Aaron Smallwood
Names
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Aaron |
| last: |
Smallwood |
Identifer
Contact
Affiliations
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University of Texas-Arlington
/ College of Business Administration
/ Department of Economics
Research profile
author of:
- An Encompassing Test of Real Interest Rate Equalization
Review of International Economics, Wiley Blackwell (2008)
by Aaron Smallwood & Stefan C. Norrbin
(ReDIF-article, bla:reviec:v:16:y:2008:i:1:p:114-126) - Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity
Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2005)
by Smallwood Aaron D
(ReDIF-article, bpj:sndecm:v:9:y:2005:i:2:n:7) - Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model
Journal of International Money and Finance, Elsevier (2008)
by Smallwood, Aaron D.
(ReDIF-article, eee:jimfin:v:27:y:2008:i:7:p:1161-1176) - Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2024)
by Chi-Young Choi & Alexander Chudik & Aaron Smallwood
(ReDIF-paper, fip:feddgw:98241) - Generalized long memory processes, failure of cointegration tests and exchange rate dynamics
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006)
by Stefan C. Norrbin & Aaron D. Smallwood
(ReDIF-article, jae:japmet:v:21:y:2006:i:4:p:409-417) - Uncertainty and Export Performance: Evidence from 18 Countries
Journal of Money, Credit and Banking, Blackwell Publishing (2007)
by Kevin B. Grier & Aaron D. Smallwood
(ReDIF-article, mcb:jmoncb:v:39:y:2007:i:4:p:965-979) - An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models
Computing in Economics and Finance 2002, Society for Computational Economics (2002)
by Aaron D. Smallwood & Paul M. Beaumont
(ReDIF-paper, sce:scecf2:285) - Long Memory Models and Tests for Cointegration: A Synthesizing Study
Computing in Economics and Finance 2003, Society for Computational Economics (2003)
by Aaron D Smallwood & Stefan C Norrbin
(ReDIF-paper, sce:scecf3:32) - Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity
Computing in Economics and Finance 2004, Society for Computational Economics (2004)
by Aaron Smallwood
(ReDIF-paper, sce:scecf4:23) - The Long and the Short of It: Long Memory Regressors and Predictive Regressions
Computing in Economics and Finance 2005, Society for Computational Economics (2005)
by Aaron Smallwood; Alex Maynard; Mark Wohar
(ReDIF-paper, sce:scecf5:384) - Estimating cointegrating vectors using near unit root variables
Applied Economics Letters, Taylor & Francis Journals (2004)
by Aaron Smallwood & Stefan Norrbin
(ReDIF-article, taf:apeclt:v:11:y:2004:i:12:p:781-784) - Generalized long memory and mean reversion of the real exchange rate
Applied Economics, Taylor & Francis Journals (2010)
by Stefan Norrbin & Aaron Smallwood
(ReDIF-article, taf:applec:v:42:y:2010:i:11:p:1377-1386)