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
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any)| NEP Fields |
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Working papers
- 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!]
- 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!]
- 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!]
- 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!]
- 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!]
- Prasad Bidarkota & Khurshid M. Kiani, 2004.
"No Predictable Components in G7 Stock Returns,"
Working Papers
0416, Florida International University, Department of Economics.
[Downloadable!]
- 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: - 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!]
- 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!]
- Prasad Bidarkota, 2003.
"Intrinsic Bubbles and Fat Tails in Stock Prices,"
Working Papers
0306, Florida International University, Department of Economics.
[Downloadable!]
- 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: - 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!]
- 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: - 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!]
- 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!]
- 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: - 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
- 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)
- 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!]
- 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: - 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: - 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)
- 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: - 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)
- 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)
- 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.
- 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: - 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!]
- 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)
- 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):
- NEP-CFN: Corporate Finance (5) 2005-09-17 2005-10-15 2005-10-15 2006-05-27 2008-02-16 Author is listed
- NEP-ETS: Econometric Time Series (2) 2003-10-20 2005-10-15
- 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
- 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
- NEP-FOR: Forecasting (1) 2005-08-13
- NEP-IFN: International Finance (1) 2005-08-13
- NEP-MAC: Macroeconomics (5) 2005-08-13 2005-09-17 2005-10-15 2006-05-27 2008-02-16 Author is listed
- NEP-MON: Monetary Economics (1) 2005-08-13
- 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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