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Svetlana Makarova

Personal Details

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

Affiliation

Centre for Comparative Economics
School of Slavonic and East European Studies
University College London (UCL)

London, United Kingdom
http://www.ssees.ucl.ac.uk/cce.htm
RePEc:edi:csescuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Svetlana Makarova, 2014. "Risk and Uncertainty: Macroeconomic Perspective," UCL SSEES Economics and Business working paper series 129, UCL School of Slavonic and East European Studies (SSEES).
  2. Wojciech W. Charemza & Svetlana Makarova & Imran Shah, 2013. "Making the Most of High Inflation," UCL SSEES Economics and Business working paper series 124, UCL School of Slavonic and East European Studies (SSEES).
  3. Christian Francq & Svetlana Makarova & Jean-Michel Zakoïan, 2006. "Stochastic unit-root bilinear processes," Computing in Economics and Finance 2006 63, Society for Computational Economics.
  4. 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.
  5. 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.
  6. Wojciech Charemza & Mikhail Lifshits & Svetlana Makarova, 2002. "A Simple Test for Unit Root Bilinearity," EUSP Department of Economics Working Paper Series 2002/01, European University at St. Petersburg, Department of Economics, revised 29 Mar 2002.

Articles

  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;Association for Comparative Economic Studies, 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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. 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.

    Mentioned in:

    1. Wojciech Charemza
      by Metablog Obserwatora Finansowego in Obserwator Finansowy on 2009-12-10 17:59:58
    2. Wojciech Charemza
      by Metablog Obserwatora Finansowego in Obserwator Finansowy on 2009-12-10 17:59:58
  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.

    Mentioned in:

    1. Wojciech Charemza
      by Metablog Obserwatora Finansowego in Obserwator Finansowy on 2009-12-10 17:59:58
  3. 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.

    Mentioned in:

    1. Wojciech Charemza
      by Metablog Obserwatora Finansowego in Obserwator Finansowy on 2009-12-10 17:59:58
    2. Wojciech Charemza
      by Metablog Obserwatora Finansowego in Obserwator Finansowy on 2009-12-10 17:59:58

Working papers

  1. Svetlana Makarova, 2014. "Risk and Uncertainty: Macroeconomic Perspective," UCL SSEES Economics and Business working paper series 129, UCL School of Slavonic and East European Studies (SSEES).

    Cited by:

    1. Svetlana Makarova, 2016. "ECB footprints on inflation forecast uncertainty," Bank of Estonia Working Papers wp2016-5, Bank of Estonia, revised 19 Jul 2016.
    2. Charemza, Wojciech & Díaz, Carlos & Makarova, Svetlana, 2019. "Quasi ex-ante inflation forecast uncertainty," International Journal of Forecasting, Elsevier, vol. 35(3), pages 994-1007.
    3. Aleksander Grechuta, 2018. "Porównanie trafności jednorocznych prognoz polskiej koniunktury sporządzanych przez krajowe i międzynarodowe instytucje ekonomiczne," Bank i Kredyt, Narodowy Bank Polski, vol. 49(1), pages 63-92.

  2. Wojciech W. Charemza & Svetlana Makarova & Imran Shah, 2013. "Making the Most of High Inflation," UCL SSEES Economics and Business working paper series 124, UCL School of Slavonic and East European Studies (SSEES).

    Cited by:

    1. Imran Shah & Ian Corrick, 2016. "How Should Central Banks Respond to Non-neutral Inflation Expectations?," Department of Economics Working Papers 64/17, University of Bath, Department of Economics.
    2. Imran Hussain Shaha & Simón Sosvilla-Rivero, 2017. "Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices," Working Papers del Instituto Complutense de Estudios Internacionales 1707, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.

  3. 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.

    Cited by:

    1. Roberto Leon-Gonzalez & Fuyu Yang, 2017. "Bayesian inference and forecasting in the stationary bilinear model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(20), pages 10327-10347, October.
    2. Philip Hans Franses, 2019. "Model‐based forecast adjustment: With an illustration to inflation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(2), pages 73-80, March.
    3. Daisuke Nagakura, 2007. "Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process," IMES Discussion Paper Series 07-E-20, Institute for Monetary and Economic Studies, Bank of Japan.
    4. 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.
    5. Daniela Hristova, 2004. "Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices," Computing in Economics and Finance 2004 47, Society for Computational Economics.
    6. Hristova Daniela, 2005. "Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(1), pages 1-15, March.
    7. Cajueiro, Daniel O. & Tabak, Benjamin M., 2006. "Testing for rational bubbles in banking indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 366(C), pages 365-376.

Articles

  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.

    Cited by:

    1. Roberto Leon-Gonzalez & Fuyu Yang, 2017. "Bayesian inference and forecasting in the stationary bilinear model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(20), pages 10327-10347, October.
    2. Christian Francq & Jean-Michel Zakoïan, 2010. "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Post-Print hal-00732536, HAL.
    3. Martínez Ibáñez, Oscar & Olmo, José, 2008. "A nonlinear threshold model for the dependence of extremes of stationary sequences," Working Papers 2072/5361, Universitat Rovira i Virgili, Department of Economics.
    4. William Sheng Liu & Frank Wogbe Agbola & Janet Ama Dzator, 2016. "The impact of FDI spillover effects on total factor productivity in the Chinese electronic industry: a panel data analysis," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 21(2), pages 217-234, April.
    5. Abdelhakim Aknouche & Nadia Rabehi, 2010. "On an independent and identically distributed mixture bilinear time‐series model," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(2), pages 113-131, March.
    6. Christian FRANCQ & Jean-Michel ZAKOIAN, 2009. "Properties of the QMLE and the Weighted LSE for LARCH(q) Models," Working Papers 2009-19, Center for Research in Economics and Statistics.
    7. Yoon, Gawon, 2016. "Stochastic unit root processes: Maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests," Economic Modelling, Elsevier, vol. 52(PB), pages 725-732.

  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;Association for Comparative Economic Studies, vol. 48(3), pages 458-479, September.

    Cited by:

    1. Imran Shah & Ian Corrick, 2016. "How Should Central Banks Respond to Non-neutral Inflation Expectations?," Department of Economics Working Papers 64/17, University of Bath, Department of Economics.
    2. Wojciech Charemza & Svetlana Makarova & Imran Shah, 2015. "Making the most of high inflation," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3723-3739, July.
    3. Mankiw, N. Gregory & Reis, Ricardo, 2002. "What measure of inflation should a central bank target?," Working Paper Series 170, European Central Bank.

  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.
    See citations under working paper version above.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2003-10-20
  2. NEP-ETS: Econometric Time Series (1) 2003-10-20

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