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Information about:
Prasad V. Bidarkota

Personal Details | Affiliation | Works
This is information that was supplied by Prasad Bidarkota in registering through RePEc. If you are Prasad V. Bidarkota , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Prasad
Middle Name: V.
Last Name: Bidarkota
Suffix:

RePEc Short-ID: pbi50

Email:
Homepage: http://www.fiu.edu/~bidarkot/
Postal Address: Department of Economics DM 320A, UP Florida International University Miami, FL 33199
Phone: (305) 348-6362

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Prasad V. Bidarkota, 2008. "Incomplete Information in a Long Run Risks Model of Asset Pricing," Working Papers 0802, Florida International University, Department of Economics. [Downloadable!]

  2. 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!]

  3. Prasad Bidarkota & Brice Dupoyet, 2006. "Asset Pricing with Incomplete Information In a Discrete Time Pure Exchange Economy," Working Papers 0603, Florida International University, Department of Economics. [Downloadable!]

  4. 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!]

  5. 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!]

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

  7. 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:

  8. 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!]

  9. 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!]

  10. Prasad Bidarkota, 2003. "Intrinsic Bubbles and Fat Tails in Stock Prices," Working Papers 0306, Florida International University, Department of Economics. [Downloadable!]

  11. 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:

  12. 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!]

  13. 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!]
    Published as:

  14. 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!]

  15. Prasad V. Bidarkota and J. Huston McCulloch, 2001. "Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle," Computing in Economics and Finance 2001 70, Society for Computational Economics. [Downloadable!]

  16. 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:

  17. 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:

Articles

  1. Bidarkota, Prasad V. & Dupoyet, Brice V. & McCulloch, J. Huston, 2009. "Asset pricing with incomplete information and fat tails," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1314-1331, June. [Downloadable!] (restricted)

  2. Bidarkota, Prasad V. & Dupoyet, Brice V., 2007. "Intrinsic Bubbles And Fat Tails In Stock Prices: A Note," Macroeconomic Dynamics, Cambridge University Press, vol. 11(03), pages 405-422, June. [Downloadable!]

  3. 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:

  4. Bidarkota, Prasad V., 2006. "On The Economic Impact Of Modeling Nonlinearities: The Asset Pricing Example," Macroeconomic Dynamics, Cambridge University Press, vol. 10(01), pages 56-76, February. [Downloadable!]
    Other versions:

  5. Chen, Ming-Hsiang & Bidarkota, Prasad V., 2004. "Consumption equilibrium asset pricing in two Asian emerging markets," Journal of Asian Economics, Elsevier, vol. 15(2), pages 305-319, April. [Downloadable!] (restricted)

  6. 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:

  7. 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)

  8. 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)

  9. 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.

  10. 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:

  11. Prasad V. Bidarkota, 1999. "Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 3(4). [Downloadable!]

  12. 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)

  13. 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:

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (5) 2005-09-17 2005-10-15 2005-10-15 2006-05-27 2008-02-16 Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2003-10-20 2005-10-15
  3. NEP-FIN: Finance (8) 2001-05-02 2003-10-20 2005-08-13 2005-08-13 2005-08-13 2005-09-17 2005-10-15 2006-05-27 Author is listed
  4. NEP-FMK: Financial Markets (8) 2001-05-02 2005-08-13 2005-08-13 2005-08-13 2005-09-17 2005-10-15 2005-10-15 2006-05-27 Author is listed
  5. NEP-FOR: Forecasting (1) 2005-08-13
  6. NEP-IFN: International Finance (1) 2005-08-13
  7. NEP-MAC: Macroeconomics (5) 2005-08-13 2005-09-17 2005-10-15 2006-05-27 2008-02-16 Author is listed
  8. NEP-MON: Monetary Economics (1) 2005-08-13
  9. NEP-RMG: Risk Management (3) 2003-10-20 2005-08-13 2005-10-15 Author is listed
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This page was last updated on 2010-7-17.

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