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Information about:
Svetlana Makarova

Personal Details | Affiliation | Lists | Works

This is information that was supplied by Svetlana Makarova in registering through RePEc. If you are Svetlana Makarova , 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.

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Personal Details

First Name: Svetlana
Middle Name:
Last Name: Makarova
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RePEc Short-ID: pma599

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Homepage:
Postal Address:
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Affiliation

(in no particular order)

Centre for the Study of Economic and Social Change in Europe
School of Slavonic and East European Studies
University College London (UCL)
University of London
Location: London, United Kingdom
Homepage: http://www.ssees.ucl.ac.uk/csesce.htm
Email:
Phone: +44-20-7679 8759
Fax: +44-20-7679 8777
Postal: Gower Street, London WC1E 6BT
Handle: RePEc:edi:csescuk (registered authors at this institution)

Lists

This author is featured on the following reading lists or publication compilations:

Russian Federation Economists

Works

Working papers

Christian Francq & Svetlana Makarova & Jean-Michel ZakoÃ¯an, 2006. "Stochastic unit-root bilinear processes," Computing in Economics and Finance 2006 63, Society for Computational Economics.
Svetlana Makarova & Wojciech Charemza, 2005. "Stochastic and deterministic unit root models: problem of dominance," Computing in Economics and Finance 2005 190, Society for Computational Economics.
Charemza W.W. & M. Lifshits & S. Makarova, 2002. "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Computing in Economics and Finance 2002 251, Society for Computational Economics. [Downloadable!]
Published as:
- Charemza, Wojciech W. & Lifshits, Mikhail & Makarova, Svetlana, 2005. "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 63-96, January. [Downloadable!] (restricted)

Articles

Francq, Christian & Makarova, Svetlana & Zakoi[diaeresis]an, Jean-Michel, 2008. "A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test," Journal of Econometrics, Elsevier, vol. 142(1), pages 312-326, January. [Downloadable!] (restricted)
Wojciech W Charemza & Svetlana Makarova, 2006. "Ex ante Dynamics of Real Effects of Monetary Policy: Theory and Evidence for Poland and Russia, 2001–2003," Comparative Economic Studies, Palgrave Macmillan Journals, vol. 48(3), pages 458-479, September. [Downloadable!] (restricted)
Charemza, Wojciech W. & Lifshits, Mikhail & Makarova, Svetlana, 2005. "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 63-96, January. [Downloadable!] (restricted)
Other versions:
- Charemza W.W. & M. Lifshits & S. Makarova, 2002. "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Computing in Economics and Finance 2002 251, Society for Computational Economics. [Downloadable!]

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (1) 2003-10-20 Author is listed
NEP-ETS: Econometric Time Series (1) 2003-10-20 Author is listed

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This page was last updated on 2009-12-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.