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Details about Prasad V. Bidarkota

E-mail:
Homepage:http://www.fiu.edu/~bidarkot/
Phone:(305) 348-6362
Postal address:Department of Economics DM 320A, UP Florida International University Miami, FL 33199
Workplace:Department of Economics, Florida International University, (more information at EDIRC)

Access statistics for papers by Prasad V. Bidarkota.

Last updated 2011-11-04. Update your information in the RePEc Author Service.

Short-id: pbi50


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Working Papers

2003

  1. Signal Extraction can Generate Volatility Clusters
    Computing in Economics and Finance 2003, Society for Computational Economics Downloads

2002

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

2001

  1. 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 Downloads

1997

  1. Commodity Prices and the Terms of Trade
    Working Papers, Ohio State University, Department of Economics Downloads View citations (1)
    See also Journal Article in Review of International Economics (2000)

Undated

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

Journal Articles

2010

  1. A Long-Run Risks Model of Asset Pricing with Fat Tails
    Review of Finance, 2010, 14, (3), 409-449 Downloads

2009

  1. Asset pricing with incomplete information and fat tails
    Journal of Economic Dynamics and Control, 2009, 33, (6), 1314-1331 Downloads View citations (8)

2007

  1. INTRINSIC BUBBLES AND FAT TAILS IN STOCK PRICES: A NOTE
    Macroeconomic Dynamics, 2007, 11, (03), 405-422 Downloads View citations (1)
  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 Downloads View citations (4)

2006

  1. ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE
    Macroeconomic Dynamics, 2006, 10, (01), 56-76 Downloads

2005

  1. Forecast performance of neural networks and business cycle asymmetries
    Applied Financial Economics Letters, 2005, 1, (4), 205-210 Downloads View citations (6)

2004

  1. Consumption equilibrium asset pricing in two Asian emerging markets
    Journal of Asian Economics, 2004, 15, (2), 305-319 Downloads
  2. On Business Cycle Asymmetries in G7 Countries
    Oxford Bulletin of Economics and Statistics, 2004, 66, (3), 333-351 Downloads View citations (18)
  3. Testing for persistence in stock returns with GARCH-stable shocks
    Quantitative Finance, 2004, 4, (3), 256-265 Downloads View citations (9)

2003

  1. 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 Downloads View citations (8)
  2. 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 Downloads View citations (5)

2001

  1. Alternative Regime Switching Models for Forecasting Inflation
    Journal of Forecasting, 2001, 20, (1), 21-35 View citations (10)

2000

  1. Commodity Prices and the Terms of Trade
    Review of International Economics, 2000, 8, (4), 647-66 Downloads View citations (33)
    See also Working Paper (1997)

1999

  1. Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP
    Studies in Nonlinear Dynamics & Econometrics, 1999, 3, (4), 1-12 Downloads View citations (10)

1998

  1. Optimal univariate inflation forecasting with symmetric stable shocks
    Journal of Applied Econometrics, 1998, 13, (6), 659-670 Downloads View citations (13)
    See also Working Paper
  2. 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 Downloads View citations (10)
 
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