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Prasad V. Bidarkota

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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
Location: Miami, Florida (United States)
Homepage: http://www.fiu.edu/orgs/economics/
Email:
Phone: (305) 348-2316
Fax: (305) 348-1524
Postal: Miami, FL 33199
Handle: RePEc:edi:defiuus (more details at EDIRC)
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  1. J. Huston McCulloch & Prasad V. Bidarkota, 2003. "Signal Extraction can Generate Volatility Clusters," Computing in Economics and Finance 2003 59, Society for Computational Economics.
  2. 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.
  3. 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.
  4. Mario Crucini & Prasad Bidarkota, 1997. "Commodity Prices and the Terms of Trade," Working Papers 98-01, Ohio State University, Department of Economics.

    RePEc:fiu:wpaper:0305 is not listed on IDEAS
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  5. 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.

    RePEc:fiu:wpaper:0501 is not listed on IDEAS
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  1. Zhiguang (Gerald) Wang & Prasad V. Bidarkota, 2010. "A Long-Run Risks Model of Asset Pricing with Fat Tails," Review of Finance, European Finance Association, vol. 14(3), pages 409-449.
  2. 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.
  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.
  4. 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.
  5. 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.
  6. Khurshid M. Kiani & Prasad V. Bidarkota & Terry L. Kastens, 2005. "Forecast performance of neural networks and business cycle asymmetries," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(4), pages 205-210, July.
  7. Prasad Bidarkota & J Huston Mcculloch, 2004. "Testing for persistence in stock returns with GARCH-stable shocks," Quantitative Finance, Taylor & Francis Journals, vol. 4(3), pages 256-265.
  8. 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.
  9. 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.
  10. 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, August.
  11. 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.
  12. 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.
  13. Bidarkota, Prasad & Crucini, Mario J, 2000. "Commodity Prices and the Terms of Trade," Review of International Economics, Wiley Blackwell, vol. 8(4), pages 647-66, November.
  14. Bidarkota Prasad V., 1999. "Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(4), pages 1-12, January.
  15. 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.
  16. 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.
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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