Details about Yamin S Ahmad

Access statistics for papers by Yamin S Ahmad.

Last updated 2022-02-07. Update your information in the RePEc Author Service.

Short-id: pah18

Working Papers

2018

1. Nonlinearities in the Real Exchange Rates: New Evidence from Developed and Developing Countries
   Working Papers, College of the Holy Cross, Department of Economics
   See also Journal Article Nonlinearities in the real exchange rates: new evidence from developed and developing countries, Applied Economics, Taylor & Francis Journals (2019) View citations (1) (2019)

2017

2. Exploring International Differences in Inflation Dynamics
   Working Papers, UW-Whitewater, Department of Economics View citations (6)
   Also in Working Papers, College of the Holy Cross, Department of Economics (2015)
   See also Journal Article Exploring international differences in inflation dynamics, Journal of International Money and Finance, Elsevier (2017) View citations (5) (2017)

2014

3. Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?
   Working Papers, UW-Whitewater, Department of Economics View citations (1)
4. Temporal Aggregation of Random Walk Processes and Implications for Asset Prices
   Working Papers, UW-Whitewater, Department of Economics View citations (2)

2013

5. Causes of Nonlinearities in low order models of the real exchange rate
   Working Papers, UW-Whitewater, Department of Economics View citations (5)
   See also Journal Article Causes of nonlinearities in low-order models of the real exchange rate, Journal of International Economics, Elsevier (2013) View citations (5) (2013)

2012

6. Volatility and Persistence of Simulated DSGE Real Exchange Rates
   Working Papers, UW-Whitewater, Department of Economics
   See also Journal Article Volatility and persistence of simulated DSGE real exchange rates, Economics Letters, Elsevier (2013) View citations (4) (2013)

2011

7. Temporal Aggregation and Purchasing Power Parity Persistence
   Working Papers, UW-Whitewater, Department of Economics View citations (16)
   Also in Wesleyan Economics Working Papers, Wesleyan University, Department of Economics (2011) View citations (19)
   See also Journal Article Temporal aggregation and purchasing power parity persistence, Journal of International Money and Finance, Elsevier (2011) View citations (17) (2011)

2009

8. Searching for Nonlinearities in Real Exchange Rates?
   Working Papers, UW-Whitewater, Department of Economics View citations (3)
   See also Journal Article Searching for nonlinearities in real exchange rates, Applied Economics, Taylor & Francis Journals (2011) View citations (5) (2011)

2008

9. Modeling the Time to an Initial Public Offering: When does the Fruit Ripen?
   Working Papers, UW-Whitewater, Department of Economics
   See also Journal Article Modeling the time to an initial public offering: When does the fruit ripen?, Journal of Economics and Finance, Springer (2010) View citations (3) (2010)

2007

10. International Observations of Monetary Policy Periods
    Working Papers, UW-Whitewater, Department of Economics View citations (1)
    See also Journal Article International Observations of Monetary Policy Periods, The IUP Journal of Monetary Economics, IUP Publications (2009) (2009)
11. The Effects of Small Sample Bias in Threshold Autoregressive Models
    Working Papers, UW-Whitewater, Department of Economics View citations (3)
    See also Journal Article The effects of small sample bias in Threshold Autoregressive models, Economics Letters, Elsevier (2008) View citations (3) (2008)

2006

12. Reconciling the Effects of Monetary Policy Actions on Consumption Within a Heterogeneous Agent Framework
    Working Papers, UW-Whitewater, Department of Economics
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005)

2004

13. Foreign Direct Investment versus Portfolio Investment: A Global Games Approach
    Working Papers, UW-Whitewater, Department of Economics View citations (2)
14. Money market rates and implied CCAPM rates: some international evidence
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (6)
    Also in Working Papers, Georgetown University, Department of Economics (2002)
    See also Journal Article Money market rates and implied CCAPM rates: some international evidence, The Quarterly Review of Economics and Finance, Elsevier (2005) View citations (9) (2005)

Journal Articles

2020

1. Temporal aggregation of random walk processes and implications for economic analysis
   Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (2), 20 View citations (1)

2019

2. Nonlinearities in the real exchange rates: new evidence from developed and developing countries
   Applied Economics, 2019, 51, (25), 2731-2743 View citations (1)
   See also Working Paper Nonlinearities in the Real Exchange Rates: New Evidence from Developed and Developing Countries, Working Papers (2018) (2018)

2017

3. Exploring international differences in inflation dynamics
   Journal of International Money and Finance, 2017, 79, (C), 115-135 View citations (5)
   See also Working Paper Exploring International Differences in Inflation Dynamics, Working Papers (2017) View citations (6) (2017)

2016

4. Outliers and persistence in threshold autoregressive processes
   Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (1), 37-56 View citations (6)

2013

5. Causes of nonlinearities in low-order models of the real exchange rate
   Journal of International Economics, 2013, 91, (1), 128-141 View citations (5)
   See also Working Paper Causes of Nonlinearities in low order models of the real exchange rate, Working Papers (2013) View citations (5) (2013)
6. Volatility and persistence of simulated DSGE real exchange rates
   Economics Letters, 2013, 119, (1), 38-41 View citations (4)
   See also Working Paper Volatility and Persistence of Simulated DSGE Real Exchange Rates, Working Papers (2012) (2012)

2011

7. Searching for nonlinearities in real exchange rates
   Applied Economics, 2011, 43, (15), 1829-1845 View citations (5)
   See also Working Paper Searching for Nonlinearities in Real Exchange Rates?, Working Papers (2009) View citations (3) (2009)
8. Temporal aggregation and purchasing power parity persistence
   Journal of International Money and Finance, 2011, 30, (5), 817-830 View citations (17)
   See also Working Paper Temporal Aggregation and Purchasing Power Parity Persistence, Working Papers (2011) View citations (16) (2011)

2010

9. Modeling the time to an initial public offering: When does the fruit ripen?
   Journal of Economics and Finance, 2010, 34, (4), 391-414 View citations (3)
   See also Working Paper Modeling the Time to an Initial Public Offering: When does the Fruit Ripen?, Working Papers (2008) (2008)

2009

10. International Observations of Monetary Policy Periods
    The IUP Journal of Monetary Economics, 2009, VII, (3-4), 7-43
    See also Working Paper International Observations of Monetary Policy Periods, Working Papers (2007) View citations (1) (2007)

2008

11. The effects of small sample bias in Threshold Autoregressive models
    Economics Letters, 2008, 101, (1), 6-8 View citations (3)
    See also Working Paper The Effects of Small Sample Bias in Threshold Autoregressive Models, Working Papers (2007) View citations (3) (2007)

2005

12. Money market rates and implied CCAPM rates: some international evidence
    The Quarterly Review of Economics and Finance, 2005, 45, (4-5), 699-729 View citations (9)
    See also Working Paper Money market rates and implied CCAPM rates: some international evidence, Money Macro and Finance (MMF) Research Group Conference 2003 (2004) View citations (6) (2004)