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Svetlana Makarova

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First Name:Svetlana
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Last Name:Makarova
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RePEc Short-ID:pma599
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Location: London, United Kingdom
Homepage: http://www.ssees.ucl.ac.uk/cce.htm
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Phone: +44-20-7679 8519
Fax: +44-20-7679 8777
Postal: Gower Street, London WC1E 6BT
Handle: RePEc:edi:csescuk (more details at EDIRC)
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  1. Christian Francq & Svetlana Makarova & Jean-Michel Zakoïan, 2006. "Stochastic unit-root bilinear processes," Computing in Economics and Finance 2006 63, Society for Computational Economics.
  2. 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.
  3. Wojciech Charemza & Mikhail Lifshits & Svetlana Makarova, 2002. "A simple test for unit root bilinearity," EUSP Deparment of Economics Working Paper Series Ec-01/02, European University at St. Petersburg, Department of Economics, revised 29 Mar 2002.
  4. 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.
  1. 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.
  2. 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, vol. 48(3), pages 458-479, September.
  3. 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.
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2003-10-20. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2003-10-20. Author is listed

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