Details about Aaron Smallwood
Access statistics for papers by Aaron Smallwood.
Last updated 2016-08-26. Update your information in the RePEc Author Service.
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- The Long and the Short of It: Long Memory Regressors and Predictive Regressions
Computing in Economics and Finance 2005, Society for Computational Economics
- Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity
Computing in Economics and Finance 2004, Society for Computational Economics
- Long Memory Models and Tests for Cointegration: A Synthesizing Study
Computing in Economics and Finance 2003, Society for Computational Economics
- An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models
Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)
- Mean Reversion in the Real Interest Rate and the Effects of Calculating Expected Inflation
Southern Economic Journal, 2011, 78, (1), 107-130
- Generalized long memory and mean reversion of the real exchange rate
Applied Economics, 2010, 42, (11), 1377-1386
- An Encompassing Test of Real Interest Rate Equalization
Review of International Economics, 2008, 16, (1), 114-126 View citations (4)
- Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model
Journal of International Money and Finance, 2008, 27, (7), 1161-1176 View citations (2)
- Uncertainty and Export Performance: Evidence from 18 Countries
Journal of Money, Credit and Banking, 2007, 39, (4), 965-979 View citations (44)
- Generalized long memory processes, failure of cointegration tests and exchange rate dynamics
Journal of Applied Econometrics, 2006, 21, (4), 409-417
- Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity
Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (2), 1-30 View citations (5)
- Estimating cointegrating vectors using near unit root variables
Applied Economics Letters, 2004, 11, (12), 781-784 View citations (2)
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