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Kajal Lahiri

Global rank #640 99%

Institution: University at Albany, State University of New York (SUNY)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.albany.edu/~klahiri/

First Publication: 1976

Most Recent: 2024

RePEc ID: pla387 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.68 3.02 0.00 6.37
Last 10 Years 0.00 2.68 6.03 0.00 12.40
All Time 2.01 15.58 33.85 0.00 80.43

Publication Statistics

Raw Publications 63
Coauthorship-Adjusted Count 66.47

Publications (63)

Year Article Journal Tier Authors
2024 Seasonality in U.S. disability applications, labor market, and the pandemic echoes Labour Economics B 2
2024 Getting the ROC into Sync Journal of Business & Economic Statistics A 3
2023 Estimating the variance of a combined forecast: Bootstrap-based approach Journal of Econometrics A 2
2023 Are Some Forecasters Really Better than Others? A Note* Journal of Money, Credit, and Banking B 2
2022 Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York International Journal of Forecasting B 2
2020 The Nordhaus test with many zeros Economics Letters C 2
2019 International propagation of shocks: A dynamic factor model using survey forecasts International Journal of Forecasting B 2
2019 Inflation expectations in India: Learning from household tendency surveys International Journal of Forecasting B 3
2018 Confidence Bands for ROC Curves With Serially Dependent Data Journal of Business & Economic Statistics A 2
2017 Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators Health Economics B 3
2016 Asymptotic variance of Brier (skill) score in the presence of serial correlation Economics Letters C 2
2016 Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors Journal of Applied Econometrics B 3
2015 Testing the value of probability forecasts for calibrated combining International Journal of Forecasting B 3
2015 Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method International Journal of Forecasting B 2
2015 A further analysis of the conference board’s new Leading Economic Index International Journal of Forecasting B 2
2014 BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD Health Economics B 3
2013 THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN Health Economics B 3
2013 The yield spread puzzle and the information content of SPF forecasts Economics Letters C 3
2013 Evaluating probability forecasts for GDP declines using alternative methodologies International Journal of Forecasting B 2
2013 Nowcasting US GDP: The role of ISM business surveys International Journal of Forecasting B 2
2012 Comment Journal of Business & Economic Statistics A 1
2012 BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA Health Economics B 3
2011 Comment Journal of Business & Economic Statistics A 1
2010 Bayesian forecasting in economics International Journal of Forecasting B 2
2010 Learning and heterogeneity in GDP and inflation forecasts International Journal of Forecasting B 2
2009 Comments on "Forecasting economic and financial variables with global VARs" International Journal of Forecasting B 1
2008 Evolution of forecast disagreement in a Bayesian learning model Journal of Econometrics A 2
2008 A model of Social Security Disability Insurance using matched SIPP/Administrative data Journal of Econometrics A 3
2007 How far ahead can we forecast? Evidence from cross-country surveys International Journal of Forecasting B 2
2006 How quickly do forecasters incorporate news? Evidence from cross‐country surveys Journal of Applied Econometrics B 3
2006 Modelling multi‐period inflation uncertainty using a panel of density forecasts Journal of Applied Econometrics B 2
2002 A note on the double k-class estimator in simultaneous equations Journal of Econometrics A 2
2002 Bayesian analysis of nested logit model by Markov chain Monte Carlo Journal of Econometrics A 2
2001 Introduction International Journal of Forecasting B 3
2001 A Structural Model Of Social Security'S Disability Determination Process Review of Economics and Statistics A 4
2000 MCMC algorithms for two recent Bayesian limited information estimators Economics Letters C 2
2000 Further consequences of viewing LIML as an iterated Aitken estimator Journal of Econometrics A 2
2000 Interest rate spreads as predictors of German inflation and business cycles International Journal of Forecasting B 3
2000 The effect of smoking on health using a sequential self‐selection model Health Economics B 2
1999 ET INTERVIEW: PROFESSOR G.S. MADDALA Econometric Theory B 1
1999 Testing for normality in a probit model with double selection Economics Letters C 2
1995 A new framework for analyzing survey forecasts using three-dimensional panel data Journal of Econometrics A 2
1995 Testing for cointegration: Power versus frequency of observation -- another view Economics Letters C 2
1994 Leading economic indicators: New approaches and forecasting record : Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge) International Journal of Forecasting B 1
1993 Estimation of a macroeconomic model with rational expectations and capital controls for developing countries Journal of Development Economics A 3
1993 Leading economic indicators: New approaches and forecasting records : Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 International Journal of Forecasting B 1
1992 Leading economic indicators: "A leading indicator of inflation based on interest rates" International Journal of Forecasting B 1
1990 A computational algorithm for multiple equation models with panel data Economics Letters C 2
1990 Optimal control, expectations and uncertainty : Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244 International Journal of Forecasting B 1
1988 A Comparison of Alternative Real Rate Estimates. Oxford Bulletin of Economics and Statistics B 2
1987 On the normality of probability distributions of inflation and GNP forecasts International Journal of Forecasting B 2
1985 On the distribution function of various model selection criteria with stochastic regressors Economics Letters C 2
1984 Price and income elasticities of demand for hospital care free of quality bias Economics Letters C 2
1984 Testing the rational expectations hypothesis in a secondary materials market Journal of Environmental Economics and Management A 2
1983 An econometric study on the dynamics of urban spatial structure Journal of Urban Economics A 2
1981 Exact sampling distribution of the omitted variable estimator Economics Letters C 2
1981 Joint estimation and testing for functional form and heteroskedasticity Journal of Econometrics A 2
1981 On the estimation of inflationary expectations from qualitative responses Journal of Econometrics A 2
1979 On maximum likelihood estimation of functional form and heteroskedasticity Economics Letters C 2
1979 On the constancy of real interest rates Economics Letters C 1
1978 A note on a theorem by Professor Chow Economics Letters C 1
1977 A joint study of expectations formation and the shifting Phillips curve Journal of Monetary Economics A 1
1976 Inflationary Expectations: Their Formation and Interest Rate Effects. American Economic Review S 1