Kajal Lahiri

State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics

Professor

Department of Economics

1400 Washington Avenue

Albany, NY 12222

United States

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

SCHOLARLY PAPERS

44

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24

CROSSREF CITATIONS

110

Scholarly Papers (44)

1.

Early Warning System for Economic and Financial Risks in Kazakhstan

CESifo Working Paper Series No. 2832
Number of pages: 50 Posted: 28 Oct 2009
Asian Development Bank Institute, WHU - Otto Beisheim School of Management, affiliation not provided to SSRN, State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 370 (82,219)

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banking crisis, leading indicators, Kazakhstan

2.

Interest Rate Spreads as Predictors of German Inflation and Business Cycles

Number of pages: 38 Posted: 18 May 1999
Detelina Ivanova, Kajal Lahiri and Franz Seitz
SUNY at Albany, College of Arts and Sciences, Economics, State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Technical University of Applied Sciences Weiden
Downloads 260 (120,990)
Citation 1

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Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo

Number of pages: 71 Posted: 22 Jul 2002
Kajal Lahiri and Jian Gao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and SUNY at Albany, College of Arts and Sciences, Economics
Downloads 249 (126,011)
Citation 1

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Discrete Choice, Random utility maximization, MCMC, Mixing speed

Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo

Journal of Econometrics, Vol. 11, No. 1, Pp. 103-133, November 2002
Posted: 11 Oct 2002
Kajal Lahiri and Jian Gao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and SUNY at Albany, College of Arts and Sciences, Economics

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Discrete Choice, Random utility maximization, MCMC, Mixing speed

4.

Learning and Heterogeneity in GDP and Inflation Forecasts

Number of pages: 62 Posted: 12 Sep 2008
Kajal Lahiri and Xuguang Simon Sheng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and American University
Downloads 248 (127,100)
Citation 4

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Bayesian learning, GDP, Inflation targeting, Heterogeneity, Forecast Efficiency, Forecast disagreement, Forecast horizon

5.

Forecasting Binary Outcomes

Handbook of Economic Forecasting, Vol. 2, G. Elliott and A. Timmermann, eds., Forthcoming
Number of pages: 99 Posted: 02 Dec 2012
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Downloads 219 (143,641)

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Probability Prediction, Point Prediction, Skill, Value, Joint Distribution

Monthly Output Index for the U.S. Transportation Sector

Number of pages: 51 Posted: 11 Feb 2003
Kajal Lahiri, H.O. Stekler, w Yaw and Peg Young
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, George Washington University - Department of Economics, University of Arkansas at Little Rock and U.S. Department of Transportation
Downloads 210 (149,161)
Citation 1

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Transportation Sector, Freight and Passenger Movements, Growth Cycles, Business Cycles, Phase Average Trend, HP Filter, U.S. Economy

Monthly Output Index for the U.S. Transportation Sector

Journal of Transportation and Statistics, Vol. 6, No. 2, 2003
Posted: 13 May 2008
Kajal Lahiri, H.O. Stekler, Vincent Yao and Peg Young
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, George Washington University - Department of Economics, Georgia State University - J. Mack Robinson College of Business and U.S. Department of Transportation

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transportation output, Fisher Ideal Index,business cycles, growth cycles, freight transportation.

7.

An Econometric Rational-Expectations Macroeconomic Model for Developing Countries with Capital Controls

IMF Working Paper No. 90/11
Number of pages: 30 Posted: 15 Feb 2006
Nadeem Ul Haque, Kajal Lahiri and Peter J. Montiel
Pakistan Institute of Development Economics, State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Williams College - Department of Economics
Downloads 166 (184,883)

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8.

Evolution of Forecast Disagreement in a Bayesian Learning Model

Number of pages: 49 Posted: 01 Aug 2007
Kajal Lahiri and Xuguang Simon Sheng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and American University
Downloads 156 (194,903)
Citation 1

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Forecast Disagreement, Forecast Horizon, Forecast Efficiency, Consensus Forecast, Differential Interpretation, Public Information, Bayesian Learning, Panel Data

9.

A Model of Social Security Disability Insurance Using Matched SIPP/Administrative Data

Number of pages: 74 Posted: 25 May 2008
Kajal Lahiri, Jae Song and Bernard Wixon
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, U.S. Social Security Administration and U.S. Social Security Administration
Downloads 151 (200,215)
Citation 2

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Disability behavior, SIPP, Social Security

10.

Income-Related Health Disparity and its Determinants in New York State: Racial/Ethnic and Geographical Comparisons

TOWARD EQUITY IN HEALTH: A NEW GLOBAL APPROACH TO HEALTH DISPARITIES, Barbara C. Wallace, Ph.D., ed., Springer Publications, Forthcoming
Number of pages: 52 Posted: 12 Aug 2007
Kajal Lahiri and Zulkarnain Pulungan
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and State University of New York - Economics
Downloads 123 (235,695)

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BRFSS data, Self-assessed health, Ordered Probit, Income related health inequality, Concentration index, Concentration curve, Decomposition analysis

11.

Nowcasting US GDP: The Role of ISM Business Surveys

International Journal of Forecasting, Forthcoming
Number of pages: 33 Posted: 30 May 2012
Kajal Lahiri and George Monokroussos
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Joint Research Centre, Italy
Downloads 117 (244,578)

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Forecasting, ISM, PMI, NMI, factor models, Kalman filter, Real time data

12.

An Empirical Analysis of Medicare-Eligible Veterans' Demand for Outpatient Health Care Services

Number of pages: 51 Posted: 12 Jun 2002
Kajal Lahiri and Guibo Xing
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and SUNY at Albany, College of Arts and Sciences, Economics
Downloads 108 (258,874)

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13.

Measuring Forecast Uncertainty by Disagreement: The Missing Link

Journal of Applied Econometrics, Forthcoming
Number of pages: 45 Posted: 02 Nov 2008 Last Revised: 12 Nov 2008
Kajal Lahiri and Xuguang Simon Sheng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and American University
Downloads 105 (263,998)
Citation 8

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Unanticipated aggregate shocks, Forecast disagreement, Forecast horizon, Forecast uncertainty, Density forecast, Panel data

14.

Machine Learning and Forecast Combination in Incomplete Panels

Number of pages: 55 Posted: 05 Dec 2013
Kajal Lahiri, Huaming Peng and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York (SUNY) at Albany - Department of Economics and Towson University - Department of Economics
Downloads 89 (294,295)
Citation 3

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On-line learning, Recursive algorithms, Unbalanced panel, SPF forecasts

15.

The Dynamics of Income-Related Health Inequality Among US Children

CESifo Working Paper Series No. 3572
Number of pages: 13 Posted: 15 Sep 2011
Pinka Chatterji, Kajal Lahiri and Jingya Song
National Bureau of Economic Research (NBER), State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and affiliation not provided to SSRN
Downloads 83 (307,331)
Citation 2

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inequality, child health, income-related health inequality, income-related health mobility, health inequality

16.

Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators

CESifo Working Paper Series No. 4260
Number of pages: 54 Posted: 12 Jun 2013
Souvik Banerjee, Pinka Chatterji and Kajal Lahiri
State University of New York (SUNY) - Department of Economics, National Bureau of Economic Research (NBER) and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 82 (309,621)

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mental illness, labor market outcomes, depression, employment

17.

Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity

CESifo Working Paper Series No. 5468
Number of pages: 53 Posted: 14 Aug 2015
Kajal Lahiri, Huaming Peng and Xuguang Simon Sheng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York (SUNY) at Albany - Department of Economics and American University
Downloads 79 (316,501)

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forecast combination, forecast uncertainty, model averaging, panel data

18.

Quantifying Survey Expectations: A Critical Review and Generalization of the Carlson-Parkin Method

Number of pages: 33 Posted: 27 Nov 2013
Kajal Lahiri and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Towson University - Department of Economics
Downloads 67 (347,173)
Citation 1

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HOPIT model, household survey data, quantification, inflation expectation

19.

Econometric Issues in Modeling Returns and Managerial Efficiency in the Hedge Fund Industry

Presented at the Special Issue of Managerial and Decision Economics conference “Effects of Alternative Investments on Entrepreneurship, Innovation, and Growth” conference, October 29, 2012, SUNY Global Center, NYC
Number of pages: 24 Posted: 29 Jun 2012
Kajal Lahiri, Hany A. Shawky and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York at Albany - School of Business and Center for Institutional Investment Management and Towson University - Department of Economics
Downloads 67 (347,173)
Citation 1

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20.

Determinants of Consumer Sentiment Over Business Cycles: Evidence from the U.S. Surveys of Consumers

Number of pages: 38 Posted: 23 Jul 2016
Kajal Lahiri and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Towson University - Department of Economics
Downloads 61 (364,346)

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Consumer confidence, Cross-sectional heterogeneity, Asymmetry, News, Recessions

21.

Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS)

CESifo Working Paper Series No. 5832
Number of pages: 39 Posted: 22 Apr 2016
Pinka Chatterji, Heesoo Joo and Kajal Lahiri
National Bureau of Economic Research (NBER), State University of New York at Albany - Department of Economics and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 55 (383,053)

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hazard model, panel data, elderly health, undiagnosed diabetes, gender differential

The Yield Spread Puzzle and the Information Content of SPF Forecasts

Economics Letters, Forthcoming
Number of pages: 6 Posted: 05 Nov 2012
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 29 (499,550)

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Probability forecasts, Yield spread, Real-time data

The Yield Spread Puzzle and the Information Content of SPF Forecasts

CESifo Working Paper Series No. 3949
Number of pages: 8 Posted: 04 Oct 2012
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 23 (536,070)

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probability forecasts, yield spread, real-time data

23.

Confidence Bands for ROC Curves with Serially Dependent Data

Forthcoming in Journal of Business & Economic Statistics
Number of pages: 46 Posted: 10 Jul 2015
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Downloads 46 (413,755)

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Receiver operating characteristic curve, AUC, Binormal model, Quasi-maximum likelihood, Serial correlation, Survey of Professional Forecasters, Robustness to skewness and excess kurtosis

24.

Birthweight and Academic Achievement in Childhood

CESifo Working Paper Series No. 4786
Number of pages: 44 Posted: 03 Jun 2014
Pinka Chatterji, Dohyung Kim and Kajal Lahiri
National Bureau of Economic Research (NBER), State University of New York (SUNY) - Department of Economics and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 46 (413,755)
Citation 1

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birthweight, academic achievement, hierarchical panel data, nested error component 2SLS, mother fixed effects, racial disparity, mother’s education, PSID-CDS

25.

Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease Among Diabetics

CESifo Working Paper Series No. 3448
Number of pages: 22 Posted: 18 May 2011
Pinka Chatterji, Heesoo Joo and Kajal Lahiri
National Bureau of Economic Research (NBER), affiliation not provided to SSRN and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 44 (421,243)

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cardiovascular (CFD) risk factors, diabetes, health disparity, NHANES

26.

Forecasting Consumption: The Role of Consumer Confidence in Real Time with Many Predictors

Journal of Applied Econometrics, 2015
Number of pages: 32 Posted: 17 Jul 2015
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 43 (425,046)

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Forecasting, Consumption, Consumer Sentiment, Factor Models, Kalman Filter, Real-Time Data, Fluctuation test

27.

A Non-Linear Forecast Combination Procedure for Binary Outcomes

CESifo Working Paper Series No. 5175
Number of pages: 40 Posted: 04 Feb 2015
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Downloads 43 (425,046)

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receiver operating characteristic curve, Copula, Bayesian methods, Markov chain Monte Carlo, yield spread, ISM diffusion index

28.

Should Transportation Output Be Included as Part of the Coincident Indicators System?

CESifo Working Paper Series No. 3477
Number of pages: 44 Posted: 06 Jun 2011
Kajal Lahiri and Vincent Yao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Georgia State University - J. Mack Robinson College of Business
Downloads 43 (425,046)

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transportation services index (TSI), business cycles, coincident indicators

29.

On-Line Learning and Forecast Combination in Unbalanced Panels

Econometric Reviews, Forthcoming
Number of pages: 53 Posted: 29 Jan 2015
Kajal Lahiri, Huaming Peng and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York (SUNY) at Albany - Department of Economics and Towson University - Department of Economics
Downloads 41 (432,743)

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On-line learning, Recursive algorithms, Unbalanced panel, SPF forecasts

30.

Examining the Education Gradient in Chronic Illness

CESifo Working Paper Series No. 3892
Number of pages: 29 Posted: 22 Aug 2012
Pinka Chatterji, Heesoo Joo and Kajal Lahiri
National Bureau of Economic Research (NBER), State University of New York at Albany - Department of Economics and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 38 (445,214)

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31.

Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation

CESifo Working Paper Series No. 5290
Number of pages: 18 Posted: 14 Apr 2015
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Downloads 32 (471,479)

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probability forecasts, serial correlation, Brier score, Brier skill score, survey of professional forecasters

32.

Identifying the Mechanisms for Workplace Burden of Psychiatric Illness

Medical Care, 2013, Forthcoming
Number of pages: 28 Posted: 24 Sep 2013
Souvik Banerjee, Pinka Chatterji and Kajal Lahiri
State University of New York (SUNY) - Department of Economics, National Bureau of Economic Research (NBER) and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 23 (519,319)

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mental disorders, depression, labor market, absenteeism, unemployment

33.

Fetal Growth and Neurobehavioral Outcomes in Childhood

CESifo Working Paper Series No. 4998
Number of pages: 41 Posted: 10 Oct 2014
Pinka Chatterji, Dohyung Kim and Kajal Lahiri
National Bureau of Economic Research (NBER), State University of New York (SUNY) - Department of Economics and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 19 (543,273)

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low birth weight, fetal growth, neurobehavioral outcomes, developmental disabilities, Behavior Problems Index (BPI)

34.

Testing the Value of Probability Forecasts for Calibrated Combining

Number of pages: 45 Posted: 27 Nov 2013
Kajal Lahiri, Huaming Peng and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York (SUNY) at Albany - Department of Economics and Towson University - Department of Economics
Downloads 18 (549,323)

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35.

Inflation Expectations in India: Learning From Household Tendency Surveys

Number of pages: 40 Posted: 09 Sep 2018
Abhiman Das, Kajal Lahiri and Yongchen Zhao
Indian Institute of Management Ahmedabad, State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Towson University - Department of Economics
Downloads 17 (555,440)

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Hierarchical Ordered Probit Model, Quantification, Tendency Survey, Disagreement, Indian Inflation

36.

Estimating Macroeconomic Uncertainty and Discord Using Info-Metrics

CESifo Working Paper No. 7674
Number of pages: 55 Posted: 25 Jul 2019
Kajal Lahiri and Wuwei Wang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Southwestern University of Finance and Economics (SWUFE)
Downloads 14 (573,917)

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density forecasts, uncertainty, disagreement, entropy measures, Jensen-Shannon information, Survey of Professional Forecasters

37.

Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases

NBER Working Paper No. w16578
Number of pages: 52 Posted: 06 Dec 2010 Last Revised: 14 Dec 2010
Pinka Chatterji, Heesoo Joo and Kajal Lahiri
National Bureau of Economic Research (NBER), affiliation not provided to SSRN and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 13 (580,260)

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38.

International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts

Number of pages: 45 Posted: 29 Oct 2018
Kajal Lahiri and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Towson University - Department of Economics
Downloads 12 (586,863)
Citation 1

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GDP Growth, Business Cycle Connectedness, Transmission of Shocks, Common International Shocks, Panel VAR Model, Blue Chip Surveys

39.

The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends

CESifo Working Paper Series No. 6313
Number of pages: 22 Posted: 21 Feb 2017
Kajal Lahiri, Zhongwen Liang and Huaming Peng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, University at Albany (SUNY) and State University of New York (SUNY) at Albany - Department of Economics
Downloads 12 (586,863)

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panel data, unit root test, individual heterogeneity

40.

Determinants of Smoking Cessation: A Panel Data Analysis Using HRS

Number of pages: 33 Posted: 09 Dec 2019
Kajal Lahiri and Xian Li
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and affiliation not provided to SSRN
Downloads 10 (599,821)

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Smoking cessation, Health shocks, Hurdle model, Correlated random effects, Selfselection

41.

Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health

Number of pages: 39 Posted: 09 Dec 2019
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Downloads 4 (640,331)

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Control function, Panel data, Endogeneity, Ordered response, Income gradient, Child health

42.

Evaluating Probability Forecasts for GDP Declines Using Alternative Methodologies

International Journal of Forecasting, Forthcoming
Posted: 12 Jul 2012
Kajal Lahiri and Jiazhuo George Wang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and affiliation not provided to SSRN

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Binary prediction, Rare events, Survey of Professional Forecasters, Subjective probability, Calibration, Resolution, Skill score, Relative Operating Characteristics, Odds ratio, Recession

43.

Economic Indicators for the US Transportation Sector

Transportation Research A: Policy and Practice, Vol. 40, No. 10, 2006
Posted: 13 May 2008
Kajal Lahiri and Vincent Yao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Georgia State University - J. Mack Robinson College of Business

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Transportation, Business cycles, Leading indicators, Index of concordance, Dynamic factor models

44.

When Should We Care About Consumer Sentiment? Evidence from Linear and Markov-Switching Models

Indian Economic Review, Vol. 36, No. 1, January-June 2001
Posted: 13 Jan 2003
Detelina Ivanova and Kajal Lahiri
SUNY at Albany, College of Arts and Sciences, Economics and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics

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Consumption, Volatility, Markov-Switch VAR model, Michigan Survey, Consumer Confidence