N. Kundan Kishor

University of Wisconsin - Milwaukee

Associate Professor

Bolton Hall 802

3210 N. Maryland Ave.

Milwaukee, WI 53211

United States

SCHOLARLY PAPERS

27

DOWNLOADS
Rank 36,301

SSRN RANKINGS

Top 36,301

in Total Papers Downloads

1,610

SSRN CITATIONS
Rank 38,397

SSRN RANKINGS

Top 38,397

in Total Papers Citations

10

CROSSREF CITATIONS

10

Scholarly Papers (27)

1.

Testing Public Debt Sustainability Using a Present-Value Model

Number of pages: 43 Posted: 26 Aug 2011 Last Revised: 11 Jun 2015
University of Arizona, Insper Institute of Education and Research and University of Wisconsin - Milwaukee
Downloads 286 (131,349)

Abstract:

Loading...

2.

Modeling Inflation in India: The Role of Money

Number of pages: 25 Posted: 22 Jun 2008
N. Kundan Kishor
University of Wisconsin - Milwaukee
Downloads 183 (201,659)
Citation 1

Abstract:

Loading...

Inflation, Money Growth, Forecasting, Structural Break

3.

What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Analysis

UNSW Australian School of Business Research Paper No. 2014-20A
Number of pages: 32 Posted: 23 Apr 2014 Last Revised: 05 May 2014
N. Kundan Kishor and James Morley
University of Wisconsin - Milwaukee and University of Sydney - School of Economics
Downloads 162 (223,839)
Citation 3

Abstract:

Loading...

Price-Rent Ratio, Unobserved Component Model, Present-Value Model

4.

The Success of the Fed and the Death of Monetarism

Number of pages: 30 Posted: 11 Sep 2004
N. Kundan Kishor and Levis A. Kochin
University of Wisconsin - Milwaukee and University of Washington - Department of Economics
Downloads 142 (249,612)
Citation 4

Abstract:

Loading...

5.

The Dynamic Relationship between Housing Prices and the Macroeconomy: Evidence from OECD Countries

Number of pages: 29 Posted: 19 Dec 2014
N. Kundan Kishor and Hardik Marfatia
University of Wisconsin - Milwaukee and Northeastern Illinois University - Economics
Downloads 130 (267,187)
Citation 3

Abstract:

Loading...

Global Housing Market, Trend-Cycle Decomposition, Cointegration

6.

The Time-Varying Response of Foreign Stock Markets to U.S. Monetary Policy Surprises: Evidence from the Federal Funds Futures Market

Number of pages: 44 Posted: 10 Feb 2012 Last Revised: 12 Jul 2012
N. Kundan Kishor and Hardik A. Marfatia
University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee
Downloads 114 (293,964)

Abstract:

Loading...

Fed Funds Futures Market, Monetary Policy, Stock Returns, Time-Varying Parameter Model

7.

Exploring the Dynamic Relationship in the Shadow Banking System

Number of pages: 30 Posted: 17 Mar 2016
Majid Haghani Rizi, N. Kundan Kishor and Hardik Marfatia
University of Wisconsin - Milwaukee, University of Wisconsin - Milwaukee and Northeastern Illinois University - Economics
Downloads 111 (299,531)

Abstract:

Loading...

Shadow Banking, Trend-Cycle Decomposition, Cointegration

8.

Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics

Number of pages: 33 Posted: 08 Sep 2014
Omid M. Ardakani and N. Kundan Kishor
Georgia Southern University and University of Wisconsin - Milwaukee
Downloads 86 (353,544)

Abstract:

Loading...

Inflation targeting, inflation gap, predictability, time-varying autoregressive model, institutional characteristics

9.

Does Federal Funds Futures Rate Contain Information About the Treasury Bill Rate?

Number of pages: 26 Posted: 14 Jul 2012
N. Kundan Kishor and Hardik A. Marfatia
University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee
Downloads 69 (401,042)

Abstract:

Loading...

Fed Funds Futures Market, Cointegration, Beveridge-Nelson Decomposition, Permanent and Transitory Shocks

The Instability in the Monetary Policy Reaction Function and the Estimation of Monetary Policy Shocks

Number of pages: 22 Posted: 04 Oct 2009
N. Kundan Kishor and Monique Newiak
University of Wisconsin - Milwaukee and Ludwig Maximilian University of Munich (LMU)
Downloads 63 (426,132)
Citation 1

Abstract:

Loading...

The Instability in the Monetary Policy Reaction Function and the Estimation of Monetary Policy Shocks

Contemporary Economic Policy, Vol. 32, Issue 2, pp. 390-402, 2014
Number of pages: 13 Posted: 22 Feb 2014
N. Kundan Kishor and Monique Newiak
University of Wisconsin - Milwaukee and Ludwig Maximilian University of Munich (LMU)
Downloads 0
  • Add to Cart

Abstract:

Loading...

11.

Forecasting Real-Time Economic Activity Using House Prices and Credit Conditions

Number of pages: 33 Posted: 28 May 2019
N. Kundan Kishor
University of Wisconsin - Milwaukee
Downloads 42 (502,115)

Abstract:

Loading...

Credit Conditions, House Prices, Real Economic Activity, Real-Time Forecasting, Forecast Combination, Least Angle Regression

12.

Data Revisions in India and its Implications for Monetary Policy

Number of pages: 21 Posted: 08 Jul 2009
N. Kundan Kishor
University of Wisconsin - Milwaukee
Downloads 41 (506,693)

Abstract:

Loading...

Data Revisions, Real-Time Data, Monetary Policy

13.

Comovements and Spillovers in International Commercial and Residential Real Estate Markets

Number of pages: 26 Posted: 16 Jul 2019
N. Kundan Kishor
University of Wisconsin - Milwaukee
Downloads 37 (525,651)

Abstract:

Loading...

Commercial Real Estate, Residential Real Estate, Dynamic Factor Model, Spillover

14.

The Roles of Inflation Expectations, Core Inflation, and Slack in Real-Time Inflation Forecasting

FRB of Dallas Working Paper No. 1613
Number of pages: 37 Posted: 10 Nov 2016
N. Kundan Kishor and Evan F. Koenig
University of Wisconsin - Milwaukee and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 28 (574,558)

Abstract:

Loading...

Inflation, real-time forecasting, unobserved component model, slack

15.

Examining the Effects of the European Monetary Union Using Propensity Score Matching

Number of pages: 33 Posted: 10 Jun 2019 Last Revised: 13 Apr 2020
Omid M. Ardakani, N. Kundan Kishor and Suyong Song
Georgia Southern University, University of Wisconsin - Milwaukee and University of Iowa - Tippie College of Business
Downloads 25 (593,401)

Abstract:

Loading...

European Monetary Union, Propensity Scores, Treatment Effects

16.

Consumption-Wealth Ratio and Expected Housing Return

Journal of Real Estate Research, Vol. 36, No. 1, 2014
Number of pages: 22 Posted: 19 Apr 2014
N. Kundan Kishor and Swati Kumari
University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee
Downloads 24 (600,010)

Abstract:

Loading...

consumption, housing asset, financial asset, housing return

17.

Re-Evaluating the Effectiveness of Inflation Targeting

Number of pages: 50 Posted: 03 Sep 2018
Omid M. Ardakani, N. Kundan Kishor and Suyong Song
Georgia Southern University, University of Wisconsin - Milwaukee and University of Iowa - Tippie College of Business
Downloads 23 (606,630)
Citation 2

Abstract:

Loading...

Inflation Targeting, Propensity Score, Treatment Effects, Single Index Model

18.

The Superiority of Greenbook Forecasts and the Role of Recessions

National Bank of Poland Working Paper No. 74
Number of pages: 28 Posted: 23 Jan 2011
N. Kundan Kishor
University of Wisconsin - Milwaukee
Downloads 16 (655,380)
Citation 1

Abstract:

Loading...

Greenbook Forecasts, Recessions, Business Cycle Turning Points

19.

(A)Synchronous Housing Markets of Global Cities

Number of pages: 30 Posted: 19 Apr 2021
Vipul Bhatt and N. Kundan Kishor
James Madison University - College of Business and University of Wisconsin - Milwaukee
Downloads 10 (708,469)

Abstract:

Loading...

Global Housing Market, House Price Synchronization, Cluster Analysis, Dynamic Factor Model

20.

Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecast as an Instrument

Number of pages: 35 Posted: 19 Jun 2017
Vipul Bhatt, N. Kundan Kishor and Hardik Marfatia
James Madison University - College of Business, University of Wisconsin - Milwaukee and Northeastern Illinois University - Economics
Downloads 8 (716,039)

Abstract:

Loading...

Consumption, Greenbook Forecast, Rule-Of-Thumb, Weak Identification, Time-Varying Parameter Model

21.

The Local Employment Effect of House Prices: Evidence from U.S. States

Number of pages: 29 Posted: 08 Jul 2021
University of Wisconsin - Milwaukee, Northeastern Illinois University - Economics, University of Wisconsin - Milwaukee - Department of Economics and University of Wisconsin - Milwaukee
Downloads 6 (731,761)

Abstract:

Loading...

Housing Prices; Panel VAR Models; Regional Forecasting; Tradable and Non-Tradable Employment

22.

The Dynamic Behaviour of Implicit Inflation Targets for ‘Inflation Targeting Lite’ Economies

Economic Record, Vol. 93, Issue 300, pp. 67-88, 2017
Number of pages: 22 Posted: 09 Mar 2017
Vipul Bhatt, Amr Hosny and N. Kundan Kishor
James Madison University - College of Business, International Monetary Fund (IMF) and University of Wisconsin - Milwaukee
Downloads 2 (764,794)
  • Add to Cart

Abstract:

Loading...

23.

Business Cycle Synchronization in the Proposed East African Monetary Union: An Unobserved Component Approach

Review of Development Economics, Vol. 15, Issue 4, pp. 664-675, 2011
Number of pages: 12 Posted: 25 Oct 2011
N. Kundan Kishor and John Ssozi
University of Wisconsin - Milwaukee and Baylor University
Downloads 2 (764,794)
Citation 1
  • Add to Cart

Abstract:

Loading...

24.

Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts

Oxford Bulletin of Economics and Statistics, Vol. 82, Issue 2, pp. 257-284, 2020
Number of pages: 28 Posted: 02 Jun 2020
Vipul Bhatt, N. Kundan Kishor and Hardik Marfatia
James Madison University - College of Business, University of Wisconsin - Milwaukee and Northeastern Illinois University - Economics
Downloads 0 (793,378)
  • Add to Cart

Abstract:

Loading...

25.

Bank Lending Channel in India: Evidence from State-Level Analysis

Empirical Economics, Vol. 45, No. 3, 2013
Posted: 04 May 2016
Vipul Bhatt and N. Kundan Kishor
James Madison University - College of Business and University of Wisconsin - Milwaukee

Abstract:

Loading...

Bank Lending, Monetary Policy Transmission, Money Demand, Central Bank

26.

Are All Movements in Food and Energy Prices Transitory? Evidence from India

Journal of Policy Modeling, Vol. 37, No. 1, January – February 2015
Posted: 04 May 2016
Vipul Bhatt and N. Kundan Kishor
James Madison University - College of Business and University of Wisconsin - Milwaukee

Abstract:

Loading...

Indian Inflation, Food Prices, Unobserved Component Model, Forecasting, Monetary Policy

27.

Revisions to WPI Inflation in India: News or Noise?

Posted: 01 May 2009
N. Kundan Kishor
University of Wisconsin - Milwaukee

Abstract:

Loading...

Data Revisions, Inflation, Forecasting, Monetary Policy

Other Papers (1)

Total Downloads: 131
1.

Does Consumption Respond More to Housing Wealth than to Financial Wealth? If so, Why?

Number of pages: 36 Posted: 11 Mar 2004
N. Kundan Kishor
University of Wisconsin - Milwaukee
Downloads 131

Abstract:

Loading...

Consumption, wealth effect, Beveridge-Nelson Cycle, state space model, Kalman filter, cointegration