Details about Prasad V. Bidarkota

Access statistics for papers by Prasad V. Bidarkota.

Last updated 2008-03-10. Update your information in the RePEc Author Service.

Short-id: pbi50

Working Papers

2008

1. Incomplete Information in a Long Run Risks Model of Asset Pricing
   Working Papers, Florida International University, Department of Economics

2006

2. Asset Pricing with Incomplete Information In a Discrete Time Pure Exchange Economy
   Working Papers, Florida International University, Department of Economics

2005

3. Asset Pricing with Incomplete Information under Stable Shocks
   Working Papers, Florida International University, Department of Economics View citations
4. Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods
   Working Papers, Florida International University, Department of Economics

2004

5. No Predictable Components in G7 Stock Returns
   Working Papers, Florida International University, Department of Economics View citations
6. The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia
   Working Papers, Florida International University, Department of Economics
   See also Journal Article in Journal of Economic Dynamics and Control (2007)

2003

7. Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers
   Working Papers, Florida International University, Department of Economics
8. Intrinsic Bubbles and Fat Tails in Stock Prices
   Working Papers, Florida International University, Department of Economics
9. News or Noise? Signal Extraction Can Generate Volatility Clusters From IID Shocks
   Working Papers, Florida International University, Department of Economics
10. On Business Cycle Asymmetries in G7 Countries
    Working Papers, Florida International University, Department of Economics View citations
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2004)
11. On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example
    Working Papers, Florida International University, Department of Economics
12. Signal Extraction can Generate Volatility Clusters
    Computing in Economics and Finance 2003, Society for Computational Economics

2002

13. Signal Extraction Can Generate Volatility Clusters From IID Shocks
    Working Papers, Ohio State University, Department of Economics

2001

14. Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle
    Computing in Economics and Finance 2001, Society for Computational Economics

1997

15. Commodity Prices and the Terms of Trade
    Working Papers, Ohio State University, Department of Economics
    See also Journal Article in Review of International Economics (2000)

Undated

16. Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks
    Computing in Economics and Finance 1997, Society for Computational Economics
    See also Journal Article in Journal of Applied Econometrics (1998)

Journal Articles

2007

1. INTRINSIC BUBBLES AND FAT TAILS IN STOCK PRICES: A NOTE
   Macroeconomic Dynamics, 2007, 11, (03), 405-422
2. The impact of fat tails on equilibrium rates of return and term premia
   Journal of Economic Dynamics and Control, 2007, 31, (3), 887-905 View citations
   See also Working Paper (2004)

2004

3. Consumption equilibrium asset pricing in two Asian emerging markets
   Journal of Asian Economics, 2004, 15, (2), 305-319
4. On Business Cycle Asymmetries in G7 Countries
   Oxford Bulletin of Economics and Statistics, 2004, 66, (3), 333-351 View citations
   See also Working Paper (2003)

2003

5. Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns
   Journal of Economic Dynamics and Control, 2003, 27, (3), 399-421 View citations
6. Do Fluctuations in U.S. Inflation Rates Reflect Infrequent Large Shocks or Frequent Small Shocks?
   The Review of Economics and Statistics, 2003, 85, (3), 765-771 View citations

2001

7. Alternative Regime Switching Models for Forecasting Inflation
   Journal of Forecasting, 2001, 20, (1), 21-35 View citations

2000

8. Commodity Prices and the Terms of Trade
   Review of International Economics, 2000, 8, (4), 647-66 View citations
   See also Working Paper (1997)

1998

9. Optimal univariate inflation forecasting with symmetric stable shocks
   Journal of Applied Econometrics, 1998, 13, (6), 659-670 View citations
   See also Working Paper
10. The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting
    International Journal of Forecasting, 1998, 14, (4), 457-468 View citations