Details about Svetlana Makarova

Access statistics for papers by Svetlana Makarova.

Last updated 2008-08-13. Update your information in the RePEc Author Service.

Short-id: pma599

Working Papers

2014

1. Risk and Uncertainty: Macroeconomic Perspective
   UCL SSEES Economics and Business working paper series, UCL School of Slavonic and East European Studies (SSEES) View citations (3)

2013

2. Making the Most of High Inflation
   UCL SSEES Economics and Business working paper series, UCL School of Slavonic and East European Studies (SSEES) View citations (2)

2006

3. Stochastic unit-root bilinear processes
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

4. Stochastic and deterministic unit root models: problem of dominance
   Computing in Economics and Finance 2005, Society for Computational Economics

2002

5. A Simple Test for Unit Root Bilinearity
   EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics
6. Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
   Computing in Economics and Finance 2002, Society for Computational Economics View citations (3)
   See also Journal Article Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results, Journal of Economic Dynamics and Control, Elsevier (2005) View citations (6) (2005)

Journal Articles

2008

1. A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test
   Journal of Econometrics, 2008, 142, (1), 312-326 View citations (9)

2006

2. Ex ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001–2003
   Comparative Economic Studies, 2006, 48, (3), 458-479 View citations (5)

2005

3. Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
   Journal of Economic Dynamics and Control, 2005, 29, (1-2), 63-96 View citations (6)
   See also Working Paper Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results, Computing in Economics and Finance 2002 (2002) View citations (3) (2002)