Access Statistics for Prasad V. Bidarkota

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asset Pricing with Incomplete Information In a Discrete Time Pure Exchange Economy	1	7	22	67	2	11	50	156
Asset Pricing with Incomplete Information under Stable Shocks	0	4	11	92	1	6	27	227
Commodity Prices and the Terms of Trade	2	13	37	369	4	24	63	638
Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers	0	1	2	12	3	10	24	91
Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle	0	1	9	147	1	4	21	348
Incomplete Information in a Long Run Risks Model of Asset Pricing	0	1	15	15	0	6	22	22
Intrinsic Bubbles and Fat Tails in Stock Prices	1	5	12	48	1	7	40	162
News or Noise? Signal Extraction Can Generate Volatility Clusters From IID Shocks	0	4	9	72	5	13	40	199
No Predictable Components in G7 Stock Returns	1	3	10	48	4	7	29	135
On Business Cycle Asymmetries in G7 Countries	3	6	12	42	5	15	46	210
On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example	0	1	3	37	3	7	15	112
Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks	0	1	3	57	0	1	8	120
Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods	1	1	12	110	4	20	69	434
Signal Extraction Can Generate Volatility Clusters From IID Shocks	0	0	1	2	1	3	13	15
Signal Extraction can Generate Volatility Clusters	0	0	8	82	5	5	23	200
The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia	2	5	12	56	4	13	61	235
Total Working Papers	11	53	178	1,256	43	152	551	3,304

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Alternative Regime Switching Models for Forecasting Inflation	0	0	0	2	1	7	28	278
Commodity Prices and the Terms of Trade	4	21	73	237	16	69	234	715
Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns	0	0	1	9	0	0	2	38
Consumption equilibrium asset pricing in two Asian emerging markets	0	2	3	29	0	2	16	112
Do Fluctuations in U.S. Inflation Rates Reflect Infrequent Large Shocks or Frequent Small Shocks?	0	1	4	8	2	4	27	86
INTRINSIC BUBBLES AND FAT TAILS IN STOCK PRICES: A NOTE	2	5	13	15	3	7	26	29
ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE	0	0	1	7	0	2	14	42
On Business Cycle Asymmetries in G7 Countries	1	2	9	27	4	12	36	170
Optimal univariate inflation forecasting with symmetric stable shocks	2	4	7	82	5	9	25	308
Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP	1	1	5	14	3	5	16	97
The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting	0	1	4	29	1	7	24	93
The impact of fat tails on equilibrium rates of return and term premia	0	0	0	0	1	4	14	19
Total Journal Articles	10	37	120	459	36	128	462	1,987

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

LogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail .

Statistics updated 2008-09-04