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 in Applied Economics (2019)

2017

2. Exploring International Differences in Inflation Dynamics
   Working Papers, UW-Whitewater, Department of Economics View citations (4)
   Also in Working Papers, College of the Holy Cross, Department of Economics (2015)
   See also Journal Article in Journal of International Money and Finance (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 in Journal of International Economics (2013)

2012

6. Volatility and Persistence of Simulated DSGE Real Exchange Rates
   Working Papers, UW-Whitewater, Department of Economics
   See also Journal Article in Economics Letters (2013)

2011

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

2009

8. Searching for Nonlinearities in Real Exchange Rates?
   Working Papers, UW-Whitewater, Department of Economics View citations (3)
   See also Journal Article in Applied Economics (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 in Journal of Economics and Finance (2010)

2007

10. International Observations of Monetary Policy Periods
    Working Papers, UW-Whitewater, Department of Economics View citations (1)
    See also Journal Article in The IUP Journal of Monetary Economics (2009)
11. The Effects of Small Sample Bias in Threshold Autoregressive Models
    Working Papers, UW-Whitewater, Department of Economics View citations (2)
    See also Journal Article in Economics Letters (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 in The Quarterly Review of Economics and Finance (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
   See also Working Paper (2018)

2017

3. Exploring international differences in inflation dynamics
   Journal of International Money and Finance, 2017, 79, (C), 115-135 View citations (4)
   See also Working Paper (2017)

2016

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

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 (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 (2012)

2011

7. Searching for nonlinearities in real exchange rates
   Applied Economics, 2011, 43, (15), 1829-1845 View citations (5)
   See also Working Paper (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 (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 (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 (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 (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 (2004)