Access Statistics for Kajal Lahiri

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 1 1 28 1 3 4 151
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 145 0 0 1 467
A Non-linear Forecast Combination Procedure for Binary Outcomes 0 0 0 24 0 0 0 85
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 1 44 0 0 2 150
A note on the double k-class estimator in simultaneous equations 0 0 0 13 1 1 1 81
ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts 0 0 0 24 0 1 6 169
An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models 0 0 0 56 1 2 3 242
An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services 0 0 0 32 0 0 0 204
An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter 0 0 0 0 1 2 2 500
Analyzing Three-Dimensional Panel Data of Forecasts 0 0 0 210 0 1 2 555
Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation 0 0 0 7 2 3 3 100
Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo 0 0 2 119 1 2 8 384
Bayesian Reduced Rank Regression in SEMs with Weak Identification 0 0 0 3 1 2 2 263
Beware of Being Unaware: Racial Disparities in Chronic Illness in the US 0 0 0 21 0 0 2 198
Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases 0 0 0 15 0 0 1 83
Birthweight and Academic Achievement in Childhood 0 0 0 17 0 1 2 78
Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York 0 1 1 20 0 2 3 21
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 0 0 0 88 0 2 4 76
Comment on `Forecasting Economic and Financial Variables with Global VARs' by M. Hashem Pesaran, Till Schuermann and L. Venessa Smith 0 0 0 12 0 1 1 76
Confidence Bands for ROC Curves with Serially Dependent Data 0 0 0 45 0 2 2 74
Cycles in the Transportation Sector and the Aggregate Economy 1 1 1 258 2 3 3 1,021
Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers 0 0 1 42 0 0 7 97
Determinants of Consumer Sentiment: Evidence from Household Survey Data 1 1 11 107 2 3 28 243
Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts 0 0 0 81 0 0 0 287
Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 13 0 0 3 72
Early Warning System for Economic and Financial Risks in Kazakhstan 0 0 0 430 1 2 5 1,549
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators 0 0 0 39 0 1 4 146
Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners 0 0 0 62 0 1 1 247
Estimating macroeconomic uncertainty and discord using info-metrics 0 0 0 32 0 0 5 86
Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach 0 0 0 190 0 1 4 67
Examining the Education Gradient in Chronic Illness 0 0 0 18 1 1 1 81
Fetal Growth and Neurobehavioral Outcomes in Childhood 0 0 0 5 0 1 3 54
Forecasting Binary Outcomes 0 0 0 165 2 5 7 300
Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys 0 0 1 81 1 1 4 255
Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors 0 0 3 62 1 2 10 231
Getting the ROC into Sync 0 0 1 21 0 0 5 45
Health Inequality and Its Determinants in New York 0 0 0 23 0 2 3 116
Health Inequality and Its Determinants in New York 0 0 0 74 0 2 3 307
Heterogeneous Expectations among Professional Forecasters 0 0 3 3 0 4 8 8
Heterogeneous expectations among professional forecasters 0 0 5 5 1 2 8 9
How Far Ahead Can We Forecast? Evidence From Cross-country Surveys 0 0 3 61 0 2 6 195
How quickly do forecasters incorporate news? Evidence from cross-country surveys 1 1 2 47 1 1 5 212
Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons 0 0 0 34 0 1 1 195
Inefficiency in Social Security Trust Funds Forecasts 0 0 0 10 1 1 2 18
Infant Health and Academic Achievement in Childhood 0 0 0 4 0 0 0 55
Inflation Expectations in India: Learning from Household Tendency Surveys 0 0 0 75 0 0 3 232
International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts 0 0 0 55 0 1 2 85
Learning and Heterogeneity in GDP and Inflation Forecasts 0 0 0 66 0 1 2 169
Learning and heterogeneity in GDP and inflation forecasts 1 1 1 26 1 2 3 110
Machine Learning and Forecast Combination in Incomplete Panels 0 0 0 36 0 1 1 123
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 0 4 111 1 2 8 449
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 0 5 61 1 2 7 215
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 1 1 18 0 1 1 23
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 42 0 0 2 114
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 21 3 3 3 31
Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts 0 0 1 32 0 2 4 188
Monthly Output Index for the U.S. Transportation Sector 0 0 0 140 0 3 3 723
Nowcasting US GDP: The role of ISM Business Surveys 0 0 1 163 1 2 6 498
On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions 0 0 0 35 0 1 1 96
Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited 0 0 0 42 1 2 6 154
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 0 1 1 1 3 13
Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics 0 0 0 15 0 0 0 110
Should Transportation Output be Included as Part of the Coincident Indicators System? 0 0 0 9 0 0 0 74
Testing the Value of Probability Forecasts for Calibrated Combining 0 0 0 10 1 2 2 59
The Dynamics of Income-related Health Inequality among US Children 0 0 0 110 1 1 2 299
The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends 0 0 0 30 0 1 1 50
The Nordhaus Test with Many Zeros 0 0 0 11 0 0 1 34
The Nordhaus Test with Many Zeros 0 1 1 7 0 1 1 24
The Yield Spread Puzzle and the Information Content of SPF Forecasts 0 0 0 16 0 1 1 91
The yield spread puzzle and the information content of SPF forecasts 0 0 0 31 0 0 1 87
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 20 0 1 1 106
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 112 0 1 1 384
[Book Review of] Econometrics of inflationary expectations. Amsterdam, New York. 1981., Lahiri, Kajal: The 0 0 0 2 0 0 0 18
Total Working Papers 4 8 50 4,087 32 93 241 14,412


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data 0 0 0 0 0 0 2 778
A Comparison of Alternative Real Rate Estimates 0 0 0 0 0 0 0 52
A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 2 0 1 2 22
A Macroeconometric Model for Developing Countries 1 1 2 93 1 1 5 218
A Note on "Selection of Regressors." 0 0 0 22 0 0 0 59
A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics 0 0 0 0 0 0 0 146
A Structural Model Of Social Security'S Disability Determination Process 0 0 1 94 0 0 1 504
A computational algorithm for multiple equation models with panel data 0 0 1 56 0 0 1 96
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 53 1 2 2 214
A further analysis of the conference board’s new Leading Economic Index 0 0 1 23 0 0 3 96
A joint study of expectations formation and the shifting Phillips curve 0 0 0 20 0 0 0 47
A model of Social Security Disability Insurance using matched SIPP/Administrative data 0 0 0 76 0 0 0 325
A new framework for analyzing survey forecasts using three-dimensional panel data 1 1 5 297 1 3 11 693
A non-linear forecast combination procedure for binary outcomes 0 0 1 6 0 2 3 39
A note on a theorem by Professor Chow 0 0 0 8 0 0 0 44
A note on the double k-class estimator in simultaneous equations 0 0 0 26 1 1 1 115
A tale of two recession-derivative indicators 0 0 0 0 0 0 3 6
Advances in Applied Econometrics 0 0 0 1 0 0 4 22
American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study 0 0 0 5 0 1 1 15
An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis 0 0 0 0 0 0 0 70
An econometric analysis of veterans’ health care utilization using two-part models 0 0 0 99 1 1 1 363
An econometric model of wastepaper recycling in the USA 0 0 1 48 0 0 1 130
An econometric study on the dynamics of urban spatial structure 0 0 2 27 0 0 3 104
Analysis of Panel Data 0 0 0 18 1 2 3 81
Are Some Forecasters Really Better than Others? A Note* 0 1 3 5 0 1 7 12
Asymptotic variance of Brier (skill) score in the presence of serial correlation 0 0 0 2 1 2 3 29
BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA 0 0 0 0 0 0 0 39
BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD 0 0 1 9 0 0 1 50
Bayesian analysis of nested logit model by Markov chain Monte Carlo 0 0 0 156 0 2 5 547
Bayesian forecasting in economics 0 0 0 42 0 0 0 92
Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results 0 0 0 15 0 0 0 60
Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.) 0 0 0 0 0 1 4 398
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York 0 0 2 13 1 1 6 35
Comment 0 0 0 0 0 0 0 0
Comment 0 0 0 0 0 0 0 20
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 9 0 0 1 28
Confidence Bands for ROC Curves With Serially Dependent Data 0 0 1 11 0 3 5 55
Construction of leading economic index for recession prediction using vine copulas 0 0 3 8 0 1 6 23
Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers 0 0 4 25 2 3 11 81
Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 7 0 0 2 36
Dynamics of Asian Savings: The Role of Growth and Age Structure 0 0 0 38 0 1 2 100
ET INTERVIEW: PROFESSOR G.S. MADDALA 0 0 0 34 0 2 3 165
Economic indicators for the US transportation sector 0 0 0 28 0 0 1 172
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators 0 0 0 9 0 0 2 74
Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health 0 0 2 4 0 1 5 11
Estimating the variance of a combined forecast: Bootstrap-based approach 0 0 0 3 0 1 2 9
Estimation of a macroeconomic model with rational expectations and capital controls for developing countries 0 0 0 93 0 0 0 213
Evaluating probability forecasts for GDP declines using alternative methodologies 0 0 4 66 0 0 6 173
Evolution of forecast disagreement in a Bayesian learning model 0 0 6 122 2 3 15 411
Exact sampling distribution of the omitted variable estimator 0 0 0 8 0 0 0 51
Examining the education gradient in chronic illness 0 0 0 1 0 0 0 25
Fetal growth and neurobehavioral outcomes in childhood 0 0 0 2 0 0 1 48
Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors 0 0 3 16 1 2 5 62
Further consequences of viewing LIML as an iterated Aitken estimator 0 0 0 14 0 0 0 80
Getting the ROC into Sync 1 1 6 6 2 3 16 18
Government Policy Dynamics in Structural and Reduced Form Estimation 0 0 0 0 0 0 0 93
How far ahead can we forecast? Evidence from cross-country surveys 1 2 3 109 1 2 5 379
How quickly do forecasters incorporate news? Evidence from cross-country surveys 1 1 1 118 2 3 3 423
How quickly do forecasters incorporate news? Evidence from cross‐country surveys 0 0 0 1 0 0 1 9
Inefficiency in social security trust funds forecasts 0 0 0 1 0 1 2 7
Inflation expectations in India: Learning from household tendency surveys 0 2 7 37 2 6 23 107
Inflationary Expectations: Their Formation and Interest Rate Effects 0 0 0 39 0 1 1 153
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts 0 0 1 141 0 0 2 761
Interest rate spreads as predictors of German inflation and business cycles 0 0 0 82 0 0 1 279
International propagation of shocks: A dynamic factor model using survey forecasts 0 0 0 4 0 0 0 34
Introduction 0 0 0 5 0 0 0 49
Joint estimation and testing for functional form and heteroskedasticity 0 0 0 38 0 0 1 95
Kajal Lahiri, Transportation Indicators and Business Cycles 0 0 1 16 0 1 3 97
Leading economic indicators: "A leading indicator of inflation based on interest rates" 0 0 0 51 0 0 0 178
Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge) 0 0 1 144 0 1 3 284
Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 0 0 2 206 0 1 5 453
Learning and heterogeneity in GDP and inflation forecasts 1 1 1 56 2 3 5 209
MCMC algorithms for two recent Bayesian limited information estimators 0 0 0 19 0 1 2 76
Measuring forecast uncertainty by disagreement: The missing link 0 1 7 130 1 3 16 485
Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency 0 0 0 6 0 0 0 33
Modelling multi-period inflation uncertainty using a panel of density forecasts 0 0 1 89 1 2 6 391
Modelling multi‐period inflation uncertainty using a panel of density forecasts 0 0 0 0 0 0 2 7
More Flexible Use of Survey Data on Expectations in Macroeconomic Models 0 0 0 0 0 1 1 65
Multiperiod Predictions in Dynamic Models 0 0 0 9 0 0 0 50
Nowcasting US GDP: The role of ISM business surveys 0 0 5 66 1 5 18 282
On maximum likelihood estimation of functional form and heteroskedasticity 0 0 0 23 0 1 1 77
On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade 0 0 0 163 0 0 1 481
On the Estimation of Triangular Structural Systems 0 0 1 103 0 1 2 320
On the constancy of real interest rates 0 0 0 12 0 0 0 33
On the distribution function of various model selection criteria with stochastic regressors 0 0 0 8 0 0 0 65
On the estimation of inflationary expectations from qualitative responses 0 0 1 68 0 1 2 130
On the normality of probability distributions of inflation and GNP forecasts 0 0 1 42 0 0 3 150
Online learning and forecast combination in unbalanced panels 0 0 0 4 0 0 0 32
Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244 0 0 0 26 0 0 0 121
Predicting binary outcomes based on the pair-copula construction 0 0 1 1 1 2 5 9
Price and income elasticities of demand for hospital care free of quality bias 0 0 0 14 0 0 1 48
Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge 0 0 0 2 0 0 2 23
Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method 0 0 1 24 0 0 3 77
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 0 2 1 2 8 12
ROC approach to forecasting recessions using daily yield spreads 0 0 0 1 0 0 0 5
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis 0 0 0 5 0 0 1 26
Rational expectations and the Short-Run Phillips Curve reply and further results 0 0 0 17 0 0 0 74
Rational expectations and the short-run Phillips curves 0 0 0 13 0 0 0 41
Seasonality in U.S. disability applications, labor market, and the pandemic echoes 0 1 5 5 1 3 16 16
Should transportation output be included as part of the coincident indicators system? 0 0 0 11 0 0 1 61
Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS 0 0 3 14 0 1 8 70
Specification Error Analysis with Stochastic Regressors 0 0 0 14 0 0 0 98
Subjective Probability Forecasts for Recessions 0 0 0 12 0 0 0 54
THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN 0 0 0 0 1 1 2 35
Testing for cointegration: Power versus frequency of observation -- another view 0 0 0 31 0 0 1 118
Testing for normality in a probit model with double selection 0 0 0 74 0 1 1 185
Testing the rational expectations hypothesis in a secondary materials market 0 0 0 13 0 1 1 62
Testing the value of probability forecasts for calibrated combining 0 0 0 3 0 2 2 29
The Estimation and Interpretation of Urban Density Gradients 0 0 0 0 1 1 1 146
The Nordhaus test with many zeros 0 0 0 3 0 1 1 32
The effect of smoking on health using a sequential self‐selection model 0 0 1 10 0 1 6 475
The predictive power of an experimental transportation output index 0 0 0 27 0 0 0 173
The value of probability forecasts as predictors of cyclical downturns 0 0 0 17 0 1 1 96
The yield spread puzzle and the information content of SPF forecasts 0 0 0 25 0 1 3 102
Value of Sample Separation Information in a Sequential Probit Model 0 0 0 8 0 0 0 37
When should we care about consumer sentiment? Evidence from linear and Markov-switching models 0 0 0 0 0 0 1 623
Total Journal Articles 6 12 93 3,882 30 93 330 16,491


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts 0 0 1 1 0 0 2 4
Chapter 1 Transportation Services Index (TSI) and Its Characteristics 0 0 0 1 0 0 0 2
Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy 0 0 0 0 0 0 0 0
Chapter 3 Leading Indicators for the U.S. Transportation Sector 0 0 1 1 1 2 3 4
Chapter 4 TSI as a Part of the Coincident Indicators System 0 0 0 0 0 0 0 0
Chapter 5 Transportation Indicators: Summary and Concluding Remarks 0 0 0 0 0 2 3 4
Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes 0 0 2 2 0 0 8 8
Forecasting Binary Outcomes 0 2 4 91 1 7 14 343
Introduction 0 0 0 0 0 0 0 0
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity* 0 0 0 2 1 2 3 6
Total Chapters 0 2 8 98 3 13 33 371


Statistics updated 2025-04-04