Kajal Lahiri
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View article: Heterogeneous Expectations among Professional Forecasters
Heterogeneous Expectations among Professional Forecasters Open
View article: Hot Prices, Cold Comfort: How Inflation Surges Shape Household Expectations in India
Hot Prices, Cold Comfort: How Inflation Surges Shape Household Expectations in India Open
View article: A tale of two recession-derivative indicators
A tale of two recession-derivative indicators Open
View article: ROC and PRC Approaches to Evaluate Recession Forecasts
ROC and PRC Approaches to Evaluate Recession Forecasts Open
View article: Getting the ROC into Sync
Getting the ROC into Sync Open
Judging the conformity of binary events in macroeconomics and finance has often been done with indices that measure synchronization. In recent years, the use of Receiver Operating Characteristic (ROC) curve has become popular for this task…
View article: Coping with Health Shocks Without Health Insurance
Coping with Health Shocks Without Health Insurance Open
View article: Heterogeneous Expectations among Professional Forecasters
Heterogeneous Expectations among Professional Forecasters Open
View article: Heterogeneous Expectations among Professional Forecasters
Heterogeneous Expectations among Professional Forecasters Open
View article: ROC approach to forecasting recessions using daily yield spreads
ROC approach to forecasting recessions using daily yield spreads Open
View article: Seasonality in U.S. Disability Applications, Labor Market and the Pandemic Echoes
Seasonality in U.S. Disability Applications, Labor Market and the Pandemic Echoes Open
View article: Getting the ROC into Sync
Getting the ROC into Sync Open
View article: Are Some Forecasters Really Better Than Others? A Note
Are Some Forecasters Really Better Than Others? A Note Open
View article: American HALE at Midlife: An Analysis Based on HRS
American HALE at Midlife: An Analysis Based on HRS Open
View article: Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis Open
Following recent econometric developments, we use self-assessed general health on a Likert scale conditioned by several objective determinants to measure health disparity between non-Hispanic Whites and minority groups in the United States…
View article: Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of COVID-19: The Case of New York
Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of COVID-19: The Case of New York Open
View article: Inefficiency in Social Security Trust Funds Forecasts
Inefficiency in Social Security Trust Funds Forecasts Open
View article: The Nordhaus test with many zeros
The Nordhaus test with many zeros Open
We reformulate the Nordhaus test as a friction model where the large number of zero revisions are treated as censored, i.e., unknown values inside a small region of “imperceptibility.” Using Blue Chip individual forecasts of U.S. real GDP …
View article: Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity Open
View article: The Nordhaus Test with Many Zeros
The Nordhaus Test with Many Zeros Open
View article: A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments
A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments Open
We compare the finite sample performance of a number of Bayesian and classical procedures for limited information simultaneous equations models with weak instruments by a Monte Carlo study. We consider Bayesian approaches developed by Chao…
View article: Determinants of Smoking Cessation: A Panel Data Analysis Using HRS
Determinants of Smoking Cessation: A Panel Data Analysis Using HRS Open
View article: Estimating Macroeconomic Uncertainty and Discord Using Info-Metrics
Estimating Macroeconomic Uncertainty and Discord Using Info-Metrics Open
View article: Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health
Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health Open
View article: Confidence Bands for ROC Curves With Serially Dependent Data
Confidence Bands for ROC Curves With Serially Dependent Data Open
We propose serial correlation-robust asymptotic confidence bands for the receiver operating characteristic (ROC) curve and its functional, viz., the area under ROC curve (AUC), estimated by quasi-maximum likelihood in the binormal model. O…
View article: International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts
International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts Open
View article: Inflation Expectations in India: Learning From Household Tendency Surveys
Inflation Expectations in India: Learning From Household Tendency Surveys Open
View article: Confidence Bands for ROC Curves With Serially Dependent Data
Confidence Bands for ROC Curves With Serially Dependent Data Open
We propose serial correlation-robust asymptotic confidence bands for the receiver operating characteristic (ROC) curve and its functional, viz., the area under ROC curve (AUC), estimated by quasi-maximum likelihood in the binormal model. O…
View article: Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results
Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results Open
This is the book review of Silvia et al. (2014). Despite being extremely intuitive and erring on the side of being unassuming, "Business and Economic Forecasting: Analyzing and Interpreting Econometric Results" serves as an excellent and t…
View article: Business and Economic Forecasting: Analyzing and Interpreting Econometric Results
Business and Economic Forecasting: Analyzing and Interpreting Econometric Results Open
This is the book review of Silvia et al. (2014). Despite being extremely intuitive and erring on the side of being unassuming, "Business and Economic Forecasting: Analyzing and Interpreting Econometric Results" serves as an excellent and t…
View article: Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS)
Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS) Open