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Citations of
Prasad V. Bidarkota

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Prasad V. Bidarkota & Brice V. Dupoyet & J. Huston McCulloch, 2005. "Asset Pricing with Incomplete Information under Stable Shocks," Working Papers 0514, Florida International University, Department of Economics. [Downloadable!]

    Cited by:

    1. Zhiguang Wang & Prasad V. Bidarkota, 2008. "A Long-Run Risks Model of Asset Pricing with Fat Tails," Working Papers 0810, Florida International University, Department of Economics. [Downloadable!]
    2. GARCIA, RenŽ & RENAULT, Eric & VEREDAS, David, 2006. "Estimation of stable distributions by indirect inference," CORE Discussion Papers 2006112, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]

  2. Prasad Bidarkota & Khurshid M. Kiani, 2004. "No Predictable Components in G7 Stock Returns," Working Papers 0416, Florida International University, Department of Economics. [Downloadable!]

    Cited by:

    1. Khurshid M. Kiani, 2006. "Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(3), pages 369-381. [Downloadable!]

  3. Prasad V. Bidarkota & Brice V. Dupoyet, 2004. "The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia," Working Papers 0411, Florida International University, Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Zhiguang Wang & Prasad V. Bidarkota, 2008. "A Long-Run Risks Model of Asset Pricing with Fat Tails," Working Papers 0810, Florida International University, Department of Economics. [Downloadable!]

  4. Prasad Bidarkota & Khurshid M. Kiani, 2003. "On Business Cycle Asymmetries in G7 Countries," Working Papers 0308, Florida International University, Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Khurshid M. KIANI & Terry L. KASTENS, 2006. "Using Macro-Financial Variables To Forecast Recessions. An Analysis Of Canada, 1957-2002," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3). [Downloadable!] (restricted)
    2. KIANI, Khurshid M., 2007. "Business Cycle Asymmetries In Stock Returns: Robust Evidence," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 4(2), pages 99-120. [Downloadable!]
    3. Zhiguang Wang & Prasad V. Bidarkota, 2008. "A Long-Run Risks Model of Asset Pricing with Fat Tails," Working Papers 0810, Florida International University, Department of Economics. [Downloadable!]
    4. Kiani, K.M., 2009. "Neural Networks to Detect Nonlinearities in Time Series: Analysis of Business Cycle in France and the United Kingdom," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1). [Downloadable!] (restricted)
    5. Prasad V. Bidarkota & Brice V. Dupoyet, 2004. "The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia," Working Papers 0411, Florida International University, Department of Economics. [Downloadable!]
      Other versions:
    6. Khurshid Kiani, 2005. "Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models," Computational Economics, Springer, vol. 26(1), pages 65-89, August. [Downloadable!] (restricted)
    7. Bildirici, Melike & Alp, Aykaç, 2008. "The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 5(1), pages 93-110. [Downloadable!]
    8. Christian Richter & Andrew Hughes Hallett, 2005. "A Time-Frequency Analysis of the Coherences of the US Business," Computing in Economics and Finance 2005 45, Society for Computational Economics. [Downloadable!]
    9. Andrew Hallett & Christian Richter, 2006. "Measuring the Degree of Convergence among European Business Cycles," Computational Economics, Springer, vol. 27(2), pages 229-259, May. [Downloadable!] (restricted)

  5. Mario Crucini & Prasad Bidarkota, 1997. "Commodity Prices and the Terms of Trade," Working Papers 98-01, Ohio State University, Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Paul Cashin & Luis Felipe Céspedes & Ratna Sahay, 2003. "Commodity Currencies and the Real Exchange Rate," Working Papers Central Bank of Chile 236, Central Bank of Chile. [Downloadable!]
      Other versions:
    2. Y.Chen & K. Rogoff, 2003. "Commodity Currencies and Empirical Exchange Rate Puzzles," DNB Staff Reports (discontinued) 76, Netherlands Central Bank. [Downloadable!]
    3. Paul Cashin & Catherine Pattillo, 2006. "African terms of trade and the commodity terms of trade: close cousins or distant relatives?," Applied Economics, Taylor and Francis Journals, vol. 38(8), pages 845-859, May. [Downloadable!] (restricted)
    4. Michael Webb, 2005. "The conflicting impacts of export fluctuations and diversification programmes," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 14(3), pages 271-280, September. [Downloadable!] (restricted)
    5. Benjamin Dennis & Talan Iscan, 2002. "Terms of Trade Risk," Department of Economics at Dalhousie University working papers archive totrisk, Dalhousie, Department of Economics. [Downloadable!]

  6. Prasad V. Bidarkota & J. Huston McCulloch, . "Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks," Computing in Economics and Finance 1997 116, Society for Computational Economics. [Downloadable!]
    Published as:

    Cited by:

    1. J Huston McCulloch, 2000. "State-Space Times Series Modeling of Structural Breaks," Working Papers 00-11, Ohio State University, Department of Economics. [Downloadable!]
    2. J. Huston McCulloch, 2005. "The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation," Computing in Economics and Finance 2005 239, Society for Computational Economics. [Downloadable!]
    3. Khurshid Kiani, 2009. "Inflation in Transition Economies: An Empirical Analysis," Transition Studies Review, Springer, vol. 16(1), pages 34-46, May. [Downloadable!] (restricted)
    4. Jonathan B. Hill, 2005. "On Tail Index Estimation for Dependent, Heterogenous Data," Econometrics 0505005, EconWPA, revised 27 May 2005. [Downloadable!]
    5. KIANI, Khurshid M., 2007. "Determination Of Volatility And Mean Returns: An Evidence From An Emerging Stock Market," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 4(1), pages 103-118. [Downloadable!]
    6. J. Huston McCulloch, 2001. "The Inflation Premium implicit in the US Real and Nominal," Computing in Economics and Finance 2001 210, Society for Computational Economics. [Downloadable!]
    7. Jonathan B. Hill, 2005. "On Tail Index Estimation Using Dependent,Heterogenous Data," Working Papers 0512, Florida International University, Department of Economics. [Downloadable!]
    8. Khurshid M. Kiani, 2006. "Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(3), pages 369-381. [Downloadable!]
    9. Prasad V. Bidarkota & Brice V. Dupoyet & J. Huston McCulloch, 2005. "Asset Pricing with Incomplete Information under Stable Shocks," Working Papers 0514, Florida International University, Department of Economics. [Downloadable!]
    10. Prasad V. Bidarkota, 2005. "Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods," Working Papers 0501, Florida International University, Department of Economics. [Downloadable!]
    11. Prasad Bidarkota, 2003. "Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers," Working Papers 0307, Florida International University, Department of Economics. [Downloadable!]

Articles

  1. Bidarkota, Prasad V. & Dupoyet, Brice V., 2007. "The impact of fat tails on equilibrium rates of return and term premia," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 887-905, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Khurshid M. Kiani & Prasad V. Bidarkota, 2004. "On Business Cycle Asymmetries in G7 Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 333-351, 07. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Prasad V. Bidarkota, 2003. "Do Fluctuations in U.S. Inflation Rates Reflect Infrequent Large Shocks or Frequent Small Shocks?," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 765-771, 04. [Downloadable!] (restricted)

    Cited by:

    1. Prasad Bidarkota & J. Huston McCulloch, 2003. "News or Noise? Signal Extraction Can Generate Volatility Clusters From IID Shocks," Working Papers 0304, Florida International University, Department of Economics. [Downloadable!]
    2. J. Huston McCulloch & Prasad V. Bidarkota, 2003. "Signal Extraction can Generate Volatility Clusters," Computing in Economics and Finance 2003 59, Society for Computational Economics. [Downloadable!]
    3. J. Huston McCulloch & Prasad V. Bidarkota, 2002. "Signal Extraction Can Generate Volatility Clusters From IID Shocks," Working Papers 02-04, Ohio State University, Department of Economics. [Downloadable!]
    4. Prasad V. Bidarkota & Brice V. Dupoyet & J. Huston McCulloch, 2005. "Asset Pricing with Incomplete Information under Stable Shocks," Working Papers 0514, Florida International University, Department of Economics. [Downloadable!]

  4. Bidarkota, Prasad V. & McCulloch, J. Huston, 2003. "Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns," Journal of Economic Dynamics and Control, Elsevier, vol. 27(3), pages 399-421, January. [Downloadable!] (restricted)

    Cited by:

    1. Prasad Bidarkota, 2003. "On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example," Working Papers 0305, Florida International University, Department of Economics. [Downloadable!]
    2. Prasad V. Bidarkota & Brice V. Dupoyet, 2004. "The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia," Working Papers 0411, Florida International University, Department of Economics. [Downloadable!]
      Other versions:

  5. Bidarkota, Prasad V, 2001. "Alternative Regime Switching Models for Forecasting Inflation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(1), pages 21-35, January.

    Cited by:

    1. Marie Bessec & Othman Bouabdallah, 2005. "What causes the forecasting failure of Markov-Switching models? A Monte Carlo study," Econometrics 0503018, EconWPA. [Downloadable!]
    2. A. Espasa & P: Poncela & E. Senra, 2002. "Forecasting Monthly Us Consumer Price Indexes Through A Disaggregated I(2) Analysis," Statistics and Econometrics Working Papers ws020301, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    3. Juan Ayuso & Graciela L. Kaminsky & David López-Salido, 2003. "Inflation regimes and stabilisation policies: Spain 1962-2001," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 615-631, September. [Downloadable!]

  6. Bidarkota, Prasad & Crucini, Mario J, 2000. "Commodity Prices and the Terms of Trade," Review of International Economics, Blackwell Publishing, vol. 8(4), pages 647-66, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. Bidarkota, Prasad V., 1998. "The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting," International Journal of Forecasting, Elsevier, vol. 14(4), pages 457-468, December. [Downloadable!] (restricted)

    Cited by:

    1. Jose Vicente & Benjamin M. Tabak, 2007. "Forecasting Bonds Yields in the Brazilian Fixed Income Market," Working Papers Series 141, Central Bank of Brazil, Research Department. [Downloadable!]
      Other versions:
    2. Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
      Other versions:

  8. Prasad V. Bidarkota & J. Huston McCulloch, 1998. "Optimal univariate inflation forecasting with symmetric stable shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(6), pages 659-670. [Downloadable!]
    Other versions:

    See citations under working paper version above.

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This page was last updated on 2009-12-7.

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