Access Statistics for Prasad V. Bidarkota

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Commodity Prices and the Terms of Trade 1 1 2 474 3 12 14 922
Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle 0 0 0 171 2 6 6 456
Optimal Univariate Inflation Forecasting with Symmetric Stable Shocks 0 0 0 78 2 6 7 210
Signal Extraction Can Generate Volatility Clusters From IID Shocks 0 0 0 15 1 3 5 99
Signal Extraction can Generate Volatility Clusters 0 0 1 97 6 13 14 305
Total Working Papers 1 1 3 835 14 40 46 1,992

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Long-Run Risks Model of Asset Pricing with Fat Tails 0 0 0 18 0 5 5 72
Alternative Regime Switching Models for Forecasting Inflation 0 0 0 2 1 7 8 407
Asset pricing with incomplete information and fat tails 0 0 1 23 0 4 9 100
Consumption asset pricing with stable shocks--exploring a solution and its implications for mean equity returns 0 0 0 19 1 3 4 78
Consumption equilibrium asset pricing in two Asian emerging markets 0 0 0 41 0 2 4 197
Do Fluctuations in U.S. Inflation Rates Reflect Infrequent Large Shocks or Frequent Small Shocks? 0 0 0 18 0 3 8 165
INTRINSIC BUBBLES AND FAT TAILS IN STOCK PRICES: A NOTE 0 0 0 36 0 4 4 92
ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE 0 0 0 3 0 0 1 36
On Business Cycle Asymmetries in G7 Countries 0 0 0 52 1 7 9 285
Optimal univariate inflation forecasting with symmetric stable shocks 0 0 0 106 1 11 15 407
Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP 0 0 0 20 0 7 7 140
Testing for persistence in stock returns with GARCH-stable shocks 0 0 0 11 2 2 3 61
The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting 0 0 1 87 1 1 4 221
The impact of fat tails on equilibrium rates of return and term premia 0 0 0 9 1 6 10 70
Total Journal Articles 0 0 2 445 8 62 91 2,331
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

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

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04