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Interest rates and the subjective probability distribution of inflation forecasts

Lahiri, Kajal - In: Journal of money, credit and banking : JMCB 20 (1988) 2, pp. 233-248

Persistent link: https://www.econbiz.de/10001051963

On the normality of probability distributions of inflation and GNP forecasts

Lahiri, Kajal - In: International journal of forecasting 3 (1987) 2, pp. 269-279

Persistent link: https://www.econbiz.de/10001034047

The value of probability forecasts as predictors of cyclical downturns

Lahiri, Kajal; Wang, J. George - In: Applied economics letters 14 (2007) 1/3, pp. 11-14

Persistent link: https://www.econbiz.de/10003448308

Asymptotic variance of Brier (skill) score in the presence of serial correlation

Lahiri, Kajal; Yang, Liu - 2015

We propose autocorrelation-robust asymptotic variances of the Brier score and Brier skill score, which are generally applicable in circumstances with weak serial correlation. An empirical application in macroeconomics underscores the importance of taking care of serial correlation. We find that...

Persistent link: https://www.econbiz.de/10010503468