Details about Geetesh Bhardwaj

Access statistics for papers by Geetesh Bhardwaj.

Last updated 2008-10-23. Update your information in the RePEc Author Service.

Short-id: pbh29

Working Papers

2015

1. Credit scoring and loan default
   Research Working Paper, Federal Reserve Bank of Kansas City View citations (10)
   Also in Working Papers, Federal Reserve Bank of St. Louis (2011) View citations (5)
2. Facts and Fantasies about Commodity Futures Ten Years Later
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (70)

2008

3. Did prepayments sustain the subprime market?
   Working Papers, Federal Reserve Bank of St. Louis View citations (8)
4. Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
5. Where's the smoking gun? a study of underwriting standards for US subprime mortgages
   Working Papers, Federal Reserve Bank of St. Louis View citations (14)

2006

6. A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects
   Departmental Working Papers, Rutgers University, Department of Economics
7. A Simulation Based Specification Test for Diffusion Processes
   Departmental Working Papers, Rutgers University, Department of Economics View citations (18)

2004

8. An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series
   Departmental Working Papers, Rutgers University, Department of Economics View citations (18)
   See also Journal Article An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series, Journal of Econometrics, Elsevier (2006) View citations (67) (2006)

Journal Articles

2006

1. An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
   Journal of Econometrics, 2006, 131, (1-2), 539-578 View citations (67)
   See also Working Paper An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series, Departmental Working Papers (2004) View citations (18) (2004)

2004

2. Comparing the cost effectiveness of market-based policy instruments versus regulation: the case of emission trading in an integrated steel plant in India
   Environment and Development Economics, 2004, 9, (1), 107-122 View citations (1)
3. Consumption pattern, trade, and greenhouse gas leakage in India
   Environment and Development Economics, 2004, 9, (3), 335-352 View citations (2)
4. Summaries
   Environment and Development Economics, 2004, 9, (3), 279-287