Commodity prices and the terms of trade P Bidarkota, MJ Crucini Review of International Economics 8 (4), 647-666, 2000 | 127 | 2000 |
On business cycle asymmetries in G7 countries KM Kiani, PV Bidarkota Oxford Bulletin of Economics and Statistics 66 (3), 333-351, 2004 | 46 | 2004 |
The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting PV Bidarkota International Journal of Forecasting 14 (4), 457-468, 1998 | 45 | 1998 |
Optimal univariate inflation forecasting with symmetric stable shocks PV Bidarkota, JH McCulloch Journal of Applied Econometrics 13 (6), 659-670, 1998 | 39 | 1998 |
Consumption asset pricing with stable shocks—exploring a solution and its implications for mean equity returns PV Bidarkota, JH McCulloch Journal of Economic Dynamics and Control 27 (3), 399-421, 2003 | 36 | 2003 |
Asymmetries in the conditional mean dynamics of real GNP: Robust evidence PV Bidarkota Review of Economics and Statistics 82 (1), 153-157, 2000 | 26 | 2000 |
The impact of fat tails on equilibrium rates of return and term premia PV Bidarkota, BV Dupoyet Journal of Economic Dynamics and Control 31 (3), 887-905, 2007 | 24 | 2007 |
Alternative regime switching models for forecasting inflation PV Bidarkota Journal of Forecasting 20 (1), 21-35, 2001 | 23 | 2001 |
Testing for persistence in stock returnswith GARCH-stable shocks PV Bidarkota, JH McCulloch Quantitative Finance 4 (3), 256, 2004 | 22 | 2004 |
Asset pricing with incomplete information and fat tails PV Bidarkota, BV Dupoyet, JH McCulloch Journal of Economic Dynamics and Control 33 (6), 1314-1331, 2009 | 16 | 2009 |
Sectoral investigation of asymmetries in the conditional mean dynamics of the real US GDP PV Bidarkota Studies in Nonlinear Dynamics & Econometrics 3 (4), 1999 | 16 | 1999 |
Time-varying financial spillovers from the US to frontier markets G Todorov, P Bidarkota Macroeconomics and Finance in Emerging Market Economies 7 (2), 246-283, 2014 | 13 | 2014 |
Intrinsic bubbles and fat tails in stock prices: A note PV Bidarkota, BV Dupoyet Macroeconomic Dynamics 11 (3), 405-422, 2007 | 12 | 2007 |
Forecast performance of neural networks and business cycle asymmetries KM Kiani*, PV Bidarkota, TL Kastens Applied Financial Economics Letters 1 (4), 205-210, 2005 | 11 | 2005 |
A long-run risks model of asset pricing with fat tails Z Wang, PV Bidarkota Review of Finance 14 (3), 409-449, 2010 | 9 | 2010 |
On international financial spillovers to frontier markets G Todorov, P Bidarkota International Journal of Economics and Business Research 5 (4), 433-452, 2013 | 7 | 2013 |
Consumption equilibrium asset pricing in two Asian emerging markets MH Chen, PV Bidarkota Journal of Asian Economics 15 (2), 305-319, 2004 | 6 | 2004 |
Time-varying risk and risk premiums in frontier markets G Todorov, PV Bidarkota Available at SSRN 2011366, 2012 | 5 | 2012 |
Periodically collapsing bubbles in stock prices cointegrated with broad dividends and macroeconomic factors M Fua, PV Bidarkotab Journal of Risk and Financial Management 4 (1), 97-132, 2011 | 5 | 2011 |
On the economic impact of modeling nonlinearities: The asset pricing example PV Bidarkota Macroeconomic Dynamics 10 (1), 56-76, 2006 | 5 | 2006 |