Kajal Lahiri

State University of New York (SUNY) at Albany

Professor

Department of Economics

1400 Washington Avenue

Albany, NY 12222

United States

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

SCHOLARLY PAPERS

51

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76

CROSSREF CITATIONS

112

Scholarly Papers (51)

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 BankAsian Development Bank Institute, Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO), affiliation not provided to SSRN, State University of New York (SUNY) at Albany, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 389 (109,238)

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banking crisis, leading indicators, Kazakhstan

2.

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, Liu Yang and Liu Yang
State University of New York (SUNY) at Albany and Nanjing University - School of BusinessState University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 270 (161,273)
Citation 2

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

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 and SUNY at Albany, College of Arts and Sciences, Economics
Downloads 264 (164,213)
Citation 3

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Discrete Choice, Random utility maximization, MCMC, Mixing speed

Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo

Posted: 11 Oct 2002
Kajal Lahiri and Jian Gao
State University of New York (SUNY) at Albany and SUNY at Albany, College of Arts and Sciences, Economics

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Discrete Choice, Random utility maximization, MCMC, Mixing speed

4.

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 and Technical University of Applied Sciences Weiden
Downloads 264 (164,869)
Citation 2

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5.

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 and American University
Downloads 259 (168,020)
Citation 4

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

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, George Washington University - Department of Economics, University of Arkansas at Little Rock and U.S. Department of Transportation
Downloads 245 (176,706)
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, 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 and Williams College - Department of Economics
Downloads 177 (238,841)

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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 and American University
Downloads 164 (254,600)
Citation 6

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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, U.S. Social Security Administration and U.S. Social Security Administration
Downloads 163 (255,978)
Citation 3

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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 and State University of New York - Economics
Downloads 142 (286,097)

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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 and Joint Research Centre, Italy
Downloads 141 (287,700)
Citation 6

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

12.

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 and American University
Downloads 126 (315,348)
Citation 20

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

13.

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 and SUNY at Albany, College of Arts and Sciences, Economics
Downloads 114 (336,797)

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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, Rensselaer Polytechnic Institute (RPI) and American University
Downloads 90 (396,520)
Citation 2

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forecast combination, forecast uncertainty, model averaging, panel data

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

CESifo Working Paper No. 8810
Number of pages: 78 Posted: 14 Jan 2021
Kajal Lahiri, Huaming Peng and Xuguang Sheng
State University of New York (SUNY) at Albany, Rensselaer Polytechnic Institute (RPI) and American University
Downloads 21 (728,386)

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15.

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, Rensselaer Polytechnic Institute (RPI) and Towson University - Department of Economics
Downloads 110 (345,130)
Citation 3

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

16.

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 and affiliation not provided to SSRN
Downloads 96 (377,440)
Citation 2

Abstract:

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

17.

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 and Towson University - Department of Economics
Downloads 94 (382,500)
Citation 3

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

18.

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
Downloads 94 (382,500)
Citation 3

Abstract:

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mental illness, labor market outcomes, depression, employment

19.

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 and Towson University - Department of Economics
Downloads 79 (424,713)
Citation 4

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HOPIT model, household survey data, quantification, inflation expectation

20.

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, State University of New York at Albany - School of Business and Center for Institutional Investment Management and Towson University - Department of Economics
Downloads 69 (457,280)
Citation 1

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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
Downloads 66 (467,849)

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

22.

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, Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 64 (475,177)
Citation 1

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

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, Liu Yang and Liu Yang
State University of New York (SUNY) at Albany and Nanjing University - School of BusinessState University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 58 (498,445)

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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
Downloads 58 (498,445)
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

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, Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 31 (649,954)

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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, Joint Research Centre, Italy and Towson University - Department of Economics
Downloads 27 (678,980)

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probability forecasts, yield spread, real-time data

26.

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
Downloads 55 (510,682)

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

27.

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 and Georgia State University - J. Mack Robinson College of Business
Downloads 54 (514,908)
Citation 1

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

28.

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, Liu Yang and Liu Yang
State University of New York (SUNY) at Albany and Nanjing University - School of BusinessState University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 47 (546,331)

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

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, Rensselaer Polytechnic Institute (RPI) and Towson University - Department of Economics
Downloads 46 (551,169)
Citation 2

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

30.

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 and Southwestern University of Finance and Economics (SWUFE)
Downloads 39 (586,747)

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

31.

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
Downloads 39 (586,747)

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32.

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, Liu Yang and Liu Yang
State University of New York (SUNY) at Albany and Nanjing University - School of BusinessState University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 38 (592,127)

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

33.

Are Some Forecasters Really Better Than Others? A Note

Number of pages: 19 Posted: 17 Jan 2022
Ulrich Hounyo and Kajal Lahiri
University at Albany, SUNY and State University of New York (SUNY) at Albany
Downloads 32 (627,066)

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Wild bootstrap, Cross-sectional dependence, Serial correlation, Forecasting, Unbalanced panel, SPF.

34.

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, Liu Yang and Liu Yang
State University of New York (SUNY) at Albany and Nanjing University - School of BusinessState University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Downloads 32 (627,066)

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

35.

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 and affiliation not provided to SSRN
Downloads 32 (627,066)

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

36.

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 and Towson University - Department of Economics
Downloads 31 (633,530)

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

37.

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
Downloads 27 (660,317)

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mental disorders, depression, labor market, absenteeism, unemployment

38.

Getting the ROC into Sync

Number of pages: 33 Posted: 14 Jan 2022
Liu Yang, Liu Yang, Kajal Lahiri and Adrian Pagan
Nanjing University - School of BusinessState University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York (SUNY) at Albany and University of Sydney
Downloads 25 (675,004)

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Receiver operating characteristic curve, Synchronization, Correlation, Economic recession, Serial dependence.

39.

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
Downloads 23 (690,277)

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

40.

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, Rensselaer Polytechnic Institute (RPI) and Towson University - Department of Economics
Downloads 22 (698,221)
Citation 1

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41.

American HALE at Midlife: An Analysis Based on HRS

Number of pages: 47 Posted: 04 Mar 2022
Jihye Kim and Kajal Lahiri
University at Albany: SUNY and State University of New York (SUNY) at Albany
Downloads 20 (714,033)

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Health-adjusted life expectancy, Health and Retirement Study, Education, Race.

42.

Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of COVID-19: The Case of New York

CESifo Working Paper No. 9365
Number of pages: 49 Posted: 28 Oct 2021
Kajal Lahiri and Cheng Yang
State University of New York (SUNY) at Albany and Liaoning University
Downloads 20 (714,033)

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revenue forecasting, machine learning, real time forecasting, mixed frequency, fiscal policy

43.

Inefficiency in Social Security Trust Funds Forecasts

CESifo Working Paper No. 9415
Number of pages: 12 Posted: 23 Nov 2021
Kajal Lahiri, Junyan Zhang and Yongchen Zhao
State University of New York (SUNY) at Albany, University at Albany (SUNY) and Towson University
Downloads 19 (722,195)

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social security trust funds, long-range solvency forecasts, Nordhaus test, forecast efficiency, fixed-event forecast revisions

44.

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 and Towson University - Department of Economics
Downloads 18 (730,427)
Citation 2

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

45.

Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach

Journal of Econometrics Available online 11 October 2021 In Press https://doi.org/10.1016/j.jeconom.2021.09.011
Number of pages: 45 Posted: 17 Jan 2022
Ulrich Hounyo and Kajal Lahiri
University at Albany, SUNY and State University of New York (SUNY) at Albany
Downloads 15 (756,661)

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Bootstrap, Local asymptotic theory, Model average estimators, Wild bootstrap, Variance of consensus forecast.

46.

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: 20 Apr 2022
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
Downloads 15 (756,661)

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47.

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, University at Albany (SUNY) and Rensselaer Polytechnic Institute (RPI)
Downloads 14 (765,939)

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panel data, unit root test, individual heterogeneity

48.

The Nordhaus Test with Many Zeros

CESifo Working Paper No. 8350
Number of pages: 12 Posted: 10 Jun 2020
Kajal Lahiri and Yongchen Zhao
State University of New York (SUNY) at Albany and Towson University - Department of Economics
Downloads 13 (775,451)

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49.

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 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

50.

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 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

51.

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

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