Hrishikesh D. Vinod

Fordham University - Department of Economics

Dealy Hall

Bronx, NY 10458

United States

SCHOLARLY PAPERS

56

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14,070

SSRN CITATIONS
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Top 21,881

in Total Papers Citations

20

CROSSREF CITATIONS

25

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

Scholarly Papers (56)

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 2,060 (11,420)
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 1,124 (28,630)
Citation 3

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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 1,057 (31,240)
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 955 (36,086)
Citation 2

Abstract:

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Mutual fund ratings, estimation risk, Morningstar

5.

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 822 (44,404)
Citation 1

Abstract:

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banking, Enron, fraud

6.

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 806 (45,530)
Citation 5

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7.

Maximum Entropy Bootstrap Algorithm Enhancements

Number of pages: 15 Posted: 26 Jun 2013
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 670 (58,118)
Citation 6

Abstract:

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

8.

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 514 (81,247)

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Enron, Goldman Sachs, Conflicts of Interest, Divestiture

9.

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 360 (123,050)

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bootstrap, simulation, convergence, inflation inertia, sticky prices

10.

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 353 (125,697)
Citation 1

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

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 344 (129,341)

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Serially correlated errors, scalar covariance, regression

12.

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 279 (160,949)
Citation 1

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

13.

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 236 (189,984)

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overpopulation, legislation, dowry, law of demand

14.

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 235 (190,713)
Citation 5

Abstract:

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bootstrap, poverty reduction, foreign aid, entrepreneurship

15.

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 228 (196,313)

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

16.

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 217 (205,643)

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Compensation Limits, Asset Price Ceiling, Conflict of Interest

17.

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 216 (206,548)
Citation 2

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Nonparametric regression, smoothing, iris data, polynomial approximation

18.

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 210 (211,935)
Citation 1

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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 208 (213,863)
Citation 1

Abstract:

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

20.

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 198 (223,647)
Citation 5

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Data archives, replication, epistemology

21.

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 185 (237,395)
Citation 1

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

22.

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 180 (243,067)

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

23.

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 176 (247,798)
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

24.

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 170 (255,172)

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

25.

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 159 (269,925)
Citation 4

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

26.

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 158 (271,326)
Citation 4

Abstract:

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bootstrap, simulation, confidence intervals

27.

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 155 (275,531)
Citation 1

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Kernel Regression, Stochastic Dominance, Bootstrap Inference, Econometrics

28.

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 127 (321,951)

Abstract:

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free fall, world economic problems, inflation, unemployment

29.

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 125 (325,810)

Abstract:

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

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 125 (325,810)
Citation 4

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

31.

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 122 (331,542)

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

32.

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 118 (339,524)

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Incentive Alignment, Donald Trump, Conflict of Interest

33.

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 110 (356,573)
Citation 1

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

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 100 (380,120)

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

35.

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 97 (387,600)

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

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 93 (398,055)

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Quantitative Easing, Inflation aversion, Liquidity trap, Zero interest

37.

New Exogeneity Tests & Causal Paths

Number of pages: 30 Posted: 11 Jul 2018
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 82 (429,885)
Citation 2

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Kernel Regression, stochastic dominance, statistical independence, recesion forecasting

38.

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 80 (436,016)
Citation 1

Abstract:

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

39.

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 72 (462,479)

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

40.

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 64 (491,701)

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

41.

R Package GeneralCorr Functions for Portfolio Choice

Number of pages: 12 Posted: 15 Nov 2021
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 55 (528,472)

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

42.

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 54 (532,816)

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United Nations, Political Equilibrium, GDP, Good governance index

43.

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 52 (541,703)

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multivariate regression, partial derivatives, finite difference

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 48 (565,210)

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

45.

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 43 (585,593)
Citation 7

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

46.

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 39 (607,358)

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

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 36 (624,499)
Citation 1

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selection bias, inverse Mills ratio, forecasting new deaths

48.

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 30 (662,504)

Abstract:

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R, simulation, partial derivative estimation

49.

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 29 (669,465)

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unemployment, help wanted index, misery index, postwar presidents

50.

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 28 (676,495)

Abstract:

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

51.

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 27 (683,699)

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

52.

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 23 (714,452)

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COVID-19, infections, selection bias, confidence intervals

53.

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 16 (774,083)

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

54.

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

55.

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

56.

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