Department of Economics, Florida International University, Miami, Florida, USA
Biography
Dr. VB Prasad has pursued is the application of signal extraction techniques in analyzing macroeconomic issues. In this context, Prasad has applied non-Gaussian state-space models in a series of papers to uncover market expectations of inflation rates and to examine whether predictable components exist in stock returns. These models also adapt rapidly to abrupt changes in the behavior of time series; therefore Prasad has compared their performance with the popularly used Markov switching models.
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