Details about Prasad V. Bidarkota

Access statistics for papers by Prasad V. Bidarkota.

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

Short-id: pbi50

Working Papers

2003

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

2002

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

2001

3. 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

4. Commodity Prices and the Terms of Trade
   Working Papers, Ohio State University, Department of Economics View citations (27)

Undated

5. Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks
   Computing in Economics and Finance 1997, Society for Computational Economics View citations (17)
   See also Journal Article Optimal univariate inflation forecasting with symmetric stable shocks, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1998) View citations (18) (1998)

Journal Articles

2010

1. A Long-Run Risks Model of Asset Pricing with Fat Tails
   Review of Finance, 2010, 14, (3), 409-449 View citations (2)

2009

2. Asset pricing with incomplete information and fat tails
   Journal of Economic Dynamics and Control, 2009, 33, (6), 1314-1331 View citations (11)

2007

3. INTRINSIC BUBBLES AND FAT TAILS IN STOCK PRICES: A NOTE
   Macroeconomic Dynamics, 2007, 11, (3), 405-422 View citations (1)
4. 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 (10)

2006

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

2004

6. Consumption equilibrium asset pricing in two Asian emerging markets
   Journal of Asian Economics, 2004, 15, (2), 305-319
7. On Business Cycle Asymmetries in G7 Countries
   Oxford Bulletin of Economics and Statistics, 2004, 66, (3), 333-351 View citations (26)
8. Testing for persistence in stock returns with GARCH-stable shocks
   Quantitative Finance, 2004, 4, (3), 256-265 View citations (10)

2003

9. 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 (13)
10. 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 (5)

2001

11. Alternative Regime Switching Models for Forecasting Inflation
    Journal of Forecasting, 2001, 20, (1), 21-35 View citations (12)

1999

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

1998

13. Optimal univariate inflation forecasting with symmetric stable shocks
    Journal of Applied Econometrics, 1998, 13, (6), 659-670 View citations (18)
    See also Working Paper Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks, Computing in Economics and Finance 1997 View citations (17)
14. 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 (12)