vol. 15(C), pages 187-200.
    10. Barry J. Milne & Roy Lay-Yee & Jessica M. Mc Lay & Janet Pearson & Martin von Randow & Peter Davis, 2015. "Modelling the Early life-course (MELC): A Microsimulation Model of Child Development in New Zealand," International Journal of Microsimulation, International Microsimulation Association, vol. 8(2), pages 28-60.

  16. Pinka Chatterji & Dohyung Kim & Kajal Lahiri, 2014. "Fetal Growth and Neurobehavioral Outcomes in Childhood," CESifo Working Paper Series 4998, CESifo.

    Cited by:

    1. Ahsan, Md Nazmul & Maharaj, Riddhi, 2018. "Parental human capital and child health at birth in India," Economics & Human Biology, Elsevier, vol. 30(C), pages 130-149.
    2. Tatjana Vukelić, 2023. "Black Awakening in Obama’s America: The End of an Illusion," European Journal of Social Sciences Articles, Revistia Research and Publishing, vol. 6, ejss_v6_i.
    3. Dalton Conley & Ramina Sotoudeh & Thomas Laidley, 2019. "Birth Weight and Development: Bias or Heterogeneity by Polygenic Risk Factors?," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 38(6), pages 811-839, December.
    4. Møllegaard, Stine, 2020. "The effect of birth weight on behavioral problems in early adolescence: New evidence from monozygotic twins," Economics & Human Biology, Elsevier, vol. 36(C).
    5. Gabriella Conti & Paola Biasi & De Paola Maria, 2025. "The geography of child disability in Italy: new evidence from administrative data," IFS Working Papers W25/44, Institute for Fiscal Studies.
    6. Hajdu, Tamás & Hajdu, Gábor, 2018. "Smoking ban and health at birth: Evidence from Hungary," Economics & Human Biology, Elsevier, vol. 30(C), pages 37-47.
    7. Fletcher, Jason & Noghanibehambari, Hamid, 2024. "The siren song of cicadas: Early-life pesticide exposure and later-life male mortality," Journal of Environmental Economics and Management, Elsevier, vol. 123(C).

  17. Kajal Lahiri & Yongchen Zhao, 2013. "Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited," Discussion Papers 13-08, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Binder, Carola Conces, 2016. "Estimation of historical inflation expectations," Explorations in Economic History, Elsevier, vol. 61(C), pages 1-31.

  18. Kajal Lahiri & Liu Yang, 2013. "Confidence Bands for ROC Curves with Serially Dependent Data," Discussion Papers 13-07, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Kajal Lahiri & Liu Yang, 2015. "A Non-linear Forecast Combination Procedure for Binary Outcomes," CESifo Working Paper Series 5175, CESifo.
    2. Kajal Lahiri & Liu Yang, 2023. "Predicting binary outcomes based on the pair-copula construction," Empirical Economics, Springer, vol. 64(6), pages 3089-3119, June.
    3. Máximo Camacho & Gonzalo Palmieri, 2021. "Evaluating the OECD’s main economic indicators at anticipating recessions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 80-93, January.
    4. Yu-Chin Hsu & Robert P. Lieli, 2021. "Inference for ROC Curves Based on Estimated Predictive Indices," Papers 2112.01772, arXiv.org.

  19. Kajal Lahiri & Huaming Peng & Yongchen Zhao, 2013. "Machine Learning and Forecast Combination in Incomplete Panels," Discussion Papers 13-01, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Graham Elliott, 2017. "Forecast combination when outcomes are difficult to predict," Empirical Economics, Springer, vol. 53(1), pages 7-20, August.
    2. Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, The Center for Economic Research.
    3. Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2015. "On the Forecast Combination Puzzle," Papers 1505.00475, arXiv.org.
    4. Cheng, Gang & Yang, Yuhong, 2015. "Forecast combination with outlier protection," International Journal of Forecasting, Elsevier, vol. 31(2), pages 223-237.
    5. Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2019. "On the Forecast Combination Puzzle," Econometrics, MDPI, vol. 7(3), pages 1-26, September.
    6. Zvi Schwartz & Timothy Webb & Jean-Pierre I van der Rest & Larissa Koupriouchina, 2021. "Enhancing the accuracy of revenue management system forecasts: The impact of machine and human learning on the effectiveness of hotel occupancy forecast combinations across multiple forecasting horizo," Tourism Economics, , vol. 27(2), pages 273-291, March.

  20. Kajal Lahiri & Yongchen Zhao, 2013. "Determinants of Consumer Sentiment: Evidence from Household Survey Data," Discussion Papers 13-12, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Dilyara Ibragimova, 2014. "Consumer Expectations Of Russian Populations: Cohort Analysis (1996–2009)," HSE Working papers WP BRP 41/SOC/2014, National Research University Higher School of Economics.
    2. 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., vol. 31(7), pages 1254-1275, November.

  21. 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 4260, CESifo.

    Cited by:

    1. Thomas Barnay, 2016. "Health, Work and Working Conditions: A Review of the European Economic Literature," Post-Print hal-01297538, HAL.
    2. Quentin Cau & Coralie Gandré & Pascale Lengagne, 2025. "Recurrent major depression, employment and transitions to unemployment and disability benefits," Post-Print hal-05054594, HAL.
    3. Di Nallo, Alessandro, 2024. "Women’s job market outcomes around live and non-live births," OSF Preprints 2m4xb, Center for Open Science.
    4. Giorgia Menta & Anthony Lepinteur & Andrew E. Clark & Simone Ghislandi & Conchita d'Ambrosio, 2023. "Maternal genetic risk for depression and child human capital," Post-Print halshs-04205898, HAL.
    5. Ringdal, Charlotte & Rootjes, Frank, 2022. "Depression and labor supply: Evidence from the Netherlands," Economics & Human Biology, Elsevier, vol. 45(C).
    6. Gunadi, Christian, 2023. "The Unintended Consequence of Stringent Immigration Enforcement on Staffing in Nursing Homes: Evidence from Secure Communities," GLO Discussion Paper Series 1286, Global Labor Organization (GLO).
    7. Jensen, Mathias Fjællegaard & Zhang, Ning, 2024. "Effects of Parental Death on Labor Market Outcomes and Gender Inequalities," IZA Discussion Papers 17127, Institute of Labor Economics (IZA).
    8. Andrew E. Clark & Conchita D'Ambrosio & Simone Ghislandi & Anthony Lepinteur & Giorgia Menta, 2021. "Maternal depression and child human capital: a genetic instrumental-variable approach," CEP Discussion Papers dp1749, Centre for Economic Performance, LSE.
    9. Noonan, Kelly & Corman, Hope & Reichman, Nancy E., 2016. "Effects of maternal depression on family food insecurity," Economics & Human Biology, Elsevier, vol. 22(C), pages 201-215.
    10. Ekaterina Oparina & Christian Krekel & Sorawoot Srisuma, 2024. "Talking therapy: Impacts of a nationwide mental health service in England," CEP Discussion Papers dp1982, Centre for Economic Performance, LSE.
    11. Buyi Wang & Richard Frank & Sherry Glied, 2023. "Lasting scars: The impact of depression in early adulthood on subsequent labor market outcomes," Health Economics, John Wiley & Sons, Ltd., vol. 32(12), pages 2694-2708, December.
    12. Deza, Monica & Maclean, Johanna Catherine & Solomon, Keisha, 2022. "Local access to mental healthcare and crime," Journal of Urban Economics, Elsevier, vol. 129(C).
    13. Nafilyan, Vahé & Pabon, Mauricio Avendano & de Coulon, Augustin, 2021. "The Causal Impact of Depression on Cognitive Functioning: Evidence from Europe," IZA Discussion Papers 14049, Institute of Labor Economics (IZA).
    14. Rellstab, Sara & Bakx, Pieter & García-Gómez, Pilar & van Doorslaer, Eddy, 2020. "The kids are alright - labour market effects of unexpected parental hospitalisations in the Netherlands," Journal of Health Economics, Elsevier, vol. 69(C).
    15. Smith, Patricia K. & Zagorsky, Jay L., 2018. "“Do I look fat?” Self-perceived body weight and labor market outcomes," Economics & Human Biology, Elsevier, vol. 30(C), pages 48-58.
    16. Elena Lagomarsino & Alessandro Spiganti, 2020. "No gain in pain: psychological well-being, participation, and wages in the BHPS," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 21(9), pages 1375-1389, December.
    17. Castriota, Stefano & Rondinella, Sandro & Tonin, Mirco, 2023. "Does social capital matter? A study of hit-and-run in US counties," Social Science & Medicine, Elsevier, vol. 329(C).
    18. Hua, Kuo-Ting, 2023. "From trauma to resilience: The effect of stress on the labor market outcome of refugees," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 126-134.
    19. Nancy Reichman & Hope Corman & Kelly Noonan, 2015. "Effects of maternal depression on couple relationship status," Review of Economics of the Household, Springer, vol. 13(4), pages 929-973, December.
    20. Ashley C. Bradford & Johanna Catherine Maclean, 2024. "Evictions and psychiatric treatment," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 43(1), pages 87-125, January.
    21. Otrachshenko, Vladimir & Popova, Olga & Nikolova, Milena & Tyurina, Elena, 2022. "COVID-19 and entrepreneurship entry and exit: Opportunity amidst adversity," Technology in Society, Elsevier, vol. 71(C).
    22. Ntuli, Herbert & Mukong, Alfred Kechia & Kimengsi, Jude Ndzifon, 2022. "Institutions and environmental resource extraction within local communities in Mozambique," Forest Policy and Economics, Elsevier, vol. 139(C).
    23. Claire Oliveira & Makeila Saka & Lauren Bone & Rowena Jacobs, 2023. "The Role of Mental Health on Workplace Productivity: A Critical Review of the Literature," Applied Health Economics and Health Policy, Springer, vol. 21(2), pages 167-193, March.
    24. Bubonya, Melisa & Cobb-Clark, Deborah A. & Ribar, David C., 2017. "The Bilateral Relationship between Depressive Symptoms and Employment Status," IZA Discussion Papers 10653, Institute of Labor Economics (IZA).
    25. Akissi Stéphanie Diby & Pascale Lengagne & Camille Regaert, 2021. "Employment Vulnerability of People With Severe Mental Illness," Post-Print hal-03280807, HAL.
    26. Leogrande, Angelo & Costantiello, Alberto, 2023. "The Labor Force Participation Rate in the Context of ESG Models at World Level," MPRA Paper 117500, University Library of Munich, Germany.
    27. Isabel Ruiz & Carlos Vargas-Silva, 2018. "Differences in labour market outcomes between natives, refugees and other migrants in the UK," Journal of Economic Geography, Oxford University Press, vol. 18(4), pages 855-885.
    28. Henri Salokangas, 2021. "Exploring the labor market consequences of psychiatric disorders: An event study approach," Discussion Papers 148, Aboa Centre for Economics.
    29. Bryan, M. & Rice, N. & Roberts, J. & Sechel, C., 2020. "Mental health and employment: a bounding approach using panel data," Health, Econometrics and Data Group (HEDG) Working Papers 20/12, HEDG, c/o Department of Economics, University of York.
    30. Danusha Jayawardana & Brenda Gannon & Jenny Doust & Gita D. Mishra, 2023. "Excess healthcare costs of psychological distress in young women: Evidence from linked national Medicare claims data," Health Economics, John Wiley & Sons, Ltd., vol. 32(3), pages 715-734, March.
    31. Lebenbaum, Michael & Laporte, Audrey & de Oliveira, Claire, 2021. "The effect of mental health on social capital: An instrumental variable analysis," Social Science & Medicine, Elsevier, vol. 272(C).
    32. Swensen, Isaac D. & Urban, Carly, 2023. "Literature Review on the Effect of Physical and Mental Health on Financial Well-Being," IZA Policy Papers 198, Institute of Labor Economics (IZA).
    33. Messel, Matt & Swensen, Isaac & Urban, Carly, 2023. "The effects of expanding access to mental health services on SS(D)I applications and awards," Labour Economics, Elsevier, vol. 81(C).
    34. Bannier, Christina E. & Schwarz, Milena, 2018. "Gender- and education-related effects of financial literacy and confidence on financial wealth," Journal of Economic Psychology, Elsevier, vol. 67(C), pages 66-86.
    35. Osmani, Ahmad Reshad & Okunade, Albert A., 2019. "Cancer survivors in the labor market: Evidence from recent US micro-panel data," Economic Modelling, Elsevier, vol. 80(C), pages 202-221.
    36. Sabia, Joseph J. & Nguyen, Thanh Tam, 2016. "The Effect of Medical Marijuana Laws on Labor Market Outcomes," IZA Discussion Papers 9831, Institute of Labor Economics (IZA).
    37. Jensen, Helen H. & Kreider, Brent E. & Pepper, John V. & Zhylyevskyy, Oleksandr & Greder, Kimberly A., 2023. "Causal effects of mental health on food security," Journal of Health Economics, Elsevier, vol. 92(C).
    38. Kirsten Schuettler, 2020. "Jobs Interventions for Refugees and Internally Displaced Persons," World Bank Publications - Reports 34767, The World Bank Group.
    39. Ilke Onur & Bedri Kamil Onur Tas, 2019. "Optimal bidder participation in public procurement auctions," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 26(3), pages 595-617, June.
    40. Everding, Jakob, 2019. "Heterogeneous spillover effects of children's education on parental mental health," hche Research Papers 18, University of Hamburg, Hamburg Center for Health Economics (hche).
    41. Mann, Samuel, 2021. "Transgender employment and gender marker laws," Labour Economics, Elsevier, vol. 73(C).
    42. Derek Asuman & Tinna Laufey Ásgeirsdóttir & Johan Jarl, 2025. "Anxious Dads and Depressed Moms: Child Disability and the Mental Health of Parents," Health Economics, John Wiley & Sons, Ltd., vol. 34(7), pages 1326-1349, July.
    43. Shi Cheng & Guohui Liu & Weiguo Zhang, 2025. "Invisible Barriers to Happiness: Dialect Distance, Cultural Identity, and the Subjective Well-Being of Internal Migrants in China," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 177(3), pages 909-935, April.
    44. Lina Díaz-Castro & Héctor Cabello-Rangel & Mariana Chávez-Cervantes, 2019. "Differences in the Functioning and Occupational Activity in People with Mental Disorders- A Gender Perspective," Biomedical Journal of Scientific & Technical Research, Biomedical Research Network+, LLC, vol. 23(2), pages 17337-17344, December.
    45. Bryan, M.; & Roberts, J.; & Sechel, C.;, 2019. "The Effect of Mental Health on Employment:Accounting for Selection Bias," Health, Econometrics and Data Group (HEDG) Working Papers 19/14, HEDG, c/o Department of Economics, University of York.
    46. Souvik Banerjee & Anirban Basu, 2021. "Estimating Endogenous Treatment Effects Using Latent Factor Models with and without Instrumental Variables," Econometrics, MDPI, vol. 9(1), pages 1-25, March.
    47. Moscone, Francesco & Tosetti, Elisa & Vittadini, Giorgio, 2015. "The Impact of Precarious Employment on Mental Health: the Case of Italy," MPRA Paper 61405, University Library of Munich, Germany.
    48. Ntuli, Herbert & Muchapondwa, Edwin & Jagers, Sverker C. & Linell, Amanda & Sjöstedt, Martin, 2019. "Factors Influencing People’s Perceptions Towards Conservation of Transboundary Wildlife Resources: The Case of the Great Limpopo Trans-frontier Conservation Area," EfD Discussion Paper 19-12, Environment for Development, University of Gothenburg.
    49. Emely Ek Blæhr & Rikke Søgaard, 2021. "Instrumental variable‐based assessment of the effect of psychotherapy on suicide attempts, health, and economic outcomes in schizophrenia," Health Economics, John Wiley & Sons, Ltd., vol. 30(4), pages 903-914, April.
    50. Kelly Noonan & Hope Corman & Nancy E. Reichman, 2014. "Effects of Maternal Depression on Family Food Insecurity," NBER Working Papers 20113, National Bureau of Economic Research, Inc.
    51. Eliason, Marcus, 2023. "The financial situation before and after first-time psychiatric in-patient diagnosis of schizophrenia spectrum, bipolar, and major depressive disorder," Economics & Human Biology, Elsevier, vol. 49(C).
    52. Monica Deza & Johanna Catherine Maclean & Keisha T. Solomon, 2020. "Local Access to Mental Healthcare and Crime," NBER Working Papers 27619, National Bureau of Economic Research, Inc.
    53. Ntuli, Herbert & Muchapondwa, Edwin, 2017. "Effects of wildlife resources on community welfare in Southern Africa," Ecological Economics, Elsevier, vol. 131(C), pages 572-583.

  22. Kajal Lahiri & Huaming Peng & Yongchen Zhao, 2013. "Testing the Value of Probability Forecasts for Calibrated Combining," Discussion Papers 13-02, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Magomedov, Said & Fantazzini, Dean, 2025. "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper 123416, University Library of Munich, Germany.
    2. Graham Elliott, 2017. "Forecast combination when outcomes are difficult to predict," Empirical Economics, Springer, vol. 53(1), pages 7-20, August.
    3. Herman O. Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-006, The George Washington University, The Center for Economic Research.
    4. Valentina Corradi & Sainan Jin & Norman R. Swanson, 2023. "Robust forecast superiority testing with an application to assessing pools of expert forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 596-622, June.
    5. Constantin Bürgi & Tara M. Sinclair, 2015. "A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average," Working Papers 2015-006, The George Washington University, The Center for Economic Research.
    6. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
    7. Yuri S. Popkov & Yuri A. Dubnov & Alexey Yu. Popkov, 2016. "New Method of Randomized Forecasting Using Entropy-Robust Estimation: Application to the World Population Prediction," Mathematics, MDPI, vol. 4(1), pages 1-16, March.

  23. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys," Discussion Papers 12-02, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Hatice Gökçe Karasoy Can & Çağlar Yüncüler, 2018. "The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(9), pages 2136-2152, July.
    2. John Khumalo, 2014. "Consumer Spending and Consumer Confidence in South Africa: Cointegration Analysis," Journal of Economics and Behavioral Studies, AMH International, vol. 6(2), pages 95-104.

  24. Kajal Lahiri & Liu Yang, 2012. "Forecasting Binary Outcomes," Discussion Papers 12-09, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022. "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1246-1258, June.
    2. Kajal Lahiri & Liu Yang, 2018. "Confidence Bands for ROC Curves With Serially Dependent Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 115-130, January.
    3. Hwang, Youngjin, 2019. "Forecasting recessions with time-varying models," Journal of Macroeconomics, Elsevier, vol. 62(C).
    4. Walter Kraemer & Simon Neumärker, 2016. "Comparing Default Predictions in the Rating Industry for Different Sets of Obligors," CESifo Working Paper Series 5768, CESifo.
    5. Bago d'Uva, Teresa & O'Donnell, Owen & van Doorslaer, Eddy, 2020. "Who can predict their own demise? Heterogeneity in the accuracy and value of longevity expectations☆," The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
    6. Krämer, Walter & Neumärker, Simon, 2016. "Comparing the accuracy of default predictions in the rating industry for different sets of obligors," Economics Letters, Elsevier, vol. 145(C), pages 48-51.
    7. Kajal Lahiri & Cheng Yang, 2022. "ROC approach to forecasting recessions using daily yield spreads," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 57(4), pages 191-203, October.
    8. S. Borağan Aruoba & Allan Drazen & Razvan Vlaicu, 2015. "A Structural Model of Electoral Accountability," NBER Working Papers 21151, National Bureau of Economic Research, Inc.
    9. Lahiri, Kajal & Yang, Liu, 2016. "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, vol. 141(C), pages 125-129.
    10. 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), vol. 19(2), pages 119-148, September.
    11. Krämer, Walter & Neumärker, Simon, 2019. "Skill Scores and modified Lorenz domination in default forecasts," Economics Letters, Elsevier, vol. 181(C), pages 61-64.
    12. Dendramis, Y. & Tzavalis, E. & Adraktas, G., 2018. "Credit risk modelling under recessionary and financially distressed conditions," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 160-175.
    13. Blaskowitz, Oliver & Herwartz, Helmut, 2014. "Testing the value of directional forecasts in the presence of serial correlation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 30-42.
    14. Thitithep Sitthiyot & Kanyarat Holasut, 2022. "On the Evaluation of Skill in Binary Forecast," Papers 2209.04686, arXiv.org.
    15. Weiling Liu & Emanuel Moench, 2014. "What predicts U.S. recessions?," Staff Reports 691, Federal Reserve Bank of New York.
    16. Henri Nyberg, 2018. "Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(1), pages 1-15, January.
    17. Lahiri, Kajal & Yang, Liu, 2015. "A further analysis of the conference board’s new Leading Economic Index," International Journal of Forecasting, Elsevier, vol. 31(2), pages 446-453.

  25. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "The Yield Spread Puzzle and the Information Content of SPF Forecasts," CESifo Working Paper Series 3949, CESifo.

    Cited by:

    1. Kajal Lahiri & Huaming Peng & Yongchen Zhao, 2013. "Testing the Value of Probability Forecasts for Calibrated Combining," Discussion Papers 13-02, University at Albany, SUNY, Department of Economics.
    2. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    3. Herman O. Stekler & Tianyu Ye, 2016. "Evaluating a Leading Indicator: An Application: the Term Spread," Working Papers 2016-004, The George Washington University, The Center for Economic Research.
    4. Knut Lehre Seip & Dan Zhang, 2021. "The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model," Forecasting, MDPI, vol. 3(2), pages 1-16, May.
    5. Lahiri, Kajal & Yang, Liu, 2016. "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, vol. 141(C), pages 125-129.
    6. Patrick J. Coe & Shaun P. Vahey, 2025. "Reassessing the Predictive Power of the Yield Spread for Recessions in the United States," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(2), pages 231-236, March.
    7. 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), vol. 19(2), pages 119-148, September.
    8. Soojin Jo & Rodrigo Sekkel, 2016. "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Staff Working Papers 16-5, Bank of Canada.
    9. Chatterjee, Ujjal K., 2018. "Bank liquidity creation and recessions," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 64-75.
    10. El-Shagi, Makram, 2019. "Rationality tests in the presence of instabilities in finite samples," Economic Modelling, Elsevier, vol. 79(C), pages 242-246.
    11. Weiling Liu & Emanuel Moench, 2014. "What predicts U.S. recessions?," Staff Reports 691, Federal Reserve Bank of New York.
    12. Pablo Aguilar & Jesús Vázquez, 2018. "Term structure and real-time learning," Working Papers 1803, Banco de España.

  26. Pinka Chatterji & Heesoo Joo & Kajal Lahiri, 2012. "Examining the Education Gradient in Chronic Illness," CESifo Working Paper Series 3892, CESifo.

    Cited by:

    1. Toshiaki Aizawa, 2025. "Socio-economic gradients in hypertension and diabetes management amid the COVID-19 pandemic in India," PLOS ONE, Public Library of Science, vol. 20(4), pages 1-21, April.
    2. Toshiaki AIZAWA, 2022. "Educational Gradient in Physiological Risk Factors in a Workplace: A decomposition analysis of biomarkers," Discussion papers 22046, Research Institute of Economy, Trade and Industry (RIETI).

  27. Kajal Lahiri & Wenxiong Yao, 2011. "Should Transportation Output be Included as Part of the Coincident Indicators System?," CESifo Working Paper Series 3477, CESifo.

    Cited by:

    1. Liudmila Kitrar & Tamara Lipkind & Georgy Ostapkovich, 2019. "Information Content Of The Russian Services Surveys," HSE Working papers WP BRP 93/STI/2019, National Research University Higher School of Economics.
    2. Eduardo A Haddad & Renato S Vieira & Inacio F Araujo & Silvio Ichihara & Fernando S Perobelli & Karina Bugarin, 2022. "COVID-19 Crisis Monitor: Assessing the Effectiveness of Exit Strategies in the State of Sao Paulo, Brazil," Working Papers, Department of Economics 2022_10, University of São Paulo (FEA-USP).
    3. Galina Ševčenko-Kozlovska & Kristina Čižiūnienė, 2022. "The Impact of Economic Sustainability in the Transport Sector on GDP of Neighbouring Countries: Following the Example of the Baltic States," Sustainability, MDPI, vol. 14(6), pages 1-26, March.
    4. Zhang, Lili & Zhong, Juandan, 2024. "Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic," Finance Research Letters, Elsevier, vol. 60(C).
    5. Boriss Siliverstovs, 2015. "Dissecting the purchasing managers' index," KOF Working papers 15-376, KOF Swiss Economic Institute, ETH Zurich.
    6. Chew Lian Chua & Sarantis Tsiaplias & Ruining Zhou, 2024. "Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2212-2227, September.
    7. António Rua & Nuno Lourenço, 2020. "The DEI: tracking economic activity daily during the lockdown," Working Papers w202013, Banco de Portugal, Economics and Research Department.
    8. Arora, Vipin & Lieskovsky, Jozef, 2016. "Electricity Use as an Indicator of U.S. Economic Activity," EconStor Research Reports 126147, ZBW - Leibniz Information Centre for Economics.
    9. Lourenço, Nuno & Rua, António, 2021. "The Daily Economic Indicator: tracking economic activity daily during the lockdown," Economic Modelling, Elsevier, vol. 100(C).

  28. Kajal Lahiri & George Monokroussos, 2011. "Nowcasting US GDP: The role of ISM Business Surveys," Discussion Papers 11-01, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013. "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, vol. 118(1), pages 219-221.
    2. Lamprou, Dimitra, 2016. "Nowcasting GDP in Greece: The impact of data revisions and forecast origin on model selection and performance," The Journal of Economic Asymmetries, Elsevier, vol. 14(PA), pages 93-102.
    3. Michele Modugno & Lucrezia Reichlin & Domenico Giannone & Marta Banbura, 2012. "Nowcasting with Daily Data," 2012 Meeting Papers 555, Society for Economic Dynamics.
    4. Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015. "Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models," Finance and Economics Discussion Series 2015-66, Board of Governors of the Federal Reserve System (U.S.).
    5. Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017. "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
    6. Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012. "Now-casting and the real-time data flow," CEPR Discussion Papers 9112, C.E.P.R. Discussion Papers.
    7. Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2017. "Forecasting economic activity by Bayesian bridge model averaging," Empirical Economics, Springer, vol. 53(1), pages 21-40, August.
    8. Tzeng, Kae-Yih & Su, Yi-Kai, 2024. "Can U.S. macroeconomic indicators forecast cryptocurrency volatility?," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    9. Bespalova, Olga, 2018. "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper 117706, University Library of Munich, Germany.
    10. Tony Chernis & Calista Cheung & Gabriella Velasco, 2017. "A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth," Discussion Papers 17-8, Bank of Canada.
    11. Tiziana Cesaroni & Stefano Iezzi, 2015. "The Predictive Content of Business Survey Indicators: evidence from SIGE," Working Papers LuissLab 15118, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    12. Tony Chernis & Rodrigo Sekkel, 2017. "A dynamic factor model for nowcasting Canadian GDP growth," Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
    13. Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024. "Back to the present: Learning about the euro area through a now-casting model," International Journal of Forecasting, Elsevier, vol. 40(2), pages 661-686.
    14. Tara Iyer & Abhijit Sen Gupta, 2019. "Nowcasting Economic Growth in India: The Role of Rainfall," ADB Economics Working Paper Series 593, Asian Development Bank.
    15. Hanslin Grossmann, Sandra & Scheufele, Rolf, 2015. "Foreign PMIs: A reliable indicator for Swiss exports," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112830, Verein für Socialpolitik / German Economic Association.
    16. Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2017. "Mixed-frequency models for tracking short-term economic developments in Switzerland," Working Papers 2017-02, Swiss National Bank.
    17. Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu, 2013. "GDP Growth and Credit Data," Working Papers 1327, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    18. Kevin Moran & Simplice Aimé Nono & Imad Rherrad, 2018. "Forecasting with Many Predictors: How Useful are National and International Confidence Data?," Cahiers de recherche 1814, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
    19. Chien-jung Ting & Yi-Long Hsiao, 2022. "Nowcasting the GDP in Taiwan and the Real-Time Tourism Data," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(3), pages 1-2.
    20. Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
    21. Kilinc, Zubeyir & Yucel, Eray, 2016. "PMI Thresholds for GDP Growth," MPRA Paper 70929, University Library of Munich, Germany.
    22. Caroline Jardet & Baptiste Meunier, 2020. "Nowcasting World GDP Growth with High-Frequency Data," Working papers 788, Banque de France.
    23. Rolando F. Peláez, 2018. "Improving the usefulness of the Purchasing Managers’ Index," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 53(4), pages 195-201, October.
    24. Gabe J. Bondt, 2019. "A PMI-Based Real GDP Tracker for the Euro Area," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 15(2), pages 147-170, December.
    25. Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012. "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia 724, Banco de la Republica de Colombia.
    26. Kenichiro McAlinn, 2021. "Mixed‐frequency Bayesian predictive synthesis for economic nowcasting," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(5), pages 1143-1163, November.
    27. Liudmila Kitrar & Tamara Lipkind, 2021. "Development Of Composite Indicators Of Cyclical Response In Business Surveys Considering The Specifics Of The ‘Covid-19 Economy’," HSE Working papers WP BRP 121/STI/2021, National Research University Higher School of Economics.
    28. Edmond H. C. Wu & Jihao Hu & Rui Chen, 2022. "Monitoring and forecasting COVID-19 impacts on hotel occupancy rates with daily visitor arrivals and search queries," Current Issues in Tourism, Taylor & Francis Journals, vol. 25(3), pages 490-507, February.
    29. Hindrayanto, Irma & Koopman, Siem Jan & de Winter, Jasper, 2016. "Forecasting and nowcasting economic growth in the euro area using factor models," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1284-1305.
    30. Bragoli, Daniela, 2017. "Now-casting the Japanese economy," International Journal of Forecasting, Elsevier, vol. 33(2), pages 390-402.
    31. Alina Stundziene & Vaida Pilinkiene & Jurgita Bruneckiene & Andrius Grybauskas & Mantas Lukauskas & Irena Pekarskiene, 2024. "Future directions in nowcasting economic activity: A systematic literature review," Journal of Economic Surveys, Wiley Blackwell, vol. 38(4), pages 1199-1233, September.
    32. Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017. "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, vol. 53(1), pages 79-99, August.
    33. Pawel M. Krolikowski & Kurt G. Lunsford, 2024. "Advance layoff notices and aggregate job loss," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 462-480, April.
    34. Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2016. "A multi-country approach to forecasting output growth using PMIs," Journal of Econometrics, Elsevier, vol. 192(2), pages 349-365.
    35. Bragoli, Daniela & Modugno, Michele, 2017. "A now-casting model for Canada: Do U.S. variables matter?," International Journal of Forecasting, Elsevier, vol. 33(4), pages 786-800.
    36. Sandra Hanslin Grossmann & Rolf Scheufele, 2016. "Foreign PMIs: A reliable indicator for exports?," Working Papers 2016-01, Swiss National Bank.
    37. Nikoleta Anesti & Eleni Kalamara & George Kapetanios, 2021. "Forecasting UK GDP growth with large survey panels," Bank of England working papers 923, Bank of England.
    38. John B. Broughton & Bento J. Lobo, 2018. "Herding and anchoring in macroeconomic forecasts: the case of the PMI," Empirical Economics, Springer, vol. 55(3), pages 1337-1355, November.
    39. Schnatz, Bernd & D'Agostino, Antonello, 2012. "Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years," Working Paper Series 1455, European Central Bank.
    40. Camila Figueroa & Michael Pedersen, 2019. "Extracting Information of the Economic Activity from Business and Consumer Surveys in an Emerging Economy (Chile)," Working Papers Central Bank of Chile 832, Central Bank of Chile.
    41. Chien-jung Ting & Yi-Long Hsiao & Rui-jun Su, 2022. "Application of the Real-Time Tourism Data in Nowcasting the Service Consumption in Taiwan," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(4), pages 1-4.
    42. Basse, Tobias & Desmyter, Steven & Saft, Danilo & Wegener, Christoph, 2023. "Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors," International Review of Financial Analysis, Elsevier, vol. 89(C).
    43. Sangeeta Das & Dipankor Coondoo, 2018. "Is PMI Useful in Quarterly GDP Growth Forecasts for India? An Exploratory Note," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 199-207, December.
    44. Jaewoo Kim & Bryce Schonberger & Charles Wasley & Hunter Land, 2020. "Intertemporal variation in the information content of aggregate earnings and its effect on the aggregate earnings-return relation," Review of Accounting Studies, Springer, vol. 25(4), pages 1410-1443, December.
    45. 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., vol. 31(7), pages 1254-1275, November.
    46. Kajal Lahiri & Yongchen Zhao, 2016. "Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers," Working Papers 2016-14, Towson University, Department of Economics, revised Jul 2016.
    47. George Kapetanios & Fotis Papailias, 2018. "Big Data & Macroeconomic Nowcasting: Methodological Review," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-12, Economic Statistics Centre of Excellence (ESCoE).
    48. Huseyin Cagri Akkoyun & Mahmut Gunay, 2013. "Milli Gelir Buyume Tahmini : IYA ve PMI Gostergelerinin Rolu," CBT Research Notes in Economics 1331, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    49. Daniel Kaufmann & Rolf Scheufele, 2015. "Business tendency surveys and macroeconomic fluctuations," KOF Working papers 15-378, KOF Swiss Economic Institute, ETH Zurich.
    50. Adrian Fernandez‐Perez & Raquel López, 2023. "The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1499-1530, November.
    51. Alessandro Mistretta, 2025. "Synchronization vs. Transmission: The Effect of the German Slowdown on the Italian Business Cycle," International Journal of Central Banking, International Journal of Central Banking, vol. 21(1), pages 331-386, January.
    52. Zhang, Qin & Ni, He & Xu, Hao, 2023. "Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms," Economic Modelling, Elsevier, vol. 122(C).
    53. Ramazan Yanik & Asfia Binte Osman & Ozcan Ozturk, 2020. "Impact of manufacturing PMI on stock market index: A study on Turkey," Journal of Administrative and Business Studies, Professor Dr. Usman Raja, vol. 6(3), pages 104-108.
    54. Khundrakpam, Jeevan Kumar & George, Asish Thomas, 2012. "An Empirical Analysis of the Relationship between WPI and PMI-Manufacturing Price Indices in India," MPRA Paper 50929, University Library of Munich, Germany.
    55. Liu, Ping & James Hueng, C., 2017. "Measuring real business condition in China," China Economic Review, Elsevier, vol. 46(C), pages 261-274.
    56. Marek Rusnak, 2013. "Nowcasting Czech GDP in Real Time," Working Papers 2013/06, Czech National Bank, Research and Statistics Department.
    57. Caruso, Alberto, 2019. "Macroeconomic news and market reaction: Surprise indexes meet nowcasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1725-1734.
    58. Christiansen, Charlotte & Eriksen, Jonas N. & Møller, Stig V., 2019. "Negative house price co-movements and US recessions," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 382-394.
    59. Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
    60. Gabe de Bondt, 2012. "Nowcasting: Trust the Purchasing Managers’ Index or wait for the flash GDP estimate?," EcoMod2012 3896, EcoMod.
    61. Turhan, Ibrahim M. & Sensoy, Ahmet & Hacihasanoglu, Erk, 2015. "Shaping the manufacturing industry performance: MIDAS approach," Chaos, Solitons & Fractals, Elsevier, vol. 77(C), pages 286-290.
    62. Abhiman Das & Kajal Lahiri & Yongchen Zhao, 2018. "Inflation Expectations in India: Learning from Household Tendency Surveys," Working Papers 2018-03, Towson University, Department of Economics, revised Aug 2018.
    63. Alexander James & Yaser S. Abu-Mostafa & Xiao Qiao, 2019. "Nowcasting Recessions using the SVM Machine Learning Algorithm," Papers 1903.03202, arXiv.org, revised Jun 2019.
    64. Caruso, Alberto, 2018. "Nowcasting with the help of foreign indicators: The case of Mexico," Economic Modelling, Elsevier, vol. 69(C), pages 160-168.
    65. Tsuchiya, Yoichi, 2014. "Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 599-618.
    66. Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012. "Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys," Discussion Papers 12-02, University at Albany, SUNY, Department of Economics.
    67. Urasawa, Satoshi, 2014. "Real-time GDP forecasting for Japan: A dynamic factor model approach," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 116-134.
    68. Gabe J. Bondt & Stefano Schiaffi, 2015. "Confidence Matters for Current Economic Growth: Empirical Evidence for the Euro Area and the United States," Social Science Quarterly, Southwestern Social Science Association, vol. 96(4), pages 1027-1040, December.

  29. Pinka Chatterji & Kajal Lahiri & Jingya Song, 2011. "The Dynamics of Income-related Health Inequality among US Children," CESifo Working Paper Series 3572, CESifo.

    Cited by:

    1. Pinka Chatterji & Kajal Lahiri & Jingya Song, 2013. "The Dynamics Of Income‐Related Health Inequality Among American Children," Health Economics, John Wiley & Sons, Ltd., vol. 22(5), pages 623-629, May.

  30. Kajal Lahiri & Antony Davies & Xuguang Sheng, 2010. "Analyzing Three-Dimensional Panel Data of Forecasts," Discussion Papers 10-07, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
    2. Carlos Capistrán & Allan Timmermann, 2008. "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers 2008-55, Department of Economics and Business Economics, Aarhus University.
    3. Timmermann, Allan & Elliott, Graham, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers.
    4. Sinclair, Tara M. & Stekler, H.O. & Carnow, Warren, 2015. "Evaluating a vector of the Fed’s forecasts," International Journal of Forecasting, Elsevier, vol. 31(1), pages 157-164.
    5. Sheng, Xuguang (Simon), 2015. "Evaluating the economic forecasts of FOMC members," International Journal of Forecasting, Elsevier, vol. 31(1), pages 165-175.
    6. Tara M. Sinclair & Hans Christian Müller-Dröge & Herman Stekler, 2014. "Evaluating Forecasts of a Vector of Variables: A German Forecasting Competition," Working Papers 2014-17, The George Washington University, Institute for International Economic Policy.
    7. López Moctezuma Gabriel & Capistrán Carlos, 2010. "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers 2010-11, Banco de México.
    8. Pesaran, M. Hashem & Weale, Martin, 2006. "Survey Expectations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 14, pages 715-776, Elsevier.
    9. Dovern, Jonas & Hartmann, Matthias, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers 0611, University of Heidelberg, Department of Economics.
    10. Michael P Clements, 2014. "Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth," ICMA Centre Discussion Papers in Finance icma-dp2014-12, Henley Business School, University of Reading.
    11. Alexander HARIN, 2014. "Partially Unforeseen Events. Corrections and Correcting Formulae for Forecasts," Expert Journal of Economics, Sprint Investify, vol. 2(2), pages 69-79.
    12. Goodwin, Thomas & Tian, Jing, 2017. "A state space approach to evaluate multi-horizon forecasts," Working Papers 2017-15, University of Tasmania, Tasmanian School of Business and Economics.

  31. Pinka Chatterji & Heesoo Joo & Kajal Lahiri, 2010. "Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases," NBER Working Papers 16578, National Bureau of Economic Research, Inc.

    Cited by:

    1. Wuppermann, Amelie Catherine, 2011. "Empirical Essays in Health and Education Economics," Munich Dissertations in Economics 13187, University of Munich, Department of Economics.
    2. 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 11/11, HEDG, c/o Department of Economics, University of York.

  32. Kajal Lahiri & Gultekin Isiklar, 2010. "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers 10-06, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Ullrich Heilemann & Karsten Müller, 2018. "Wenig Unterschiede – Zur Treffsicherheit Internationaler Prognosen und Prognostiker [Few differences—on the accuracy of international forecasts and forecaster]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 12(3), pages 195-233, December.
    2. Lahiri, Kajal & Zhao, Yongchen, 2019. "International propagation of shocks: A dynamic factor model using survey forecasts," International Journal of Forecasting, Elsevier, vol. 35(3), pages 929-947.
    3. Steffen Henzel & Elisabeth Wieland, 2013. "Synchronization and Changes in International Inflation Uncertainty," CESifo Working Paper Series 4194, CESifo.

  33. Kajal Lahiri & Fushang Liu, 2009. "On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions," Discussion Papers 09-03, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Casey, Eddie, 2021. "Are professional forecasters overconfident?," International Journal of Forecasting, Elsevier, vol. 37(2), pages 716-732.
    2. Michael P. Clements, 2018. "Do Macroforecasters Herd?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 265-292, March.
    3. Boskabadi, Elahe, 2022. "Economic policy uncertainty and forecast bias in the survey of professional forecasters," MPRA Paper 115081, University Library of Munich, Germany.

  34. Kajal Lahiri & Xuguang Sheng, 2009. "Learning and Heterogeneity in GDP and Inflation Forecasts," Discussion Papers 09-05, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Clements, Michael P., 2012. "Do professional forecasters pay attention to data releases?," International Journal of Forecasting, Elsevier, vol. 28(2), pages 297-308.
    2. Bruno Deschamps, 2015. "Are aggregate corporate earnings forecasts unbiased and efficient?," Review of Quantitative Finance and Accounting, Springer, vol. 45(4), pages 803-818, November.
    3. Constantin ANGHELACHE & Mădălina-Gabriela ANGHEL & Ștefan Virgil IACOB & Tudor SAMSON, 2020. "Analysis of the quarterly evolution of the Gross Domestic Product," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(624), A), pages 243-260, Autumn.
    4. An, Zidong & Zheng, Xinye, 2023. "Diligent forecasters can make accurate predictions despite disagreeing with the consensus," Economic Modelling, Elsevier, vol. 125(C).
    5. Sheng, Xuguang (Simon), 2015. "Evaluating the economic forecasts of FOMC members," International Journal of Forecasting, Elsevier, vol. 31(1), pages 165-175.
    6. Patton, Andrew J. & Timmermann, Allan, 2010. "Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 803-820, October.
    7. Conrad, Christian & Lahiri, Kajal, 2024. "Heterogeneous Expectations among Professional Forecasters," Working Papers 0754, University of Heidelberg, Department of Economics.
    8. Gabriel Caldas Montes & Caio Ferrari Ferreira, 2019. "Does monetary policy credibility mitigate the effects of uncertainty about exchange rate on uncertainties about both inflation and interest rate?," International Economics and Economic Policy, Springer, vol. 16(4), pages 649-678, October.
    9. López Moctezuma Gabriel & Capistrán Carlos, 2010. "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers 2010-11, Banco de México.
    10. Sheen, Jeffrey & Wang, Ben Zhe, 2021. "Measuring macroeconomic disagreement – A mixed frequency approach," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 547-566.
    11. Sheng, Xuguang (Simon) & Thevenot, Maya, 2015. "Quantifying differential interpretation of public information using financial analysts’ earnings forecasts," International Journal of Forecasting, Elsevier, vol. 31(2), pages 515-530.
    12. Jitmaneeroj, Boonlert & Lamla, Michael J. & Wood, Andrew, 2019. "The implications of central bank transparency for uncertainty and disagreement," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 222-240.
    13. Pignataro, Giuseppe & Raggi, Davide & Pancotto, Francesca, 2024. "On the role of fundamentals, private signals, and beauty contests to predict exchange rates," International Journal of Forecasting, Elsevier, vol. 40(2), pages 687-705.
    14. Dimitrios Papastamos & George Matysiak & Simon Stevenson, 2014. "A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts," Real Estate & Planning Working Papers rep-wp2014-06, Henley Business School, University of Reading.
    15. Eicher, Theo S. & Kuenzel, David J. & Papageorgiou, Chris & Christofides, Charis, 2019. "Forecasts in times of crises," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1143-1159.
    16. Vereda, Luciano & Savignon, João & Gouveia da Silva, Tarciso, 2021. "A new method to assess the degree of information rigidity using fixed-event forecasts," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1576-1589.
    17. Sinclair, Tara M. & Gamber, Edward N. & Stekler, Herman & Reid, Elizabeth, 2012. "Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 309-314.
    18. Clements, Michael P., 2014. "Probability distributions or point predictions? Survey forecasts of US output growth and inflation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 99-117.
    19. Pedersen, Michael, 2015. "What affects the predictions of private forecasters? The role of central bank forecasts in Chile," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1043-1055.
    20. Chen, Qiwei & Costantini, Mauro & Deschamps, Bruno, 2016. "How accurate are professional forecasts in Asia? Evidence from ten countries," International Journal of Forecasting, Elsevier, vol. 32(1), pages 154-167.
    21. Dovern, Jonas & Hartmann, Matthias, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers 0611, University of Heidelberg, Department of Economics.
    22. Sensoy, Ahmet & Serdengeçti, Süleyman, 2020. "Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, vol. 68(C).
    23. Rybacki, Jakub, 2020. "Polish GDP Forecast Errors: A Tale of Ineffectiveness," MPRA Paper 98952, University Library of Munich, Germany.
    24. Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Do forecasters inform or reassure?," KOF Working papers 09-215, KOF Swiss Economic Institute, ETH Zurich.
    25. Ruttachai Seelajaroen & Pornanong Budsaratragoon & Boonlert Jitmaneeroj, 2020. "Do monetary policy transparency and central bank communication reduce interest rate disagreement?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 368-393, April.
    26. Lena Dräger & Michael J. Lamla, 2015. "Disagreement à la Taylor: Evidence from Survey Microdata," Macroeconomics and Finance Series 201503, University of Hamburg, Department of Socioeconomics.
    27. Jakub Rybacki, 2021. "Polish GDP forecast errors: a tale of inefficiency," Bank i Kredyt, Narodowy Bank Polski, vol. 52(2), pages 123-142.
    28. Jing Tian & Firmin Doko Tchatoka & Thomas Goodwin, 2022. "Are internally consistent forecasts rational?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1338-1355, November.

  35. 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 2832, CESifo.

    Cited by:

    1. Deimante Teresiene & Greta Keliuotyte-Staniuleniene & Yiyi Liao & Rasa Kanapickiene & Ruihui Pu & Siyan Hu & Xiao-Guang Yue, 2021. "The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators," JRFM, MDPI, vol. 14(4), pages 1-23, April.
    2. Kehinde Damilola Ilesanmi & Devi Datt Tewari, 2021. "An Early Warning Signal (EWS) Model for Predicting Financial Crisis in Emerging African Economies," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(1), pages 101-110, January.
    3. Klaus Abberger & Biswa Nath Bhattacharyay & Chang Woon Nam & Gernot Nerb & Siegfried Schönherr, 2014. "How Can the Crisis Vulnerability of Emerging Economies Be Reduced?," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 65.
    4. Yucel, Eray, 2011. "A Review and Bibliography of Early Warning Models," MPRA Paper 32893, University Library of Munich, Germany.

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

    Cited by:

    1. Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Working Papers 2021-005, The George Washington University, The Center for Economic Research.
    2. Hristov, Nikolay & Roth, Markus, 2019. "Uncertainty shocks and financial crisis indicators," Discussion Papers 36/2019, Deutsche Bundesbank.
    3. Francisco Corona & Pilar Poncela & Esther Ruiz, 2017. "Determining the number of factors after stationary univariate transformations," Empirical Economics, Springer, vol. 53(1), pages 351-372, August.
    4. Constantin Bürgi, 2020. "Expectation Formation and the Persistence of Shocks," Working Papers 2020-005, The George Washington University, The Center for Economic Research, revised Sep 2020.
    5. Kyle Jurado & Sydney C. Ludvigson & Serena Ng, 2015. "Measuring Uncertainty," American Economic Review, American Economic Association, vol. 105(3), pages 1177-1216, March.
    6. Bart Keijsers & Dick van Dijk, 2022. "Does economic uncertainty predict real activity in real-time?," Tinbergen Institute Discussion Papers 22-069/III, Tinbergen Institute, revised 01 Mar 2023.
    7. Charemza, Wojciech, 2020. "Central banks' voting contest," MPRA Paper 101205, University Library of Munich, Germany.
    8. M. E. Bontempi & M. Frigeri & R. Golinelli & M. Squadrani, 2019. "Uncertainty, Perception and the Internet," Working Papers wp1134, Dipartimento Scienze Economiche, Universita' di Bologna.
    9. Duygun, Meryem & Hao, Jiaqi & Isaksson, Anders & Sickles, Robin C., 2015. "World Productivity Growth: A Model Averaging Approach," Working Papers 15-011, Rice University, Department of Economics.
    10. Klodiana Istrefi & Sarah Mouabbi, 2017. "Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis," Rue de la Banque, Banque de France, issue 48, september.
    11. Driver, Ciaran & Trapani, Lorenzo & Urga, Giovanni, 2013. "On the use of cross-sectional measures of forecast uncertainty," International Journal of Forecasting, Elsevier, vol. 29(3), pages 367-377.
    12. Hartmann, Matthias & Herwartz, Helmut & Ulm, Maren, 2017. "A comparative assessment of alternative ex ante measures of inflation uncertainty," International Journal of Forecasting, Elsevier, vol. 33(1), pages 76-89.
    13. Peter Tillmann, 2018. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," GRU Working Paper Series GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    14. Galdi, Giulio & Casarin, Roberto & Ferrari, Davide & Fezzi, Carlo & Ravazzolo, Francesco, 2023. "Nowcasting industrial production using linear and non-linear models of electricity demand," Energy Economics, Elsevier, vol. 126(C).
    15. Svetlana Makarova, 2014. "Risk and Uncertainty: Macroeconomic Perspective," UCL SSEES Economics and Business working paper series 129, UCL School of Slavonic and East European Studies (SSEES).
    16. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," AQR Working Papers 201803, University of Barcelona, Regional Quantitative Analysis Group, revised Jun 2018.
    17. Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-026, Federal Reserve Bank of St. Louis.
    18. Aleksejs Krecetovs & Pasquale Della Corte, 2016. "Macro uncertainty and currency premia," 2016 Meeting Papers 624, Society for Economic Dynamics.
    19. Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018. "National natural rates of interest and the single monetary policy in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 763-779, September.
    20. Ricco, Giovanni & Callegari, Giovanni & Cimadomo, Jacopo, 2016. "Signals from the government: Policy disagreement and the transmission of fiscal shocks," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 107-118.
    21. Nunes, Clemens Vinicius & Doi, Jonas & Fernandes, Marcelo, 2017. "Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 37(1), May.
    22. Guo, Junjie & Han, Zhao, 2025. "Time-varying government spending foresight," Journal of Economic Dynamics and Control, Elsevier, vol. 173(C).
    23. Ilhan Kilic & Faruk Balli, 2024. "Measuring economic country-specific uncertainty in Türkiye," Empirical Economics, Springer, vol. 67(4), pages 1649-1689, October.
    24. Guido Schultefrankenfeld, 2020. "Appropriate monetary policy and forecast disagreement at the FOMC," Empirical Economics, Springer, vol. 58(1), pages 223-255, January.
    25. Latifi, Albina & Naboka-Krell, Viktoriia & Tillmann, Peter & Winker, Peter, 2025. "Disagreement about Fiscal Policy," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy 325368, Verein für Socialpolitik / German Economic Association.
    26. Marcello Pericoli & Giovanni Veronese, 2015. "Forecaster heterogeneity, surprises and financial markets," Temi di discussione (Economic working papers) 1020, Bank of Italy, Economic Research and International Relations Area.
    27. Nakajima, Jouchi, 2022. "Macroeconomic uncertainty matters: A nonlinear effect of financial volatility on real economic activity," Discussion paper series HIAS-E-121, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    28. Carlo Altavilla & Domenico Giannone, 2014. "The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data," Working Papers ECARES ECARES 2014-30, ULB -- Universite Libre de Bruxelles.
    29. Beckmann, Joscha & Czudaj, Robert L., 2023. "Perceived monetary policy uncertainty," Journal of International Money and Finance, Elsevier, vol. 130(C).
    30. Fernandes, Cecilia Melo, 2021. "ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty," Working Paper Series 2582, European Central Bank.
    31. Wojciech CHAREMZA & Carlos DÍAZ & Svetlana MAKAROVA, 2019. "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-18, March.
    32. An, Zidong & Zheng, Xinye, 2023. "Diligent forecasters can make accurate predictions despite disagreeing with the consensus," Economic Modelling, Elsevier, vol. 125(C).
    33. Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, The Center for Economic Research.
    34. Christian D. Dick & Maik Schmeling & Andreas Schrimpf, 2010. "Macro Expectations, Aggregate Uncertainty, and Expected Term Premia," CREATES Research Papers 2010-49, Department of Economics and Business Economics, Aarhus University.
    35. End, Nicolas, 2023. "Big Brother is also being watched: Measuring fiscal credibility," Journal of Macroeconomics, Elsevier, vol. 77(C).
    36. Franses, Ph.H.B.F. & Welz, M., 2018. "Evaluating heterogeneous forecasts for vintages of macroeconomic variables," Econometric Institute Research Papers EI2018-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    37. Hutson, Mark & Joutz, Fred & Stekler, Herman, 2014. "Interpreting and evaluating CESIfo's World Economic Survey directional forecasts," Economic Modelling, Elsevier, vol. 38(C), pages 6-11.
    38. Binder, Carola C., 2017. "Measuring uncertainty based on rounding: New method and application to inflation expectations," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 1-12.
    39. Ricco, Giovanni & Callegari, Giovanni & Cimadomo, Jacopo, 2014. "Signals from the Government: Policy Uncertainty and the Transmission of Fiscal Shocks," MPRA Paper 56136, University Library of Munich, Germany.
    40. Gomez-Gonzalez, Jose Eduardo & Hirs-Garzon, Jorge & Uribe, Jorge M., 2020. "Global effects of US uncertainty: real and financial shocks on real and financial markets," Working papers 69, Red Investigadores de Economía.
    41. Dimitrios Papastamos & Fotis Mouzakis & Simon Stevenson, 2014. "Rationality and Momentum in Real Estate Investment Forecasts," Real Estate & Planning Working Papers rep-wp2014-07, Henley Business School, University of Reading.
    42. Hernando Vargas-Herrera & Mauricio Villamizar-Villegas, 2019. "Effectiveness of FX Intervention and the Flimsiness of Exchange rate Expectations," Borradores de Economia 1070, Banco de la Republica de Colombia.
    43. Hartmann, Matthias & Conrad, Christian, 2014. "Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100477, Verein für Socialpolitik / German Economic Association.
    44. Ozocak, Onem, 2025. "Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
    45. Messina, Jeffrey D. & Sinclair, Tara M. & Stekler, Herman, 2015. "What can we learn from revisions to the Greenbook forecasts?," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 54-62.
    46. Beckmann, Joscha, 2021. "Measurement and effects of euro/dollar exchange rate uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 773-790.
    47. Iryna Kaminska & Matt Roberts-Sklar, 2017. "Volatility in equity markets and monetary policy rate uncertainty," Bank of England working papers 700, Bank of England.
    48. Sangyup Choi & Jeeyeon Phi, 2022. "Impact of Uncertainty Shocks on Income and Wealth Inequality," Working papers 2022rwp-196, Yonsei University, Yonsei Economics Research Institute.
    49. Conrad, Christian & Lahiri, Kajal, 2024. "Heterogeneous Expectations among Professional Forecasters," Working Papers 0754, University of Heidelberg, Department of Economics.
    50. Julia Krause & Thorsten Sellhorn & Kamran Ahmed, 2017. "Extreme Uncertainty and Forward-looking Disclosure Properties," Abacus, Accounting Foundation, University of Sydney, vol. 53(2), pages 240-272, June.
    51. Deschamps, Bruno & Ioannidis, Christos & Ka, Kook, 2020. "High-frequency credit spread information and macroeconomic forecast revision," International Journal of Forecasting, Elsevier, vol. 36(2), pages 358-372.
    52. Graziano Moramarco, 2020. "Measuring Global Macroeconomic Uncertainty," Working Papers wp1148, Dipartimento Scienze Economiche, Universita' di Bologna.
    53. Gao, Xin & Li, Bingxin & Liu, Rui, 2023. "The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?," Journal of Commodity Markets, Elsevier, vol. 30(C).
    54. Barbara Rossi, 2019. "Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?," Working Papers 1081, Barcelona School of Economics.
    55. Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Choosing the Right Skew Normal Distribution: the Macroeconomist’ Dilemma," Discussion Papers in Economics 15/08, Division of Economics, School of Business, University of Leicester.
    56. Alexander Glas & Matthias Hartmann, 2020. "Uncertainty measures from partially rounded probabilistic forecast surveys," Working Papers 427, University of Milano-Bicocca, Department of Economics, revised Jan 2020.
    57. Beckmann, Joscha & Czudaj, Robert L., 2023. "The role of expectations for currency crisis dynamics - The case of the Turkish lira," Open Access Publications from Kiel Institute for the World Economy 279397, Kiel Institute for the World Economy (IfW Kiel).
    58. Alberini, Anna & Ščasný, Milan & Czajkowski, Mikolaj & Bigano, Andrea, 2023. "Volatile energy markets, consumers and energy price expectations," Energy Economics, Elsevier, vol. 126(C).
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    60. Yongchen Zhao, 2022. "Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 810-828, July.
    61. Post, Thomas & Hanewald, Katja, 2013. "Longevity risk, subjective survival expectations, and individual saving behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 200-220.
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    63. Michael Clements, 2016. "Are Macroeconomic Density Forecasts Informative?," ICMA Centre Discussion Papers in Finance icma-dp2016-02, Henley Business School, University of Reading.
    64. Atalla, Tarek & Joutz, Fred & Pierru, Axel, 2016. "Does disagreement among oil price forecasters reflect volatility? Evidence from the ECB surveys," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1178-1192.
    65. Philip Hans Franses, 2021. "Modeling Judgment in Macroeconomic Forecasts," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 401-417, December.
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    71. Oscar Claveria, 2021. "On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 1-26, April.
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    54. Papastamos, Dimitrios & Matysiak, George & Stevenson, Simon, 2015. "Assessing the accuracy and dispersion of real estate investment forecasts," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 141-152.
    55. Franses, Ph.H.B.F., 2019. "Professional Forecasters and January," Econometric Institute Research Papers EI2019-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    56. Philip Hans Franses, 2024. "Incorporating judgment in forecasting models in times of crisis," Futures & Foresight Science, John Wiley & Sons, vol. 6(4), December.
    57. 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.

  38. Kajal Lahiri & Gultekin Isiklar, 2006. "How Far Ahead Can We Forecast? Evidence From Cross-country Surveys," Discussion Papers 06-04, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Stan Hurn & Jing Tian & Lina Xu, 2021. "Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed," The Economic Record, The Economic Society of Australia, vol. 97(319), pages 525-547, December.
    2. Carlos Diaz Vela, 2016. "Extracting the Information Shocks from the Bank of England Inflation Density Forecasts," Discussion Papers in Economics 16/13, Division of Economics, School of Business, University of Leicester.
    3. Heilemann, Ullrich & Stekler, Herman, 2007. "Introduction to "The future of macroeconomic forecasting"," International Journal of Forecasting, Elsevier, vol. 23(2), pages 159-165.
    4. Stefan Günnel & Karl-Heinz Tödter, 2009. "Does Benford’s Law hold in economic research and forecasting?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(3), pages 273-292, August.
    5. Lahiri, Kajal & Wang, J. George, 2013. "Evaluating probability forecasts for GDP declines using alternative methodologies," International Journal of Forecasting, Elsevier, vol. 29(1), pages 175-190.
    6. Nathan Goldstein & Ben‐Zion Zilberfarb, 2023. "The closer we get, the better we are?," Economic Inquiry, Western Economic Association International, vol. 61(2), pages 364-376, April.
    7. Kappler, Marcus, 2007. "Projecting the Medium-Term: Outcomes and Errors for GDP Growth," ZEW Discussion Papers 07-068, ZEW - Leibniz Centre for European Economic Research.
    8. Lahiri, Kajal & Zhao, Yongchen, 2019. "International propagation of shocks: A dynamic factor model using survey forecasts," International Journal of Forecasting, Elsevier, vol. 35(3), pages 929-947.
    9. Ken Miyajima & James Yetman, 2018. "Assessing inflation expectations anchoring for heterogeneous agents: analysts, businesses and trade unions," BIS Working Papers 759, Bank for International Settlements.
    10. Tara M. Sinclair, 2012. "Characteristics and Implications of Chinese Macroeconomic Data Revisions," Working Papers 2012-09, The George Washington University, Institute for International Economic Policy.
    11. H.O. Stekler & Huixia Zhang, 2013. "An evaluation of Chinese economic forecasts," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 11(4), pages 251-259, November.
    12. Conrad, Christian & Lahiri, Kajal, 2024. "Heterogeneous Expectations among Professional Forecasters," Working Papers 0754, University of Heidelberg, Department of Economics.
    13. López Moctezuma Gabriel & Capistrán Carlos, 2010. "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers 2010-11, Banco de México.
    14. António Brandão Moniz, 2008. "Assessing scenarios on the future of work," Enterprise and Work Innovation Studies, Universidade Nova de Lisboa, IET/CICS.NOVA-Interdisciplinary Centre on Social Sciences, Faculty of Science and Technology, vol. 4(4), pages 91-106, November.
    15. Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016. "Forecasting global recessions in a GVAR model of actual and expected output," International Journal of Forecasting, Elsevier, vol. 32(2), pages 374-390.
    16. Suarez, Javier & ,, 2018. "The Procyclicality of Expected Credit Loss Provisions," CEPR Discussion Papers 13135, C.E.P.R. Discussion Papers.
    17. Christian Conrad & Zeno Enders & Gernot Müller, 2025. "Inflation Forecast Targeting Revisited," CESifo Working Paper Series 12006, CESifo.
    18. Herman O. Stekler & Raj M. Talwar, 2011. "Economic Forecasting in the Great Recession," Working Papers 2011-005, The George Washington University, The Center for Economic Research.
    19. Jones, Jacob T. & Sinclair, Tara M. & Stekler, Herman O., 2020. "A textual analysis of Bank of England growth forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1478-1487.
    20. Dovern, Jonas & Jannsen, Nils, 2017. "Systematic errors in growth expectations over the business cycle," International Journal of Forecasting, Elsevier, vol. 33(4), pages 760-769.
    21. Marc-Oliver Pohle, 2020. "The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation," Papers 2005.01835, arXiv.org.
    22. Anthony Garratt & Kevin Lee & Kalvinder Shields, 2014. "Forecasting Global Recessions in a GVAR Model of Actual and Expected Output in the G7," Discussion Papers 2014/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    23. Tian, Jing & Goodwin, Thomas, 2018. "An unobserved component modeling approach to evaluate multi-horizon forecasts," Working Papers 2018-04, University of Tasmania, Tasmanian School of Business and Economics.
    24. Jaqueson K. Galimberti & Marcelo L. Moura, 2010. "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Business and Economics Working Papers 103, Unidade de Negocios e Economia, Insper.
    25. Jaqueson K. Galimberti & Marcelo L. Moura, 2011. "Improving the reliability of real-time Hodrick-Prescott filtering using survey forecasts," Centre for Growth and Business Cycle Research Discussion Paper Series 159, Economics, The University of Manchester.
    26. Alfredo Pistelli M., 2012. "Análisis de Sesgos y Eficiencia en Proyecciones de Consensus Forecasts," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(1), pages 98-104, April.
    27. Andrew B. Martinez & Alexander D. Schibuola & David Beckworth, 2025. "The Reliability of the Nominal GDP Expectations Gap," Working Papers 2025-004, The George Washington University, The Center for Economic Research.
    28. Batchelor, Roy, 2007. "Bias in macroeconomic forecasts," International Journal of Forecasting, Elsevier, vol. 23(2), pages 189-203.
    29. Kajal Lahiri & Gultekin Isiklar, 2010. "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers 10-06, University at Albany, SUNY, Department of Economics.
    30. Mr. Ken Miyajima & James Yetman, 2018. "Inflation Expectations Anchoring Across Different Types of Agents: the Case of South Africa," IMF Working Papers 2018/177, International Monetary Fund.
    31. Timmermann, Allan & Patton, Andrew, 2007. "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers 6526, C.E.P.R. Discussion Papers.
    32. Chen, Qiwei & Costantini, Mauro & Deschamps, Bruno, 2016. "How accurate are professional forecasts in Asia? Evidence from ten countries," International Journal of Forecasting, Elsevier, vol. 32(1), pages 154-167.
    33. Lahiri, Kajal & Sheng, Xuguang, 2010. "Learning and heterogeneity in GDP and inflation forecasts," International Journal of Forecasting, Elsevier, vol. 26(2), pages 265-292, April.
    34. Martinez, Andrew & Schibuola, Alex, 2021. "The Expectations Gap: An Alternative Measure of Economic Slack," Working Papers 11284, George Mason University, Mercatus Center.
    35. Sun, Yuying & Wang, Shouyang & Zhang, Xun, 2018. "How efficient are China's macroeconomic forecasts? Evidences from a new forecasting evaluation approach," Economic Modelling, Elsevier, vol. 68(C), pages 506-513.
    36. Ager, P. & Kappler, M. & Osterloh, S., 2009. "The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach," International Journal of Forecasting, Elsevier, vol. 25(1), pages 167-181.
    37. Oller, Lars-Erik & Teterukovsky, Alex, 2007. "Quantifying the quality of macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 23(2), pages 205-217.
    38. Mehrotra, Aaron & Yetman, James, 2018. "Are inflation targets credible? A novel test," Economics Letters, Elsevier, vol. 167(C), pages 67-70.
    39. Siddhartha S. Bora & Ani L. Katchova & Todd H. Kuethe, 2023. "The accuracy and informativeness of agricultural baselines," American Journal of Agricultural Economics, John Wiley & Sons, vol. 105(4), pages 1116-1148, August.
    40. Galimberti, Jaqueson K. & Moura, Marcelo L., 2016. "Improving the reliability of real-time output gap estimates using survey forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 358-373.
    41. Jonas Dovern & Mr. Ulrich Fritsche & Mr. Prakash Loungani & Ms. Natalia T. Tamirisa, 2013. "Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel," IMF Working Papers 2013/056, International Monetary Fund.
    42. Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Do forecasters inform or reassure?," KOF Working papers 09-215, KOF Swiss Economic Institute, ETH Zurich.
    43. 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 12-10, University at Albany, SUNY, Department of Economics.
    44. Herman O. Stekler, 2008. "What Do We Know About G-7 Macro Forecasts?," Working Papers 2008-009, The George Washington University, The Center for Economic Research.
    45. Ullrich Heilemann & Herman Stekler, 2010. "Perspectives on Evaluating Macroeconomic Forecasts," Working Papers 2010-002, The George Washington University, The Center for Economic Research.
    46. Döhrn, Roland & Schmidt, Christoph M., 2010. "Information or Institution? – On the Determinants of Forecast Accuracy," Ruhr Economic Papers 201, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    47. Franses, Ph.H.B.F. & Maassen, N.R., 2015. "Consensus forecasters: How good are they individually and why?," Econometric Institute Research Papers EI2015-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    48. Breitung, Jörg & Knüppel, Malte, 2018. "How far can we forecast? Statistical tests of the predictive content," Discussion Papers 07/2018, Deutsche Bundesbank.
    49. Jonas Dovern & Ulrich Fritsche & Prakash Loungani & Natalia Tamirisa, 2014. "Information Rigidities: Comparing Average And Individual Forecasts For A Large International Panel," Working Papers 2014-001, The George Washington University, The Center for Economic Research.
    50. Roberts Bryan W, 2009. "The Macroeconomic Impacts of the 9/11 Attack: Evidence from Real-Time Forecasting," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 15(2), pages 341-367, July.
    51. Goodwin, Thomas & Tian, Jing, 2017. "A state space approach to evaluate multi-horizon forecasts," Working Papers 2017-15, University of Tasmania, Tasmanian School of Business and Economics.
    52. Roy Batchelor, 2007. "Forecaster Behaviour and Bias in Macroeconomic Forecasts," ifo Working Paper Series 39, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    53. Vereda, Luciano & Savignon, João & Gouveia da Silva, Tarciso, 2024. "A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1069-1084.
    54. Jing Tian & Firmin Doko Tchatoka & Thomas Goodwin, 2022. "Are internally consistent forecasts rational?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1338-1355, November.
    55. 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.

  39. Kajal Lahiri & Fushang Liu, 2006. "Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts," Discussion Papers 06-05, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Mankiw, N. Gregory & Reis, Ricardo, 2002. "Sticky Information Versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve," Scholarly Articles 3415324, Harvard University Department of Economics.
    2. Carlos Diaz Vela, 2016. "Extracting the Information Shocks from the Bank of England Inflation Density Forecasts," Discussion Papers in Economics 16/13, Division of Economics, School of Business, University of Leicester.
    3. Carrera, César, 2012. "Estimating Information Rigidity using Firms’ Survey Data," Working Papers 2012-004, Banco Central de Reserva del Perú.
    4. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., "undated". "Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters," Economic Research Papers 269751, University of Warwick - Department of Economics.
    5. Svetlana Makarova, 2014. "Risk and Uncertainty: Macroeconomic Perspective," UCL SSEES Economics and Business working paper series 129, UCL School of Slavonic and East European Studies (SSEES).
    6. Halina Kowalczyk & Tomasz Lyziak & Ewa Stanisławska, 2013. "A new approach to probabilistic surveys of professional forecasters and its application in the monetary policy context," NBP Working Papers 142, Narodowy Bank Polski.
    7. Clements, Michael P., "undated". "Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth," Economic Research Papers 270629, University of Warwick - Department of Economics.
    8. Baltagi, Badi H., 2013. "Panel Data Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 995-1024, Elsevier.
    9. Binder, Carola C., 2017. "Measuring uncertainty based on rounding: New method and application to inflation expectations," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 1-12.
    10. Baltagi, Badi H., 2006. "Forecasting with panel data," Discussion Paper Series 1: Economic Studies 2006,25, Deutsche Bundesbank.
    11. Federico Bassetti & Roberto Casarin & Marco Del Negro, 2022. "A Bayesian Approach to Inference on Probabilistic Surveys," Staff Reports 1025, Federal Reserve Bank of New York.
    12. Pfajfar, Damjan & Žakelj, Blaž, 2016. "Uncertainty in forecasting inflation and monetary policy design: Evidence from the laboratory," International Journal of Forecasting, Elsevier, vol. 32(3), pages 849-864.
    13. Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
    14. Yongchen Zhao, 2022. "Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 810-828, July.
    15. Atalla, Tarek & Joutz, Fred & Pierru, Axel, 2016. "Does disagreement among oil price forecasters reflect volatility? Evidence from the ECB surveys," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1178-1192.
    16. Stefania D'Amico & Athanasios Orphanides, 2008. "Uncertainty and disagreement in economic forecasting," Finance and Economics Discussion Series 2008-56, Board of Governors of the Federal Reserve System (U.S.).
    17. Kajal Lahiri & Fushang Liu, 2009. "On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions," Discussion Papers 09-03, University at Albany, SUNY, Department of Economics.
    18. Ambrocio, Gene, 2020. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2020, Bank of Finland.
    19. Soojin Jo & Rodrigo Sekkel, 2016. "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Staff Working Papers 16-5, Bank of Canada.
    20. Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach," Discussion Papers in Economics 15/09, Division of Economics, School of Business, University of Leicester.
    21. Ali Inayat, 2023. "Household Inflation Expectations Uncertainty: A Case for Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 28(1), pages 1-39, Jan-June.
    22. Timur Hulagu & Saygin Sahinoz, 2012. "Is Disagreement a Good Proxy for Inflation Uncertainty? Evidence from Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 12(1), pages 53-62.
    23. Lahiri, Kajal & Sheng, Xuguang, 2010. "Learning and heterogeneity in GDP and inflation forecasts," International Journal of Forecasting, Elsevier, vol. 26(2), pages 265-292, April.
    24. Zied Ftiti & Fredj Jawadi, 2019. "Forecasting Inflation Uncertainty in the United States and Euro Area," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 455-476, June.
    25. Dovern, Jonas & Hartmann, Matthias, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers 0611, University of Heidelberg, Department of Economics.
    26. Manzan, Sebastiano, 2021. "Are professional forecasters Bayesian?," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
    27. De Rezende, Rafael B., 2015. "Risks in macroeconomic fundamentals and excess bond returns predictability," Working Paper Series 295, Sveriges Riksbank (Central Bank of Sweden).
    28. Christina Anderl & Guglielmo Maria Caporale, 2023. "Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts," Manchester School, University of Manchester, vol. 91(3), pages 171-232, June.
    29. Dovern, Jonas, 2015. "A multivariate analysis of forecast disagreement: Confronting models of disagreement with survey data," European Economic Review, Elsevier, vol. 80(C), pages 16-35.
    30. Fabian Krüger, 2017. "Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms," Empirical Economics, Springer, vol. 53(1), pages 235-246, August.
    31. Knüppel, Malte, 2014. "Efficient estimation of forecast uncertainty based on recent forecast errors," International Journal of Forecasting, Elsevier, vol. 30(2), pages 257-267.
    32. Li, You & Tay, Anthony, 2021. "The role of macroeconomic and policy uncertainty in density forecast dispersion," Journal of Macroeconomics, Elsevier, vol. 67(C).
    33. Glas, Alexander, 2020. "Five dimensions of the uncertainty–disagreement linkage," International Journal of Forecasting, Elsevier, vol. 36(2), pages 607-627.
    34. 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.

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

    Cited by:

    1. Hartmann, Matthias & Herwartz, Helmut & Ulm, Maren, 2017. "A comparative assessment of alternative ex ante measures of inflation uncertainty," International Journal of Forecasting, Elsevier, vol. 33(1), pages 76-89.
    2. Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
    3. Atalla, Tarek & Joutz, Fred & Pierru, Axel, 2016. "Does disagreement among oil price forecasters reflect volatility? Evidence from the ECB surveys," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1178-1192.
    4. Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014. "Inflation uncertainty revisited: a proposal for robust measurement," Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
    5. Glas, Alexander & Hartmann, Matthias, 2016. "Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145888, Verein für Socialpolitik / German Economic Association.
    6. Kajal Lahiri & Fushang Liu, 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, December.

  41. Lahiri, Kajal & Yao, Wenxiong, 2004. "A dynamic factor model of the coincident indicators for the US transportation sector," MPRA Paper 22360, University Library of Munich, Germany.

    Cited by:

    1. Francisco Corona & Pilar Poncela & Esther Ruiz, 2017. "Determining the number of factors after stationary univariate transformations," Empirical Economics, Springer, vol. 53(1), pages 351-372, August.
    2. Edwards, Seanicaa & Allen, Albert J. & Shaik, Saleem, 2006. "Market Structure Conduct Performance (SCP) Hypothesis Revisited using Stochastic Frontier Efficiency Analysis," 2006 Annual meeting, July 23-26, Long Beach, CA 21350, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Jason Angelopoulos & Costas I. Chlomoudis, 2017. "A Generalized Dynamic Factor Model for the U.S. Port Sector," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 67(1), pages 22-37, January-M.
    4. Dubrovsky, Valery & Yaroshevich, Natalya & Kuzmin, Evgeny, 2016. "Transactional approach in assessment of operational performance of companies in transport infrastructure," MPRA Paper 72001, University Library of Munich, Germany.

  42. 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.

    Cited by:

    1. Kajal Lahiri & Wenxiong Yao, 2004. "The predictive power of an experimental transportation output index," Applied Economics Letters, Taylor & Francis Journals, vol. 11(3), pages 149-152.
    2. Jason Angelopoulos, 2017. "Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 19(1), pages 126-159, March.
    3. Roumen Vesselinov, 2012. "New Composite Indicators for Bulgarian Business Cycle," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 5(2), pages 101-111, August.
    4. Lahiri, Kajal & Yao, Wenxiong, 2004. "A dynamic factor model of the coincident indicators for the US transportation sector," MPRA Paper 22360, University Library of Munich, Germany.
    5. Yao, Vincent W. & Sloboda, Brian W., 2005. "Forecasting Cycles in the Transportation Sector," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 44(2).
    6. Wanyu Yang & Xuebing Ouyang & Tiezhu Li, 2023. "Research on the Regional Transport Development Index and Its Application in Decision Making and Sustainable Development of Transport Services: A Case Study in Yunnan Province, China," Sustainability, MDPI, vol. 15(3), pages 1-16, January.
    7. 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.
    8. Yao, Vincent W. & Solboda, Brian, 2005. "Forecasting Cycles in the Transportation Sector," 46th Annual Transportation Research Forum, Washington, D.C., March 6-8, 2005 208159, Transportation Research Forum.
    9. Kajal Lahiri, Wenxiong Yao, and Peg Young, 2003. "Cycles in the Transportation Sector and the Aggregate Economy," Discussion Papers 03-14, University at Albany, SUNY, Department of Economics.
    10. Yetkiner, Hakan & Beyzatlar, Mehmet Aldonat, 2020. "The Granger-causality between wealth and transportation: A panel data approach," Transport Policy, Elsevier, vol. 97(C), pages 19-25.

  43. Kajal Lahiri, Wenxiong Yao, and Peg Young, 2003. "Cycles in the Transportation Sector and the Aggregate Economy," Discussion Papers 03-14, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Laurent Ferrara & Dominique Guégan, 2006. "Detection of the Industrial Business Cycle using SETAR Models," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(3), pages 353-371.
    2. Deimena KIYAK & Erika ŽUPERKIENĖ, 2017. "Expression Of The Transport Sector Operational Efficiency Evaluation Methodology (Trends) At Different Stages Of The Economic Cycle," Transport Problems, Silesian University of Technology, Faculty of Transport, vol. 12(4), pages 109-118, December.

  44. Kajal Lahiri & Guibo Xing, 2002. "An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services," Discussion Papers 02-01, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Melissa Boyle, 2009. "Health and Utilization Effects of Increased Access to Publicly Provided Health Care: Evidence from the U.S. Department of Veterans Affairs," Working Papers 0902, College of the Holy Cross, Department of Economics.

  45. Kajal Lahiri & Jian Gao, 2001. "Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo," Discussion Papers 01-14, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Katayama, Hajime & Lu, Shihua & Tybout, James R., 2009. "Firm-level productivity studies: Illusions and a solution," International Journal of Industrial Organization, Elsevier, vol. 27(3), pages 403-413, May.
    2. Rik Pieters & Michel Wedel, 2012. "Ad Gist: Ad Communication in a Single Eye Fixation," Marketing Science, INFORMS, vol. 31(1), pages 59-73, January.
    3. Mauricio Sillano & Juan de Dios Ortúzar, 2005. "Willingness-to-Pay Estimation with Mixed Logit Models: Some New Evidence," Environment and Planning A, , vol. 37(3), pages 525-550, March.
    4. Kajal Lahiri & Chuanming Gao & Bernard Wixon, 2020. "Value of Sample Separation Information in a Sequential Probit Model," Arthaniti: Journal of Economic Theory and Practice, , vol. 19(2), pages 151-176, December.
    5. Sergio Aquino de Souza, 2008. "Combining Prior Information and Data to Uncover the Parameters from the Random Coefficient Discrete? Choice Demand Model," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807211342080, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    6. Haijime Katayama & Shihua Lu & James Tybout, 2003. "Why Plant-Level Productivity Studies are Often Misleading, and an Alternative Approach to Interference," NBER Working Papers 9617, National Bureau of Economic Research, Inc.
    7. DeSouza, Sergio Aquino, 2006. "Combining Aggregate and Plant-Level Data to Estimate a Discrete-Choice Demand Model," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 26(2), November.
    8. Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024. "Bayesian forecasting in economics and finance: A modern review," International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
    9. Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
    10. Verlinda, Jeremy A., 2005. "A Bayesian analysis of tree structure specification in nested logit models," Economics Letters, Elsevier, vol. 87(1), pages 67-73, April.
    11. Gary Koop, 2004. "Modelling the evolution of distributions: an application to Major League baseball," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 167(4), pages 639-655, November.
    12. Sergio Aquino de Souza, 2011. "A Simplified Mixed Logit Demand Model with an Application to the Simulation of Entry," Working Papers 04-2011, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
    13. María José Gil-Moltó & Arne Risa Hole, 2003. "Tests for the consistency of three-level nested logit models with utility maximization," Econometrics 0312001, University Library of Munich, Germany, revised 08 Jan 2004.
    14. Ricardo A. Daziano & Luis Miranda-Moreno & Shahram Heydari, 2013. "Computational Bayesian Statistics in Transportation Modeling: From Road Safety Analysis to Discrete Choice," Transport Reviews, Taylor & Francis Journals, vol. 33(5), pages 570-592, September.
    15. Grzenda Wioletta, 2021. "Modelling the occupational and educational choices of young people in Poland using Bayesian multinomial logit models," Statistics in Transition New Series, Statistics Poland, vol. 22(3), pages 175-191, September.

  46. Kajal Lahiri & Guibo Xing, 2001. "An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models," Discussion Papers 01-13, University at Albany, SUNY, Department of Economics.

    Cited by:

    1. Coughlin, Cletus C. & Bandyopadhyay, Subhayu, 2015. "Determinants of Trade Margins: Insights Using State Export Data," IZA Discussion Papers 9520, Institute of Labor Economics (IZA).
    2. Sisira Sarma & Wayne Simpson, 2006. "A microeconometric analysis of Canadian health care utilization," Health Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 219-239, March.
    3. Marra, Giampiero & Wyszynski, Karol, 2016. "Semi-parametric copula sample selection models for count responses," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 110-129.
    4. Nadeem A. BURNEY & Mohammad ALENEZI & Salwa HAMADA & Nadia AL-MUSALLAM, 2019. "The Demand for Public and Private Medical Care Services: Evidence from Kuwait," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(1), pages 107-138.

  47. 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.

    Cited by:

    1. Chao & Swanson & Hausman & Newey & Woutersen, 2010. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.
    2. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.
    3. Ni, Shawn & Sun, Dongchu, 2003. "Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models," Journal of Econometrics, Elsevier, vol. 115(1), pages 159-197, July.
    4. Kleibergen, F.R. & Zivot, E., 1998. "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    5. John Chao & Norman Swanson, 2004. "Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments," Departmental Working Papers 200420, Rutgers University, Department of Economics.
    6. Stanislav Radchenko, 2004. "Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market," Econometrics 0408001, University Library of Munich, Germany.

  48. 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.

    Cited by:

    1. John-Paul Ferguson, 2008. "The Eyes of the Needles: A Sequential Model of Union Organizing Drives, 1999–2004," ILR Review, Cornell University, ILR School, vol. 62(1), pages 3-21, October.
    2. Christelis, Dimitris & Georgarakos, Dimitris & Haliassos, Michael, 2009. "Stockholding: From participation to location and to participation spillovers," CFS Working Paper Series 2009/02, Center for Financial Studies (CFS).

Articles

  1. Lahiri, Kajal & Yin, Yimeng, 2024. "Seasonality in U.S. disability applications, labor market, and the pandemic echoes," Labour Economics, Elsevier, vol. 87(C).

    Cited by:

    1. Sharon Pun-wai Ng & Eddie Ming-lok Kwok & Brian Chi-yan Cheng & Alfred Yiu-po Yuen, 2024. "Business Cycle and Early Warning Indicators for the Economy of Hong Kong– Challenges of Forecasting Work amid the COVID-19 Pandemic," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(1), pages 123-135, August.

  2. Liu Yang & Kajal Lahiri & Adrian Pagan, 2024. "Getting the ROC into Sync," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 109-121, January.
    See citations under working paper version above.
  3. Kajal Lahiri & Cheng Yang, 2023. "A tale of two recession-derivative indicators," Empirical Economics, Springer, vol. 65(2), pages 925-947, August.

    Cited by:

    1. 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), vol. 19(2), pages 119-148, September.

  4. Hounyo, Ulrich & Lahiri, Kajal, 2023. "Estimating the variance of a combined forecast: Bootstrap-based approach," Journal of Econometrics, Elsevier, vol. 232(2), pages 445-468.
    See citations under working paper version above.
  5. 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, vol. 38(2), pages 545-566.
    See citations under working paper version above.
  6. Kajal Lahiri & Cheng Yang, 2022. "ROC approach to forecasting recessions using daily yield spreads," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 57(4), pages 191-203, October.

    Cited by:

    1. 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), vol. 19(2), pages 119-148, September.
    2. Azhar Iqbal & Sam Bullard & Nicole Cervi, 2023. "Predicting recessions, depth of recessions and monetary policy pivots: a new approach," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 58(4), pages 224-236, October.

  7. Kajal Lahiri & Jianting Hu, 2021. "Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge," Empirical Economics, Springer, vol. 60(1), pages 419-457, January.

    Cited by:

    1. Qi Li & Vasilis Sarafidis & Joakim Westerlund, 2021. "Essays in honor of Professor Badi H Baltagi," Empirical Economics, Springer, vol. 60(1), pages 1-11, January.
    2. Lahiri, Kajal & Yin, Yimeng, 2024. "Seasonality in U.S. disability applications, labor market, and the pandemic echoes," Labour Economics, Elsevier, vol. 87(C).
    3. Li, Qi & Sarafidis, Vasilis & Westerlund, Joakim, 2020. "Essays in Honor of Professor Badi H Baltagi: Editorial," MPRA Paper 104751, University Library of Munich, Germany.

  8. Lahiri Kajal & Yang Liu, 2021. "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(4), pages 193-212, September.

    Cited by:

    1. 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), vol. 19(2), pages 119-148, September.

  9. 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), vol. 18(3), pages 495-523, September.

    Cited by:

    1. Alpaslan Akay & Asena Caner, 2024. "Relative income concerns and smoking behaviour: The role of unobserved heterogeneity," PLOS ONE, Public Library of Science, vol. 19(3), pages 1-15, March.
    2. Frank A. Sloan, 2024. "Subjective beliefs, health, and health behaviors," Journal of Risk and Uncertainty, Springer, vol. 69(2), pages 105-144, October.

  10. Kajal Lahiri & Chuanming Gao & Bernard Wixon, 2020. "Value of Sample Separation Information in a Sequential Probit Model," Arthaniti: Journal of Economic Theory and Practice, , vol. 19(2), pages 151-176, December.

    Cited by:

    1. Patrick Waelbroeck, 2005. "Computational issues in the sequential probit model: A Monte Carlo study," ULB Institutional Repository 2013/165966, ULB -- Universite Libre de Bruxelles.

  11. Lahiri, Kajal & Zhao, Yongchen, 2020. "The Nordhaus test with many zeros," Economics Letters, Elsevier, vol. 193(C).
    See citations under working paper version above.
  12. Das, Abhiman & Lahiri, Kajal & Zhao, Yongchen, 2019. "Inflation expectations in India: Learning from household tendency surveys," International Journal of Forecasting, Elsevier, vol. 35(3), pages 980-993.
    See citations under working paper version above.
  13. Lahiri, Kajal & Zhao, Yongchen, 2019. "International propagation of shocks: A dynamic factor model using survey forecasts," International Journal of Forecasting, Elsevier, vol. 35(3), pages 929-947.
    See citations under working paper version above.
  14. Kajal Lahiri & Liu Yang, 2018. "Confidence Bands for ROC Curves With Serially Dependent Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 115-130, January.
    See citations under working paper version above.
  15. Kajal Lahiri & Huaming Peng & Yongchen Zhao, 2017. "Online learning and forecast combination in unbalanced panels," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 257-288, March.

    Cited by:

    1. Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Working Papers 2021-005, The George Washington University, The Center for Economic Research.
    2. Duygun, Meryem & Hao, Jiaqi & Isaksson, Anders & Sickles, Robin C., 2015. "World Productivity Growth: A Model Averaging Approach," Working Papers 15-011, Rice University, Department of Economics.
    3. Constantin Rudolf Salomo Bürgi, 2023. "How to deal with missing observations in surveys of professional forecasters," Journal of Applied Economics, Taylor & Francis Journals, vol. 26(1), pages 2185975-218, December.
    4. Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-04, Towson University, Department of Economics, revised Mar 2020.
    5. Hounyo, Ulrich & Lahiri, Kajal, 2023. "Estimating the variance of a combined forecast: Bootstrap-based approach," Journal of Econometrics, Elsevier, vol. 232(2), pages 445-468.
    6. Valentina Corradi & Sainan Jin & Norman R. Swanson, 2023. "Robust forecast superiority testing with an application to assessing pools of expert forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 596-622, June.
    7. Ulrich Hounyo & Kajal Lahiri, 2023. "Are Some Forecasters Really Better than Others? A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 577-593, March.
    8. Constantin Bürgi & Tara M. Sinclair, 2015. "A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average," Working Papers 2015-006, The George Washington University, The Center for Economic Research.
    9. Glas, Alexander & Hartmann, Matthias, 2016. "Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145888, Verein für Socialpolitik / German Economic Association.
    10. Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2019. "On the Forecast Combination Puzzle," Econometrics, MDPI, vol. 7(3), pages 1-26, September.
    11. Qian, Wei & Rolling, Craig A. & Cheng, Gang & Yang, Yuhong, 2022. "Combining forecasts for universally optimal performance," International Journal of Forecasting, Elsevier, vol. 38(1), pages 193-208.
    12. Antonio Martin Arroyo & Aranzazu de Juan Fernandez, 2020. "Split-then-Combine simplex combination and selection of forecasters," Papers 2012.11935, arXiv.org.

  16. 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, vol. 9(C), pages 100-110.
    See citations under working paper version above.
  17. 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., vol. 26(2), pages 184-205, February.
    See citations under working paper version above.
  18. 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), vol. 12(2), pages 187-215, December.
    See citations under working paper version above.
  19. 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., vol. 31(7), pages 1254-1275, November.
    See citations under working paper version above.
  20. Lahiri, Kajal & Yang, Liu, 2016. "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, vol. 141(C), pages 125-129.
    See citations under working paper version above.
  21. Lahiri Kajal & Yang Liu, 2016. "A non-linear forecast combination procedure for binary outcomes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 421-440, September.
    See citations under working paper version above.
  22. Lahiri, Kajal & Peng, Huaming & Zhao, Yongchen, 2015. "Testing the value of probability forecasts for calibrated combining," International Journal of Forecasting, Elsevier, vol. 31(1), pages 113-129.
    See citations under working paper version above.
  23. Pinka Chatterji & Heesoo Joo & Kajal Lahiri, 2015. "Examining the education gradient in chronic illness," Education Economics, Taylor & Francis Journals, vol. 23(6), pages 735-750, December.
    See citations under working paper version above.
  24. Lahiri, Kajal & Yang, Liu, 2015. "A further analysis of the conference board’s new Leading Economic Index," International Journal of Forecasting, Elsevier, vol. 31(2), pages 446-453.

    Cited by:

    1. Shuaizhang Feng & Jiandong Sun, 2020. "Misclassification-Errors-Adjusted Sahm Rule for Early Identification of Economic Recession," Working Papers 2020-029, Human Capital and Economic Opportunity Working Group.
    2. Kajal Lahiri & Cheng Yang, 2023. "A tale of two recession-derivative indicators," Empirical Economics, Springer, vol. 65(2), pages 925-947, August.
    3. Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2017. "Forecasting economic activity by Bayesian bridge model averaging," Empirical Economics, Springer, vol. 53(1), pages 21-40, August.
    4. Qiuying Cheng & Xinyu Wang & Song Shi & Zhuqing Wang, 2025. "Heterogeneous impacts of fundamentals on gold market risk using regime switching quantile-based GARCH-MIDAS model," Empirical Economics, Springer, vol. 69(3), pages 1411-1465, September.
    5. Herman O. Stekler & Tianyu Ye, 2016. "Evaluating a Leading Indicator: An Application: the Term Spread," Working Papers 2016-004, The George Washington University, The Center for Economic Research.
    6. Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017. "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, vol. 53(1), pages 79-99, August.
    7. Sun, Jiandong & Feng, Shuaizhang & Hu, Yingyao, 2021. "Misclassification errors in labor force statuses and the early identification of economic recessions," Journal of Asian Economics, Elsevier, vol. 75(C).
    8. Feng, Shuaizhang & Sun, Jiandong, 2020. "Misclassification-errors-adjusted Sahm Rule for Early Identification of Economic Recession," GLO Discussion Paper Series 523, Global Labor Organization (GLO).
    9. Kiss, Tamás & Österholm, Pär, 2020. "Fat tails in leading indicators," Economics Letters, Elsevier, vol. 193(C).
    10. Weiling Liu & Emanuel Moench, 2014. "What predicts U.S. recessions?," Staff Reports 691, Federal Reserve Bank of New York.
    11. Feng, Shuaizhang & Sun, Jiandong, 2020. "Misclassification-Errors-Adjusted Sahm Rule for Early Identification of Economic Recession," IZA Discussion Papers 13168, Institute of Labor Economics (IZA).

  25. Lahiri, Kajal & Zhao, Yongchen, 2015. "Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method," International Journal of Forecasting, Elsevier, vol. 31(1), pages 51-62.

    Cited by:

    1. Kamil Kladívko & Pär Österholm, 2024. "An Analysis of UK Households’ Directional Forecasts of Interest Rates," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(3), pages 423-442, November.
    2. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(1), pages 1-14, January.
    3. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”," AQR Working Papers 201706, University of Barcelona, Regional Quantitative Analysis Group, revised May 2017.
    4. Bespalova, Olga, 2018. "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper 117706, University Library of Munich, Germany.
    5. Murasawa, Yasutomo, 2017. "Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK," MPRA Paper 76244, University Library of Munich, Germany.
    6. Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Self-organizing map analysis of agents' expectations. Different patterns of anticipation of the 2008 financial crisis”," IREA Working Papers 201511, University of Barcelona, Research Institute of Applied Economics, revised Mar 2015.
    7. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "A new approach for the quantification of qualitative measures of economic expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(6), pages 2685-2706, November.
    8. Rina Rosenblatt-Wisch & Rolf Scheufele, 2015. "Quantification and characteristics of household inflation expectations in Switzerland," Applied Economics, Taylor & Francis Journals, vol. 47(26), pages 2699-2716, June.
    9. Yasutomo Murasawa, 2020. "Measuring public inflation perceptions and expectations in the UK," Empirical Economics, Springer, vol. 59(1), pages 315-344, July.
    10. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," AQR Working Papers 201801, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2018.
    11. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Evolutionary Computation for Macroeconomic Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 833-849, February.
    12. Oscar Claveria, 2021. "Forecasting with Business and Consumer Survey Data," Forecasting, MDPI, vol. 3(1), pages 1-22, February.
    13. Alex Botsis & Kevin Lee, 2022. "Nowcasting Using Firm-Level Survey Data; Tracking UK Output Fluctuations and Recessionary Events," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-20, Economic Statistics Centre of Excellence (ESCoE).
    14. Nie, He & Yao, Jiarui & Wang, Haoan, 2025. "The real cost channel and the Phillips Curve for China," Economics Letters, Elsevier, vol. 247(C).
    15. Aleksandra Rutkowska & Magdalena Szyszko, 2022. "New DTW Windows Type for Forward- and Backward-Lookingness Examination. Application for Inflation Expectation," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 701-718, February.
    16. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Empirical modelling of survey-based expectations for the design of economic indicators in five European regions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 205-227, May.
    17. Abhiman Das & Kajal Lahiri & Yongchen Zhao, 2018. "Inflation Expectations in India: Learning from Household Tendency Surveys," Working Papers 2018-03, Towson University, Department of Economics, revised Aug 2018.

  26. Chatterji, Pinka & Lahiri, Kajal & Kim, Dohyung, 2014. "Fetal growth and neurobehavioral outcomes in childhood," Economics & Human Biology, Elsevier, vol. 15(C), pages 187-200.
    See citations under working paper version above.
  27. Pinka Chatterji & Dohyung Kim & Kajal Lahiri, 2014. "Birth Weight And Academic Achievement In Childhood," Health Economics, John Wiley & Sons, Ltd., vol. 23(9), pages 1013-1035, September.
    See citations under working paper version above.
  28. Pinka Chatterji & Kajal Lahiri & Jingya Song, 2013. "The Dynamics Of Income‐Related Health Inequality Among American Children," Health Economics, John Wiley & Sons, Ltd., vol. 22(5), pages 623-629, May.

    Cited by:

    1. Giovanni Crea & Valentina Beretta, 2020. "Chronic diseases in Italy: Does socioeconomic status carry weight?," DEM Working Papers Series 187, University of Pavia, Department of Economics and Management.
    2. Joan Costa‐Font & Frank A. Cowell & Belen Saenz de Miera, 2021. "Measuring pure health inequality and mobility during a health insurance expansion: Evidence from Mexico," Health Economics, John Wiley & Sons, Ltd., vol. 30(8), pages 1833-1848, August.
    3. 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, vol. 83(2), pages 207-243, November.
    4. Aristides dos Santos, Anderson Moreira & Perelman, Julian & Jacinto, Paulo de Andrade & Tejada, Cesar Augusto Oviedo & Barros, Aluísio J.D. & Bertoldi, Andréa D. & Matijasevich, Alicia & Santos, Iná S, 2019. "Income-related inequality and inequity in children’s health care: A longitudinal analysis using data from Brazil," Social Science & Medicine, Elsevier, vol. 224(C), pages 127-137.

  29. Lahiri, Kajal & Wang, J. George, 2013. "Evaluating probability forecasts for GDP declines using alternative methodologies," International Journal of Forecasting, Elsevier, vol. 29(1), pages 175-190.

    Cited by:

    1. Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013. "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, vol. 118(1), pages 219-221.
    2. Yaohao Peng & Lucas Ferreira Mation, 2020. "The Challenge of Pairing Big Datasets: Probabilistic Record Linkage Methods and Diagnosis of Their Empirical Viability," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(1), pages 35-57, April.
    3. Arne Vogler & Florian Ziel, "undated". "On The Evaluation Of Binary Event Probability Predictions In Electricity Price Forecasting," EWL Working Papers 1911, University of Duisburg-Essen, Chair for Management Science and Energy Economics.
    4. Michael S. Smith & Shaun P. Vahey, 2016. "Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 416-434, July.
    5. Kajal Lahiri & Cheng Yang, 2023. "A tale of two recession-derivative indicators," Empirical Economics, Springer, vol. 65(2), pages 925-947, August.
    6. Kajal Lahiri & Huaming Peng & Yongchen Zhao, 2013. "Testing the Value of Probability Forecasts for Calibrated Combining," Discussion Papers 13-02, University at Albany, SUNY, Department of Economics.
    7. Oliveira, Fernando Nascimento de, 2016. "Financial and Real Sector Leading Indicators of Recessions in Brazil Using Probabilistic Models," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 70(3), September.
    8. John Galbraith & Simon van Norden, 2008. "The Calibration Of Probabilistic Economic Forecasts," Departmental Working Papers 2008-05, McGill University, Department of Economics.
    9. Fernando N. de Oliveira, 2015. "Financial and Real Sector Leading Indicators of Recessions in Brazil using Probabilistic Models," Working Papers Series 402, Central Bank of Brazil, Research Department.
    10. Bespalova, Olga, 2018. "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper 117706, University Library of Munich, Germany.
    11. Kajal Lahiri & Liu Yang, 2018. "Confidence Bands for ROC Curves With Serially Dependent Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 115-130, January.
    12. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    13. Tim Meyer, 2019. "On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data," The Journal of Real Estate Finance and Economics, Springer, vol. 58(3), pages 457-488, April.
    14. Herman O. Stekler & Tianyu Ye, 2016. "Evaluating a Leading Indicator: An Application: the Term Spread," Working Papers 2016-004, The George Washington University, The Center for Economic Research.
    15. Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M., 2018. "Forecasting banking crises with dynamic panel probit models," International Journal of Forecasting, Elsevier, vol. 34(2), pages 249-275.
    16. Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012. "Is financial fragility a matter of illiquidity? An appraisal for Italian households," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0032, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    17. Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, The Center for Economic Research.
    18. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, vol. 48(3), pages 1203-1231, May.
    19. George Monokroussos & Yongchen Zhao, 2020. "Nowcasting in Real Time Using Popularity Priors," Working Papers 2020-01, Towson University, Department of Economics, revised Feb 2020.
    20. Dovern, Jonas & Huber, Florian, 2015. "Global prediction of recessions," Economics Letters, Elsevier, vol. 133(C), pages 81-84.
    21. Pirschel, Inske, 2016. "Forecasting euro area recessions in real-time," Kiel Working Papers 2020, Kiel Institute for the World Economy (IfW Kiel).
    22. Kajal Lahiri & Liu Yang, 2015. "A Non-linear Forecast Combination Procedure for Binary Outcomes," CESifo Working Paper Series 5175, CESifo.
    23. Sergey V. Smirnov & Daria A. Avdeeva, 2016. "Wishful Bias in Predicting Us Recessions: Indirect Evidence," HSE Working papers WP BRP 135/EC/2016, National Research University Higher School of Economics.
    24. Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers 08-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    25. Kajal Lahiri & Cheng Yang, 2022. "ROC approach to forecasting recessions using daily yield spreads," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 57(4), pages 191-203, October.
    26. Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016. "Forecasting global recessions in a GVAR model of actual and expected output," International Journal of Forecasting, Elsevier, vol. 32(2), pages 374-390.
    27. Lahiri, Kajal & Yang, Liu, 2016. "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, vol. 141(C), pages 125-129.
    28. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 24/2014, Stellenbosch University, Department of Economics.
    29. Marc-Oliver Pohle, 2020. "The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation," Papers 2005.01835, arXiv.org.
    30. Christian R. Proaño & Artur Tarassow, 2017. "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," IMK Working Paper 188-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    31. Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions With Boosted Regression Trees," Working Papers 2015-004, The George Washington University, The Center for Economic Research.
    32. Kajal Lahiri & Liu Yang, 2023. "Predicting binary outcomes based on the pair-copula construction," Empirical Economics, Springer, vol. 64(6), pages 3089-3119, June.
    33. Clements, Michael P., 2021. "Rounding behaviour of professional macro-forecasters," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1614-1631.
    34. Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions in Germany With Boosted Regression Trees," Macroeconomics and Finance Series 201505, University of Hamburg, Department of Socioeconomics.
    35. Yuri S. Popkov & Alexey Yu. Popkov & Yuri A. Dubnov & Dimitri Solomatine, 2020. "Entropy-Randomized Forecasting of Stochastic Dynamic Regression Models," Mathematics, MDPI, vol. 8(7), pages 1-20, July.
    36. Nyberg, Henri & Pönkä, Harri, 2016. "International sign predictability of stock returns: The role of the United States," Economic Modelling, Elsevier, vol. 58(C), pages 323-338.
    37. John W. Galbraith & Simon van Norden, 2009. "Calibration and Resolution Diagnostics for Bank of England Density Forecasts," CIRANO Working Papers 2009s-36, CIRANO.
    38. Harri Ponka, 2017. "The Role of Credit in Predicting US Recessions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 469-482, August.
    39. Dimitris P. Louzis, 2014. "Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach," Working Papers 184, Bank of Greece.
    40. Adam Scavette, 2014. "Are we in a recession? The 'anxious index nowcast' knows!," Research Rap Special Report, Federal Reserve Bank of Philadelphia, issue Dec.
    41. Dimitriadis, Timo & Gneiting, Tilmann & Jordan, Alexander I. & Vogel, Peter, 2024. "Evaluating probabilistic classifiers: The triptych," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1101-1122.
    42. Máximo Camacho & Gonzalo Palmieri, 2021. "Evaluating the OECD’s main economic indicators at anticipating recessions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 80-93, January.
    43. Weiling Liu & Emanuel Moench, 2014. "What predicts U.S. recessions?," Staff Reports 691, Federal Reserve Bank of New York.
    44. Wheatcroft, Edward, 2019. "Interpreting the skill score form of forecast performance metrics," International Journal of Forecasting, Elsevier, vol. 35(2), pages 573-579.
    45. Pierdzioch, Christian & Rülke, Jan-Christoph, 2015. "On the directional accuracy of forecasts of emerging market exchange rates," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 369-376.
    46. Lahiri, Kajal & Yang, Liu, 2015. "A further analysis of the conference board’s new Leading Economic Index," International Journal of Forecasting, Elsevier, vol. 31(2), pages 446-453.

  30. Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen, 2013. "The yield spread puzzle and the information content of SPF forecasts," Economics Letters, Elsevier, vol. 118(1), pages 219-221.
    See citations under working paper version above.
  31. Lahiri, Kajal & Monokroussos, George, 2013. "Nowcasting US GDP: The role of ISM business surveys," International Journal of Forecasting, Elsevier, vol. 29(4), pages 644-658.
    See citations under working paper version above.
  32. 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, vol. 2012(1), pages 1-24.
    See citations under working paper version above.
  33. 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., vol. 21(9), pages 1040-1060, September.

    Cited by:

    1. Thompson, Owen, 2017. "Black–white differences in self-rated health, 1972–2015," Economics Letters, Elsevier, vol. 154(C), pages 69-73.
    2. Thomas, Ranjeeta & Burger, Ronelle & Hauck, Katharina, 2018. "Richer, wiser and in better health? The socioeconomic gradient in hypertension prevalence, unawareness and control in South Africa," Social Science & Medicine, Elsevier, vol. 217(C), pages 18-30.
    3. Galárraga, Omar & Rana, Aadia & Rahman, Momotazur & Cohen, Mardge & Adimora, Adaora A. & Sosanya, Oluwakemi & Holman, Susan & Kassaye, Seble & Milam, Joel & Cohen, Jennifer & Golub, Elizabeth T. & Met, 2018. "The effect of unstable housing on HIV treatment biomarkers: An instrumental variables approach," Social Science & Medicine, Elsevier, vol. 214(C), pages 70-82.

  34. Lahiri, Kajal & Sheng, Xuguang, 2010. "Learning and heterogeneity in GDP and inflation forecasts," International Journal of Forecasting, Elsevier, vol. 26(2), pages 265-292, April.
    See citations under working paper version above.
  35. Kajal Lahiri & Xuguang Sheng, 2010. "Measuring forecast uncertainty by disagreement: The missing link," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 514-538.
    See citations under working paper version above.
  36. Lahiri, Kajal & Martin, Gael, 2010. "Bayesian forecasting in economics," International Journal of Forecasting, Elsevier, vol. 26(2), pages 211-215, April.

    Cited by:

    1. Jozef Barunik & Lubos Hanus, 2022. "Learning Probability Distributions in Macroeconomics and Finance," Papers 2204.06848, arXiv.org.
    2. Jozef Baruník & Luboš Hanus, 2025. "Taming Data‐Driven Probability Distributions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(2), pages 676-691, March.

  37. Lahiri, Kajal, 2009. "Comments on "Forecasting economic and financial variables with global VARs"," International Journal of Forecasting, Elsevier, vol. 25(4), pages 689-692, October.

    Cited by:

    1. Tian, Jing & Anderson, Heather M., 2014. "Forecast combinations under structural break uncertainty," International Journal of Forecasting, Elsevier, vol. 30(1), pages 161-175.
    2. Helmut Herwartz, 2011. "Forecast accuracy and uncertainty in applied econometrics: a recommendation of specific-to-general predictor selection," Empirical Economics, Springer, vol. 41(2), pages 487-510, October.

  38. 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.

    Cited by:

    1. Yaohao Peng & Lucas Ferreira Mation, 2020. "The Challenge of Pairing Big Datasets: Probabilistic Record Linkage Methods and Diagnosis of Their Empirical Viability," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(1), pages 35-57, April.
    2. Jacobs, Lindsay, 2023. "Occupations, retirement, and the value of disability insurance," Journal of Public Economics, Elsevier, vol. 225(C).
    3. Singleton, Perry, 2012. "Earnings of rejected applicants to the Social Security Disability Insurance program," Economics Letters, Elsevier, vol. 116(2), pages 147-150.
    4. 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., vol. 26(2), pages 184-205, February.
    5. Kajal Lahiri & Chuanming Gao & Bernard Wixon, 2020. "Value of Sample Separation Information in a Sequential Probit Model," Arthaniti: Journal of Economic Theory and Practice, , vol. 19(2), pages 151-176, December.
    6. Kajal Lahiri & Jianting Hu, 2021. "Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge," Empirical Economics, Springer, vol. 60(1), pages 419-457, January.
    7. Eric French & Jae Song, 2012. "The effect of Disability Insurance receipt on labor supply: a dynamic analysis," Working Paper Series WP-2012-12, Federal Reserve Bank of Chicago.
    8. Lahiri, Kajal & Yin, Yimeng, 2024. "Seasonality in U.S. disability applications, labor market, and the pandemic echoes," Labour Economics, Elsevier, vol. 87(C).
    9. Eric French & Jae Song, 2009. "The effect of disability insurance receipt on labor supply," Working Paper Series WP-09-05, Federal Reserve Bank of Chicago.
    10. Stephan Lindner, 2016. "How Do Unemployment Insurance Benefits Affect the Decision to Apply for Social Security Disability Insurance?," Journal of Human Resources, University of Wisconsin Press, vol. 51(1), pages 62-94.
    11. Allison Thompkins & Todd Honeycutt & Claire Gill & Joseph Mastrianni & Michelle Bailey, 2014. "To Apply or Not to Apply: The Employment and Program Participation of Social Security Disability Insurance Applicants and Non-Applicants," Mathematica Policy Research Reports a1df73c5b1084bfd93ccad9a1, Mathematica Policy Research.
    12. Andrew J. Houtenville & Deniz Ozabaci, 2019. "Setting Expectations for Claimant Ability to Work: Investigating the Occupational Requirements and Functional Capacity of Workers with Early Onset Health Conditions," Working Papers wp404, University of Michigan, Michigan Retirement Research Center.

  39. 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.

    Cited by:

    1. Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS) 870, University of Warwick, Department of Economics.
    2. Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Working Papers 2021-005, The George Washington University, The Center for Economic Research.
    3. Fiechter, Chad & Kuethe, Todd & Zhang, Wendong, 2023. "Information Rigidities and Farmland Value Expectations," ISU General Staff Papers 202306131414240000, Iowa State University, Department of Economics.
    4. Michael P. Clements, 2022. "Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 537-568, March.
    5. Rahul Deb & Mallesh M. Pai & Maher Said, 2017. "Evaluating Strategic Forecasters," Working Papers 17-02, New York University, Leonard N. Stern School of Business, Department of Economics.
    6. Pierre L Siklos, 2013. "Forecast disagreement and the anchoring of inflation expectations in the Asia-Pacific Region," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 25-40, Bank for International Settlements.
    7. Reslow, André, 2019. "Inefficient Use of Competitors’ Forecasts?," Working Paper Series 2019:9, Uppsala University, Department of Economics.
    8. Michael P. Clements, 2014. "US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 1-14, January.
    9. Clements, Michael P., 2012. "Do professional forecasters pay attention to data releases?," International Journal of Forecasting, Elsevier, vol. 28(2), pages 297-308.
    10. Sebastiano Manzan, 2011. "Differential Interpretation in the Survey of Professional Forecasters," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 993-1017, August.
    11. Monique Reid & Pierre Siklos, 2024. "Firm level expectations and macroeconomic conditions underpinnings and disagreement," Working Papers 11058, South African Reserve Bank.
    12. Michael J. Lamla & Thomas Maag, 2012. "The Role of Media for Inflation Forecast Disagreement of Households and Professional Forecasters," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1325-1350, October.
    13. Paul Hubert, 2014. "FOMC Forecasts as a Focal Point for Private Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(7), pages 1381-1420, October.
    14. Clements, Michael P., "undated". "Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth," Economic Research Papers 270629, University of Warwick - Department of Economics.
    15. Ding Dong & Zheng Liu & Pengfei Wang & Min Wei, 2024. "Inflation Disagreement Weakens the Power of Monetary Policy," Finance and Economics Discussion Series 2024-094, Board of Governors of the Federal Reserve System (U.S.).
    16. Fernandes, Cecilia Melo, 2021. "ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty," Working Paper Series 2582, European Central Bank.
    17. Little, Andrew T. & Moore, Don A & Augenblick, Ned & Backus, Matthew, 2025. "Assumptions, Disagreement, and Overprecision: Theory and Evidence," OSF Preprints mnv4k_v1, Center for Open Science.
    18. An, Zidong & Zheng, Xinye, 2023. "Diligent forecasters can make accurate predictions despite disagreeing with the consensus," Economic Modelling, Elsevier, vol. 125(C).
    19. Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, The Center for Economic Research.
    20. Jia, Pengfei & Shen, Haopeng & Zheng, Shikun, 2023. "Monetary policy rules and opinionated markets," Economics Letters, Elsevier, vol. 223(C).
    21. Eleonora Granziera & Pirkka Jalasjoki & Maritta Paloviita, 2021. "The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis," Working Paper 2021/1, Norges Bank.
    22. Siklos, Pierre, 2017. "What Has Publishing Inflation Forecasts Accomplished? Central Banks And Their Competitors," LCERPA Working Papers 0098, Laurier Centre for Economic Research and Policy Analysis, revised 01 Apr 2017.
    23. Alia Gizatulina, 2013. "Wondering How Others Interpret It: Social Value of Public Information," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2013_08, Max Planck Institute for Research on Collective Goods.
    24. An, Zidong & Sheng, Xuguang Simon & Zheng, Xinye, 2023. "What is the role of perceived oil price shocks in inflation expectations?," Energy Economics, Elsevier, vol. 126(C).
    25. Philippe Andrade & Eric Ghysels & Julien Idier., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
    26. Siklos, Pierre L., 2013. "Sources of disagreement in inflation forecasts: An international empirical investigation," Journal of International Economics, Elsevier, vol. 90(1), pages 218-231.
    27. Messina, Jeffrey D. & Sinclair, Tara M. & Stekler, Herman, 2015. "What can we learn from revisions to the Greenbook forecasts?," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 54-62.
    28. Alia Gizatulina, 2012. "Interpreting How Others Interpret It: Social Value of Public Information," CESifo Working Paper Series 3787, CESifo.
    29. Granziera, Eleonora & Jalasjoki, Pirkka & Paloviita, Maritta, 2021. "The bias and efficiency of the ECB inflation projections: A state dependent analysis," Bank of Finland Research Discussion Papers 7/2021, Bank of Finland.
    30. Carola Binder & Tucker S. Mcelroy & Xuguang S. Sheng, 2022. "The Term Structure of Uncertainty: New Evidence from Survey Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 39-71, February.
    31. Sheng, Xuguang (Simon), 2015. "Evaluating the economic forecasts of FOMC members," International Journal of Forecasting, Elsevier, vol. 31(1), pages 165-175.
    32. Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
    33. Patton, Andrew J. & Timmermann, Allan, 2010. "Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 803-820, October.
    34. Conrad, Christian & Lahiri, Kajal, 2024. "Heterogeneous Expectations among Professional Forecasters," Working Papers 0754, University of Heidelberg, Department of Economics.
    35. Philippe Andrade & R. Crump & S. Eusepi & E. Moench, 2014. "Fundamental disagreement," Working papers 524, Banque de France.
    36. Alexander Glas & Matthias Hartmann, 2020. "Uncertainty measures from partially rounded probabilistic forecast surveys," Working Papers 427, University of Milano-Bicocca, Department of Economics, revised Jan 2020.
    37. Yongchen Zhao, 2022. "Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 810-828, July.
    38. Gabriel Caldas Montes & Caio Ferrari Ferreira, 2019. "Does monetary policy credibility mitigate the effects of uncertainty about exchange rate on uncertainties about both inflation and interest rate?," International Economics and Economic Policy, Springer, vol. 16(4), pages 649-678, October.
    39. Marinovic, Iván & Ottaviani, Marco & Sorensen, Peter, 2013. "Forecasters’ Objectives and Strategies," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 690-720, Elsevier.
    40. López Moctezuma Gabriel & Capistrán Carlos, 2010. "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers 2010-11, Banco de México.
    41. Ryo Kato & Tatsushi Okuda, 2017. "Market Concentration and Sectoral Inflation under Imperfect Common Knowledge," IMES Discussion Paper Series 17-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
    42. Dovern, Jonas, 2014. "A Multivariate Analysis of Forecast Disagreement: Confronting Models of Disagreement with SPF Data," Working Papers 0571, University of Heidelberg, Department of Economics.
    43. Sheen, Jeffrey & Wang, Ben Zhe, 2023. "Do monetary condition news at the zero lower bound influence households’ expectations and readiness to spend?," European Economic Review, Elsevier, vol. 152(C).
    44. Alice Hsiaw & Ing-Haw Cheng, 2016. "Distrust in Experts and the Origins of Disagreement," Working Papers 110R2, Brandeis University, Department of Economics and International Business School, revised Jan 2017.
    45. Heinisch, Katja & Lindner, Axel, 2021. "Economic sentiment: Disentangling private information from public knowledge," IWH Discussion Papers 15/2021, Halle Institute for Economic Research (IWH).
    46. Giacomini, Raffaella & Skreta, Vasiliki & Turen, Javier, 2016. "Models, inattention and expectation updates," LSE Research Online Documents on Economics 86245, London School of Economics and Political Science, LSE Library.
    47. Michael Clements, 2017. "Do forecasters target first or later releases of national accounts data?," ICMA Centre Discussion Papers in Finance icma-dp2017-03, Henley Business School, University of Reading.
    48. Trabelsi, Emna, 2016. "Central bank transparency and the consensus forecast: What does The Economist poll of forecasters tell us?," Research in International Business and Finance, Elsevier, vol. 38(C), pages 338-359.
    49. Bruno Deschamps & Christos Ioannidis, 2014. "The Efficiency of Multivariate Macroeconomic Forecasts," Manchester School, University of Manchester, vol. 82(5), pages 509-523, September.
    50. Tomasz Łyziak & Xuguang Sheng, 2018. "Disagreement in consumer inflation expectations," NBP Working Papers 278, Narodowy Bank Polski.
    51. Chanont Banternghansa & Michael W. McCracken, 2009. "Forecast disagreement among FOMC members," Working Papers 2009-059, Federal Reserve Bank of St. Louis.
    52. Xuguang Sheng & Maya Thevenot, 2013. "Differential Interpretation of Public Information: Estimation and Inference," Working Papers 2013-03, American University, Department of Economics.
    53. Scott R. Baker & Tucker S. McElroy & Xuguang S. Sheng, 2020. "Expectation Formation Following Large, Unexpected Shocks," The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 287-303, May.
    54. Sheng, Xuguang (Simon) & Thevenot, Maya, 2015. "Quantifying differential interpretation of public information using financial analysts’ earnings forecasts," International Journal of Forecasting, Elsevier, vol. 31(2), pages 515-530.
    55. Stefano Eusepi & Richard Crump & Emanuel Moench & Philippe Andrade, 2014. "Noisy Information and Fundamental Disagreement," 2014 Meeting Papers 797, Society for Economic Dynamics.
    56. Beechey, Meredith & Österholm, Pär, 2010. "Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors," International Journal of Forecasting, Elsevier, vol. 26(2), pages 248-264, April.
    57. Alessandro Barbera & Dora Xia & Sonya Zhu, 2023. "The term structure of inflation forecasts disagreement and monetary policy transmission," BIS Working Papers 1114, Bank for International Settlements.
    58. Boris Radovanov & Aleksandra Marcikic, 2011. "Uncertainty And Disagreement In Inflation Forecasting," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 20(1), pages 3-18, june.
    59. Gaurav Kumar Singh & Tathagata Bandyopadhyay, 2024. "Determinants of disagreement: Learning from inflation expectations survey of households," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 326-343, March.
    60. Bennani, Hamza, 2014. "Does one word fit all? The asymmetric effects of central banks' communication policy," MPRA Paper 57150, University Library of Munich, Germany.
    61. Michael P. Clements, 2022. "Individual forecaster perceptions of the persistence of shocks to GDP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 640-656, April.
    62. Xuguang Sheng & Jingyun Yang, 2013. "Truncated Product Methods for Panel Unit Root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(4), pages 624-636, August.
    63. Aaron Mehrotra & James Yetman, 2014. "How anchored are inflation expectations in Asia? Evidence from surveys of professional forecasters," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 181-191, Bank for International Settlements.
    64. Ulrich Hounyo & Kajal Lahiri, 2023. "Are Some Forecasters Really Better than Others? A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 577-593, March.
    65. Pignataro, Giuseppe & Raggi, Davide & Pancotto, Francesca, 2024. "On the role of fundamentals, private signals, and beauty contests to predict exchange rates," International Journal of Forecasting, Elsevier, vol. 40(2), pages 687-705.
    66. Ozturk, Ezgi O. & Sheng, Xuguang Simon, 2018. "Measuring global and country-specific uncertainty," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 276-295.
    67. Maiko Koga & Haruko Kato, 2017. "Behavioral Biases in Firms' Growth Expectations," Bank of Japan Working Paper Series 17-E-9, Bank of Japan.
    68. Clements, Michael P., 2014. "Probability distributions or point predictions? Survey forecasts of US output growth and inflation," International Journal of Forecasting, Elsevier, vol. 30(1), pages 99-117.
    69. Pedersen, Michael, 2015. "What affects the predictions of private forecasters? The role of central bank forecasts in Chile," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1043-1055.
    70. Kenneth J. Singleton, 2021. "Presidential Address: How Much “Rationality” Is There in Bond‐Market Risk Premiums?," Journal of Finance, American Finance Association, vol. 76(4), pages 1611-1654, August.
    71. de Mendonça, Helder Ferreira & Vereda, Luciano & Araujo, Mateus de Azevedo, 2022. "What type of information calls the attention of forecasters? Evidence from survey data in an emerging market," Journal of International Money and Finance, Elsevier, vol. 129(C).
    72. Cao, Shuo & Crump, Richard K. & ,, 2020. "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," CEPR Discussion Papers 15122, C.E.P.R. Discussion Papers.
    73. Hari P. Regmi & Todd H. Kuethe, 2024. "An evaluation of Congressional Budget Office's baseline projections of USDA mandatory farm and nutrition programs," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 46(3), pages 1214-1240, September.
    74. Chen, Qiwei & Costantini, Mauro & Deschamps, Bruno, 2016. "How accurate are professional forecasts in Asia? Evidence from ten countries," International Journal of Forecasting, Elsevier, vol. 32(1), pages 154-167.
    75. Lahiri, Kajal & Sheng, Xuguang, 2010. "Learning and heterogeneity in GDP and inflation forecasts," International Journal of Forecasting, Elsevier, vol. 26(2), pages 265-292, April.
    76. Song, ChiUng & Boulier, Bryan L. & Stekler, Herman O., 2009. "Measuring consensus in binary forecasts: NFL game predictions," International Journal of Forecasting, Elsevier, vol. 25(1), pages 182-191.
    77. Kajal Lahiri & Yongchen Zhao, 2016. "Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers," Working Papers 2016-14, Towson University, Department of Economics, revised Jul 2016.
    78. Pierre L. Siklos, 2016. "Forecast Disagreement and the Inflation Outlook: New International Evidence," IMES Discussion Paper Series 16-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
    79. Gabriel Caldas Montes & Tatiana Acar, 2018. "Fiscal credibility and disagreement in expectations about inflation: evidence for Brazil," Economics Bulletin, AccessEcon, vol. 38(2), pages 826-843.
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    81. Dovern, Jonas & Hartmann, Matthias, 2016. "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers 0611, University of Heidelberg, Department of Economics.
    82. Manzan, Sebastiano, 2021. "Are professional forecasters Bayesian?," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
    83. Michael Clements, 2016. "Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2016-08, Henley Business School, University of Reading.
    84. Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2025. "How Do We Learn About the Long Run?," Staff Reports 1150, Federal Reserve Bank of New York.
    85. Jonas Dovern & Mr. Ulrich Fritsche & Mr. Prakash Loungani & Ms. Natalia T. Tamirisa, 2013. "Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel," IMF Working Papers 2013/056, International Monetary Fund.
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    88. Lan Cheng & Xuguang Simon Sheng, 2017. "Combination of “combinations of p values”," Empirical Economics, Springer, vol. 53(1), pages 329-350, August.
    89. Santiago Gamba Santamaría & Eliana Rocío González Molano & Luis Fernando Melo Velandia, 2016. "¿Están ancladas las expectativas de inflación en Colombia?," Borradores de Economia 940, Banco de la Republica de Colombia.
    90. Philip Hans Franses, 2020. "Correcting the January optimism effect," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 927-933, September.
    91. Dovern, Jonas & Weisser, Johannes, 2011. "Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7," International Journal of Forecasting, Elsevier, vol. 27(2), pages 452-465, April.
    92. Hie Joo Ahn & Leland E. Farmer, 2024. "Disagreement About the Term Structure of Inflation Expectations," Finance and Economics Discussion Series 2024-084, Board of Governors of the Federal Reserve System (U.S.).
    93. Andrew C. Chang & Trace J. Levinson, 2023. "Raiders of the lost high‐frequency forecasts: New data and evidence on the efficiency of the Fed's forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(1), pages 88-104, January.
    94. Lena Dräger & Michael J. Lamla, 2015. "Disagreement à la Taylor: Evidence from Survey Microdata," Macroeconomics and Finance Series 201503, University of Hamburg, Department of Socioeconomics.
    95. Jonas Dovern & Ulrich Fritsche & Prakash Loungani & Natalia Tamirisa, 2014. "Information Rigidities: Comparing Average And Individual Forecasts For A Large International Panel," Working Papers 2014-001, The George Washington University, The Center for Economic Research.
    96. Beckmann, Joscha & Kerkemeier, Marco & Kruse-Becher, Robinson, 2025. "Regime-specific exchange rate predictability," Journal of Economic Dynamics and Control, Elsevier, vol. 176(C).
    97. Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021. "The Term Structure of Expectations," Staff Reports 992, Federal Reserve Bank of New York.
    98. Papastamos, Dimitrios & Matysiak, George & Stevenson, Simon, 2015. "Assessing the accuracy and dispersion of real estate investment forecasts," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 141-152.
    99. Michael P. Clements, 2020. "Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts," ICMA Centre Discussion Papers in Finance icma-dp2020-01, Henley Business School, University of Reading.
    100. Dovern, Jonas, 2015. "A multivariate analysis of forecast disagreement: Confronting models of disagreement with survey data," European Economic Review, Elsevier, vol. 80(C), pages 16-35.
    101. Deschamps, Bruno & Ioannidis, Christos, 2013. "Can rational stubbornness explain forecast biases?," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 141-151.
    102. Fabian Krüger, 2017. "Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms," Empirical Economics, Springer, vol. 53(1), pages 235-246, August.
    103. Krüger, Fabian & Nolte, Ingmar, 2016. "Disagreement versus uncertainty: Evidence from distribution forecasts," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 172-186.
    104. Franses, Ph.H.B.F., 2019. "Professional Forecasters and January," Econometric Institute Research Papers EI2019-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    105. Bank for International Settlements, 2014. "Globalisation, inflation and monetary policy in Asia and the Pacific," BIS Papers, Bank for International Settlements, number 77.
    106. Pedro Pires Ribeiro & José Dias Curto, 2018. "How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts," Empirical Economics, Springer, vol. 54(4), pages 1451-1475, June.
    107. Monica Jain, 2018. "Sluggish Forecasts," Staff Working Papers 18-39, Bank of Canada.

  40. 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.
    See citations under working paper version above.
  41. Kajal Lahiri & J. George Wang, 2007. "The value of probability forecasts as predictors of cyclical downturns," Applied Economics Letters, Taylor & Francis Journals, vol. 14(1), pages 11-14.

    Cited by:

    1. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, vol. 48(3), pages 1203-1231, May.
    2. Sergey V. Smirnov & Daria A. Avdeeva, 2016. "Wishful Bias in Predicting Us Recessions: Indirect Evidence," HSE Working papers WP BRP 135/EC/2016, National Research University Higher School of Economics.
    3. Christopher McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016. "Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation Target," CAMA Working Papers 2016-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016. "Forecasting global recessions in a GVAR model of actual and expected output," International Journal of Forecasting, Elsevier, vol. 32(2), pages 374-390.

  42. 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.

    Cited by:

    1. Hultkrantz, Lars & Krüger, Niclas & Mantalos , Panagiotis, 2012. "Risk-adjusted long term social rates of discount for transportation infrastructure investment," Working Papers 2012:14, Örebro University, School of Business.
    2. Wang, Changyan & Wu, Jing & Wu, Shuping, 2025. "Urban agglomeration policy and coordinated road infrastructure development," Transportation Research Part A: Policy and Practice, Elsevier, vol. 195(C).
    3. Krüger, Niclas A., 2012. "Estimating traffic demand risk – A multiscale analysis," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(10), pages 1741-1751.
    4. Anirban Sanyal & Abhiman Das, 2018. "Nowcasting sales growth of manufacturing companies in India," Applied Economics, Taylor & Francis Journals, vol. 50(5), pages 510-526, January.
    5. Christian Balcells, 2022. "Determinants of firm boundaries and organizational performance: an empirical investigation of the Chilean truck market," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 423-461, April.
    6. Andersson, Fredrik N G & Elger, Thomas, 2007. "Freight Transportation Activity, Business Cycles and Trend Growth," Working Papers 2007:15, Lund University, Department of Economics.

  43. 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.
    See citations under working paper version above.
  44. 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.
    See citations under working paper version above.
  45. Kajal Lahiri & J George Wang, 2006. "Subjective Probability Forecasts for Recessions," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 41(2), pages 26-37, April.

    Cited by:

    1. Kajal Lahiri & Huaming Peng & Yongchen Zhao, 2013. "Testing the Value of Probability Forecasts for Calibrated Combining," Discussion Papers 13-02, University at Albany, SUNY, Department of Economics.
    2. Lahiri, Kajal & Wang, J. George, 2013. "Evaluating probability forecasts for GDP declines using alternative methodologies," International Journal of Forecasting, Elsevier, vol. 29(1), pages 175-190.
    3. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    4. Herman O. Stekler & Tianyu Ye, 2016. "Evaluating a Leading Indicator: An Application: the Term Spread," Working Papers 2016-004, The George Washington University, The Center for Economic Research.
    5. Sergey V. Smirnov & Daria A. Avdeeva, 2016. "Wishful Bias in Predicting Us Recessions: Indirect Evidence," HSE Working papers WP BRP 135/EC/2016, National Research University Higher School of Economics.
    6. Michael P. Clements, 2011. "An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 207-220, February.
    7. Giordani, Paolo & Soderlind, Paul, 2000. "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 384, Stockholm School of Economics, revised 06 Nov 2001.
    8. Glenn D. Rudebusch & John C. Williams, 2007. "Forecasting recessions: the puzzle of the enduring power of the yield curve," Working Paper Series 2007-16, Federal Reserve Bank of San Francisco.
    9. Song, ChiUng & Boulier, Bryan L. & Stekler, Herman O., 2009. "Measuring consensus in binary forecasts: NFL game predictions," International Journal of Forecasting, Elsevier, vol. 25(1), pages 182-191.
    10. Yaroslava Babych, 2017. "The International Spillover Effects of Political Transitions," Working Papers 009-17, International School of Economics at TSU, Tbilisi, Republic of Georgia.
    11. Galbraith, John W. & van Norden, Simon, 2011. "Kernel-based calibration diagnostics for recession and inflation probability forecasts," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1041-1057, October.
    12. Österholm, Pär, 2012. "The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 76-86.
    13. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 1-46, December.

  46. Kajal Lahiri, 2005. "Analysis of Panel Data," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 87(4), pages 1093-1095.

    Cited by:

    1. Daniela Maggioni, 2013. "Productivity Dispersion and its Determinants: The Role of Import Penetration," Journal of Industry, Competition and Trade, Springer, vol. 13(4), pages 537-561, December.
    2. Francesco Nicolli & Francesco Vona, 2012. "The evolution of renewable energy policy in Oecd countries:aggregate indicators and determinants," Documents de Travail de l'OFCE 2012-13, Observatoire Francais des Conjonctures Economiques (OFCE).
    3. Pesaran, Hashem & Chudik, Alexander, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," Cambridge Working Papers in Economics 1317, Faculty of Economics, University of Cambridge.
    4. Koop, Gary & Poirier, Dale J., 2004. "Bayesian variants of some classical semiparametric regression techniques," Journal of Econometrics, Elsevier, vol. 123(2), pages 259-282, December.
    5. Henrik Hansen & John Rand, 2006. "On the Causal Links Between FDI and Growth in Developing Countries," The World Economy, Wiley Blackwell, vol. 29(1), pages 21-41, January.
    6. Mehdi Farsi & Massimo Filippini, 2004. "Regulation and Measuring Cost-Efficiency with Panel Data Models: Application to Electricity Distribution Utilities," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 25(1), pages 1-19, August.
    7. Hugo Benítez-Silva & Debra Dwyer & Wayne-Roy Gayle & Thomas Muench, 2008. "Expectations in micro data: rationality revisited," Empirical Economics, Springer, vol. 34(2), pages 381-416, March.
    8. Martín-Mayoral, Fernando, 2008. "¿Existe convergencia entre los países de América Latina? [Exist convergence across Latinamerican countries]," MPRA Paper 16039, University Library of Munich, Germany.
    9. Badi H. Baltagi & Long Liu, 2012. "Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances," Center for Policy Research Working Papers 138, Center for Policy Research, Maxwell School, Syracuse University.
    10. Bun, Maurice J.G. & Kiviet, Jan F., 2006. "The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models," Journal of Econometrics, Elsevier, vol. 132(2), pages 409-444, June.
    11. Brücker, Herbert & Siliverstovs, Boriss, 2005. "On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?," IZA Discussion Papers 1710, Institute of Labor Economics (IZA).
    12. José M. Labeaga, Xisco Oliver & Xisco Oliver & Amedeo Spadaro, "undated". "Discrete choice models of labour Supply, behavioural microsimulation and the Spanish tax reforms," Working Papers 2005-14, FEDEA.
    13. Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011. "Improved interval estimation of long run response from a dynamic linear model: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2477-2489, August.
    14. Massimiliano Mazzanti & Antonio Musolesi, 2012. "The heterogeneity of Carbon Kuznets Curves for advanced countries. Comparing homogeneous, heterogeneous and shrinkage/Bayesian estimators," Working Papers 201206, University of Ferrara, Department of Economics.
    15. Agnolucci, Paolo, 2009. "The energy demand in the British and German industrial sectors: Heterogeneity and common factors," Energy Economics, Elsevier, vol. 31(1), pages 175-187, January.
    16. Hulusi Inanoglu & Mahmoud A. El-Gamal, 2005. "Inefficiency and heterogeneity in Turkish banking: 1990-2000," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 641-664.
    17. Jakob B. Madsen & Md. Rabiul Islam & James B. Ang, 2010. "Catching up to the technology frontier: the dichotomy between innovation and imitation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 43(4), pages 1389-1411, November.
    18. Mahir Binici & Yin-Wong Cheung & Kon S. Lai, 2012. "Trade Openness, Market Competition, and Inflation : Some Sectoral Evidence from OECD Countries," Working Papers 1206, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    19. RUGE-MURCIA, Francisco J., 1998. "Uncovering Financial Markets Beliefs About Inflation Targets," Cahiers de recherche 9803, Universite de Montreal, Departement de sciences economiques.
    20. Baltagi B-H & Bresson G. & Pirotte A., 2007. "Forecasting with Spatial Panel Data," Working Papers ERMES 0710, ERMES, University Paris 2.
    21. Hugo Benítez-Silva & Debra S. Dwyer, 2003. "What to Expect when you are Expecting Rationality: Testing Rational Expectations using Micro Data," Working Papers wp037, University of Michigan, Michigan Retirement Research Center.
    22. Baltagi, Badi H., 2006. "Forecasting with panel data," Discussion Paper Series 1: Economic Studies 2006,25, Deutsche Bundesbank.
    23. Geweke, John, 2003. "Econometric issues in using the AHEAD panel," Journal of Econometrics, Elsevier, vol. 112(1), pages 115-120, January.
    24. Fred Joutz & Michael P. Clements & Herman O. Stekler, 2007. "An evaluation of the forecasts of the federal reserve: a pooled approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 121-136.
    25. Garita, Gus, 2009. "How Does Financial Openness Affect Economic Growth and its Components?," MPRA Paper 20099, University Library of Munich, Germany.
    26. M. Hashem Pesaran, 2006. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," Econometrica, Econometric Society, vol. 74(4), pages 967-1012, July.
    27. Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2002. "Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A4-1, International Conferences on Panel Data.
    28. Bellla, Gianni & Massidda, Carla & Etzo, Ivan, 2010. "A panel estimation of the relationship between income, electric power consumption and CO2 emissions," MPRA Paper 26077, University Library of Munich, Germany.
    29. Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
    30. Marek Jarocinski, 2006. "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," Working Papers 124, Oesterreichische Nationalbank (Austrian Central Bank).
    31. Hansen, Henrik & Headey, Derek, 2009. "The short-run macroeconomic impact of foreign aid to small states: An agnostic time series analysis," IFPRI discussion papers 863, International Food Policy Research Institute (IFPRI).
    32. M. Hashem Pesaran, 2003. "Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence," CESifo Working Paper Series 869, CESifo.
    33. Jochimsen, Beate & Thomasius, Sebastian, 2014. "The perfect finance minister: Whom to appoint as finance minister to balance the budget," European Journal of Political Economy, Elsevier, vol. 34(C), pages 390-408.
    34. Giovanni S.F. Bruno, 2004. "Approximating the Bias of the LSDV Estimator for Dynamic Unbalanced Panel Data Models," KITeS Working Papers 159, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, revised Jul 2004.
    35. Massimiliano Mazzanti & Antonio Musolesi, 2011. "Income and time related effects in EKC," Working Papers 201105, University of Ferrara, Department of Economics.
    36. Daniel, Betty C. & Shiamptanis, Christos, 2013. "Pushing the limit? Fiscal policy in the European Monetary Union," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2307-2321.
    37. Ravn, Morten & Rey, Hélène & Imbs, Jean & Mumtaz, Haroon, 2005. "'Aggregation Bias' DOES Explain the PPP Puzzle," CEPR Discussion Papers 5237, C.E.P.R. Discussion Papers.
    38. Lanzafame, Matteo, 2011. "The balance of payments constrained growth rate and the natural rate of growth: new empirical evidence," MPRA Paper 33130, University Library of Munich, Germany.
    39. Massimiliano Mazzanti & Antonio Musolesi, 2010. "Carbon Abatement Leaders and Laggards Non Parametric Analyses of Policy Oriented Kuznets Curves," Working Papers 2010.149, Fondazione Eni Enrico Mattei.
    40. 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.
    41. Gary Koop, 2004. "Modelling the evolution of distributions: an application to Major League baseball," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 167(4), pages 639-655, November.
    42. Giovanni S. F. Bruno & Misbah Choudhry Tanveer & Enrico Marelli & Marcello Signorelli, 2017. "The short- and long-run impacts of financial crises on youth unemployment in OECD countries," Applied Economics, Taylor & Francis Journals, vol. 49(34), pages 3372-3394, July.
    43. Hsiao, C. & Pesaran, M.H., 2004. "‘Random Coefficient Panel Data Models’," Cambridge Working Papers in Economics 0434, Faculty of Economics, University of Cambridge.
    44. Clements, Michael P., "undated". "Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters," Economic Research Papers 269742, University of Warwick - Department of Economics.
    45. Clements, Michael P., "undated". "Rounding of probability forecasts: The SPF forecast probabilities of negative output growth," Economic Research Papers 269880, University of Warwick - Department of Economics.
    46. Giovanni S.F. Bruno, 2005. "Estimation and inference in dynamic unbalanced panel data models with a small number of individuals," KITeS Working Papers 165, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, revised Jun 2005.
    47. Yoichi Matsubayashi & Takao Fujii, 2012. "Substitutability of Savings by Sectors: OECD Experiences," Discussion Papers 1215, Graduate School of Economics, Kobe University.
    48. Rosen Valchev & Antony Davies, 2009. "Transparency, Performance, and Agency Budgets: A Rational Expectations Modeling Approach," Working Papers 2009-004, The George Washington University, The Center for Economic Research.
    49. Badi H. Baltagi & Georges Bresson & James M. Griffin & Alain Pirotte, 2003. "Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption," Post-Print hal-04103127, HAL.
    50. Ana Flávia Machado & Rafael Perez Ribas, 2008. "Do Changes in the Labour Market Take Families out of Poverty? Determinants of Exiting Poverty in Brazilian Metropolitan Regions," Working Papers 44, International Policy Centre.
    51. Giovanni S.F. Bruno, 2004. "Approximating the bias of the LSDV estimator for dynamic panel data models," United Kingdom Stata Users' Group Meetings 2004 2, Stata Users Group.
    52. Maurice J. G. Bun, 2003. "Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix," Econometric Reviews, Taylor & Francis Journals, vol. 22(1), pages 29-58, February.
    53. Focarelli, Dario, 2005. "Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area," Economic Modelling, Elsevier, vol. 22(2), pages 305-325, March.
    54. Giovanni S.F. Bruno & Anna M. Falzoni & Rodolfo Helg, 2004. "Measuring the effect of globalization on labour demand elasticity: An empirical application to OECD countries," KITeS Working Papers 153, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, revised Feb 2004.
    55. Klinger, Sabine & Wolf, Katja, 2008. "What explains changes in full-time and part-time employment in Western Germany? : a new method on an old question," IAB-Discussion Paper 200807, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    56. Kajal Lahiri & Gultekin Isiklar, 2010. "Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners," Discussion Papers 10-06, University at Albany, SUNY, Department of Economics.
    57. Martin Klein & Tobias Weirowski, 2011. "Trade and Unemployment in Germany: An Empirical Exploration and Some Theory," Global Financial Markets Working Paper Series 2011-24, Friedrich-Schiller-University Jena.
    58. Smith, Ron P. & Tasiran, Ali, 2010. "Random coefficients models of arms imports," Economic Modelling, Elsevier, vol. 27(6), pages 1522-1528, November.
    59. Gianni Amisano & Maria Letizia Giorgetti, 2005. "Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach," Working Papers ubs0511, University of Brescia, Department of Economics.
    60. Channarith Meng & Wade Donald Pfau, 2010. "The Role of Pension Funds in Capital Market Development," GRIPS Discussion Papers 10-17, National Graduate Institute for Policy Studies.
    61. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University.
    62. Badi Baltagi & Dong Li, 2006. "Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(2), pages 175-185.
    63. Danny Leung & Yi Zheng, 2008. "What Affects MFP in the Long-Run? Evidence from Canadian Industries," Staff Working Papers 08-4, Bank of Canada.
    64. Mazzanti, Massimiliano & Zoboli, Roberto, 2009. "Environmental efficiency and labour productivity: Trade-off or joint dynamics? A theoretical investigation and empirical evidence from Italy using NAMEA," Ecological Economics, Elsevier, vol. 68(4), pages 1182-1194, February.
    65. Ludwig Reinhard & Steven Li, 2010. "A note on capital structure target adjustment – Indonesian evidence," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 6(3), pages 245-259, June.
    66. Haque, N. U. & Pesaran, M. H. & Sharma, Sunil, 1999. "Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions," Cambridge Working Papers in Economics 9904, Faculty of Economics, University of Cambridge.
    67. Marno Verbeek, 2017. "Using linear regression to establish empirical relationships," IZA World of Labor, Institute of Labor Economics (IZA), pages 336-336, February.
    68. Lahiri, Kajal & Liu, Fushang, 2005. "ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts," MPRA Paper 21693, University Library of Munich, Germany.
    69. Betty Daniel & Christos Shiamptanis, 2008. "Fiscal Policy in the European Monetary Union," Discussion Papers 08-11, University at Albany, SUNY, Department of Economics.
    70. Xavier Debrun & Tidiane Kinda, 2016. "That Squeezing Feeling: The Interest Burden and Public Debt Stabilization," International Finance, Wiley Blackwell, vol. 19(2), pages 147-178, June.
    71. Alonso-Borrego, César & Forcadell, Francisco Javier, 2007. "Corporate diversification and R&D intensity dynamics," UC3M Working papers. Economics we078249, Universidad Carlos III de Madrid. Departamento de Economía.
    72. Haroon Mumtaz & Özlem Oomen & Jian Wang, 2006. "Exchange rate pass-through into UK import prices," Bank of England working papers 312, Bank of England.
    73. Klomp, Jeroen, 2010. "Causes of banking crises revisited," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 72-87, March.
    74. Laura Crespo, 2007. "The Role Of Wage Differences And Individual Labour Supply On Male Earnings Inequality: Empirical Evidence From Spain," Working Papers. Serie EC 2007-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    75. Mazzanti, Massimiliano & Musolesi, Antonio & Zoboli, Roberto, 2006. "A Bayesian Approach to the Estimation of Environmental Kuznets Curves for CO2 Emissions," Climate Change Modelling and Policy Working Papers 12057, Fondazione Eni Enrico Mattei (FEEM).
    76. Cynthia Chen & Jason Chen, 2009. "What is responsible for the response lag of a significant change in discretionary time use: the built environment, family and social obligations, temporal constraints, or a psychological delay factor?," Transportation, Springer, vol. 36(1), pages 27-46, January.
    77. Julien Jacqmin & Mathieu Lefebvre, 2017. "Fiscal decentralization and the performance of higher education institutions: the case of Europe," Working Papers of BETA 2017-31, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    78. Alexander Chudik & M. Hashem Pesaran, 2017. "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series 6688, CESifo.
    79. Kajal Lahiri & Fushang Liu, 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, December.
    80. Kassandra Fronczyk & Athanasios Kottas, 2014. "A Bayesian approach to the analysis of quantal bioassay studies using nonparametric mixture models," Biometrics, The International Biometric Society, vol. 70(1), pages 95-102, March.
    81. Graciela Sanromán, 2003. "Vivienda y Fiscalidad en España: un análisis empírico," Documentos de Trabajo (working papers) 0803, Department of Economics - dECON.
    82. Jorge E. Arana & Carmelo J. Leon, 2004. "Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity," Econometric Society 2004 North American Summer Meetings 568, Econometric Society.
    83. Inmaculada Martínez-Zarzoso, 2009. "A General Framework for Estimating CO2 Emissions," Ibero America Institute for Econ. Research (IAI) Discussion Papers 180, Ibero-America Institute for Economic Research.
    84. Ali Bayar & Bram Smeets, 2009. "Economic and Political Determinants of Budget Deficits in the European Union: A Dynamic Random Coefficient Approach," CESifo Working Paper Series 2546, CESifo.
    85. Bassetto, Camila F. & Kalatzis, Aquiles E.G., 2011. "Financial distress, financial constraint and investment decision: Evidence from Brazil," Economic Modelling, Elsevier, vol. 28(1-2), pages 264-271, January.

  47. 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, May.
    See citations under working paper version above.
  48. Kajal Lahiri & Wenxiong Yao, 2004. "A dynamic factor model of the coincident indicators for the US transportation sector," Applied Economics Letters, Taylor & Francis Journals, vol. 11(10), pages 595-600.
    See citations under working paper version above.
  49. Kajal Lahiri & Wenxiong Yao, 2004. "The predictive power of an experimental transportation output index," Applied Economics Letters, Taylor & Francis Journals, vol. 11(3), pages 149-152.

    Cited by:

    1. Lahiri, Kajal & Yao, Wenxiong, 2004. "A dynamic factor model of the coincident indicators for the US transportation sector," MPRA Paper 22360, University Library of Munich, Germany.
    2. 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.
    3. Kajal Lahiri, Wenxiong Yao, and Peg Young, 2003. "Cycles in the Transportation Sector and the Aggregate Economy," Discussion Papers 03-14, University at Albany, SUNY, Department of Economics.

  50. 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.
    See citations under working paper version above.
  51. 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.

    Cited by:

    1. Lucia Dunn & Ida Mirzaie, 2004. "Turns in Consumer Confidence: An Information Advantage Linked To Manufacturing," Working Papers 04-03, Ohio State University, Department of Economics.
    2. David L. Haugh, 2005. "The Influence Of Consumer Confidence And Stock Prices On The United States Business Cycle," CAMA Working Papers 2005-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Baghestani, Hamid, 2021. "Predicting growth in US durables spending using consumer durables-buying attitudes," Journal of Business Research, Elsevier, vol. 131(C), pages 327-336.
    4. Roberto Golinelli & Giuseppe Parigi, 2003. "What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries," Temi di discussione (Economic working papers) 484, Bank of Italy, Economic Research and International Relations Area.
    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., vol. 31(7), pages 1254-1275, November.

  52. 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.

    Cited by:

    1. Laurence Jacquet, 2006. "Optimal Disability Assistance When Fraud And Stigma Matter," Working Paper 1098, Economics Department, Queen's University.
    2. Erin M. Godtland & Michele Grgich & Carol Dawn Petersen & Douglas M. Sloane & Ann T Walker, 2007. "Racial Disparities In Federal Disability Benefits," Contemporary Economic Policy, Western Economic Association International, vol. 25(1), pages 27-45, January.
    3. Black, Bernard & French, Eric & McCauley, Jeremy & Song, Jae, 2024. "The effect of disability insurance receipt on mortality," Journal of Public Economics, Elsevier, vol. 229(C).
    4. Hugo Benitez-Silva & Moshe Buchinsky & Hiu Man Chan & Sofia Cheidvasser & John Rust, 2000. "How Large is the Bias is Self-Reported Disability?," NBER Working Papers 7526, National Bureau of Economic Research, Inc.
    5. Kajal Lahiri & Chuanming Gao & Bernard Wixon, 2020. "Value of Sample Separation Information in a Sequential Probit Model," Arthaniti: Journal of Economic Theory and Practice, , vol. 19(2), pages 151-176, December.
    6. Laurence JACQUET, 2009. "Take it or Leave it : Optimal Transfer Programs, Monitoring and Takeup," LIDAM Discussion Papers IRES 2009003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    7. Laurence Jacquet, 2014. "Tagging and redistributive taxation with imperfect disability monitoring," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 42(2), pages 403-435, February.
    8. Michel, DE VROEY, 2006. "Getting Rid of Keynes ? A reflection on the history of macroeconomics," Discussion Papers (ECON - Département des Sciences Economiques) 2006051, Université catholique de Louvain, Département des Sciences Economiques.
    9. Olivia S. Mitchell & John W.R. Phillips, 2002. "Applications, Denials, and Appeals for Social Security Disability Insurance," Working Papers wp032, University of Michigan, Michigan Retirement Research Center.
    10. Kajal Lahiri & Jian Gao, 2001. "Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo," Discussion Papers 01-14, University at Albany, SUNY, Department of Economics.
    11. Kajal Lahiri & Zulkarnain Pulungan, 2006. "Health Inequality and Its Determinants in New York," Discussion Papers 06-03, University at Albany, SUNY, Department of Economics.
    12. Timothy J. Moore, 2014. "The Employment Effect of Terminating Disability Benefits," NBER Working Papers 19793, National Bureau of Economic Research, Inc.
    13. Lahiri, Kajal & Yin, Yimeng, 2024. "Seasonality in U.S. disability applications, labor market, and the pandemic echoes," Labour Economics, Elsevier, vol. 87(C).
    14. Benitez-Silva, Hugo & Buchinsky, Moshe & Chan, Hiu Man & Rust, John & Sheidvasser, Sofia, 1999. "An empirical analysis of the social security disability application, appeal, and award process," Labour Economics, Elsevier, vol. 6(2), pages 147-178, June.
    15. Laurence Jacquet, 2010. "Take it or Leave it: Take-up, Optimal Transfer Programs, and Monitoring," CESifo Working Paper Series 3018, CESifo.
    16. Hugo Benitez-Silva & Moshe Buchinsky & John Rust, 2005. "How Large are the Classification Errors in the Social Security Disability Award Process?," Department of Economics Working Papers 05-02, Stony Brook University, Department of Economics.
    17. 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.
    18. Chen, Susan & van der Klaauw, Wilbert, 2008. "The work disincentive effects of the disability insurance program in the 1990s," Journal of Econometrics, Elsevier, vol. 142(2), pages 757-784, February.
    19. Eric French & Jae Song, 2009. "The effect of disability insurance receipt on labor supply," Working Paper Series WP-09-05, Federal Reserve Bank of Chicago.
    20. Olivia S. Mitchell & John W.R. Phillips, 2000. "Retirement Responses to Early Social Security Benefit Reductions," NBER Working Papers 7963, National Bureau of Economic Research, Inc.
    21. Obubuafo, Joyce & Gillespie, Jeffrey M. & Paudel, Krishna P. & Kim, Seon-Ae, 2006. "Knowledge, Application and Adoption of Best Management Practices by Cattle Farmers under the Environmental Quality Incentives Program - A Sequential Analysis," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35307, Southern Agricultural Economics Association.
    22. Andrew J. Houtenville & Deniz Ozabaci, 2019. "Setting Expectations for Claimant Ability to Work: Investigating the Occupational Requirements and Functional Capacity of Workers with Early Onset Health Conditions," Working Papers wp404, University of Michigan, Michigan Retirement Research Center.

  53. Holden, Ken & Klein, Philip A. & Lahiri, Kajal, 2001. "Introduction," International Journal of Forecasting, Elsevier, vol. 17(3), pages 329-332.

    Cited by:

    1. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    2. Prishchepov, Alexander V. & Radeloff, Volker C. & Müller, Daniel & Dubinin, Maxim & Baumann, Matthias, 2011. "Determinants of agricultural land abandonment in post-soviet European Russia," IAMO Forum 2011: Will the "BRICs Decade" Continue? – Prospects for Trade and Growth 1, Leibniz Institute of Agricultural Development in Central and Eastern Europe (IAMO).
    3. Drescher, Larissa S. & Roosen, Jutta, 2010. "An Analysis Of The Retirement-Consumption Puzzle For Food-At-Home And Away-From-Home Expenditures In Germany," 115th Joint EAAE/AAEA Seminar, September 15-17, 2010, Freising-Weihenstephan, Germany 116441, European Association of Agricultural Economists.
    4. Elmar Gerum & Sascha H. Mölls & Chunqian Shen, 2018. "Corporate governance, capital market orientation and firm performance: empirical evidence for large publicly traded German corporations," Journal of Business Economics, Springer, vol. 88(2), pages 203-252, February.
    5. Moina Rauf & Zahid Pervaiz, 2016. "Replacing Contracts with Handshakes: A Study of Social Networks of Entrepreneurs in the Weaving Sector," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(4), pages 331-348.
    6. NONNEMAN, Walter, 2012. "School achievement and failure of immigrant children in Flanders," Working Papers 2012008, University of Antwerp, Faculty of Business and Economics.

  54. 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.

    Cited by:

    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 0230, Econometric Society.
    2. Giulia BETTIN & Riccardo LUCCHETTI, 2010. "Interval Regression Models with;Endogenous Explanatory Variables," Working Papers 339, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    3. Riccardo LUCCHETTI & Claudia PIGINI, 2011. "Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study," Working Papers 357, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4. Musharraf Cyan & Mark Rider & Michael Price & Stephanie J. Roberts, 2019. "What Accounts for the Education Gender Gap in Pakistan’s Khyber Pakhtunkhwa Province?," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1906, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.

  55. 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, September.

    Cited by:

    1. Julie Hotchkiss & M. Melinda Pitts, 2005. "Female labour force intermittency and current earnings: switching regression model with unknown sample selection," Applied Economics, Taylor & Francis Journals, vol. 37(5), pages 545-560.
    2. Matloob Piracha & Massimiliano Tani & Florin Vadean, 2010. "Immigrant Over- and Under-education: The Role of Home Country Labour Market Experience," CEIS Research Paper 175, Tor Vergata University, CEIS, revised 09 Dec 2010.
    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), vol. 18(3), pages 495-523, September.
    4. Alfonso Miranda & Massimiliano Bratti, 2006. "Non-pecuniary returns to higher education: The effect on smoking intensity in the UK," Keele Economics Research Papers KERP 2006/04, Centre for Economic Research, Keele University.
    5. Takeshima, Hiroyuki & Winter-Nelson, Alex, 2010. "Sales location and supply response among semisubsistence farmers in Benin," IFPRI discussion papers 999, International Food Policy Research Institute (IFPRI).
    6. Kabindra Regmi & Dinesh Kaphle & Sabina Timilsina & Nik Annie Afiqah Tuha, 2018. "Application of Discrete-Choice Experiment Methods in Tobacco Control: A Systematic Review," PharmacoEconomics - Open, Springer, vol. 2(1), pages 5-17, March.
    7. M. Lippi Bruni & A.M. Pinna & Rinaldo Brau, 2004. "Public vs private demand for covering long term care expenditures," Working Paper CRENoS 200408, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    8. Anderson, Lisa R. & Mellor, Jennifer M., 2008. "Predicting health behaviors with an experimental measure of risk preference," Journal of Health Economics, Elsevier, vol. 27(5), pages 1260-1274, September.
    9. Mikhail Lokshin & Zurab Sajaia, 2007. "The Economic Cost of Smoking: Differences in Wages between Smokers and Non-smokers in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 6(2), pages 60-80.
    10. Jeffrey E. Harris & Beatriz Lopez-Valcarcel, 2004. "Asymmetric Social Interaction in Economics: Cigarette Smoking Among Young People in the United States, 1992-1999," NBER Working Papers 10409, National Bureau of Economic Research, Inc.
    11. Florin P. Vadean & Matloob Piracha, 2009. "Circular Migration or Permanent Return: What Determines Different Forms of Migration?," Studies in Economics 0912, School of Economics, University of Kent.
    12. Irina B. Grafova & Frank P. Stafford, 2009. "The Wage Effects of Personal Smoking History," ILR Review, Cornell University, ILR School, vol. 62(3), pages 381-393, April.
    13. Simon Binder & Robert Nuscheler, 2017. "Risk‐taking in vaccination, surgery, and gambling environments: Evidence from a framed laboratory experiment," Health Economics, John Wiley & Sons, Ltd., vol. 26(S3), pages 76-96, December.
    14. Lisa R. Anderson & Jennifer M. Mellor, 2008. "Are Risk Preferences Stable? Comparing an Experimental Measure with a Validated Survey-Based Measure," Working Papers 74, Economics Department, William & Mary.
    15. Coulson, N. Edward & Li, Herman, 2013. "Measuring the external benefits of homeownership," Journal of Urban Economics, Elsevier, vol. 77(C), pages 57-67.
    16. Jerome Adda & Valerie Lechene, 2012. "Health Selection and the Effect of Smoking on Mortality," Economics Working Papers ECO2012/02, European University Institute.
    17. Tang, Mingzhe & Coulson, N. Edward, 2017. "The impact of China's housing provident fund on homeownership, housing consumption and housing investment," Regional Science and Urban Economics, Elsevier, vol. 63(C), pages 25-37.
    18. Grignon, Michel, 2009. "An empirical investigation of heterogeneity in time preferences and smoking behaviors," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 38(5), pages 739-751, October.
    19. Ali Mir M., 2012. "Social Learning Theory, Cigarette Taxes and Adolescent Smoking Behavior," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(6), pages 633-651, December.
    20. Tani, Massimiliano, 2012. "Does Immigration Policy Affect the Education-Occupation Mismatch? Evidence from Australia," IZA Discussion Papers 6937, Institute of Labor Economics (IZA).
    21. Silvia Balia & Andrew M. Jones, 2007. "Unravelling the influence of smoking initiation and cessation on premature mortality using a common latent factor model," Health, Econometrics and Data Group (HEDG) Working Papers 07/06, HEDG, c/o Department of Economics, University of York.

  56. 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.

    Cited by:

    1. Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020. "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model," International Journal of Forecasting, Elsevier, vol. 36(3), pages 829-850.
    2. Ege, Yazgan & Huseyin, Kaya, 2010. "Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?," MPRA Paper 24810, University Library of Munich, Germany.
    3. Rolando Pelàez, 2007. "Ex ante forecasts of business-cycle turning points," Empirical Economics, Springer, vol. 32(1), pages 239-246, April.
    4. Seitz, Franz & Albuquerque, Bruno & Baumann, Ursel, 2015. "The Information Content Of Money And Credit For US Activity," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113066, Verein für Socialpolitik / German Economic Association.
    5. B. De Backer & M. Deroose & Ch. Van Nieuwenhuyze, 2019. "Is a recession imminent? The signal of the yield curve," Economic Review, National Bank of Belgium, issue i, pages 69-93, June.
    6. Banerji, Anirvan & Hiris, Lorene, 2001. "A framework for measuring international business cycles," International Journal of Forecasting, Elsevier, vol. 17(3), pages 333-348.
    7. Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2017. "Forecasting economic activity by Bayesian bridge model averaging," Empirical Economics, Springer, vol. 53(1), pages 21-40, August.
    8. Hardouvelis, Gikas & Malliaropoulos, Dimitrios, 2004. "The Yield Spread as a Symmetric Predictor of Output and Inflation," CEPR Discussion Papers 4314, C.E.P.R. Discussion Papers.
    9. Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87, April.
    10. W. -X. Zhou & D. Sornette, 2003. "Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000," Papers cond-mat/0312658, arXiv.org.
    11. Koskinen, Lasse & Öller, Lars-Erik, 2001. "A Classifying Procedure for Signaling Turning Points," SSE/EFI Working Paper Series in Economics and Finance 427, Stockholm School of Economics.
    12. Ken Nyholm, 2007. "A New Approach to Predicting Recessions," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 36(1), pages 27-42, February.
    13. Moolman, Elna, 2004. "A Markov switching regime model of the South African business cycle," Economic Modelling, Elsevier, vol. 21(4), pages 631-646, July.
    14. Unn Lindholm & Marcus Mossfeldt & Pär Stockhammar, 2020. "Forecasting inflation in Sweden," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(1), pages 39-68, April.
    15. Huseyin Kaya, 2013. "On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case," Working Papers 010, Bahcesehir University, Betam, revised Mar 2013.
    16. Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions With Boosted Regression Trees," Working Papers 2015-004, The George Washington University, The Center for Economic Research.
    17. E. Andersson & D. Bock & M. Frisen, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(3), pages 257-278.
    18. Bock, David & Andersson, Eva & Frisén, Marianne, 2007. "Similarities and differences between statistical surveillance and certain decision rules in finance," Research Reports 2007:8, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    19. Fabio Moneta, 2005. "Does the Yield Spread Predict Recessions in the Euro Area?," International Finance, Wiley Blackwell, vol. 8(2), pages 263-301, August.
    20. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
    21. Koziol, Philipp, 2014. "Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 459-472.
    22. Yifeng Yan & Ju'e Guo, 2015. "The Sovereign Yield Curve and the Macroeconomy in China," Pacific Economic Review, Wiley Blackwell, vol. 20(3), pages 415-441, August.
    23. Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020. "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model An application to the German business cycle," Munich Reprints in Economics 84736, University of Munich, Department of Economics.
    24. Horst Rottmann & Franz Seitz, 2004. "Credit Spreads und ihre Determinanten in Deutschland," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(24), pages 10-14, December.
    25. Tino Berger & Simon Wintter, 2025. "Economic Forecasting With German Newspaper Articles," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(2), pages 497-512, March.
    26. Huseyin Kaya & M. Ege Yazgan, 2011. "Has 'inflation targeting' increased the predictive power of term structure about future inflation: evidence from Turkish experience?," Applied Financial Economics, Taylor & Francis Journals, vol. 21(20), pages 1539-1547.
    27. Albuquerque, Bruno & Baumann, Ursel & Seitz, Franz, 2016. "What does money and credit tell us about real activity in the United States?," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 328-347.
    28. Clostermann, Jörg & Koch, Alexander & Rees, Andreas & Seitz, Franz, 2009. "Ein Factor Augmented Stepwise Probit Prognosemodell für den ifo-Geschäftserwartungsindex," Weidener Diskussionspapiere 21, University of Applied Sciences Amberg-Weiden (OTH).

  57. Gao, Chuanming & Lahiri, Kajal, 2000. "MCMC algorithms for two recent Bayesian limited information estimators," Economics Letters, Elsevier, vol. 66(2), pages 121-126, February.

    Cited by:

    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 0230, Econometric Society.

  58. Lahiri, Kajal, 1999. "Et Interview: Professor G.S. Maddala," Econometric Theory, Cambridge University Press, vol. 15(5), pages 753-776, October.

    Cited by:

    1. Peter C.B. Phillips, 2003. "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.

  59. 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.

    Cited by:

    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, September.
    2. Insan Tunali & Berk Yavuzoglu, 2018. "Edgeworth Expansion Based Correction Of Selectivity Bias In Models Of Double Selection," Working Papers 1802, Nazarbayev University, Department of Economics, revised Nov 2018.
    3. Angori, Gabriele & Aristei, David & Gallo, Manuela, 2020. "Banking relationships, firm-size heterogeneity and access to credit: Evidence from European firms," Finance Research Letters, Elsevier, vol. 33(C).
    4. Agnieszka Wyłomańska & D Robert Iskander & Krzysztof Burnecki, 2020. "Omnibus test for normality based on the Edgeworth expansion," PLOS ONE, Public Library of Science, vol. 15(6), pages 1-36, June.

  60. 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.

    Cited by:

    1. Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Working Papers 2021-005, The George Washington University, The Center for Economic Research.
    2. Michael K Andersson & Ted Aranki & André Reslow, 2017. "Adjusting for information content when comparing forecast performance," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(7), pages 784-794, November.
    3. Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2023. "Perceptions about Monetary Policy," Working Paper Series 2023-31, Federal Reserve Bank of San Francisco.
    4. Ann Owen & Stephen Wu, 2007. "Financial shocks and worry about the future," Empirical Economics, Springer, vol. 33(3), pages 515-530, November.
    5. Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
    6. Issler, João Victor & Soares, Ana Flávia, 2019. "Central Bank credibility and inflation expectations: a microfounded forecasting approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 812, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    7. Carlos Capistrán & Allan Timmermann, 2008. "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers 2008-55, Department of Economics and Business Economics, Aarhus University.
    8. Duygun, Meryem & Hao, Jiaqi & Isaksson, Anders & Sickles, Robin C., 2015. "World Productivity Growth: A Model Averaging Approach," Working Papers 15-011, Rice University, Department of Economics.
    9. Artūras Juodis & Simas Kučinskas, 2023. "Quantifying noise in survey expectations," Quantitative Economics, Econometric Society, vol. 14(2), pages 609-650, May.
    10. Timmermann, Allan & Elliott, Graham, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers.
    11. Giampiero M. Gallo & Clive W.J. Granger & Yongil Jeon, 2001. "Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets," Econometrics Working Papers Archive wp2001_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    12. Mr. Prakash Loungani, 2000. "How Accurate Are Private Sector Forecasts: Cross-Country Evidence From Consensus Forecasts of Output Growth," IMF Working Papers 2000/077, International Monetary Fund.
    13. Isiklar, Gultekin, 2005. "On aggregation bias in fixed-event forecast efficiency tests," Economics Letters, Elsevier, vol. 89(3), pages 312-316, December.
    14. Paul Hubert, 2009. "An Empirical Review of Federal Reserve’s Informational Advantage," Documents de Travail de l'OFCE 2009-03, Observatoire Francais des Conjonctures Economiques (OFCE).
    15. Davies, Antony & Quinlivan, Gary, 2006. "A panel data analysis of the impact of trade on human development," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 35(5), pages 868-876, October.
    16. Stefania D'Amico & Thomas B. King, 2015. "What Does Anticipated Monetary Policy Do?," Working Paper Series WP-2015-10, Federal Reserve Bank of Chicago.
    17. Fabiana Gomez & David Pacini, 2015. "Counting Biased Forecasters: An Application of Multiple Testing Techniques," Bristol Economics Discussion Papers 15/661, School of Economics, University of Bristol, UK.
    18. Dovern, Jonas, 2013. "When are GDP forecasts updated? Evidence from a large international panel," Economics Letters, Elsevier, vol. 120(3), pages 521-524.
    19. Graham Elliott, 2017. "Forecast combination when outcomes are difficult to predict," Empirical Economics, Springer, vol. 53(1), pages 7-20, August.
    20. Bruno Deschamps, 2015. "Are aggregate corporate earnings forecasts unbiased and efficient?," Review of Quantitative Finance and Accounting, Springer, vol. 45(4), pages 803-818, November.
    21. Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2007. "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 650, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    22. Kappler, Marcus, 2007. "Projecting the Medium-Term: Outcomes and Errors for GDP Growth," ZEW Discussion Papers 07-068, ZEW - Leibniz Centre for European Economic Research.
    23. Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, The Center for Economic Research.
    24. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, vol. 48(3), pages 1203-1231, May.
    25. Christopher G. Gibbs & Andrey L. Vasnev, 2017. "Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts," Discussion Papers 2017-10, School of Economics, The University of New South Wales.
    26. Fred Joutz & Michael P. Clements & Herman O. Stekler, 2007. "An evaluation of the forecasts of the federal reserve: a pooled approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 121-136.
    27. Tao Wang, 2024. "How Do Agents Form Macroeconomic Expectations? Evidence from Inflation Uncertainty," Staff Working Papers 24-5, Bank of Canada.
    28. Sheng, Xuguang (Simon), 2015. "Evaluating the economic forecasts of FOMC members," International Journal of Forecasting, Elsevier, vol. 31(1), pages 165-175.
    29. Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
    30. Conrad, Christian & Lahiri, Kajal, 2024. "Heterogeneous Expectations among Professional Forecasters," Working Papers 0754, University of Heidelberg, Department of Economics.
    31. Cipullo, Davide & Reslow, André, 2019. "Biased Forecasts to Affect Voting Decisions? The Brexit Case," Working Paper Series 364, Sveriges Riksbank (Central Bank of Sweden).
    32. Timmermann, Allan & Qu, Ritong & Zhu, Yinchu, 2019. "Do Any Economists Have Superior Forecasting Skills?," CEPR Discussion Papers 14112, C.E.P.R. Discussion Papers.
    33. Gaglianone, Wagner Piazza & Issler, João Victor, 2015. "Microfounded forecasting," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 766, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    34. Issler, João Victor & Rodrigues, Claudia Ferreira & Burjack, Rafael, 2013. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 744, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    35. López Moctezuma Gabriel & Capistrán Carlos, 2010. "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers 2010-11, Banco de México.
    36. Christophe BOUCHER & Wassim LE LANN & Stéphane MATTON & Sessi TOKPAVI, 2021. "Backtesting ESG Ratings," LEO Working Papers / DR LEO 2883, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
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    97. Goodwin, Thomas & Tian, Jing, 2017. "A state space approach to evaluate multi-horizon forecasts," Working Papers 2017-15, University of Tasmania, Tasmanian School of Business and Economics.
    98. Goldstein, Nathan & Zilberfarb, Ben-Zion, 2021. "Do forecasters really care about consensus?," Economic Modelling, Elsevier, vol. 100(C).
    99. Christophe Boucher & Wassim Le Lann & Stéphane Matton & Sessi Tokpavi, 2024. "Are ESG ratings informative to forecast idiosyncratic risk?," Working Papers hal-04140193, HAL.
    100. Vereda, Luciano & Savignon, João & Gouveia da Silva, Tarciso, 2024. "A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1069-1084.
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    1. Mamingi Nlandu, 2017. "Beauty and Ugliness of Aggregation over Time: A Survey," Review of Economics, De Gruyter, vol. 68(3), pages 205-227, December.
    2. Narayan, Paresh Kumar & Sharma, Susan Sunila, 2015. "Does data frequency matter for the impact of forward premium on spot exchange rate?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 45-53.
    3. Jesús Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2022. "Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 59-70, January.
    4. Chambers, MJ, 2001. "Cointegration and Sampling Frequency," Economics Discussion Papers 2760, University of Essex, Department of Economics.
    5. Arjun & Bibhuti Ranjan Mishra, 2024. "Testing the Balanced Growth Hypothesis in the Presence of Structural Breaks: Evidence from Developed and Developing Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(1), pages 1-35.
    6. Mallory, M. & Lence, Sergio H., 2012. "Testing for Cointegration in the Presence of Moving Average Errors," Staff General Research Papers Archive 36076, Iowa State University, Department of Economics.
    7. Otero, Jesus & Smith, Jeremy, 2000. "Testing for cointegration: power versus frequency of observation -- further Monte Carlo results," Economics Letters, Elsevier, vol. 67(1), pages 5-9, April.
    8. Fedoseeva, Svetlana, 2013. "Do German exporters PTM? Searching for right answers in sugar confectionery exports," Discussion Papers 62, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
    9. Eric Ghysels & J. Isaac Miller, 2013. "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," Working Papers 1307, Department of Economics, University of Missouri, revised 07 May 2014.
    10. Siregar, Reza & Rajaguru, Gulasekaran, 2005. "Sources of variations between the inflation rates of Korea, Thailand and Indonesia during the post-1997 crisis," Journal of Policy Modeling, Elsevier, vol. 27(7), pages 867-884, October.
    11. Ranjan Dasgupta, 2017. "Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 684-705.
    12. Tilak Abeysinghe & Gulasekaran Rajaguru, 2004. "Temporal aggregation, causality distortions and a sign rule," Econometric Society 2004 Australasian Meetings 73, Econometric Society.
    13. Imad A. Moosa & Ming Ma, 2018. "Linear and Nonlinear Attractors in Purchasing Power Parity," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 149-172.
    14. Gabriel Pons Rotger, 2000. "Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions," Econometric Society World Congress 2000 Contributed Papers 1317, Econometric Society.
    15. J. Isaac Miller & Xi Wang, 2016. "Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(6), pages 810-824, November.
    16. Chor Foon Tang & Kean Siang Ch’ng, 2012. "A Multivariate Analysis of the Nexus between Savings and Economic Growth in the ASEAN-5 Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 6(3), pages 385-406, August.
    17. Rajaguru, Gulasekaran & Abeysinghe, Tilak, 2008. "Temporal aggregation, cointegration and causality inference," Economics Letters, Elsevier, vol. 101(3), pages 223-226, December.
    18. Giuseppe Cavaliere, 2005. "Testing mean reversion in target-zone exchange rates," Applied Economics, Taylor & Francis Journals, vol. 37(20), pages 2335-2347.
    19. James Payne, 2003. "Post stabilization estimates of money demand in Croatia: error correction model using the bounds testing approach," Applied Economics, Taylor & Francis Journals, vol. 35(16), pages 1723-1727.
    20. Bontempi, Maria Elena & Bottazzi, Laura & Golinelli, Roberto, 2020. "A multilevel index of heterogeneous short-term and long-term debt dynamics," Journal of Corporate Finance, Elsevier, vol. 64(C).

  62. 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.

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    1. Margarita Katsimi & Thomas Moutos, 2006. "Inequality and the US Import Demand Function," CESifo Working Paper Series 1827, CESifo.
    2. Anderton, Robert & Skudelny, Frauke & Baltagi, Badi H. & Sousa, Nuno, 2005. "Intra- and extra-euro area import demand for manufactures," Working Paper Series 532, European Central Bank.
    3. Gopinath Munisamy & Pick Daniel & Li Yonghai, 2003. "Concentration and Innovation in the U.S. Food Industries," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 1(1), pages 1-23, August.
    4. Laura Magazzini & Fabio Pammolli & Nicola Carmine Salerno, 2006. "La spesa farmaceutica pubblica - Analisi degli ultimi anni e indicazioni per una nuova politica economica," Working Papers CERM 03-2006, Competitività, Regole, Mercati (CERM).
    5. Kajal Lahiri & Jianting Hu, 2021. "Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge," Empirical Economics, Springer, vol. 60(1), pages 419-457, January.
    6. Nadezhda Ivanova, 2007. "Estimation of the Equilibrium Real Exchange Rate in Russia: Trade-Balance Approach," Working Papers w0102, New Economic School (NES).
    7. Sara Barcenilla-Visús & Carmen López-Pueyo, 2000. "Macroeconomic competitiveness in the Europe of the Twelve: An application to 1969–93," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(4), pages 597-618, November.
    8. Pinka Chatterji & Dohyung Kim & Kajal Lahiri, 2014. "Birth Weight And Academic Achievement In Childhood," Health Economics, John Wiley & Sons, Ltd., vol. 23(9), pages 1013-1035, September.
    9. Davies, Stephen P. & Erickson, Kenneth W. & Vickner, Steven S. & Hoag, Dana L. & Nehring, Richard F., 2005. "An Error-Components Three-Stage Least-Squares Model of Investment Allocation by Farm Households," 2005 Annual meeting, July 24-27, Providence, RI 19249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    10. Mário Jorge Mendonça & Paulo R. A. Loureiro & Antônio Nascimento & Roberto Ellery, 2021. "Assessment of the effect of broadband expansion on the economy reviewed," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2414-2432, November.
    11. Sonia Laszlo, 2003. "Education, Labour Supply and Market Development in Rural Peru," Development and Comp Systems 0312005, University Library of Munich, Germany.
    12. Sugata Ghosh & Iannis A. Mourmouras & Sarmistha Pal & Ivan Paya, 2003. "On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA," Manchester School, University of Manchester, vol. 71(3), pages 242-264, June.
    13. Vickner, Steven S. & Davies, Stephen P., 1999. "Estimating Market Power And Pricing Conduct In A Product-Differentiated Oligopoly: The Case Of The Domestic Spaghetti Sauce Industry," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(01), pages 1-13, April.
    14. Gopinath, Munisamy & Pick, Daniel H. & Li, Yonghai, 2002. "Does Industrial Concentration Raise Productivity In Food Industries?," 2002 Annual Meeting, July 28-31, 2002, Long Beach, California 36634, Western Agricultural Economics Association.
    15. Fabio Pammolli & Nicola Carmine Salerno, 2008. "Occupazione, produttività e demografia: le sfide per la crescita del Mezzogiorno - Riforme strutturali per dare basi al federalismo," Working Papers CERM 02-2008, Competitività, Regole, Mercati (CERM).
    16. Ghassan, Hassan B., 2001. "Estimation Robuste des Equations d’Importation à Contamination Ponctuelle [Robust estimation of the Equations of Punctual contaminated Imports]," MPRA Paper 56429, University Library of Munich, Germany, revised 28 Sep 2001.

  63. 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.

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    1. Syed Ammad & Sabihuddin Butt & Shaista Alam, 2012. "Fiscal Responsiveness, Persistence and Discretion: A Case Study of Pakistan," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(45), pages 227-244, September.
    2. Moore, Winston, 2010. "Managing the Process of Removing Capital Controls: What Does the Literature Suggest?," MPRA Paper 21584, University Library of Munich, Germany.

  64. 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.

    Cited by:

    1. Loffler, Gunter, 1999. "Refining the Carlson-Parkin method," Economics Letters, Elsevier, vol. 64(2), pages 167-171, August.
    2. Tatiana Cesaroni, 2007. "Inspecting the cyclical properties of the Italian Manufacturing Business survey data," ISAE Working Papers 83, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    3. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(1), pages 1-14, January.
    4. Hutson, Mark & Joutz, Fred & Stekler, Herman, 2014. "Interpreting and evaluating CESIfo's World Economic Survey directional forecasts," Economic Modelling, Elsevier, vol. 38(C), pages 6-11.
    5. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "A new approach for the quantification of qualitative measures of economic expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(6), pages 2685-2706, November.
    6. Rolando F. Peláez, 2018. "Improving the usefulness of the Purchasing Managers’ Index," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 53(4), pages 195-201, October.
    7. Gerberding, Christina, 2001. "The information content of survey data on expected price developments for monetary policy," Discussion Paper Series 1: Economic Studies 2001,09, Deutsche Bundesbank.
    8. Thomas Maag, 2009. "On the accuracy of the probability method for quantifying beliefs about inflation," KOF Working papers 09-230, KOF Swiss Economic Institute, ETH Zurich.
    9. Hugo Oliveros, 1999. "Expectativas: Una Aproximación a Través de Modelos de Escogencia Discreta," Borradores de Economia 137, Banco de la Republica de Colombia.
    10. Rolf Schenker, 2008. "Qualitative und quantitative Umfragedaten – ein Vergleich auf Mikroebene," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 2(2), pages 47-57, June.
    11. Kajal Lahiri & Yongchen Zhao, 2013. "Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited," Discussion Papers 13-08, University at Albany, SUNY, Department of Economics.
    12. Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie Huber, 2024. "From Buzz to Bust: How Fake News Shapes the Business Cycle," Working Papers hal-04958375, HAL.
    13. Pesaran, M. Hashem & Weale, Martin, 2006. "Survey Expectations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 14, pages 715-776, Elsevier.
    14. Breitung Jörg, 2008. "Assessing the Rationality of Survey Expectations: The Probability Approach," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(5-6), pages 630-643, October.
    15. Kajal Lahiri & George Monokroussos, 2011. "Nowcasting US GDP: The role of ISM Business Surveys," Discussion Papers 11-01, University at Albany, SUNY, Department of Economics.
    16. Rina Rosenblatt-Wisch & Rolf Scheufele, 2015. "Quantification and characteristics of household inflation expectations in Switzerland," Applied Economics, Taylor & Francis Journals, vol. 47(26), pages 2699-2716, June.
    17. Kjellberg, David, 2006. "Measuring Expectations," Working Paper Series 2006:9, Uppsala University, Department of Economics.
    18. Hugo Oliveros C., 1999. "Expectativas:Una Aproximaci�N A Trav�S De Modelos De Escogencia Discreta," Borradores de Economia 2697, Banco de la Republica.
    19. Lindström, Tomas, 2000. "Qualitative Survey Responses and Production over the Business Cycle," Working Paper Series 116, Sveriges Riksbank (Central Bank of Sweden).
    20. Breitung, Jörg & Schmeling, Maik, 2011. "Quantifying survey expectations: What's wrong with the probability approach?," Hannover Economic Papers (HEP) dp-485, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    21. Oscar Claveria, 2021. "Forecasting with Business and Consumer Survey Data," Forecasting, MDPI, vol. 3(1), pages 1-22, February.
    22. Lahiri, Kajal & Zhao, Yongchen, 2015. "Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method," International Journal of Forecasting, Elsevier, vol. 31(1), pages 51-62.
    23. Richard Etter & Michael Graff, 2003. "Estimating and Forecasting Production and Orders in Manufacturing Industry from Business Survey Data: Evidence from Switzerland, 1990-2003," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(IV), pages 507-533, December.
    24. Vermeulen, Philip, 2012. "Quantifying the qualitative responses of the output purchasing managers index in the US and the Euro area," Working Paper Series 1417, European Central Bank.
    25. Ramazan Yanik & Asfia Binte Osman & Ozcan Ozturk, 2020. "Impact of manufacturing PMI on stock market index: A study on Turkey," Journal of Administrative and Business Studies, Professor Dr. Usman Raja, vol. 6(3), pages 104-108.
    26. Richard Etter & Sibylle Guebeli & Franz-Josef Klein, 2004. "Mitlaufende und vorlaufende Indikatoren des Bruttoinlandprodukts der EU insgesamt. Analyse mit vollständigen Daten, welche einmalig vom DG ECFIN zur Verfuegung gestellt wurden," KOF Working papers 04-92, KOF Swiss Economic Institute, ETH Zurich.
    27. Maurizio Bovi, 2014. "Shocks and the Expectations Formation Process. A Tale of Two Expectations," Natural Field Experiments 00390, The Field Experiments Website.
    28. Michael Graff, 2008. "Ein Stimmungsindikator für das Schweizer Kreditgewerbe," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 2(1), pages 59-70, March.
    29. Nolte, Ingmar & Pohlmeier, Winfried, 2007. "Using forecasts of forecasters to forecast," International Journal of Forecasting, Elsevier, vol. 23(1), pages 15-28.
    30. Abhiman Das & Kajal Lahiri & Yongchen Zhao, 2018. "Inflation Expectations in India: Learning from Household Tendency Surveys," Working Papers 2018-03, Towson University, Department of Economics, revised Aug 2018.
    31. Maurizio Bovi, 2016. "The tale of two expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(6), pages 2677-2705, November.
    32. Berk, Jan Marc, 2000. "Consumers' inflation expectations and monetary policy in Europe," Serie Research Memoranda 0020, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    33. Bovi, Maurizio, 2013. "Are the representative agent’s beliefs based on efficient econometric models?," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 633-648.
    34. Rui Esteves, 1998. "Quantifying data from qualitative surveys," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    35. Reckwerth, Jürgen, 1997. "Inflation and output in Germany: The role of inflation expectations," Discussion Paper Series 1: Economic Studies 1997,05e, Deutsche Bundesbank.
    36. O Claveria & E Pons & J Surinach, 2006. "Quantification of Expectations. Are They Useful for Forecasting Inflation?," Economic Issues Journal Articles, Economic Issues, vol. 11(2), pages 19-38, September.
    37. Reckwerth, Jürgen, 1997. "Der Zusammenhang zwischen Inflation und Output in Deutschland unter besonderer Berücksichtigung der Inflationserwartungen," Discussion Paper Series 1: Economic Studies 1997,05, Deutsche Bundesbank.
    38. Tsuchiya, Yoichi, 2014. "Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 599-618.
    39. Vermeulen, Philip, 2014. "An evaluation of business survey indices for short-term forecasting: Balance method versus Carlson–Parkin method," International Journal of Forecasting, Elsevier, vol. 30(4), pages 882-897.
    40. Olivier Biau & Hélène Erkel-Rousse & Nicolas Ferrari, 2006. "Réponses individuelles aux enquêtes de conjoncture et prévision de la production manufacturière," Économie et Statistique, Programme National Persée, vol. 395(1), pages 91-116.
    41. Kaiser, Ulrich & Spitz, Alexandra, 2000. "Quantification of qualitative data using ordered probit models with an application to a business survey in the German service sector," ZEW Discussion Papers 00-58, ZEW - Leibniz Centre for European Economic Research.

  65. Johnson, Steven C & Lahiri, Kajal, 1992. "A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics," Empirical Economics, Springer, vol. 17(1), pages 141-151.

    Cited by:

    1. Miika Linna, 1998. "Measuring hospital cost efficiency with panel data models," Health Economics, John Wiley & Sons, Ltd., vol. 7(5), pages 415-427, August.
    2. Philip T. Powell & Roger W. Schmenner, 2002. "Economics and operations management: towards a theory of endogenous production speed," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 23(6), pages 331-342.
    3. World Bank, 2009. "Serbia - Baseline Survey on Cost and Efficiency in Primary Health Care Centers Before Provider Payment Reforms," World Bank Publications - Reports 3036, The World Bank Group.
    4. Andrew J. Hogan & Luisa Franzini & James R. Boex, 2000. "Estimating the cost of primary care training in ambulatory settings," Health Economics, John Wiley & Sons, Ltd., vol. 9(8), pages 715-726, December.

  66. Nadeem U. Haque & Kajal Lahiri & Peter J. Montiel, 1990. "A Macroeconometric Model for Developing Countries," IMF Staff Papers, Palgrave Macmillan, vol. 37(3), pages 537-559, September.

    Cited by:

    1. Dean DeRosa, 1992. "Protection and export performance in Sub-Saharan Africa," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(1), pages 88-124, March.
    2. Carbonnier, Gilles, 2002. "The Competing Agendas of Economic Reform and Peace Process: A Politico-Economic Model Applied to Guatemala," World Development, Elsevier, vol. 30(8), pages 1323-1339, August.
    3. Kannapiran, Chinna A., 2001. "Macroeconomic impacts of export commodity price subsidy in Papua New Guinea," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 45(3), pages 1-22.
    4. Basil Dalamagas, 2000. "Public sector and economic growth: the Greek experience," Applied Economics, Taylor & Francis Journals, vol. 32(3), pages 277-288.
    5. Thomas M Fullerton Jr & Eiichi Araki, 2004. "New Directions in Latin American Macroeconometrics," Development and Comp Systems 0408002, University Library of Munich, Germany.
    6. Pami Dua & B.L. Pandit, 2001. "Interest Rate Determination in India: The Role of Domestic and External Factors," Working papers 92, Centre for Development Economics, Delhi School of Economics.
    7. Rankaduwa, Wimal & Rao, U. L. Gouranga & Ogwang, Tomson, 1995. "A forecasting model of the Sri Lankan economy," Economic Modelling, Elsevier, vol. 12(4), pages 343-375, October.
    8. Schmidt-Hebbel, Klaus & Serven, Luis, 1992. "Dynamic response to foreign transfers and terms-of-trade shocks in open economies," Policy Research Working Paper Series 1061, The World Bank.
    9. Dua, Pami & Pandit, B. L., 2002. "Interest rate determination in India: domestic and external factors," Journal of Policy Modeling, Elsevier, vol. 24(9), pages 853-875, December.
    10. Aykut Kibritcioglu & Bengi Kibritcioglu, 2004. "Real Exchange Rate Misalignment in Turkey, 1987-2003 (in Turkish)," Macroeconomics 0403006, University Library of Munich, Germany, revised 22 Apr 2004.
    11. Giorgioni, Gianluigi & Holden, Ken, 2002. "The crisis of the CFA Franc zone: the case of Cote d'Ivoire," Economic Modelling, Elsevier, vol. 19(4), pages 531-564, August.
    12. Nicolas Ponty, 2005. "Un modèle MAcroDYNamique des économies des pays membres de l’UEMOA : MADYN," Documents de travail 118, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
    13. Daniel Zerfu Gurara, 2013. "This paper presents a macroeconometric model of Rwanda. The model is constructed to analyze the macroeconomic effects of various policy interventions. It captures the supply constrained nature of the ," Working Paper Series 476, African Development Bank.
    14. Musila, Jacob Wanjala, 2002. "An econometric model of the Malawian economy," Economic Modelling, Elsevier, vol. 19(2), pages 295-330, March.
    15. Diego Nicolás Moccero, 2001. "Esquemas Cambiarios y Monetarios Alternativos en un Modelo de Interdependencia Macroeconómica entre Argentina y Brasil," IIE, Working Papers 031, IIE, Universidad Nacional de La Plata.
    16. Krishna Akikina & Hamed Al-Hoshan, 2003. "Independence of monetary policy under fixed exchange rates: the case of Saudi Arabia," Applied Economics, Taylor & Francis Journals, vol. 35(4), pages 437-448.

  67. 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.

    Cited by:

    1. Badi Baltagi & Alain Pirotte, 2011. "Seemingly unrelated regressions with spatial error components," Empirical Economics, Springer, vol. 40(1), pages 5-49, February.
    2. Mário Jorge Mendonça & Paulo R. A. Loureiro & Antônio Nascimento & Roberto Ellery, 2021. "Assessment of the effect of broadband expansion on the economy reviewed," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2414-2432, November.
    3. Ahmad Haboub & Aris Kartsaklas & Vasilis Sarafidis, 2025. "Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy," Papers 2506.00206, arXiv.org.

  68. Ashok K. Lahiri, 1989. "Dynamics of Asian Savings: The Role of Growth and Age Structure," IMF Staff Papers, Palgrave Macmillan, vol. 36(1), pages 228-261, March.

    Cited by:

    1. Aasim M. Husain, 1996. "Private Saving and Its Determinants: The Case of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 35(1), pages 49-70.
    2. Mr. Dhaneshwar Ghura & E. Murat Ucer & Mr. Martin Mühleisen & Mr. Michael T. Hadjimichael & Mr. Roger Nord, 1994. "Effects of Macroeconomic Stabilityon Growth, Savings, and Investment in Sub-Saharan Africa: An Empirical Investigation," IMF Working Papers 1994/098, International Monetary Fund.
    3. Abdur R. Chowdhury, 2003. "Private Savings In Transition Economies: Are There Terms Of Trade Shocks?," William Davidson Institute Working Papers Series 2003-572, William Davidson Institute at the University of Michigan.
    4. Ghate, Chetan & Gopalakrishnan, Pawan & Saha, Anuradha, 2025. "The Great Indian Savings Puzzle," Economic Modelling, Elsevier, vol. 150(C).
    5. Agrawal, Pradeep & Sahoo, Pravakar & Dash, Ranjan Kumar, 2009. "Savings behaviour in South Asia," Journal of Policy Modeling, Elsevier, vol. 31(2), pages 208-224.
    6. Mr. Martin Mühleisen, 1997. "Improving India’s Saving Performance," IMF Working Papers 1997/004, International Monetary Fund.
    7. Nicholas Odhiambo, 2010. "Interest rate reforms, financial deepening and economic growth in Tanzania: a dynamic linkage," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 13(2), pages 201-212.
    8. Baharumshah, Ahmad Zubaidi & Thanoon, Marwan A. & Rashid, Salim, 2003. "Saving dynamics in the Asian countries," Journal of Asian Economics, Elsevier, vol. 13(6), pages 827-845, January.
    9. Abdur Chowdhury, 2001. "The Impact of Financial Reform on Private Savings in Bangladesh," WIDER Working Paper Series DP2001-78, World Institute for Development Economic Research (UNU-WIDER).
    10. Chowdhury, Abdur R., 2003. "Do asymmetric terms of trade shocks affect private savings in a transition economy?," BOFIT Discussion Papers 3/2003, Bank of Finland Institute for Emerging Economies (BOFIT).
    11. Chowdhury, Abdur, 2015. "Terms of trade shocks and private savings in the developing countries," Journal of Comparative Economics, Elsevier, vol. 43(4), pages 1122-1134.
    12. Omobolaji Omobitan & Aditya R. Khanal, 2022. "Examining Farm Financial Management: How Do Small US Farms Meet Their Agricultural Expenses?," JRFM, MDPI, vol. 15(3), pages 1-15, March.
    13. Johansson, Sara, 1998. "Life cycles, oil cycles, or financial reforms? The growth in private savings rates in Indonesia," World Development, Elsevier, vol. 26(1), pages 111-124, January.
    14. Kafayat Amusa, 2013. "Savings and Economic Growth in Botswana: An Analysis Using Bounds Testing Approach to Cointegration," Journal of Economics and Behavioral Studies, AMH International, vol. 5(4), pages 200-209.
    15. de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486, November.
    16. Aasim M. Husain, 1995. "Long-run Determinants of Private Saving Behaviour in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 34(4), pages 1057-1066.
    17. Zafar Iqbal, 1993. "Institutional Variations in Saving Behaviour in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 32(4), pages 1293-1311.
    18. khan, Hafizah & Abdullah, Hussin, 2010. "Saving Determinants in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 44, pages 23-34.
    19. Santosh K. Dash & Lakshmi Kumar, 2018. "Does Inflation Affect Savings Non-linearly? Evidence from India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 12(4), pages 431-457, November.
    20. Abdur R. Chowdhury, 2003. "Do asymmetric terms of trade shocks affect private savings in a transition economy?," Macroeconomics 0303006, University Library of Munich, Germany.
    21. Gordon de Brouwer, 1996. "Consumption and Liquidity Constraints in Australia and East Asia: Does Financial Integration Matter?," RBA Research Discussion Papers rdp9602, Reserve Bank of Australia.
    22. Mr. Hamid Faruqee & Mr. Aasim M. Husain, 1995. "Saving Trends in Southeast Asia: A Cross-Country Analysis," IMF Working Papers 1995/039, International Monetary Fund.
    23. Futagami, Koichi & Nakajima, Tetsuya, 2001. "Population Aging and Economic Growth," Journal of Macroeconomics, Elsevier, vol. 23(1), pages 31-44, January.

  69. 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 227-235, April.

    Cited by:

    1. Kyle Walker, 2018. "Locating neighbourhood diversity in the American metropolis," Urban Studies, Urban Studies Journal Limited, vol. 55(1), pages 116-132, January.

  70. 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 233-248, May.

    Cited by:

    1. Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Working Papers 2021-005, The George Washington University, The Center for Economic Research.
    2. Ann Owen & Stephen Wu, 2007. "Financial shocks and worry about the future," Empirical Economics, Springer, vol. 33(3), pages 515-530, November.
    3. Duygun, Meryem & Hao, Jiaqi & Isaksson, Anders & Sickles, Robin C., 2015. "World Productivity Growth: A Model Averaging Approach," Working Papers 15-011, Rice University, Department of Economics.
    4. Hartmann, Matthias & Herwartz, Helmut & Ulm, Maren, 2017. "A comparative assessment of alternative ex ante measures of inflation uncertainty," International Journal of Forecasting, Elsevier, vol. 33(1), pages 76-89.
    5. Joseph Engelberg & Charles F. Manski & Jared Williams, 2006. "Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters," NBER Working Papers 11978, National Bureau of Economic Research, Inc.
    6. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., "undated". "Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters," Economic Research Papers 269751, University of Warwick - Department of Economics.
    7. Paul Söderlind, 2009. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," Working Papers 2009-04, Swiss National Bank.
    8. Clements, Michael P., "undated". "Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth," Economic Research Papers 270629, University of Warwick - Department of Economics.
    9. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    10. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, vol. 48(3), pages 1203-1231, May.
    11. Geoff Kenny & Thomas Kostka & Federico Masera, 2014. "How Informative are the Subjective Density Forecasts of Macroeconomists?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(3), pages 163-185, April.
    12. George M. von Furstenberg & Michael T. Gapen, 1998. "Conditional Indexation Bias in Yields Reported on Inflation-Indexed Securities with Special Reference to UDIBONOS and TIPS," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(2), pages 149-188, July-Dece.
    13. Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
    14. Alexander Glas & Matthias Hartmann, 2020. "Uncertainty measures from partially rounded probabilistic forecast surveys," Working Papers 427, University of Milano-Bicocca, Department of Economics, revised Jan 2020.
    15. Michael Clements, 2016. "Are Macroeconomic Density Forecasts Informative?," ICMA Centre Discussion Papers in Finance icma-dp2016-02, Henley Business School, University of Reading.
    16. Atalla, Tarek & Joutz, Fred & Pierru, Axel, 2016. "Does disagreement among oil price forecasters reflect volatility? Evidence from the ECB surveys," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1178-1192.
    17. Knüppel, Malte & Krüger, Fabian, 2019. "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers 28/2019, Deutsche Bundesbank.
    18. Montes, Gabriel Caldas & Curi, Alexandre, 2017. "Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium," Journal of Economics and Business, Elsevier, vol. 93(C), pages 46-61.
    19. Steffen Henzel & Malte Rengel, 2013. "Dimensions of macroeconomic uncertainty: A common factor analysis," ifo Working Paper Series 167, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    20. Giordani, Paolo & Soderlind, Paul, 2000. "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 384, Stockholm School of Economics, revised 06 Nov 2001.
    21. Clements, Michael P., 2008. "Consensus and uncertainty: Using forecast probabilities of output declines," International Journal of Forecasting, Elsevier, vol. 24(1), pages 76-86.
    22. Dean Croushore, 2010. "Philadelphia Fed forecasting surveys: their value for research," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 1-11.
    23. Tito Nícias Teixeira da Silva Filho, 2013. "Banks, Asset Management or Consultancies' Inflation Forecasts: is there a better forecaster out there?," Working Papers Series 310, Central Bank of Brazil, Research Department.
    24. Robert W. Rich & Joseph Song & Joseph Tracy, 2012. "The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters," Staff Reports 588, Federal Reserve Bank of New York.
    25. Juan Angel Garcia & Adrian van Rixtel, 2007. "Inflation-linked bonds from a central bank perspective," Occasional Papers 0705, Banco de España.
    26. Jean Sepulveda-Umanzor, 2004. "The Relation Between Macroeconomic Uncertainty And The Expected Performance Of the Economy," Econometric Society 2004 Latin American Meetings 304, Econometric Society.
    27. Robin C. Sickles & Jiaqi Hao & Chenjun Shang, 2014. "Panel data and productivity measurement: an analysis of Asian productivity trends," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 12(3), pages 211-231, August.
    28. Sickles, Robin C. & Hao, Jiaqi & Shang, Chenjun, 2015. "Panel Data and Productivity Measurement," Working Papers 15-018, Rice University, Department of Economics.
    29. Song, ChiUng & Boulier, Bryan L. & Stekler, Herman O., 2009. "Measuring consensus in binary forecasts: NFL game predictions," International Journal of Forecasting, Elsevier, vol. 25(1), pages 182-191.
    30. Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014. "Inflation uncertainty revisited: a proposal for robust measurement," Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
    31. Gary Koop & Luca Onorante, 2011. "Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters," Working Papers 1109, University of Strathclyde Business School, Department of Economics.
    32. Glas, Alexander & Hartmann, Matthias, 2016. "Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145888, Verein für Socialpolitik / German Economic Association.
    33. Ardakani, Omid M. & Bordley, Robert F. & Soofi, Ehsan S., 2025. "Expected information of noisy attribute forecasts for probabilistic forecasts," European Journal of Operational Research, Elsevier, vol. 323(3), pages 1013-1023.
    34. Lahiri, Kajal & Liu, Fushang, 2005. "ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts," MPRA Paper 21693, University Library of Munich, Germany.
    35. Manzanares, Andrés & Garcí­a, Juan Angel, 2007. "Reporting biases and survey results: evidence from European professional forecasters," Working Paper Series 836, European Central Bank.
    36. Nikola Mirkov & Andreas Steinhauer, 2014. "Are subjective distributions in inflation expectations symmetric?," ECON - Working Papers 173, Department of Economics - University of Zurich.
    37. Robert W. Rich & Joseph Tracy, 2003. "Modeling uncertainty: predictive accuracy as a proxy for predictive confidence," Staff Reports 161, Federal Reserve Bank of New York.
    38. Markus Eyting & Patrick Schmidt, 2019. "Belief Elicitation with Multiple Point Predictions," Working Papers 1818, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 16 Nov 2020.
    39. Eyting, Markus & Schmidt, Patrick, 2021. "Belief elicitation with multiple point predictions," European Economic Review, Elsevier, vol. 135(C).
    40. da Silva Filho, Tito Nícias Teixeira, 2005. "Is there too much certainty when measuring uncertainty," MPRA Paper 16383, University Library of Munich, Germany.
    41. Patricio Jaramillo & Juan Carlos Piantini, 2008. "Multimodality Test and Mixture Distributions: An Application to the Central Bank Expectation Survey," Working Papers Central Bank of Chile 489, Central Bank of Chile.
    42. Kajal Lahiri & Fushang Liu, 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, December.
    43. Koop, Gary & Onorante, Luca, 2011. "Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters," SIRE Discussion Papers 2011-19, Scottish Institute for Research in Economics (SIRE).
    44. Lauren K. Fine & Stephen K. McNees, 1994. "Diversity, uncertainty, and accuracy of inflation forecasts," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 33-44.
    45. Nikola Mirkov & Andreas Steinhauer, 2015. "Ben Bernanke vs. Janet Yellen: Exploring the (a)symmetry of individual and aggregate inflation expectations," Working Papers 2015-10, Swiss National Bank.
    46. Pilar Poncela & Eva Senra, 2017. "Measuring uncertainty and assessing its predictive power in the euro area," Empirical Economics, Springer, vol. 53(1), pages 165-182, August.
    47. Stefania D'Amico & Athanasios Orphanides, 2014. "Inflation Uncertainty and Disagreement in Bond Risk Premia," Working Paper Series WP-2014-24, Federal Reserve Bank of Chicago.
    48. Junttila, Juha, 2001. "Testing an Augmented Fisher Hypothesis for a Small Open Economy: The Case of Finland," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 577-599, October.
    49. Olivier Biau & Hélène Erkel-Rousse & Nicolas Ferrari, 2006. "Réponses individuelles aux enquêtes de conjoncture et prévision de la production manufacturière," Économie et Statistique, Programme National Persée, vol. 395(1), pages 91-116.
    50. 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.

  71. 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 303-312, August.

    Cited by:

    1. Pelaez, Rolando F., 1995. "The Fisher effect: Reprise," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 333-346.

  72. 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.

    Cited by:

    1. Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992) [The "rational expectations hypothesis": theory and reality (a guided tour ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
    2. Maurizio Bovi, 2014. "Shocks and the Expectations Formation Process. A Tale of Two Expectations," Natural Field Experiments 00390, The Field Experiments Website.
    3. Lauren K. Fine & Stephen K. McNees, 1994. "Diversity, uncertainty, and accuracy of inflation forecasts," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 33-44.

  73. 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.

    Cited by:

    1. Joseph E. Gagnon, 1997. "Inflation regimes and inflation expectations," International Finance Discussion Papers 581, Board of Governors of the Federal Reserve System (U.S.).
    2. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”," AQR Working Papers 201706, University of Barcelona, Regional Quantitative Analysis Group, revised May 2017.
    3. Robert W. Rich & Joseph Tracy, 2006. "The relationship between expected inflation, disagreement, and uncertainty: evidence from matched point and density forecasts," Staff Reports 253, Federal Reserve Bank of New York.
    4. Christian Bauer & Sebastian Weber, 2016. "The Efficiency of Monetary Policy when Guiding Inflation Expectations," Research Papers in Economics 2016-14, University of Trier, Department of Economics.
    5. Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, The Center for Economic Research.
    6. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "A new approach for the quantification of qualitative measures of economic expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(6), pages 2685-2706, November.
    7. Tara M. Sinclair & H. O. Stekler & Warren Carnow, 2012. "A new approach for evaluating economic forecasts," Economics Bulletin, AccessEcon, vol. 32(3), pages 2332-2342.
    8. Thomas Maag, 2009. "On the accuracy of the probability method for quantifying beliefs about inflation," KOF Working papers 09-230, KOF Swiss Economic Institute, ETH Zurich.
    9. Marinovic, Iván & Ottaviani, Marco & Sorensen, Peter, 2013. "Forecasters’ Objectives and Strategies," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 690-720, Elsevier.
    10. Giordani, Paolo & Soderlind, Paul, 2000. "Inflation Forecast Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 384, Stockholm School of Economics, revised 06 Nov 2001.
    11. Marián Vávra, 2020. "Assessing distributional properties of forecast errors for fan-chart modelling," Empirical Economics, Springer, vol. 59(6), pages 2841-2858, December.
    12. Clements, Michael P., 2008. "Consensus and uncertainty: Using forecast probabilities of output declines," International Journal of Forecasting, Elsevier, vol. 24(1), pages 76-86.
    13. Kajal Lahiri & Fushang Liu, 2009. "On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions," Discussion Papers 09-03, University at Albany, SUNY, Department of Economics.
    14. Chih-Hung Peng & Nicholas H. Lurie & Sandra A. Slaughter, 2019. "Using Technology to Persuade: Visual Representation Technologies and Consensus Seeking in Virtual Teams," Information Systems Research, INFORMS, vol. 30(3), pages 948-962, September.
    15. Oscar Claveria, 2021. "Forecasting with Business and Consumer Survey Data," Forecasting, MDPI, vol. 3(1), pages 1-22, February.
    16. Wallis, Kenneth F., 2002. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," Royal Economic Society Annual Conference 2002 181, Royal Economic Society.
    17. Richhild Moessner & Feng Zhu & Colin Ellis, 2011. "Measuring disagreement in UK consumer and central bank inflation forecasts," BIS Working Papers 339, Bank for International Settlements.
    18. Song, ChiUng & Boulier, Bryan L. & Stekler, Herman O., 2009. "Measuring consensus in binary forecasts: NFL game predictions," International Journal of Forecasting, Elsevier, vol. 25(1), pages 182-191.
    19. Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014. "Inflation uncertainty revisited: a proposal for robust measurement," Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
    20. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Empirical modelling of survey-based expectations for the design of economic indicators in five European regions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 205-227, May.
    21. Lahiri, Kajal & Liu, Fushang, 2005. "ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts," MPRA Paper 21693, University Library of Munich, Germany.
    22. Harvey, David I. & Newbold, Paul, 2003. "The non-normality of some macroeconomic forecast errors," International Journal of Forecasting, Elsevier, vol. 19(4), pages 635-653.
    23. Markus Eyting & Patrick Schmidt, 2019. "Belief Elicitation with Multiple Point Predictions," Working Papers 1818, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 16 Nov 2020.
    24. Eyting, Markus & Schmidt, Patrick, 2021. "Belief elicitation with multiple point predictions," European Economic Review, Elsevier, vol. 135(C).
    25. 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.
    26. Nolte, Ingmar & Pohlmeier, Winfried, 2007. "Using forecasts of forecasters to forecast," International Journal of Forecasting, Elsevier, vol. 23(1), pages 15-28.
    27. Kajal Lahiri & Fushang Liu, 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, December.
    28. Lauren K. Fine & Stephen K. McNees, 1994. "Diversity, uncertainty, and accuracy of inflation forecasts," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 33-44.
    29. Pilar Poncela & Eva Senra, 2017. "Measuring uncertainty and assessing its predictive power in the euro area," Empirical Economics, Springer, vol. 53(1), pages 165-182, August.

  74. 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.

    Cited by:

    1. Sin, Chor-Yiu & White, Halbert, 1996. "Information criteria for selecting possibly misspecified parametric models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 207-225.

  75. 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 625-629, October.

    Cited by:

    1. Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2017. "Forecasting economic activity by Bayesian bridge model averaging," Empirical Economics, Springer, vol. 53(1), pages 21-40, August.
    2. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    3. Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017. "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, vol. 53(1), pages 79-99, August.
    4. Jeong, Jinook, 2006. "Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models," MPRA Paper 9789, University Library of Munich, Germany, revised Mar 2007.
    5. Larry W. Taylor, 2009. "Penalized‐R2 Criteria For Model Selection," Manchester School, University of Manchester, vol. 77(6), pages 699-717, December.

  76. 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.

    Cited by:

    1. Lundmark, Robert & Söderholm, Patrik & Lundmark, Robert, 2003. "Structural changes in Swedish wastepaper demand: a variable cost function approach," Journal of Forest Economics, Elsevier, vol. 9(1), pages 41-63.
    2. Pati, Rupesh Kumar & Vrat, Prem & Kumar, Pradeep, 2006. "Economic analysis of paper recycling vis-a-vis wood as raw material," International Journal of Production Economics, Elsevier, vol. 103(2), pages 489-508, October.
    3. Mansikkasalo, Anna & Lundmark, Robert & Söderholm, Patrik, 2014. "Market behavior and policy in the recycled paper industry: A critical survey of price elasticity research," Forest Policy and Economics, Elsevier, vol. 38(C), pages 17-29.
    4. Francesco Nicolli & Nick Johnstone & Patrik Söderholm, 2012. "Resolving failures in recycling markets: the role of technological innovation," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 14(3), pages 261-288, July.
    5. Patrik Söderholm & Tomas Ekvall, 2020. "Metal markets and recycling policies: impacts and challenges," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 33(1), pages 257-272, July.
    6. Asunci n Arner G erre, 2017. "The Spanish used Oils Market: A Vector Error Correction Model," International Journal of Energy Economics and Policy, Econjournals, vol. 7(6), pages 1-10.
    7. Asunción Arner Güerre & Ramón Barberán Ortí & Jesús Mur Lacambra, 2003. "Las políticas públicas de fomento del reciclaje: La regeneración de aceites usados," Hacienda Pública Española / Review of Public Economics, IEF, vol. 167(4), pages 33-55, December.

  77. 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.

    Cited by:

    1. Huan Liu & Weidong Dai, 2020. "An Empirical Study on the Benefits Equity of the Medical Security Policy: the China Health and Nutrition Survey (CHNS)," IJERPH, MDPI, vol. 17(4), pages 1-17, February.

  78. Kinal, Terrence & Lahiri, Kajal, 1983. "Specification Error Analysis with Stochastic Regressors," Econometrica, Econometric Society, vol. 51(4), pages 1209-1219, July.

    Cited by:

    1. Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017. "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, vol. 53(1), pages 79-99, August.
    2. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118, March.
    3. Terrence Kinal & Jonathan Ratner, 1986. "A VAR Forecasting Model of a Regional Economy: Its Construction and Comparative Accuracy," International Regional Science Review, , vol. 10(2), pages 113-126, August.
    4. Priscilla Avegliano & Jaime Simão Sichman, 2023. "Equation-Based Versus Agent-Based Models: Why Not Embrace Both for an Efficient Parameter Calibration?," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 26(4), pages 1-3.
    5. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2015. "On the ambiguous consequences of omitting variables," EIEF Working Papers Series 1505, Einaudi Institute for Economics and Finance (EIEF), revised May 2015.
    6. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2018. "Balanced Variable Addition In Linear Models," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1183-1200, September.

  79. 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.

    Cited by:

    1. Miguel Angel Garcia Lopez & Ivan Muñiz Olivera, 2005. "Employment descentralisation: polycentric compaction or sprawl? The case of the Barcelona Metropolitan Region 1986-1996," Working Papers wpdea0511, Department of Applied Economics at Universitat Autonoma of Barcelona.
    2. Carlos Augusto Olarte Bacares, 2014. "Criminality spread: a "Boomerang effect" of public transport improvements?," Post-Print halshs-00973408, HAL.
    3. Gershon Alperovich & Joeseph Deutsch, 1992. "Population Density Gradients and Urbanisation Measurement," Urban Studies, Urban Studies Journal Limited, vol. 29(8), pages 1323-1328, December.
    4. Ivan Muñiz & Ana Galindo & Miguel Angel García, 2002. "Urban spatial structure and suburbanisation. The case of the Barcelona Metropolitan," Working Papers wp0202, Department of Applied Economics at Universitat Autonoma of Barcelona.
    5. Ivan Muñiz & Anna Galindo, 2001. "Estructura metropolitana y funciones de densidad residencial. El caso de la región metropolitana de Barcelona," Working Papers wp0103, Department of Applied Economics at Universitat Autonoma of Barcelona.
    6. Xiao-Ping Zheng, 1991. "Metropolitan Spatial Structure and its Determinants: A Case-study of Tokyo," Urban Studies, Urban Studies Journal Limited, vol. 28(1), pages 87-104, February.
    7. Miguel Ángel García & Ivan Muñiz, 2005. "Descentralización del empleo: ¿compactación policéntrica o dispersión? El caso de la región metropolitana de Barcelona 1986-1996," Working Papers wpdea0506, Department of Applied Economics at Universitat Autonoma of Barcelona.
    8. Carlos Augusto Olarte Bacares, 2013. "The criminality sprawl: The 'Boomerang effect' of public transport improvements," ERSA conference papers ersa13p1085, European Regional Science Association.

  80. 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.

    Cited by:

    1. Steffen Henzel & Timo Wollmershäuser, 2005. "An Alternative to the Carlson-Parkin Method for the Quantification of Qualitative Inflation Expectations: Evidence from the Ifo World Economic Survey," ifo Working Paper Series 9, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    2. Loffler, Gunter, 1999. "Refining the Carlson-Parkin method," Economics Letters, Elsevier, vol. 64(2), pages 167-171, August.
    3. Kwangsuck Lee & In-Moo Kim, 2005. "Estimating the value of leisure time in Korea," Applied Economics Letters, Taylor & Francis Journals, vol. 12(10), pages 639-641.
    4. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "A new approach for the quantification of qualitative measures of economic expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(6), pages 2685-2706, November.
    5. Michela Nardo, 2003. "The Quantification of Qualitative Survey Data: A Critical Assessment," Journal of Economic Surveys, Wiley Blackwell, vol. 17(5), pages 645-668, December.
    6. Hugo Oliveros, 1999. "Expectativas: Una Aproximación a Través de Modelos de Escogencia Discreta," Borradores de Economia 137, Banco de la Republica de Colombia.
    7. Kajal Lahiri & Yongchen Zhao, 2013. "Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited," Discussion Papers 13-08, University at Albany, SUNY, Department of Economics.
    8. Breitung Jörg, 2008. "Assessing the Rationality of Survey Expectations: The Probability Approach," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(5-6), pages 630-643, October.
    9. Hugo Oliveros C., 1999. "Expectativas:Una Aproximaci�N A Trav�S De Modelos De Escogencia Discreta," Borradores de Economia 2697, Banco de la Republica.
    10. D'Elia, Enrico, 1991. "La quantificazione dei risultati dei sondaggi congiunturali: un confronto tra procedure [Quantifying the results of tendency surveys: a comparison among different procedures]," MPRA Paper 16434, University Library of Munich, Germany.
    11. Breitung, Jörg & Schmeling, Maik, 2011. "Quantifying survey expectations: What's wrong with the probability approach?," Hannover Economic Papers (HEP) dp-485, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    12. Oscar Claveria, 2021. "Forecasting with Business and Consumer Survey Data," Forecasting, MDPI, vol. 3(1), pages 1-22, February.
    13. Lahiri, Kajal & Zhao, Yongchen, 2015. "Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method," International Journal of Forecasting, Elsevier, vol. 31(1), pages 51-62.
    14. Victor Guerrero & Edmundo Berumen, 1998. "Forecasting electricity consumption with extra-model information provided by consumers," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(2), pages 283-299.
    15. Nolte, Ingmar & Pohlmeier, Winfried, 2007. "Using forecasts of forecasters to forecast," International Journal of Forecasting, Elsevier, vol. 23(1), pages 15-28.
    16. Abhiman Das & Kajal Lahiri & Yongchen Zhao, 2018. "Inflation Expectations in India: Learning from Household Tendency Surveys," Working Papers 2018-03, Towson University, Department of Economics, revised Aug 2018.
    17. Olivier Biau & Hélène Erkel-Rousse & Nicolas Ferrari, 2006. "Réponses individuelles aux enquêtes de conjoncture et prévision de la production manufacturière," Économie et Statistique, Programme National Persée, vol. 395(1), pages 91-116.

  81. 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.

    Cited by:

    1. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    2. Blaylock, James R. & Smallwood, David M., 1983. "Box-Cox Transformations And Error Term Specification In Demand Models," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 8(01), pages 1-8, July.
    3. Gershon Alperovich & Joeseph Deutsch, 1992. "Population Density Gradients and Urbanisation Measurement," Urban Studies, Urban Studies Journal Limited, vol. 29(8), pages 1323-1328, December.
    4. Peide Shi & Chih‐Ling Tsai, 2002. "Regression model selection—a residual likelihood approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(2), pages 237-252, May.
    5. McDonald, John & Snooks, G. D., 1986. "Domesday Economy: A New Approach to Anglo-Norman History," OUP Catalogue, Oxford University Press, number 9780198285243.
    6. Brian Cushing, 2005. "Specification of Functional Form in Models of Population Migration," Working Papers Working Paper 2005-05, Regional Research Institute, West Virginia University.
    7. Z. L. Yang Y. K. Tse, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings 302, Econometric Society.
    8. Kaltsas, Ioannis K. & Bosch, Darrell J. & McGuirk, Anya M., 2005. "Spatial Econometrics Revisited: A Case Study of Land Values in Roanoke County," 2005 Annual meeting, July 24-27, Providence, RI 19406, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    9. Sarkar, Nityananda, 2000. "Arch model with Box-Cox transformed dependent variable," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 365-374, December.

  82. Gill, Gurmukh & Lahiri, Kajal, 1980. "An econometric model of wastepaper recycling in the USA," Resources Policy, Elsevier, vol. 6(4), pages 320-325, December.

    Cited by:

    1. Lundmark, Robert & Söderholm, Patrik & Lundmark, Robert, 2003. "Structural changes in Swedish wastepaper demand: a variable cost function approach," Journal of Forest Economics, Elsevier, vol. 9(1), pages 41-63.
    2. Mansikkasalo, Anna & Lundmark, Robert & Söderholm, Patrik, 2014. "Market behavior and policy in the recycled paper industry: A critical survey of price elasticity research," Forest Policy and Economics, Elsevier, vol. 38(C), pages 17-29.
    3. Hervani, Aref A., 2005. "Can oligopsony power be measured? The case of U.S. old newspapers market," Resources, Conservation & Recycling, Elsevier, vol. 44(4), pages 343-380.
    4. Asunci n Arner G erre, 2017. "The Spanish used Oils Market: A Vector Error Correction Model," International Journal of Energy Economics and Policy, Econjournals, vol. 7(6), pages 1-10.
    5. Christer Berglund & Patrik Söderholm, 2003. "An Econometric Analysis of Global Waste Paper Recovery and Utilization," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 26(3), pages 429-456, November.
    6. Asunción Arner Güerre & Ramón Barberán Ortí & Jesús Mur Lacambra, 2003. "Las políticas públicas de fomento del reciclaje: La regeneración de aceites usados," Hacienda Pública Española / Review of Public Economics, IEF, vol. 167(4), pages 33-55, December.

  83. 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.

    Cited by:

    1. McNulty, Mark S., 1985. "Information usage in the formation of price expectations: theory and econometric tests," ISU General Staff Papers 1985010108000013085, Iowa State University, Department of Economics.

  84. Lahiri, Kajal & Schmidt, Peter, 1978. "On the Estimation of Triangular Structural Systems," Econometrica, Econometric Society, vol. 46(5), pages 1217-1221, September.

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    1. Joseph A. Clougherty & Michal Grajek, 2006. "The Impact of ISO 9000 Diffusion on Trade and FDI: A New Institutional Analysis," CIG Working Papers SP II 2006-22, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
    2. Gylfason, Thorvaldur, 2000. "Natural Resources, Education, and Economic Development," CEPR Discussion Papers 2594, C.E.P.R. Discussion Papers.
    3. Palm, F.C., 1981. "Structural econometric modelling and time series analysis towards an integrated approach," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    4. Rajiv D. Banker & Indranil Bardhan & Ozer Asdemir, 2006. "Understanding the Impact of Collaboration Software on Product Design and Development," Information Systems Research, INFORMS, vol. 17(4), pages 352-373, December.
    5. He, Xi & Lopez, Rigoberto A. & Liu, Yizao, 2015. "Substitution between Online and Offline Advertising: Evidence from the Carbonated Soft Drink Industry," Working Papers 37, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
    6. Gylfason, Thorvaldur & Zoega, Gylfi, 2001. "Natural Resources and Economic Growth: The Role of Investment," CEPR Discussion Papers 2743, C.E.P.R. Discussion Papers.
    7. Wang,Hua & Mamingi, Nlandu & Laplante, Benoit & Dasgup, 2002. "Incomplete enforcement of pollution regulation : bargaining power of Chinese factories," Policy Research Working Paper Series 2756, The World Bank.
    8. Fukushi, Mitsuyoshi & Delgado, Felipe & Raveau, Sebastián, 2024. "Impact of omitted variable and simultaneous estimation endogeneity in choice-based revenue management systems," Transportation Research Part A: Policy and Practice, Elsevier, vol. 179(C).
    9. Jason Kuruzovich & Siva Viswanathan & Ritu Agarwal & Sanjay Gosain & Scott Weitzman, 2008. "Marketspace or Marketplace? Online Information Search and Channel Outcomes in Auto Retailing," Information Systems Research, INFORMS, vol. 19(2), pages 182-201, June.
    10. Anita Elberse & Jehoshua Eliashberg, 2003. "Demand and Supply Dynamics for Sequentially Released Products in International Markets: The Case of Motion Pictures," Marketing Science, INFORMS, vol. 22(3), pages 329-354.
    11. Phillips, P C B, 1991. "Optimal Inference in Cointegrated Systems," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March.
    12. Hayden Stewart & David E. Davis, 2005. "Price Dispersion and Accessibility: A Case Study of Fast Food," Southern Economic Journal, John Wiley & Sons, vol. 71(4), pages 784-799, April.
    13. Petri Rouvinen, 2004. "Is Technology Policy Practised as It Is Preached," Finnish Economic Papers, Finnish Economic Association, vol. 17(2), pages 51-62, Autumn.
    14. Stewart, Hayden & Davis, David E., 2005. "Price Dispersion and Accessibility: A Case study of Fast Food," MPRA Paper 7970, University Library of Munich, Germany.
    15. Gori, Filippo, 2018. "Dissecting the ‘doom loop’: the bank-sovereign credit risk nexus during the US debt ceiling crisis," MPRA Paper 87994, University Library of Munich, Germany.
    16. Smets, Lodewijk & Knack, Stephen & Molenaers, Nadia, 2012. "Political ideology, quality at entry and the success of economic reform programs," Policy Research Working Paper Series 6130, The World Bank.
    17. Panzone, Luca A. & Ulph, Alistair & Zizzo, Daniel John & Hilton, Denis & Clear, Adrian, 2021. "The impact of environmental recall and carbon taxation on the carbon footprint of supermarket shopping," Journal of Environmental Economics and Management, Elsevier, vol. 109(C).
    18. Alberto Sa Vinhas & Jan B. Heide, 2015. "Forms of Competition and Outcomes in Dual Distribution Channels: The Distributor’s Perspective," Marketing Science, INFORMS, vol. 34(1), pages 160-175, January.
    19. Juan Muro & Cristina Suarez & Marıa del Mar Zamora, 2010. "Computing Murphy–Topel-corrected variances in a heckprobit model with endogeneity," Stata Journal, StataCorp LLC, vol. 10(2), pages 252-258, June.
    20. Dasgupta, Susmita & Laplante, Benoit & Mamingi, Nlandu & Wang, Hua, 2001. "Inspections, pollution prices, and environmental performance: evidence from China," Ecological Economics, Elsevier, vol. 36(3), pages 487-498, March.
    21. Oliviero A. Carboni & Giuseppe Medda, 2021. "Innovative activities and investment decision: evidence from European firms," The Journal of Technology Transfer, Springer, vol. 46(1), pages 172-196, February.
    22. Martin, Philip L. & Taylor, J. Edward, 2003. "Farm Employment, Immigration, and Poverty: A Structural Analysis," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(2), pages 1-15, August.
    23. Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2004. "Exchange rate overshooting and the costs of floating," Proceedings, Federal Reserve Bank of San Francisco, issue jun.
    24. Clerides, Sofronis K., 2002. "Book value: intertemporal pricing and quality discrimination in the US market for books," International Journal of Industrial Organization, Elsevier, vol. 20(10), pages 1385-1408, December.
    25. David Godes & Dina Mayzlin, 2004. "Using Online Conversations to Study Word-of-Mouth Communication," Marketing Science, INFORMS, vol. 23(4), pages 545-560, June.
    26. Owen A O'Donnell & Furio C. Rosati & Eddy van Doorslaer, 2004. "Health Effects of Child Work: Evidence from Rural Vietnam," CEIS Research Paper 53, Tor Vergata University, CEIS.
    27. Dasgupta, Susmita & Laplante, Benoit & Namingi, Nlandu & Hua Wang, 2000. "Industrial environmental performance in China - the impact of inspections," Policy Research Working Paper Series 2285, The World Bank.
    28. Bilsborrow, Richard E. & Guilkey, David K., 1987. "Community and institutional influence on fertility: analytical issues," ILO Working Papers 992544533402676, International Labour Organization.
    29. Anindya Ghose & Panagiotis G. Ipeirotis & Beibei Li, 2014. "Examining the Impact of Ranking on Consumer Behavior and Search Engine Revenue," Management Science, INFORMS, vol. 60(7), pages 1632-1654, July.
    30. Anindya Ghose & Sang Pil Han, 2011. "An Empirical Analysis of User Content Generation and Usage Behavior on the Mobile Internet," Management Science, INFORMS, vol. 57(9), pages 1671-1691, September.
    31. Michele Cavallo & Kate Kisselev & Fabrizio Perri & Nouriel Roubini, 2005. "Exchange rate overshooting and the costs of floating," Working Paper Series 2005-07, Federal Reserve Bank of San Francisco.
    32. 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.
    33. Jacob, Arun, 2016. "Mind the Gap: Analyzing the impact of data gap in Millennium Development Goals’ (MDGs) indicators on the progress towards MDGs," MPRA Paper 73357, University Library of Munich, Germany.
    34. Ashish Agarwal & Tridas Mukhopadhyay, 2016. "The Impact of Competing Ads on Click Performance in Sponsored Search," Information Systems Research, INFORMS, vol. 27(3), pages 538-557.
    35. Ashish Agarwal & Kartik Hosanagar & Michael D. Smith, 2015. "Do Organic Results Help or Hurt Sponsored Search Performance?," Information Systems Research, INFORMS, vol. 26(4), pages 695-713, December.
    36. Livanis, Grigorios T. & Moss, Charles B. & Breneman, Vincent E. & Nehring, Richard F., 2005. "Urban Sprawl and Farmland Prices," Working Papers 15657, University of Florida, International Agricultural Trade and Policy Center.
    37. Jyoti Prasad Mukhopadhyay & Nilanjan Banik, 2013. "The interplay between growth and development: evidence from Indian districts," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 20(2), pages 109-127, December.
    38. Giorgio Calzolari & Laura Magazzini, 2011. "Moment Conditions and Neglected Endogeneity in Panel Data Models," Working Papers 02/2011, University of Verona, Department of Economics.
    39. David M. Zimmer, 2022. "Investigating the dynamic interdependency between poverty and marital separation," Review of Economics of the Household, Springer, vol. 20(4), pages 1239-1254, December.
    40. Anindya Ghose & Sha Yang, 2009. "An Empirical Analysis of Search Engine Advertising: Sponsored Search in Electronic Markets," Management Science, INFORMS, vol. 55(10), pages 1605-1622, October.
    41. Fischer, Lorenz Benedikt & Pfaffermayr, Michael, 2018. "The more the merrier? Migration and convergence among European regions," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 103-114.
    42. Sha Yang & Anindya Ghose, 2010. "Analyzing the Relationship Between Organic and Sponsored Search Advertising: Positive, Negative, or Zero Interdependence?," Marketing Science, INFORMS, vol. 29(4), pages 602-623, 07-08.
    43. Kai Wang, 2019. "Maximum Likelihood Analysis of Linear Mediation Models with Treatment–Mediator Interaction," Psychometrika, Springer;The Psychometric Society, vol. 84(3), pages 719-748, September.

  85. 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.

    Cited by:

    1. James Chan-Lee, 1980. "A review of recent work in the area of inflationary expectations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 116(1), pages 45-86, March.

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

    Cited by:

    1. Bharat R. Kolluri, 1982. "Anticipated Price Changes, Inflation Uncertainty, And Capital Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 135-149, June.
    2. Raiser, M. & Di Tommaso, M.L. & Weeks, M., 2000. "The Measurement and Determination of Institutional Change: Evidence from Transition Economics," Cambridge Working Papers in Economics 0029, Faculty of Economics, University of Cambridge.
    3. Hanawa, Toshiya & Kofuji, Yasuo, 1980. "The Nominal Rate of Interest and Inflationary Expectations," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 15(1), pages 57-67, October.
    4. Dong-Hyeon Kim & Shu-Chin Lin & Joyce Hsieh & Yu-Bo Suen, 2018. "The Fisher Equation: A Nonlinear Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(1), pages 162-180, January.
    5. Frederic S. Mishkin, 1984. "The Real Interest Rate: A Multi-Country Empirical Study," Canadian Journal of Economics, Canadian Economics Association, vol. 17(2), pages 283-311, May.
    6. James S. Ang & Jess H. Chua & Anand S. Desai, 1979. "Evidence That The Common Stock Market Adjusts Fully For Expected Inflation," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 2(2), pages 97-109, September.
    7. S, Surayya, 2018. "Alternative Specifications of Fisher Hypothesis: An Empirical Investigation," MPRA Paper 90320, University Library of Munich, Germany.
    8. NANDWA, Boaz, 2006. "On The Fisher Effect And Inflation Dynamics In Low-Income Countries: An Assessment Of Sub-Saharan Africa Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1).
    9. Lawrence M. Spizman, 1980. "Unions, Government Services, and Public Employees," Public Finance Review, , vol. 8(4), pages 427-442, October.
    10. Christoph Zenger, 1985. "Zinssätze und Inflation in der Schweiz: Ein alternativer Test des Fisher-Effektes," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 121(IV), pages 353-374, December.
    11. Yash P. Mehra, 1984. "The tax effect, and the recent behaviours of the after-tax real rate : is it too high?," Economic Review, Federal Reserve Bank of Richmond, vol. 70(Jul), pages 8-20.
    12. Ali F. Darrat, 1985. "Inflationary Expectations and Interest Rates A'La Patinkin's General Equilibrium Model," The American Economist, Sage Publications, vol. 29(2), pages 55-56, October.
    13. Benjamin M. Friedman, 1978. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," NBER Working Papers 0235, National Bureau of Economic Research, Inc.

  87. 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.

    Cited by:

    1. Kang, In-Bong, 2003. "Multi-period forecasting using different models for different horizons: an application to U.S. economic time series data," International Journal of Forecasting, Elsevier, vol. 19(3), pages 387-400.

Chapters

  1. Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2022. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 29-50, Emerald Group Publishing Limited.
    See citations under working paper version above.
  2. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    See citations under working paper version above.
  3. Kajal Lahiri & Fushang Liu, 2006. "ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 321-363, Emerald Group Publishing Limited.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

Books

  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, November.

    Cited by:

    1. Jose Aurazo & Farid Gasmi, 2024. "Financial inclusion transitions in Peru: does labor informality play a role?," BIS Working Papers 1200, Bank for International Settlements.
    2. Gasmi, Farid & Aurazo, Jose, 2022. "Labor informality and financial inclusion transitions: Evidence from Peru," TSE Working Papers 22-1349, Toulouse School of Economics (TSE).
    3. Mariusz Jarmuzek & Mr. Tonny Lybek, 2018. "Can Good Governance Lower Financial Intermediation Costs?," IMF Working Papers 2018/279, International Monetary Fund.

  2. 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, November.

    Cited by:

    1. Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Working Papers 2021-005, The George Washington University, The Center for Economic Research.
    2. Sergi Jiménez-Martín & José M. Labeaga & Majid al Sadoon, 2020. "Consistent estimation of panel data sample selection models," Working Papers 2020-06, FEDEA.
    3. Byrne, Joseph P. & Kontonikas, Alexandros & Montagnoliz, Alberto, 2010. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," SIRE Discussion Papers 2010-57, Scottish Institute for Research in Economics (SIRE).
    4. Ertur, C. & Musolesi, A., 2013. "Weak and strong cross-sectional dependence: a panel data analysis of international technology diffusion," Working Papers 2013-09, Grenoble Applied Economics Laboratory (GAEL).
    5. Bruna, Maria Giuseppina & Loprevite, Salvatore & Raucci, Domenico & Ricca, Bruno & Rupo, Daniela, 2022. "Investigating the marginal impact of ESG results on corporate financial performance," Finance Research Letters, Elsevier, vol. 47(PA).
    6. Musolesi, Antonio, 2007. "Basic stocks of knowledge and productivity: Further evidence from the hierarchical Bayes estimator," Economics Letters, Elsevier, vol. 95(1), pages 54-59, April.
    7. Anna Tykhonenko & Donnat Grégory, 2023. "Debt Relief: The Day After, Financing Low-Income Countries," Working Papers hal-04298784, HAL.
    8. Henrik Hansen & John Rand, 2006. "On the Causal Links Between FDI and Growth in Developing Countries," The World Economy, Wiley Blackwell, vol. 29(1), pages 21-41, January.
    9. Mehdi Farsi & Massimo Filippini, 2004. "Regulation and Measuring Cost-Efficiency with Panel Data Models: Application to Electricity Distribution Utilities," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 25(1), pages 1-19, August.
    10. Hugo Benítez-Silva & Debra Dwyer & Wayne-Roy Gayle & Thomas Muench, 2008. "Expectations in micro data: rationality revisited," Empirical Economics, Springer, vol. 34(2), pages 381-416, March.
    11. Ryo Okui & Takahide Yanagi, 2018. "Kernel Estimation for Panel Data with Heterogeneous Dynamics," Papers 1802.08825, arXiv.org, revised May 2019.
    12. Soumya Mukhopadhyay & V Kumar & Amalesh Sharma & Tuck Siong Chung, 2022. "Impact of review narrativity on sales in a competitive environment," Production and Operations Management, Production and Operations Management Society, vol. 31(6), pages 2538-2556, June.
    13. Mr. Prakash Loungani, 2000. "How Accurate Are Private Sector Forecasts: Cross-Country Evidence From Consensus Forecasts of Output Growth," IMF Working Papers 2000/077, International Monetary Fund.
    14. Cheng Hsiao, 2006. "Panel Data Analysis - Advantages and Challenges," IEPR Working Papers 06.49, Institute of Economic Policy Research (IEPR).
    15. Brücker, Herbert & Siliverstovs, Boriss, 2005. "On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?," IZA Discussion Papers 1710, Institute of Labor Economics (IZA).
    16. José M. Labeaga, Xisco Oliver & Xisco Oliver & Amedeo Spadaro, "undated". "Discrete choice models of labour Supply, behavioural microsimulation and the Spanish tax reforms," Working Papers 2005-14, FEDEA.
    17. Clements, Michael P., "undated". "Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth," Economic Research Papers 270629, University of Warwick - Department of Economics.
    18. L. Gambacorta & B. Hofmann & G. Peersman, 2011. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/765, Ghent University, Faculty of Economics and Business Administration.
    19. Dilla, Diana, 2017. "Staatsverschuldung und Verschuldungsmentalität [Public Debt and Debt Mentality]," MPRA Paper 79432, University Library of Munich, Germany.
    20. Alain Pirotte & Jean-Loup Madre, 2011. "Determinants of Urban Sprawl in France," Urban Studies, Urban Studies Journal Limited, vol. 48(13), pages 2865-2886, October.
    21. Georges Bresson & Cheng Hsiao & Alain Pirotte, 2011. "Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 435-452, December.
    22. Massimiliano Mazzanti & Antonio Musolesi, 2012. "The heterogeneity of Carbon Kuznets Curves for advanced countries. Comparing homogeneous, heterogeneous and shrinkage/Bayesian estimators," Working Papers 201206, University of Ferrara, Department of Economics.
    23. Agnolucci, Paolo, 2009. "The energy demand in the British and German industrial sectors: Heterogeneity and common factors," Energy Economics, Elsevier, vol. 31(1), pages 175-187, January.
    24. El-Sahli, Zouheir & Gullstrand, Joakim & Olofsdotter, Karin, 2017. "The Internal and External Effects of Offshoring on Job Security," Working Papers 2017:14, Lund University, Department of Economics.
    25. Hulusi Inanoglu & Mahmoud A. El-Gamal, 2005. "Inefficiency and heterogeneity in Turkish banking: 1990-2000," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 641-664.
    26. Trapani, Lorenzo & Urga, Giovanni, 2009. "Optimal forecasting with heterogeneous panels: A Monte Carlo study," International Journal of Forecasting, Elsevier, vol. 25(3), pages 567-586, July.
    27. Emir Malikov & Diego A. Restrepo-Tobón & Subal C. Kumbhakar, 2018. "Heterogeneous credit union production technologies with endogenous switching and correlated effects," Econometric Reviews, Taylor & Francis Journals, vol. 37(10), pages 1095-1119, November.
    28. Bresson, Georges & Dargay, Joyce & Madre, Jean-Loup & Pirotte, Alain, 2003. "The main determinants of the demand for public transport: a comparative analysis of England and France using shrinkage estimators," Transportation Research Part A: Policy and Practice, Elsevier, vol. 37(7), pages 605-627, August.
    29. Sara Bercenilla Visús & Mª Dolores Montávez Garcés, 2000. "La Competitividad Externa De Las Manufacturas Españolas: Un Análisis Dinámico Para El Período 1973-1993," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0008, Departamento de Economía - Universidad Pública de Navarra.
    30. Bernd Hayo & Florian Neumeier, 2011. "Political Leaders’ Socioeconomic Background and Fiscal Performance in Germany," MAGKS Papers on Economics 201141, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    31. Baltagi, Badi H., 2013. "Panel Data Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 995-1024, Elsevier.
    32. Geoff Kenny & Thomas Kostka & Federico Masera, 2015. "Density characteristics and density forecast performance: a panel analysis," Empirical Economics, Springer, vol. 48(3), pages 1203-1231, May.
    33. J.Paul Elhorst, 2005. "Models for Dynamic Panels in Space and Time - an Application to Regional Unemployment in the EU," ERSA conference papers ersa05p81, European Regional Science Association.
    34. Baltagi B-H & Bresson G. & Pirotte A., 2007. "Forecasting with Spatial Panel Data," Working Papers ERMES 0710, ERMES, University Paris 2.
    35. Hugo Benítez-Silva & Debra S. Dwyer, 2003. "What to Expect when you are Expecting Rationality: Testing Rational Expectations using Micro Data," Working Papers wp037, University of Michigan, Michigan Retirement Research Center.
    36. Yang Li & Asim Ansari, 2014. "A Bayesian Semiparametric Approach for Endogeneity and Heterogeneity in Choice Models," Management Science, INFORMS, vol. 60(5), pages 1161-1179, May.
    37. Baltagi, Badi H., 2006. "Forecasting with panel data," Discussion Paper Series 1: Economic Studies 2006,25, Deutsche Bundesbank.
    38. Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute of Labor Economics (IZA).
    39. Garratt, Anthony & Mise, Emi, 2014. "Forecasting exchange rates using panel model and model averaging," Economic Modelling, Elsevier, vol. 37(C), pages 32-40.
    40. van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem, 2000. "Cross-sectional aggregation of non-linear models," Journal of Econometrics, Elsevier, vol. 95(2), pages 285-331, April.
    41. Badi H. Baltagi, 2021. "Dynamic Panel Data Models," Springer Texts in Business and Economics, in: Econometric Analysis of Panel Data, edition 6, chapter 0, pages 187-228, Springer.
    42. Ana Angulo & F. Trívez, 2010. "The impact of spatial elements on the forecasting of Spanish labour series," Journal of Geographical Systems, Springer, vol. 12(2), pages 155-174, June.
    43. Fred Joutz & Michael P. Clements & Herman O. Stekler, 2007. "An evaluation of the forecasts of the federal reserve: a pooled approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 121-136.
    44. Sinclair, Tara M. & Stekler, H.O. & Carnow, Warren, 2015. "Evaluating a vector of the Fed’s forecasts," International Journal of Forecasting, Elsevier, vol. 31(1), pages 157-164.
    45. Kiduk Park & Wonseok Seo, 2020. "Effects of Residential Instability of Renters on Their Perceived Health Status: Findings from the Korean Welfare Panel Study," IJERPH, MDPI, vol. 17(19), pages 1-14, September.
    46. Bellla, Gianni & Massidda, Carla & Etzo, Ivan, 2010. "A panel estimation of the relationship between income, electric power consumption and CO2 emissions," MPRA Paper 26077, University Library of Munich, Germany.
    47. Kajal Lahiri & Xuguang Sheng, 2009. "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers 09-06, University at Albany, SUNY, Department of Economics.
    48. Tara M. Sinclair & Hans Christian Müller-Dröge & Herman Stekler, 2014. "Evaluating Forecasts of a Vector of Variables: A German Forecasting Competition," Working Papers 2014-17, The George Washington University, Institute for International Economic Policy.
    49. Hansen, Henrik & Headey, Derek, 2009. "The short-run macroeconomic impact of foreign aid to small states: An agnostic time series analysis," IFPRI discussion papers 863, International Food Policy Research Institute (IFPRI).
    50. Welch, Timothy F. & Gehrke, Steven R. & Wang, Fangru, 2016. "Long-term impact of network access to bike facilities and public transit stations on housing sales prices in Portland, Oregon," Journal of Transport Geography, Elsevier, vol. 54(C), pages 264-272.
    51. Luis Ayala & Olga Cantó & Juan G. Rodríguez, 2011. "Poverty and the business cycle: The role of the intra-household distribution of unemployment," Working Papers 222, ECINEQ, Society for the Study of Economic Inequality.
    52. Vogel, Johanna, 2013. "Regional Convergence in Europe: A Dynamic Heterogeneous Panel Approach," MPRA Paper 51794, University Library of Munich, Germany.
    53. Jochimsen, Beate & Thomasius, Sebastian, 2014. "The perfect finance minister: Whom to appoint as finance minister to balance the budget," European Journal of Political Economy, Elsevier, vol. 34(C), pages 390-408.
    54. Thomas Jobert & Fatih Karanfil & Anna Tykhonenko, 2010. "Convergence of per capita carbon dioxide emissions in the EU: Legend or reality?," Post-Print halshs-00721583, HAL.
    55. J. Elhorst, 2012. "Dynamic spatial panels: models, methods, and inferences," Journal of Geographical Systems, Springer, vol. 14(1), pages 5-28, January.
    56. Keane, Michael P. & Wasi, Nada, 2016. "How to model consumer heterogeneity? Lessons from three case studies on SP and RP data," Research in Economics, Elsevier, vol. 70(2), pages 197-231.
    57. Massimiliano Mazzanti & Antonio Musolesi, 2011. "Income and time related effects in EKC," Working Papers 201105, University of Ferrara, Department of Economics.
    58. Denzil G. Fiebig & Michael P. Keane & Jordan Louviere & Nada Wasi, 2010. "The Generalized Multinomial Logit Model: Accounting for Scale and Coefficient Heterogeneity," Marketing Science, INFORMS, vol. 29(3), pages 393-421, 05-06.
    59. Ryo Okui & Takahide Yanagi, 2014. "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers 906, Kyoto University, Institute of Economic Research.
    60. Frees, Edward W. & Miller, Thomas W., 2004. "Sales forecasting using longitudinal data models," International Journal of Forecasting, Elsevier, vol. 20(1), pages 99-114.
    61. Clements, Michael P., 2008. "Consensus and uncertainty: Using forecast probabilities of output declines," International Journal of Forecasting, Elsevier, vol. 24(1), pages 76-86.
    62. Robert Pater & Tomasz Skica, 2014. "The productivity of public and private sector in Poland," Business and Economic Horizons (BEH), Prague Development Center, vol. 10(2), pages 120-137, July.
    63. Massimiliano Mazzanti & Antonio Musolesi, 2010. "Carbon Abatement Leaders and Laggards Non Parametric Analyses of Policy Oriented Kuznets Curves," Working Papers 2010.149, Fondazione Eni Enrico Mattei.
    64. 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.
    65. Majid M. Al-Sadoon & Sergi Jiménez-Martín & Jose M. Labeaga, 2019. "Simple methods for consistent estimation of dynamic panel data sample selection models," Economics Working Papers 1631, Department of Economics and Business, Universitat Pompeu Fabra.
    66. Elhorst, J. Paul, 2010. "Dynamic panels with endogenous interaction effects when T is small," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 272-282, September.
    67. Julien Jacqmin & Mathieu Lefebvre, 2015. "Does sector-specific experience matter? The case of European higher education ministers," Working Papers 15-04, LAMETA, Universtiy of Montpellier, revised Feb 2015.
    68. Tian, Jing & Goodwin, Thomas, 2018. "An unobserved component modeling approach to evaluate multi-horizon forecasts," Working Papers 2018-04, University of Tasmania, Tasmanian School of Business and Economics.
    69. Clements, Michael P., "undated". "Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters," Economic Research Papers 269742, University of Warwick - Department of Economics.
    70. Clements, Michael P., "undated". "Rounding of probability forecasts: The SPF forecast probabilities of negative output growth," Economic Research Papers 269880, University of Warwick - Department of Economics.
    71. Maximilien Kaffo Melou & Mariusz A. Sumlinski & Chris Geiregat, 2014. "An Application of the "Fan-Chart Approach" to Debt Sustainability in Post-HIPC Low-Income Countries," IMF Working Papers 2014/102, International Monetary Fund.
    72. Nada Wasi & Michael P. Keane, 2012. "Estimation of Discrete Choice Models with Many Alternatives Using Random Subsets of the Full Choice Set: With an Application to Demand for Frozen Pizza," Economics Papers 2012-W13, Economics Group, Nuffield College, University of Oxford.
    73. Giovanni S.F. Bruno, 2005. "Estimation and inference in dynamic unbalanced panel data models with a small number of individuals," KITeS Working Papers 165, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, revised Jun 2005.
    74. Yoichi Matsubayashi & Takao Fujii, 2012. "Substitutability of Savings by Sectors: OECD Experiences," Discussion Papers 1215, Graduate School of Economics, Kobe University.
    75. Rosen Valchev & Antony Davies, 2009. "Transparency, Performance, and Agency Budgets: A Rational Expectations Modeling Approach," Working Papers 2009-004, The George Washington University, The Center for Economic Research.
    76. Bhat, Chandra R. & Dubey, Subodh K. & Nagel, Kai, 2015. "Introducing non-normality of latent psychological constructs in choice modeling with an application to bicyclist route choice," Transportation Research Part B: Methodological, Elsevier, vol. 78(C), pages 341-363.
    77. Bruno Lanz & Thomas F. Rutherford & John E. Tilton, 2013. "Subglobal climate agreements and energy-intensive activities: An evaluation of carbon leakage in the copper industry," CER-ETH Economics working paper series 13/174, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    78. van Giersbergen, Noud P.A., 2016. "The ability to correct the bias in the stable AD(1,1) model with a feedback effect," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 186-204.
    79. Thomas Jobert & Fatih Karanfil & Anna Tykhonenko, 2015. "Trade and Environment: Further Empirical Evidence from Heterogeneous Panels Using Aggregate Data," GREDEG Working Papers 2015-31, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    80. Diego Winkelried, 2017. "Inferring Inflation Expectations from Fixed-Event Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 1-31, June.
    81. Fernández-Amador, Octavio & Oberdabernig, Doris & Tomberger, Patrick, 2017. "Testing for Convergence in Carbon Dioxide Emissions using a Bayesian Robust Structural Model," Papers 1101, World Trade Institute.
    82. Michael Keane & Nada Wasi, 2013. "Comparing Alternative Models Of Heterogeneity In Consumer Choice Behavior," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(6), pages 1018-1045, September.
    83. Worawan Chandoevwit & Nada Wasi, 2019. "Estimating Demand for Long-term Care Insurance in Thailand: Evidence from a Discrete Choice Experiment," PIER Discussion Papers 106, Puey Ungphakorn Institute for Economic Research.
    84. J. Paul Dunne & Nan Tian, 2019. "Military Expenditures and Economic Growth," School of Economics Macroeconomic Discussion Paper Series 2019-05, School of Economics, University of Cape Town.
    85. Silvija Vlah Jerić & Mihovil Anđelinović, 2019. "Evaluating Croatian stock index forecasts," Empirical Economics, Springer, vol. 56(4), pages 1325-1339, April.
    86. Keane, Michael, 2003. "Comment on “Simulation and Estimation of Hedonic Models” by Heckman, Matzkin and Nesheim," MPRA Paper 55141, University Library of Munich, Germany.
    87. Smith, Ron P. & Tasiran, Ali, 2010. "Random coefficients models of arms imports," Economic Modelling, Elsevier, vol. 27(6), pages 1522-1528, November.
    88. Zier, Patrick, 2013. "Econometric impact assessment of the Common Agricultural Policy in East German agriculture," Studies on the Agricultural and Food Sector in Transition Economies, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), volume 71, number 71.
    89. Ager, P. & Kappler, M. & Osterloh, S., 2009. "The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach," International Journal of Forecasting, Elsevier, vol. 25(1), pages 167-181.
    90. Gianni Amisano & Maria Letizia Giorgetti, 2005. "Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach," Working Papers ubs0511, University of Brescia, Department of Economics.
    91. J. Paul Dunne & Ron P. Smith, 2020. "Military Expenditure, Investment and Growth," Defence and Peace Economics, Taylor & Francis Journals, vol. 31(6), pages 601-614, August.
    92. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University.
    93. Miki Seko & Kazuto Sumita & Michio Naoi, 2012. "Residential Mobility Decisions in Japan: Effects of Housing Equity Constraints and Income Shocks under the Recourse Loan System," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 63-87, June.
    94. Keane, M.P. & Thorp, S., 2016. "Complex Decision Making," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 661-709, Elsevier.
    95. Silvia Banfi & Massimo Filippini & Cornelia Luchsinger, 2004. "Resource Rent Taxation – A New Perspective for the (Swiss) Hydropower Sector," CEPE Working paper series 04-34, CEPE Center for Energy Policy and Economics, ETH Zurich.
    96. Michael P. Keane, 2013. "Panel data discrete choice models of consumer demand," Economics Papers 2013-W08, Economics Group, Nuffield College, University of Oxford.
    97. Lahiri, Kajal & Liu, Fushang, 2005. "ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts," MPRA Paper 21693, University Library of Munich, Germany.
    98. Nnaemeka Vincent Emodi & Girish Panchakshara Murthy & Chinenye Comfort Emodi & Adaeze Saratu Augusta Emodi, 2017. "Factors Influencing Innovation and Industrial Performance in Chinese Manufacturing Industry," International Journal of Innovation and Technology Management (IJITM), World Scientific Publishing Co. Pte. Ltd., vol. 14(06), pages 1-32, December.
    99. Silvia Fedeli & Francesco Forte, 2014. "Deficits, tax burden and unemployment," Chapters, in: Francesco Forte & Ram Mudambi & Pietro Maria Navarra (ed.), A Handbook of Alternative Theories of Public Economics, chapter 5, pages 116-140, Edward Elgar Publishing.
    100. Klein, Tony, 2021. "Agree to Disagree? Predictions of U.S. Nonfarm Payroll Changes between 2008 and 2020 and the Impact of the COVID19 Labor Shock," QBS Working Paper Series 2021/07, Queen's University Belfast, Queen's Business School.
    101. Alonso-Borrego, César & Forcadell, Francisco Javier, 2007. "Corporate diversification and R&D intensity dynamics," UC3M Working papers. Economics we078249, Universidad Carlos III de Madrid. Departamento de Economía.
    102. Bresson, Georges & Dargay, Joyce & Madre, Jean-Loup & Pirotte, Alain, 2004. "Economic and structural determinants of the demand for public transport: an analysis on a panel of French urban areas using shrinkage estimators," Transportation Research Part A: Policy and Practice, Elsevier, vol. 38(4), pages 269-285, May.
    103. Nazrul Islam, 2003. "What have We Learnt from the Convergence Debate?," Journal of Economic Surveys, Wiley Blackwell, vol. 17(3), pages 309-362, July.
    104. Elhorst, J. Paul, 2003. "Unconditional maximum likelihood estimation of dynamic models for spatial panels," Research Report 03C27, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    105. Jeffrey M. Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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    Cited by:

    1. Hamilton, James D., 2011. "Calling recessions in real time," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1006-1026, October.
    2. Valerie Cerra & Sweta Chaman Saxena, 2005. "Did Output Recover from the Asian Crisis?," IMF Staff Papers, Palgrave Macmillan, vol. 52(1), pages 1-23, April.
    3. Issler, João Victor & Vahid, Farshid, 2002. "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 450, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    4. Issler, João Victor & Vahid, Farshid, 2001. "The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 429, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    5. Egon Smeral & Michael Wüger, 2004. "Does Complexity Matter? Methods for Improving Forecasting Accuracy in Tourism," WIFO Working Papers 225, WIFO.
    6. Javier J. Pérez, 2005. "Early-warning tools to forecast General Government deficit in the euro area: the role of intra-annual fiscal Indicators," Economic Working Papers at Centro de Estudios Andaluces E2005/14, Centro de Estudios Andaluces.
    7. Vojtech Benda & Lubos Ruzicka, 2007. "Short-term Forecasting Methods Based on the LEI Approach: The Case of the Czech Republic," Research and Policy Notes 2007/01, Czech National Bank, Research and Statistics Department.
    8. Ms. Valerie Cerra & Ms. Sweta Chaman Saxena, 2005. "Eurosclerosis or Financial Collapse: Why Did Swedish Incomes Fall Behind?," IMF Working Papers 2005/029, International Monetary Fund.

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