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Details about Yamin S Ahmad

Homepage:https://sites.google.com/site/yaminahmad/
Workplace:Department of Economics, University of Wisconsin-Whitewater, (more information at EDIRC)
Economics Department, Georgetown University, (more information at EDIRC)

Access statistics for papers by Yamin S Ahmad.

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

Short-id: pah18


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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 Downloads
    See also Journal Article Nonlinearities in the real exchange rates: new evidence from developed and developing countries, Applied Economics, Taylor & Francis Journals (2019) Downloads (2019)

2017

  1. Exploring International Differences in Inflation Dynamics
    Working Papers, UW-Whitewater, Department of Economics Downloads View citations (6)
    Also in Working Papers, College of the Holy Cross, Department of Economics (2015) Downloads

    See also Journal Article Exploring international differences in inflation dynamics, Journal of International Money and Finance, Elsevier (2017) Downloads View citations (5) (2017)

2014

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

2013

  1. Causes of Nonlinearities in low order models of the real exchange rate
    Working Papers, UW-Whitewater, Department of Economics Downloads 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) Downloads View citations (5) (2013)

2012

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

2011

  1. Temporal Aggregation and Purchasing Power Parity Persistence
    Wesleyan Economics Working Papers, Wesleyan University, Department of Economics Downloads View citations (19)
    Also in Working Papers, UW-Whitewater, Department of Economics (2011) Downloads View citations (16)

    See also Journal Article Temporal aggregation and purchasing power parity persistence, Journal of International Money and Finance, Elsevier (2011) Downloads View citations (17) (2011)

2009

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

2008

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

2007

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

2006

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

2004

  1. Foreign Direct Investment versus Portfolio Investment: A Global Games Approach
    Working Papers, UW-Whitewater, Department of Economics Downloads View citations (2)
  2. 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 Downloads View citations (6)
    Also in Working Papers, Georgetown University, Department of Economics (2002) Downloads

    See also Journal Article Money market rates and implied CCAPM rates: some international evidence, The Quarterly Review of Economics and Finance, Elsevier (2005) Downloads 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 Downloads View citations (1)

2019

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

2017

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

2016

  1. Outliers and persistence in threshold autoregressive processes
    Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (1), 37-56 Downloads View citations (5)

2013

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

2011

  1. Searching for nonlinearities in real exchange rates
    Applied Economics, 2011, 43, (15), 1829-1845 Downloads View citations (5)
    See also Working Paper Searching for Nonlinearities in Real Exchange Rates?, Working Papers (2009) Downloads View citations (3) (2009)
  2. Temporal aggregation and purchasing power parity persistence
    Journal of International Money and Finance, 2011, 30, (5), 817-830 Downloads View citations (17)
    See also Working Paper Temporal Aggregation and Purchasing Power Parity Persistence, Wesleyan Economics Working Papers (2011) Downloads View citations (19) (2011)

2010

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

2009

  1. 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) Downloads View citations (1) (2007)

2008

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

2005

  1. Money market rates and implied CCAPM rates: some international evidence
    The Quarterly Review of Economics and Finance, 2005, 45, (4-5), 699-729 Downloads 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) Downloads View citations (6) (2004)
 
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