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Prasad Bidarkota
Prasad Bidarkota
Associate Professor of Economics, Florida International University
Verified email at fiu.edu - Homepage
Title
Cited by
Cited by
Year
Commodity prices and the terms of trade
P Bidarkota, MJ Crucini
Review of International Economics 8 (4), 647-666, 2000
1272000
On business cycle asymmetries in G7 countries
KM Kiani, PV Bidarkota
Oxford Bulletin of Economics and Statistics 66 (3), 333-351, 2004
462004
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
451998
Optimal univariate inflation forecasting with symmetric stable shocks
PV Bidarkota, JH McCulloch
Journal of Applied Econometrics 13 (6), 659-670, 1998
391998
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
362003
Asymmetries in the conditional mean dynamics of real GNP: Robust evidence
PV Bidarkota
Review of Economics and Statistics 82 (1), 153-157, 2000
262000
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
242007
Alternative regime switching models for forecasting inflation
PV Bidarkota
Journal of Forecasting 20 (1), 21-35, 2001
232001
Testing for persistence in stock returnswith GARCH-stable shocks
PV Bidarkota, JH McCulloch
Quantitative Finance 4 (3), 256, 2004
222004
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
162009
Sectoral investigation of asymmetries in the conditional mean dynamics of the real US GDP
PV Bidarkota
Studies in Nonlinear Dynamics & Econometrics 3 (4), 1999
161999
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
132014
Intrinsic bubbles and fat tails in stock prices: A note
PV Bidarkota, BV Dupoyet
Macroeconomic Dynamics 11 (3), 405-422, 2007
122007
Forecast performance of neural networks and business cycle asymmetries
KM Kiani*, PV Bidarkota, TL Kastens
Applied Financial Economics Letters 1 (4), 205-210, 2005
112005
A long-run risks model of asset pricing with fat tails
Z Wang, PV Bidarkota
Review of Finance 14 (3), 409-449, 2010
92010
On international financial spillovers to frontier markets
G Todorov, P Bidarkota
International Journal of Economics and Business Research 5 (4), 433-452, 2013
72013
Consumption equilibrium asset pricing in two Asian emerging markets
MH Chen, PV Bidarkota
Journal of Asian Economics 15 (2), 305-319, 2004
62004
Time-varying risk and risk premiums in frontier markets
G Todorov, PV Bidarkota
Available at SSRN 2011366, 2012
52012
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
52011
On the economic impact of modeling nonlinearities: The asset pricing example
PV Bidarkota
Macroeconomic Dynamics 10 (1), 56-76, 2006
52006
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