Hrishikesh D. Vinod

Fordham University - Department of Economics

Dealy Hall

Bronx, NY 10458

United States

SCHOLARLY PAPERS

60

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16,428

SSRN CITATIONS
Rank 24,114

SSRN RANKINGS

Top 24,114

in Total Papers Citations

25

CROSSREF CITATIONS

25

Ideas:
“  I am currently working on expanding applications of my causality tools and maximum entropy bootstraps to newer problems.  ”

Scholarly Papers (60)

1.

A Double Sharpe Ratio

Number of pages: 10 Posted: 16 Aug 1999
Hrishikesh D. Vinod and Matthew R. Morey
Fordham University - Department of Economics and Pace University - Lubin School of Business - Department of Finance and Economics
Downloads 2,129 (13,733)
Citation 5

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2.

Preventing Madoff-Style Ponzi Enabled by Jewish Reputation, Incompetent Regulators and Auditors

Number of pages: 8 Posted: 26 Dec 2008 Last Revised: 08 Jun 2009
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 1,182 (33,562)
Citation 4

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Ponzi, Conflicts of Interest, Regulation of Hedge Funds, Transparency, Divestiture

3.

Winners and Losers in Multiple Failures at Enron and Some Policy Changes

Number of pages: 11 Posted: 13 Feb 2002
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 1,098 (37,196)
Citation 5

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Corporate Governance Corruption Accounting Money Laundering Conflict of Interest

4.

Estimation Risk in Mutual Fund Ratings: The Case of Morningstar

Number of pages: 18 Posted: 17 May 2001
Matthew R. Morey and Hrishikesh D. Vinod
Pace University - Lubin School of Business - Department of Finance and Economics and Fordham University - Department of Economics
Downloads 970 (44,403)
Citation 2

Abstract:

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Mutual fund ratings, estimation risk, Morningstar

5.

Greedflation from Causal Paths between Profits and Inflation

Number of pages: 22 Posted: 27 Jun 2022
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 930 (47,138)

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Corporate greed, inflation, kernel causality, stochastic dominance, kernel regression, nonparametrics

6.

Divest Investment Banking from Financial Institutions

IEEP, Fordham U., Economics Working Paper No. 02-01
Number of pages: 6 Posted: 23 Aug 2002
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 839 (54,232)
Citation 1

Abstract:

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banking, Enron, fraud

7.

CEO Tenure, Board Composition and Regulation

Number of pages: 32 Posted: 11 Dec 1998
Rick Geddes and Hrishikesh D. Vinod
Cornell University - Department of Policy Analysis & Management (PAM) and Fordham University - Department of Economics
Downloads 828 (55,261)
Citation 5

Abstract:

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8.

Maximum Entropy Bootstrap Algorithm Enhancements

Number of pages: 15 Posted: 26 Jun 2013
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 747 (63,708)
Citation 6

Abstract:

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maximum entropy, block bootstrap, variance, symmetry, R software

9.

Financial Reform, Innovative Hedging and the Volcker Rule

Number of pages: 9 Posted: 28 Apr 2010 Last Revised: 12 May 2010
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 532 (97,551)

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Enron, Goldman Sachs, Conflicts of Interest, Divestiture

10.

GMM and OLS Estimation and Inference for New Keynesian Phillips Curve

Number of pages: 29 Posted: 07 Mar 2010 Last Revised: 15 Jul 2010
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 457 (117,200)

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bootstrap, simulation, convergence, inflation inertia, sticky prices

11.

Theil's BLUS Residuals and R Tools for Testing and Removing Autocorrelation and Heteroscedasticity

Number of pages: 9 Posted: 23 Mar 2014
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 386 (142,409)

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Serially correlated errors, scalar covariance, regression

12.

A Novel Solution to Biased Data in COVID-19 Incidence Studies

Number of pages: 28 Posted: 07 Jul 2020
Hrishikesh D. Vinod and Katherine Theiss
Fordham University - Department of Economics and Fordham University, Fordham University
Downloads 375 (147,186)
Citation 1

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Inverse Mills Ratio, Selection Models, Poisson probit model, outcome equation

13.

Extraordinary Causes and Responses to the 2022 Inflation

Number of pages: 7 Posted: 21 Jun 2022
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 360 (153,938)

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recession, bear market, wage-price control, fiscal policy, monetary policy, causality, profiteering

14.

Unemployment Reduction Prowess under Bush versus Obama Years

Number of pages: 24 Posted: 20 Sep 2012 Last Revised: 25 Sep 2012
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 299 (187,779)
Citation 1

Abstract:

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Unemployment, Vacnacies, Bush, Obama, Elasticities, Friction, R software

15.

Clustering and Curve Fitting by Line Segments

Number of pages: 29 Posted: 31 Oct 2016 Last Revised: 15 Aug 2017
Hrishikesh D. Vinod and Fred Viole
Fordham University - Department of Economics and OVVO Financial Systems
Downloads 278 (202,453)
Citation 2

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Nonparametric regression, smoothing, iris data, polynomial approximation

16.

Generalized Correlation and Kernel Causality with Applications in Development Economics

Number of pages: 36 Posted: 07 Nov 2013 Last Revised: 04 Jan 2015
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 264 (213,219)
Citation 5

Abstract:

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bootstrap, poverty reduction, foreign aid, entrepreneurship

17.

Improving the Status of Indian Women: Recent Wrong-Headed Policies

Number of pages: 10 Posted: 09 Aug 2007
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 250 (225,059)

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overpopulation, legislation, dowry, law of demand

18.

Devil is in the Details of Paulson's Rescue Plan

Number of pages: 5 Posted: 24 Sep 2008
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 227 (247,194)

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Compensation Limits, Asset Price Ceiling, Conflict of Interest

19.

Maximum Entropy Bootstrap Simulations for Variance Estimation

Number of pages: 18 Posted: 19 Jul 2013
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 225 (249,256)
Citation 1

Abstract:

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auto-correlated errors, symmetrizing transform, moving block bootstrap, simulation, maximum entropy, variance estimation

20.

Constructing Scenarios of Time Heterogeneous Series for Stress Testing

Number of pages: 30 Posted: 19 Jan 2012
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 223 (251,361)
Citation 1

Abstract:

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21.

The Role of Data & Program Code Archives in the Future of Economic Research

FRB of St. Louis Working Paper No. 2005-014B
Number of pages: 21 Posted: 21 Dec 2019
Federal Reserve Bank of St. Louis - Research Division, New York University Stern School of Business, Drexel University - Department of Decision Sciences and Fordham University - Department of Economics
Downloads 220 (254,676)
Citation 5

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Data archives, replication, epistemology

22.

Professor C.R. Rao’s Contributions to Econometrics

Number of pages: 37 Posted: 12 Dec 2010 Last Revised: 01 Aug 2011
Krishna T. Kumar, Hrishikesh D. Vinod and Prof. Suresh Deman
Department of Statistics, George Washington University, and School of Management, George Mason University, Washington., Fordham University - Department of Economics and Centre for Economics & Finance
Downloads 207 (269,459)
Citation 1

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Linear Regression, Errors in Variables, Errors in Equation, Probabilistic Foundations of Econometrics, Rao Score, Cramer-Rao Bound, Rao-Blackwellization, Business Analytics, Rao’s Orthogonal Designs, Multicollinearity, Simultaneous Equations, System of Structural Equations

23.

Common Ground in Promotion of Entrepreneurship and Human Rights

Conference on Entrepreneurship and Human Rights at Fordham University, Lincoln Center Campus, New York, August 1-3, 2005
Number of pages: 18 Posted: 02 Aug 2005
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 201 (276,750)
Citation 1

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Good governance, Cost of capital, Corruption, Economic Growth, Economic Freedom, Left-Right, Multinationals

24.

Causal Paths and Exogeneity Tests in Generalcorr Package for Air Pollution and Monetary Policy

Number of pages: 39 Posted: 07 Jun 2017
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 194 (285,797)
Citation 1

Abstract:

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Kernel Regression, Stochastic Dominance, Bootstrap Inference, Econometrics

25.

Production Studies Imply Smart Regulation Can Create Prosperous Telecoms and Prevent Bubbles

Institute of Ethics and Economic Policy, Fordham University Econ Dept. Working Paper No. 02-02
Number of pages: 17 Posted: 24 Jan 2003
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 191 (289,897)

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Telecommunications, Regulation, Anti-trust, Accounting Scandals, FCC, Natural Monopoly, Internet

26.

Generalized Correlations and Kernel Causality Using R Package GeneralCorr

Number of pages: 38 Posted: 21 May 2016
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 179 (307,101)
Citation 4

Abstract:

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generalized measure of correlation, non-parametric regression, partial correlation, observational data, endogeneity

27.

New Solution to Time Series Inference in Spurious Regression Problems

Number of pages: 36 Posted: 07 Mar 2010 Last Revised: 28 Jun 2010
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 174 (314,921)
Citation 4

Abstract:

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bootstrap, simulation, confidence intervals

28.

Material Facts Obscured in Hansen's Modern Gauss-Markov Theorem

Number of pages: 4 Posted: 11 Mar 2022
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 160 (338,432)
Citation 1

Abstract:

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Regression, Nonlinear estimation, mathematical statistics, Cramer-Rao Bound, efficient estimation

29.

Arbitrary Spearman’s Rank Correlations in Maximum Entropy Bootstrap and Improved Monte Carlo Simulations

Number of pages: 16 Posted: 30 Jun 2020
Hrishikesh D. Vinod and Fred Viole
Fordham University - Department of Economics and OVVO Financial Systems
Downloads 156 (345,657)

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Dependent Data, Statistical Inference, Unit Root, Monte Carlo Simulations, Value at Risk

30.

Combining Multiple Criterion Systems for Improving Portfolio Performance

Fordham University Department of Economics Discussion Paper No. 2008-07
Number of pages: 18 Posted: 05 May 2008
Hrishikesh D. Vinod, D. F. Hsu and Y. Tian
Fordham University - Department of Economics, Fordham University - Department of Computer & Information Science and Fordham University - Department of Computer & Information Science
Downloads 145 (366,955)
Citation 4

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Rank-score function, combinatorial fusion, stock performance, return of equity

31.

Monetized Government Spending Instead of Elimination of Toxic Assets Can Solve Current Economic Problems

Number of pages: 9 Posted: 12 Mar 2009 Last Revised: 17 Mar 2009
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 144 (369,027)

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free fall, world economic problems, inflation, unemployment

32.

Heteroscedasticity and Autocorrelation Efficient (HAE) Estimation and Pivots for Jointly Evolving Series

Fordham University Department of Economics Discussion Paper No. 2008-15
Number of pages: 43 Posted: 19 Sep 2008
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 139 (379,363)

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regression, bootstrap, simulation, Fisher equation, Permanent income hypothesis

33.

Aligning National Interest with Trump's Business Interests: A Fair Solution to Potential Conflicts of Interest

Number of pages: 7 Posted: 07 Dec 2016
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 134 (390,353)

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Incentive Alignment, Donald Trump, Conflict of Interest

34.

Generalized Correlations and Instantaneous Causality for Data Pairs Benchmark

Fordham University Schools of Business Research Paper
Number of pages: 46 Posted: 08 Mar 2015
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 124 (414,417)

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Generalized measure of correlation, non-parametric regression, R software

35.

Updating United Nations to Maintain Upward Trajectory of American Power and Influence

Fordham University, Economics Department IEEP Working Paper No. 041803
Number of pages: 20 Posted: 14 Jul 2003
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 123 (416,873)
Citation 1

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Secular Democracy, Power Cycle, Good Governance, US Foreign Policy

36.

Avoiding Japan-Style Stagnation by Overcoming Bankers' DNA

Number of pages: 10 Posted: 25 Aug 2011 Last Revised: 23 Sep 2011
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 109 (456,148)

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Quantitative Easing, Inflation aversion, Liquidity trap, Zero interest

37.

Stochastic Dominance Without Tears

Number of pages: 37 Posted: 02 Feb 2021 Last Revised: 10 Mar 2021
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 101 (481,522)

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portfolio choice, poverty ranking, cumulative density, bootstrap, step-function

38.

New Exogeneity Tests & Causal Paths

Number of pages: 30 Posted: 11 Jul 2018
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 101 (481,522)
Citation 2

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Kernel Regression, stochastic dominance, statistical independence, recesion forecasting

39.

R Package GeneralCorr Functions for Portfolio Choice

Number of pages: 12 Posted: 15 Nov 2021
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 97 (494,673)

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stochastic dominance, portfolio weights, decile dominance, moment dominance, finance

40.

Adjusted Bias-free Forecasts of Covid-19 Deaths for July 13 and July 20

Number of pages: 12 Posted: 23 Jul 2020
Hrishikesh D. Vinod and Katherine Theiss
Fordham University - Department of Economics and Fordham University, Fordham University
Downloads 91 (515,236)
Citation 1

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sample selection bias, autoregression, distribute lags, Poisson regression, maximum entropy bootstrap

41.

Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions

Number of pages: 14 Posted: 15 Oct 2020 Last Revised: 25 Jan 2021
Hrishikesh D. Vinod and Fred Viole
Fordham University - Department of Economics and OVVO Financial Systems
Downloads 82 (549,222)

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multivariate regression, partial derivatives, finite difference

42.

If Deficits are Not the Culprit, What Determines Indian Interest Rates? An Evaluation Using the Maximum Entropy Bootstrap Method

Levy Economics Institute, Working Papers Series
Number of pages: 32 Posted: 16 Jul 2014
Hrishikesh D. Vinod, Lekha Chakraborty and Honey Karun
Fordham University - Department of Economics, Bard College - The Levy Economics Institute and National Institute of Public Finance and Policy
Downloads 80 (557,414)
Citation 7

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Bootstrapping, Fiscal Deficit, Interest Rates, Maximum Entropy, Term Structure

43.

Consumer Debt is 130% of Income: Avoiding Budget Constraint Orthodoxy

Fordham University Department of Economics Discussion Paper No. 2008-13
Number of pages: 22 Posted: 18 Sep 2008
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 73 (587,186)

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Stochastic dynamic optimum, Target seeking, VAR, Wiener-Hopf Optimization, Causality Testing, Habit

44.

Nonlinear Granger Causal Paths, Dependence Measures and Canonical Correlations

Number of pages: 14 Posted: 09 Dec 2020
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 71 (596,338)

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generalized measure of correlation, non-parametric regression, observational data, endogeneity

45.

How John Bolton Can Reshape the Un to Promote Freedom

Working Paper No. 2005-318
Number of pages: 10 Posted: 17 Apr 2005
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 61 (645,101)

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United Nations, Political Equilibrium, GDP, Good governance index

46.

Block Versions of R functions in 'generalCorr' for Generalized Correlations and Causal Paths

Number of pages: 8 Posted: 11 Nov 2019
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 51 (701,259)

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generalized measure of correlation, non-parametric regression, partial correlation, observational data, endogeneity

47.

Bias-free Forecast-driven Guidelines for Opening Pandemic-ravaged Economies

Number of pages: 13 Posted: 28 Jul 2020 Last Revised: 30 Jul 2020
Hrishikesh D. Vinod and Katherine Theiss
Fordham University - Department of Economics and Fordham University, Fordham University
Downloads 49 (713,852)
Citation 1

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selection bias, inverse Mills ratio, forecasting new deaths

48.

Regression Effect-Sizes for Practical Significance and p-hacking Solution

Number of pages: 19 Posted: 26 Sep 2022
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 48 (720,127)

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T-test, generalized partial correlation, random forest, Shapley Values, simulation

49.

Bias-corrected State-by-state Forecasts of COVID-19 Deaths

Number of pages: 37 Posted: 10 Jul 2020
Hrishikesh D. Vinod and Katherine Theiss
Fordham University - Department of Economics and Fordham University, Fordham University
Downloads 48 (720,127)

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virus infections, selection bias, generalized linear models, inverse Mills ratio, time series forecasting, bottstrap

50.

Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions: Supplemental Materials

Number of pages: 21 Posted: 16 Oct 2020 Last Revised: 25 Jan 2021
Hrishikesh D. Vinod and Fred Viole
Fordham University - Department of Economics and OVVO Financial Systems
Downloads 46 (732,932)

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R, simulation, partial derivative estimation

51.

Unemployment Misery Reduction Prowess under Post-War Presidents

Number of pages: 37 Posted: 17 Oct 2012
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 41 (767,194)

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unemployment, help wanted index, misery index, postwar presidents

52.

Pandemic-proofing Out-of-sample Portfolio Evaluations

Number of pages: 6 Posted: 23 Aug 2023
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 37 (796,419)
Citation 2

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Ranking stocks, zero-cost arbitrage, unbiased comparisons, stock-picking

53.

Can Low Payroll Growth Cause Low Productivity Growth?

Number of pages: 27 Posted: 10 Aug 2017
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 37 (796,419)

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Economic growth, Productivity slowdown, wage stagnation, causality, Macroeconomics, Labor-saving innovation

54.

Causality Estimation in Panel Data

Number of pages: 13 Posted: 06 Nov 2023
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 36 (804,098)

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Granger Causality, statistical tests, Longitudinal data

55.

R package PracticalSigni Supplements Statistical Significance: Example of Racism Distorting House Values

Number of pages: 21 Posted: 23 Feb 2023 Last Revised: 12 Apr 2023
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 34 (819,769)

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t-test, p-hacking, machine learning, Shapley Value, generalized partial correlations, numerical partials

56.

New Pandemic Death Forecasts by State

Number of pages: 10 Posted: 12 Aug 2020
Hrishikesh D. Vinod and Katherine Theiss
Fordham University - Department of Economics and Fordham University, Fordham University
Downloads 34 (819,769)

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COVID-19, infections, selection bias, confidence intervals

57.

Taraldsen’s Exact Correlation P-Values

Number of pages: 14 Posted: 22 Dec 2023
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 11 (1,034,226)

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Sampling distribution, generalized correlation, arbitrary null hypothesis

58.

Nonparametric Regression Using Clusters

Comput Econ (2017). doi:10.1007/s10614-017-9713-5
Posted: 16 Oct 2016 Last Revised: 21 Jun 2017
Hrishikesh D. Vinod and Fred Viole
Fordham University - Department of Economics and OVVO Financial Systems

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curve fitting, derivative estimation, partitioning without smoothing, sufficiency, perfect fit, simulation

59.

Should Asians Demand Both Entrepreneurship and Human Rights?

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Posted: 09 Nov 2009
Hrishikesh D. Vinod
Fordham University - Department of Economics

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Human rights, Corruption in government, Advocacy, Ethics, Political participation, Government, Economic development

60.

Hands-On Intermediate Econometrics Using R: Templates for Extending Dozens of Practical Examples (with CD-ROM)

Hrishikesh Vinod, HANDS-ON INTERMEDIATE ECONOMETRICS USING R: TEMPLATES FOR EXTENDING DOZENS OF PRACTICAL EXAMPLES, World Scientific Publishing Co., October 2008
Posted: 11 Sep 2009
Hrishikesh D. Vinod
Fordham University - Department of Economics

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Cointegration, VARMA, Econometrics, Finance, Risk Analysis, Time Series, R Software, Multivariate Statistics, Nonlinear Simultaneous Equation Models, Longitudinal Data