Bidarkota, Prasad V
- Associate Professor, Economics , Steven J. Green School of International and Public Affairs
Scholarly & Creative Works
selected scholarly works & creative activities
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Article
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2021A state space framework for the residual income valuation model of stock prices. SN Business & Economics. 1.Full Text via DOI: 10.1007/s43546-021-00066-5
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2013On international financial spillovers to frontier markets. International Journal of Economics and Business Research. 5:433.Full Text via DOI: 10.1504/ijebr.2013.054257
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2011Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors. Journal of Risk and Financial Management. 4:97-132.Full Text via DOI: 10.3390/jrfm4010097 Web of Science: 000219537400004
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2005Forecast performance of neural networks and business cycle asymmetries. Applied Economics Letters. 1:205-210.Full Text via DOI: 10.1080/17446540500143848
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2003Consumption asset pricing with stable shocks - exploring a solution and its implications for mean equity returns. JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 27:399-421.Full Text via DOI: 10.1016/S0165-1889(01)00054-9 Web of Science: 000178935700003
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2001Alternative regime switching models for forecasting inflation. Journal of Forecasting. 20:21-35.Full Text via DOI: 10.1002/1099-131X(200101)20:1<21::AID-FOR763>3.0.CO;2-0 Web of Science: 000166610400002
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2000Asymmetries in the conditional mean dynamics of real GNP: Robust evidence. REVIEW OF ECONOMICS AND STATISTICS. 82:153-157.Full Text via DOI: 10.1162/003465300558588 Web of Science: 000085761300014
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1999Sectoral investigation of asymmetries in the conditional mean dynamics of the real US GDP. Studies in Nonlinear Dynamics and Econometrics. 3:191-200.Full Text via DOI: 10.2202/1558-3708.1048 Web of Science: 000083209900002
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1998The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting. INTERNATIONAL JOURNAL OF FORECASTING. 14:457-468.Full Text via DOI: 10.1016/S0169-2070(98)00036-3 Web of Science: 000077562000003
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Optimal univariate inflation forecasting with symmetric stable shocks. Journal of applied econometrics. 13:659-670.Full Text via DOI: 10.1002/(SICI)1099-1255(199811/12)13:6<659::AID-JAE481>3.0.CO;2-Q Web of Science: 000077791300005
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Preprint
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2019A State Space Framework for the Residual Income Valuation Model of Stock PricesFull Text via DOI: 10.2139/ssrn.3466181
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2019Intrinsic Bubbles in Stock Prices Under Persistent Dividend Growth RatesFull Text via DOI: 10.2139/ssrn.3320234
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2012Time-Varying Financial Spillovers from the US to Frontier MarketsFull Text via DOI: 10.2139/ssrn.2011360
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2012Time-Varying Risk and Risk Premiums in Frontier MarketsFull Text via DOI: 10.2139/ssrn.2011366
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2011Time-Varying Financial Spillovers from the US to Frontier MarketsFull Text via DOI: 10.2139/ssrn.1832738
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2011Time-Varying Risk and Risk Premiums in Frontier MarketsFull Text via DOI: 10.2139/ssrn.1947412
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2008Incomplete Information in a Long Run Risks Model of Asset PricingFull Text via DOI: 10.2139/ssrn.1091169
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2004On the Economic Impact of Modeling Non-Linearities: The Asset Pricing ExampleFull Text via DOI: 10.2139/ssrn.609681
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2003Signal Extraction Can Generate Volatility Clusters from Iid ShocksFull Text via DOI: 10.2139/ssrn.447860
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2003Testing for Persistence in Stock Returns with Garch-Stable ShocksFull Text via DOI: 10.2139/ssrn.463661
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1997On Modeling Real Gnp: Non-Normality and Non-Linearity, But No Long MemoryFull Text via DOI: 10.2139/ssrn.2076
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1996Optimal Signal Extraction with Stable Shocks: The Case of U.S. InflationFull Text via DOI: 10.2139/ssrn.1378
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1996The Comparative Forecast Performance of Univariate and Multivariate ModelsFull Text via DOI: 10.2139/ssrn.1386
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- Prasad Bidarkota
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