Kajal Lahiri - Publications

Affiliations: 
Economics State University of New York, Albany, Albany, NY, United States 
Area:
General Economics, Epidemiology

79 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Lahiri K, Yang L. Construction of leading economic index for recession prediction using vine copulas Studies in Nonlinear Dynamics and Econometrics. DOI: 10.1515/Snde-2019-0033  0.308
2020 Lahiri K, Zhao Y. The Nordhaus test with many zeros Economics Letters. 193: 109308. DOI: 10.1016/J.Econlet.2020.109308  0.609
2019 Gao C, Lahiri K. A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments Econometrics. 7: 33. DOI: 10.3390/Econometrics7030033  0.551
2019 Lahiri K, Zhao Y. International propagation of shocks: A dynamic factor model using survey forecasts International Journal of Forecasting. 35: 929-947. DOI: 10.1016/J.Ijforecast.2019.04.002  0.643
2019 Das A, Lahiri K, Zhao Y. Inflation expectations in India: Learning from household tendency surveys International Journal of Forecasting. 35: 980-993. DOI: 10.1016/J.Ijforecast.2019.03.007  0.642
2018 Lahiri K, Yang L. Confidence Bands for ROC Curves With Serially Dependent Data Journal of Business & Economic Statistics. 36: 115-130. DOI: 10.1080/07350015.2015.1073593  0.349
2017 Chatterji P, Joo H, Lahiri K. Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS) The Journal of the Economics of Ageing. 9: 100-110. DOI: 10.1016/J.Jeoa.2016.08.005  0.574
2016 Lahiri K, Yang L. A non-linear forecast combination procedure for binary outcomes Studies in Nonlinear Dynamics & Econometrics. 20. DOI: 10.1515/Snde-2014-0054  0.354
2016 Lahiri K, Peng H, Zhao Y. Online learning and forecast combination in unbalanced panels Econometric Reviews. 1-32. DOI: 10.1080/07474938.2015.1114550  0.599
2016 Lahiri K, Zhao Y. Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers Journal of Business Cycle Research. 12: 187-215. DOI: 10.1007/s41549-016-0010-5  0.537
2015 Chatterji P, Joo H, Lahiri K. EXAMINING THE EDUCATION GRADIENT IN CHRONIC ILLNESS. Education Economics. 23: 735-750. PMID 27076703 DOI: 10.1080/09645292.2014.944858  0.545
2015 Banerjee S, Chatterji P, Lahiri K. Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators. Health Economics. PMID 26563992 DOI: 10.1002/Hec.3286  0.535
2015 Lahiri K, Peng H, Zhao Y. Testing the Value of Probability Forecasts for Calibrated Combining. International Journal of Forecasting. 31: 113-129. PMID 25530646 DOI: 10.1016/J.Ijforecast.2014.03.005  0.634
2015 Guerard J, Lahiri K. International Financial Forecasting: Global Economic Linkages and Corporate Earnings International Journal of Forecasting. 31: 392-398. DOI: 10.1016/J.Ijforecast.2015.01.001  0.379
2015 Lahiri K, Yang L. A further analysis of the conference board’s new Leading Economic Index International Journal of Forecasting. 31: 446-453. DOI: 10.1016/J.Ijforecast.2014.12.006  0.334
2015 Lahiri K, Zhao Y. Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method International Journal of Forecasting. 31: 51-62. DOI: 10.1016/J.Ijforecast.2014.06.003  0.607
2015 Lahiri K, Monokroussos G, Zhao Y. Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors Journal of Applied Econometrics. 31: 1254-1275. DOI: 10.1002/Jae.2494  0.632
2014 Chatterji P, Lahiri K, Kim D. Fetal growth and neurobehavioral outcomes in childhood. Economics and Human Biology. 15: 187-200. PMID 25464342 DOI: 10.1016/J.Ehb.2014.09.002  0.441
2014 Chatterji P, Kim D, Lahiri K. Birth weight and academic achievement in childhood. Health Economics. 23: 1013-35. PMID 25044537 DOI: 10.1002/Hec.3074  0.491
2014 Banerjee S, Chatterji P, Lahiri K. Identifying the mechanisms for workplace burden of psychiatric illness. Medical Care. 52: 112-20. PMID 24309665 DOI: 10.1097/Mlr.0000000000000040  0.506
2014 Lahiri K, Shawky HA, Zhao Y. Modeling hedge fund returns: Selection, nonlinearity and managerial efficiency Managerial and Decision Economics. 35: 172-187. DOI: 10.1002/Mde.2652  0.62
2013 Chatterji P, Lahiri K, Song J. The dynamics of income-related health inequality among American children. Health Economics. 22: 623-9. PMID 22514158 DOI: 10.1002/Hec.2823  0.579
2013 Lahiri K, Wang JG. Evaluating probability forecasts for GDP declines using alternative methodologies International Journal of Forecasting. 29: 175-190. DOI: 10.1016/J.Ijforecast.2012.07.004  0.362
2013 Lahiri K, Monokroussos G. Nowcasting US GDP: The role of ISM business surveys International Journal of Forecasting. 29: 644-658. DOI: 10.1016/J.Ijforecast.2012.02.010  0.36
2013 Lahiri K, Monokroussos G, Zhao Y. The yield spread puzzle and the information content of SPF forecasts Economics Letters. 118: 219-221. DOI: 10.1016/J.Econlet.2012.10.022  0.623
2012 Chatterji P, Joo H, Lahiri K. Beware of being unaware: racial/ethnic disparities in chronic illness in the USA. Health Economics. 21: 1040-60. PMID 22764038 DOI: 10.1002/Hec.2856  0.551
2012 Chatterji P, Joo H, Lahiri K. Racial/ethnic- and education-related disparities in the control of risk factors for cardiovascular disease among individuals with diabetes. Diabetes Care. 35: 305-12. PMID 22190677 DOI: 10.2337/Dc11-1405  0.544
2012 Lahiri K, Yao W. Should transportation output be included as part of the coincident indicators system? Oecd Journal: Journal of Business Cycle Measurement and Analysis. 2012: 1-24. DOI: 10.1787/Jbcma-2012-5K9Bdtjzj45J  0.629
2012 Davies A, Lahiri K, Sheng X. Analyzing Three-Dimensional Panel Data of Forecasts The Oxford Handbook of Economic Forecasting. DOI: 10.1093/oxfordhb/9780195398649.013.0018  0.548
2011 Lahiri K, Shawky HA, Zhao Y. On Estimating the Failure Probability of Hedge Funds Research in Finance. 27: 85-119. DOI: 10.1108/S0196-3821(2011)0000027005  0.555
2010 Lahiri K, Sheng X. Learning and heterogeneity in GDP and inflation forecasts International Journal of Forecasting. 26: 265-292. DOI: 10.2139/Ssrn.1266219  0.62
2010 Lahiri K, Martin G. Bayesian forecasting in economics International Journal of Forecasting. 26: 211-215. DOI: 10.1016/J.Ijforecast.2010.02.003  0.383
2010 Lahiri K, Sheng X. Measuring forecast uncertainty by disagreement: The missing link Journal of Applied Econometrics. 25: 514-538. DOI: 10.1002/Jae.1167  0.607
2009 Lahiri K, Zaporowski M. A COMPARISON OF ALTERNATIVE REAL RATE ESTIMATES† Oxford Bulletin of Economics and Statistics. 50: 303-312. DOI: 10.1111/J.1468-0084.1988.Mp50003005.X  0.376
2009 Lahiri K. Comments on "Forecasting economic and financial variables with global VARs" International Journal of Forecasting. 25: 689-692. DOI: 10.1016/J.Ijforecast.2009.05.006  0.376
2008 Lahiri K, Song J, Wixon B. A Model of Social Security Disability Insurance Using Matched SIPP/Administrative Data Journal of Econometrics. 145: 4-20. DOI: 10.2139/Ssrn.1136483  0.305
2008 Lahiri K, Sheng X. Evolution of forecast disagreement in a Bayesian learning model Journal of Econometrics. 144: 325-340. DOI: 10.1016/J.Jeconom.2008.02.002  0.615
2007 Lahiri K, Wang GJ. The value of probability forecasts as predictors of cyclical downturns Applied Economics Letters. 14: 11-14. DOI: 10.1080/13504850500425386  0.342
2007 Isiklar G, Lahiri K. How far ahead can we forecast? Evidence from cross-country surveys International Journal of Forecasting. 23: 167-187. DOI: 10.1016/J.Ijforecast.2007.01.003  0.76
2006 Lahiri K, Wang JG. Subjective Probability Forecasts for Recessions Business Economics. 41: 26-37. DOI: 10.2145/20060204  0.402
2006 Lahiri K, Yao VW. Economic indicators for the US transportation sector Transportation Research Part a: Policy and Practice. 40: 872-887. DOI: 10.1016/J.Tra.2006.02.006  0.366
2006 Isiklar G, Lahiri K, Loungani P. How quickly do forecasters incorporate news? Evidence from cross-country surveys Journal of Applied Econometrics. 21: 703-725. DOI: 10.1002/Jae.886  0.762
2006 Lahiri K, Liu F. Modelling multi-period inflation uncertainty using a panel of density forecasts Journal of Applied Econometrics. 21: 1199-1219. DOI: 10.1002/Jae.880  0.442
2004 Lahiri K, Yao W, Young P. Transportation and the Economy: Linkages at Business-Cycle Frequencies Transportation Research Record: Journal of the Transportation Research Board. 1864: 103-111. DOI: 10.3141/1864-14  0.614
2004 Lahiri K, Yao W. A dynamic factor model of the coincident indicators for the US transportation sector Applied Economics Letters. 11: 595-600. DOI: 10.1080/1350485042000271125  0.616
2004 Lahiri K, Yao W. The predictive power of an experimental transportation output index Applied Economics Letters. 11: 149-152. DOI: 10.1080/1350485042000203751  0.606
2004 Lahiri K, Xing G. An econometric analysis of veterans' health care utilization using two-part models Empirical Economics. 29: 431-449. DOI: 10.1007/S00181-003-0178-0  0.516
2003 Lahiri K, Xing G. Modeling medicare-eligible veterans' demand for outpatient services: A two-stage approach Health Services and Outcomes Research Methodology. 4: 221-240. DOI: 10.1007/S10742-005-5558-9  0.546
2002 Gao C, Lahiri K. A note on the double k-class estimator in simultaneous equations Journal of Econometrics. 108: 101-111. DOI: 10.1016/S0304-4076(01)00107-5  0.515
2001 Hu J, Lahiri K, Vaughan DR, Wixon B. A structural model of social security's disability determination process Review of Economics and Statistics. 83: 348-361. DOI: 10.1162/00346530151143879  0.317
2000 Tjv, Hsiao C, Lahiri K, Lee L, Pesaran MH. Analysis of Panels and Limited Dependent Models Journal of the American Statistical Association. 95: 689. DOI: 10.2307/2669439  0.302
2000 Gao C, Lahiri K. Further consequences of viewing LIML as an iterated Aitken estimator Journal of Econometrics. 98: 187-202. DOI: 10.1016/S0304-4076(99)00083-4  0.53
2000 Ivanova D, Lahiri K, Seitz F. Interest Rate Spreads as Predictors of German Inflation and Business Cycles International Journal of Forecasting. 16: 39-58. DOI: 10.1016/S0169-2070(99)00029-1  0.587
2000 Gao C, Lahiri K. MCMC algorithms for two recent Bayesian limited information estimators Economics Letters. 66: 121-126. DOI: 10.1016/S0165-1765(99)00204-9  0.535
1996 Lahiri K, Wang JG. 10 Interest rate spreads as predictors of business cycles Handbook of Statistics. 14: 297-315. DOI: 10.1016/S0169-7161(96)14012-8  0.32
1995 Davies A, Lahiri K. A new framework for analyzing survey forecasts using three-dimensional panel data Journal of Econometrics. 68: 205-227. DOI: 10.1016/0304-4076(94)01649-K  0.389
1994 Lahiri K, Wang JG. Predicting cyclical turning points with leading index in a markov switching model Journal of Forecasting. 13: 245-263. DOI: 10.1002/For.3980130302  0.339
1993 Alexander CO, Lahiri K, Moore GH. Leading Economic Indicators--New Approaches and Forecasting Records. Journal of the Royal Statistical Society. Series a (Statistics in Society). 156: 507. DOI: 10.2307/2983082  0.369
1993 Haque NU, Lahiri K, Montiel P. Estimation of a macroeconomic model with rational expectations and capital controls for developing countries Journal of Development Economics. 42: 337-356. DOI: 10.1016/0304-3878(93)90024-H  0.383
1993 Kinal T, Lahiri K. On the estimation of simultaneous‐equations error‐components models with an application to a model of developing country foreign trade Journal of Applied Econometrics. 8: 81-92. DOI: 10.1002/Jae.3950080107  0.374
1993 Dasgupta S, Lahiri K. On the use of dispersion measures from NAPM surveys in business cycle forecasting Journal of Forecasting. 12: 239-253. DOI: 10.1002/For.3980120306  0.366
1992 Dasgupta S, Lahiri K. A comparative study of alternative methods of quantifying qualitative survey responses using napm data Journal of Business and Economic Statistics. 10: 391-400. DOI: 10.1080/07350015.1992.10509914  0.352
1991 Lahiri K, Moore GH. Leading economic indicators : new approaches and forecasting records Southern Economic Journal. 59: 550. DOI: 10.1017/Cbo9781139173735  0.403
1989 Lahiri K, Lankford RH, Numrich RP. The Estimation and Interpretation of Urban Density Gradients Journal of Business & Economic Statistics. 7: 227-235. DOI: 10.1080/07350015.1989.10509731  0.304
1988 Lahiri K, Teigland C, Zaporowski M. Interest Rates and the Subjective Probability Distribution of Inflation Forecasts Journal of Money, Credit and Banking. 20: 233. DOI: 10.2307/1992113  0.326
1988 Kinal T, Lahiri K. A model for ex ante real interest rates and derived inflation forecasts Journal of the American Statistical Association. 83: 665-673. DOI: 10.1080/01621459.1988.10478646  0.411
1987 Lahiri K, Zaporowski M. More flexible use of survey data on expectations in macroeconomic models Journal of Business and Economic Statistics. 5: 69-76. DOI: 10.1080/07350015.1987.10509561  0.375
1984 Lahiri K, Zaporowski M. A note on the variability of real interest rates, business cycles, and the livingston data Journal of Banking and Finance. 8: 483-490. DOI: 10.1016/S0378-4266(84)80066-7  0.374
1984 Kinkley CC, Lahiri K. Testing the rational expectations hypothesis in a secondary materials market Journal of Environmental Economics and Management. 11: 282-291. DOI: 10.1016/0095-0696(84)90022-6  0.361
1983 Lahiri K, Numrich RP. An econometric study on the dynamics of urban spatial structure Journal of Urban Economics. 14: 55-79. DOI: 10.1016/0094-1190(83)90029-3  0.356
1981 Lahiri K, Lee J. On the constancy of real interest rates and the mundell effect Journal of Banking & Finance. 5: 557-573. DOI: 10.1016/S0378-4266(81)80009-X  0.359
1981 Lahiri K, Egy D. Joint estimation and testing for functional form and heteroskedasticity Journal of Econometrics. 15: 299-307. DOI: 10.1016/0304-4076(81)90119-6  0.317
1981 Lahiri K, Lee YH. An empirical study on the econometric implications of rational expectations hypothesis Empirical Economics. 6: 111-127. DOI: 10.1007/Bf02509785  0.357
1980 Gill G, Lahiri K. An econometric model of wastepaper recycling in the USA Resources Policy. 6: 320-325. DOI: 10.1016/0301-4207(80)90018-5  0.34
1980 Gelfand J, Lahiri K, Osborne T. Government policy dynamics in structural and reduced form estimation Empirical Economics. 5: 205-217. DOI: 10.1007/Bf01848050  0.313
1979 Lahiri K, Lee J. Tests of Rational Expectations and Fisher Effect Southern Economic Journal. 46: 413. DOI: 10.2307/1057415  0.399
1979 Lahiri K. On the constancy of real interest rates Economics Letters. 3: 45-48. DOI: 10.1016/0165-1765(79)90068-5  0.334
1979 Lahiri K, Lee JS. Rational expectations and the short-run Phillips curves Journal of Macroeconomics. 1: 167-190. DOI: 10.1016/0164-0704(79)90010-7  0.387
1977 Lahiri K. A joint study of expectations formation and the shifting Phillips curve Journal of Monetary Economics. 3: 347-357. DOI: 10.1016/0304-3932(77)90027-7  0.37
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