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Economics and Finance

D-Index
36
Citations
5390
World Ranking
2815
National Ranking
1563

Overview

Kajal Lahiri is affiliated with the University at Albany, State University of New York in the United States. Their research spans various aspects within the fields of Economics, Econometrics, and Finance, with a focus on applied forecasting, monetary policy, and financial risk modeling.

The scientist's recent publications showcase a concentration on forecasting methods and economic impacts, including the following papers:

  • Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York (2021, International Journal of Forecasting)
  • Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity (2020, SSRN Electronic Journal)

In addition to these, other related publications in the broader research domain, though with different lead authors, include:

  • Estimating the variance of a combined forecast: Bootstrap-based approach (2021, Journal of Econometrics)
  • Getting the ROC into Sync (2022, Journal of Business and Economic Statistics)
  • Are Some Forecasters Really Better than Others? A Note (2022, Journal of Money Credit and Banking)

Lahiri's frequent co-authors reflect collaborative work with several researchers including:

  • Cheng Yang
  • Liu Yang
  • Yongchen Zhao
  • Ulrich Hounyo
  • Huaming Peng

The regular publication venues for Kajal Lahiri include:

  • SSRN Electronic Journal
  • Empirical Economics
  • International Journal of Forecasting
  • Journal of Econometrics
  • Journal of Business and Economic Statistics

Their main fields of study cover a broad spectrum within economics and finance with 44 identified publications focusing on the intersection of these disciplines. The subfields emphasize:

  • Economics and Econometrics
  • General Economics, Econometrics and Finance
  • Finance
  • Management Science and Operations Research
  • General Health Professions

Kajal Lahiri's research topics illustrate concentrated expertise in the following areas:

  • Monetary Policy and Economic Impact
  • Forecasting Techniques and Applications
  • Market Dynamics and Volatility
  • Global Health Care Issues
  • Financial Risk and Volatility Modeling
  • Spatial and Panel Data Analysis
  • Health disparities and outcomes

Best Publications

  • Measuring forecast uncertainty by disagreement: The missing link

    Kajal Lahiri;Xuguang Sheng

  • Leading economic indicators : new approaches and forecasting records

    Kajal Lahiri;Geoffrey Hoyt Moore

  • A new framework for analyzing survey forecasts using three-dimensional panel data☆

    Anthony Davies;Kajal Lahiri

  • ON THE ESTIMATION OF TRIANGULAR STRUCTURAL SYSTEMS

    Kajal Lahiri;Peter Schmidt

  • Evolution of forecast disagreement in a Bayesian learning model

    Kajal Lahiri;Xuguang Sheng

  • Nowcasting US GDP: The role of ISM Business Surveys

    Kajal Lahiri;George Monokroussos

  • Predicting cyclical turning points with leading index in a markov switching model

    K. Lahiri;J. G. Wang

  • A Macroeconometric Model for Developing Countries

    Nadeem U. Haque;Kajal Lahiri;Peter J. Montiel

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

    Souvik Banerjee;Pinka Chatterji;Kajal Lahiri

  • Inflationary Expectations: Their Formation and Interest Rate Effects

    Kajal Lahiri

  • How quickly do forecasters incorporate news? Evidence from cross-country surveys

    Gultekin Isiklar;Kajal Lahiri;Prakash Loungani

  • Modeling SSA's sequential disability determination process using matched SIPP data.

    Kajal Lahiri;Denton R. Vaughan;Bernard Wixon

  • Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors

    Kajal Lahiri;George Monokroussos;Yongchen Zhao

  • Interest Rates and the Subjective Probability Distribution of Inflation Forecasts

    Kajal Lahiri;Christie Teigland;Mark Zaporowski

  • A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data

    Susmita Dasgupta;Kajal Lahiri

  • How far ahead can we forecast? Evidence from cross-country surveys

    Gultekin Isiklar;Kajal Lahiri

  • Analysis of Panels and Limited Dependent Variable Models

    Cheng Hsiao;M. Hashem Pesaran;Kajal Lahiri;Lung Fei Lee

  • A STRUCTURAL MODEL OF SOCIAL SECURITY'S DISABILITY DETERMINATION PROCESS

    Jianting Hu;Kajal Lahiri;Denton R. Vaughan;Bernard Wixon

  • Interest rate spreads as predictors of German inflation and business cycles

    Detelina Ivanova;Kajal Lahiri;Franz Seitz

  • Evaluating probability forecasts for GDP declines using alternative methodologies

    Kajal Lahiri;J. George Wang

  • Analysis of Panel Data

    Kajal Lahiri

Frequent Co-Authors

M. Hashem Pesaran
M. Hashem Pesaran University of Cambridge
Cheng Hsiao
Cheng Hsiao University of Southern California
Peter J. Montiel
Peter J. Montiel Williams College
Peter C. B. Phillips
Peter C. B. Phillips Yale University
William H. Greene
William H. Greene New York University

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