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 0 1 28 0 0 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 3 151
A note on the double k-class estimator in simultaneous equations 0 0 0 13 0 1 3 83
ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts 0 0 0 24 0 1 6 170
An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models 0 0 0 56 0 2 5 244
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 0 0 2 500
Analyzing Three-Dimensional Panel Data of Forecasts 0 1 1 211 0 1 2 556
Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation 0 0 0 7 0 0 3 100
Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo 0 0 1 119 2 3 9 387
Bayesian Reduced Rank Regression in SEMs with Weak Identification 0 0 0 3 0 0 2 263
Beware of Being Unaware: Racial Disparities in Chronic Illness in the US 0 0 0 21 0 0 1 198
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 1 1 18 0 2 3 80
Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York 0 0 1 20 0 0 2 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 1 4 77
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 0 1 76
Confidence Bands for ROC Curves with Serially Dependent Data 0 0 0 45 0 0 2 74
Cycles in the Transportation Sector and the Aggregate Economy 0 0 1 258 0 0 3 1,021
Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers 0 0 1 42 0 0 2 97
Determinants of Consumer Sentiment: Evidence from Household Survey Data 0 1 10 108 0 4 25 247
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 0 72
Early Warning System for Economic and Financial Risks in Kazakhstan 0 0 0 430 0 2 6 1,551
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators 0 0 0 39 1 4 9 151
Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners 0 0 0 62 1 1 2 248
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 0 2 67
Examining the Education Gradient in Chronic Illness 0 0 0 18 0 0 1 81
Fetal Growth and Neurobehavioral Outcomes in Childhood 0 0 0 5 0 0 2 54
Forecasting Binary Outcomes 0 0 0 165 0 2 11 305
Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys 0 0 0 81 0 2 4 257
Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors 0 0 2 62 1 1 6 232
Getting the ROC into Sync 0 0 0 21 0 0 3 45
Health Inequality and Its Determinants in New York 0 1 1 75 0 1 3 308
Health Inequality and Its Determinants in New York 0 0 0 23 0 1 3 117
Heterogeneous Expectations among Professional Forecasters 0 0 4 4 0 0 9 9
Heterogeneous expectations among professional forecasters 0 0 0 5 0 1 5 10
How Far Ahead Can We Forecast? Evidence From Cross-country Surveys 1 1 4 62 1 1 6 196
How quickly do forecasters incorporate news? Evidence from cross-country surveys 1 1 2 48 1 2 4 214
Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons 0 0 0 34 0 0 1 195
Inefficiency in Social Security Trust Funds Forecasts 0 0 0 10 0 1 2 19
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 1 76 1 2 6 236
International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts 0 0 0 55 0 0 2 85
Learning and Heterogeneity in GDP and Inflation Forecasts 0 0 0 66 0 0 2 169
Learning and heterogeneity in GDP and inflation forecasts 0 0 1 26 0 1 5 112
Machine Learning and Forecast Combination in Incomplete Panels 0 0 0 36 0 0 1 123
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 0 4 111 0 0 8 449
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 0 5 61 0 0 7 215
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 42 0 0 0 114
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 21 0 0 3 31
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 1 18 0 0 1 23
Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts 0 0 0 32 1 1 4 189
Monthly Output Index for the U.S. Transportation Sector 0 0 0 140 0 0 3 723
Nowcasting US GDP: The role of ISM Business Surveys 1 3 4 166 1 5 9 503
On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions 0 1 1 36 0 1 2 97
Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited 0 1 1 43 2 3 7 158
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 0 1 0 0 1 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 0 0 2 59
The Dynamics of Income-related Health Inequality among US Children 0 0 0 110 0 0 1 299
The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends 0 0 0 30 0 0 1 50
The Nordhaus Test with Many Zeros 0 0 1 7 0 1 2 25
The Nordhaus Test with Many Zeros 0 0 0 11 0 0 2 35
The Yield Spread Puzzle and the Information Content of SPF Forecasts 0 0 0 16 1 1 2 92
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 0 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 2 385
[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 3 11 50 4,100 13 50 243 14,474


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 1 2 779
A Comparison of Alternative Real Rate Estimates 0 0 0 0 1 1 1 53
A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 2 0 0 2 22
A Macroeconometric Model for Developing Countries 0 0 2 93 1 2 7 220
A Note on "Selection of Regressors." 0 0 0 22 1 1 1 60
A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics 0 0 0 0 1 1 1 147
A Structural Model Of Social Security'S Disability Determination Process 0 0 1 94 1 1 2 505
A computational algorithm for multiple equation models with panel data 0 0 0 56 0 0 0 96
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 53 0 0 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 1 1 1 48
A model of Social Security Disability Insurance using matched SIPP/Administrative data 0 0 0 76 2 2 2 327
A new framework for analyzing survey forecasts using three-dimensional panel data 0 0 4 298 0 2 11 696
A non-linear forecast combination procedure for binary outcomes 0 0 1 6 0 0 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 0 0 1 115
A tale of two recession-derivative indicators 0 0 0 0 0 0 2 6
Advances in Applied Econometrics 0 0 0 1 0 0 1 22
American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study 0 0 0 5 0 0 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 2 364
An econometric model of wastepaper recycling in the USA 0 0 0 48 0 0 0 130
An econometric study on the dynamics of urban spatial structure 0 0 2 27 1 1 4 105
Analysis of Panel Data 0 0 0 18 0 0 2 81
Are Some Forecasters Really Better than Others? A Note* 0 0 2 5 0 0 3 12
Asymptotic variance of Brier (skill) score in the presence of serial correlation 0 0 0 2 1 1 3 30
BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA 0 0 0 0 1 2 2 41
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 1 1 157 1 2 8 551
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
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York 0 0 1 13 1 1 5 36
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 0 28
Confidence Bands for ROC Curves With Serially Dependent Data 0 0 1 11 0 0 4 55
Construction of leading economic index for recession prediction using vine copulas 0 0 2 8 0 0 5 23
Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers 0 0 1 25 0 2 10 85
Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 7 0 0 1 36
Dynamics of Asian Savings: The Role of Growth and Age Structure 0 0 0 38 0 0 1 100
ET INTERVIEW: PROFESSOR G.S. MADDALA 0 0 0 34 1 1 4 166
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 1 1 1 10 2 2 5 77
Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health 0 0 2 4 0 0 5 11
Estimating the variance of a combined forecast: Bootstrap-based approach 0 0 0 3 0 0 2 9
Estimation of a macroeconomic model with rational expectations and capital controls for developing countries 0 0 0 93 1 1 1 214
Evaluating probability forecasts for GDP declines using alternative methodologies 0 0 1 66 0 2 5 176
Evolution of forecast disagreement in a Bayesian learning model 0 0 5 122 1 2 15 414
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 2 16 1 3 7 65
Further consequences of viewing LIML as an iterated Aitken estimator 0 0 0 14 0 1 1 81
Getting the ROC into Sync 0 0 4 6 0 1 11 19
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 1 4 110 2 2 6 381
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 1 118 0 0 3 423
How quickly do forecasters incorporate news? Evidence from cross‐country surveys 0 0 0 1 0 0 0 9
Inefficiency in social security trust funds forecasts 0 0 0 1 0 1 3 8
Inflation expectations in India: Learning from household tendency surveys 1 1 5 38 2 2 21 111
Inflationary Expectations: Their Formation and Interest Rate Effects 0 0 0 39 1 1 2 154
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts 0 1 2 142 0 1 3 762
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 2 2 36
Introduction 0 0 0 5 0 0 0 49
Joint estimation and testing for functional form and heteroskedasticity 0 0 0 38 1 1 2 96
Kajal Lahiri, Transportation Indicators and Business Cycles 0 0 0 16 0 0 1 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 0 2 284
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 1 206 1 1 5 454
Learning and heterogeneity in GDP and inflation forecasts 0 0 1 56 0 0 6 210
MCMC algorithms for two recent Bayesian limited information estimators 0 0 0 19 2 2 4 78
Measuring forecast uncertainty by disagreement: The missing link 0 0 5 130 1 2 17 490
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 1 7 392
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 1 1 2 66
Multiperiod Predictions in Dynamic Models 0 0 0 9 0 1 2 52
Nowcasting US GDP: The role of ISM business surveys 0 1 4 68 0 5 20 289
On maximum likelihood estimation of functional form and heteroskedasticity 0 0 0 23 1 1 2 78
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 0 481
On the Estimation of Triangular Structural Systems 0 1 2 104 0 1 3 321
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 2 2 2 67
On the estimation of inflationary expectations from qualitative responses 0 0 1 68 0 2 4 132
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 1 1 1 33
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 0 1 5 10
Price and income elasticities of demand for hospital care free of quality bias 0 0 0 14 1 2 3 50
Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge 0 0 0 2 1 1 2 24
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 1 1 3 0 3 9 16
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 1 6 0 0 1 27
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 0 2 5 1 1 10 17
Should transportation output be included as part of the coincident indicators system? 0 0 0 11 1 1 1 62
Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS 0 0 3 15 0 0 9 74
Specification Error Analysis with Stochastic Regressors 0 0 0 14 1 1 1 99
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 0 0 2 35
Testing for cointegration: Power versus frequency of observation -- another view 0 0 0 31 1 1 2 119
Testing for normality in a probit model with double selection 0 0 0 74 2 2 3 187
Testing the rational expectations hypothesis in a secondary materials market 0 0 0 13 0 0 1 62
Testing the value of probability forecasts for calibrated combining 0 0 0 3 0 0 2 29
The Estimation and Interpretation of Urban Density Gradients 0 0 0 0 1 1 2 147
The Nordhaus test with many zeros 0 0 0 3 2 2 3 34
The effect of smoking on health using a sequential self‐selection model 1 1 1 11 2 2 6 477
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 0 1 96
The yield spread puzzle and the information content of SPF forecasts 0 0 0 25 2 2 5 104
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 1 1 624
Total Journal Articles 4 9 74 3,895 51 86 350 16,202
1 registered items for which data could not be found


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 1 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 0 1 0 0 2 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 0 3 4
Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes 0 0 1 2 0 0 3 8
Forecasting Binary Outcomes 0 0 4 92 1 4 15 348
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 0 0 3 7
Total Chapters 0 0 6 99 1 4 27 377


Statistics updated 2025-08-05