Economics at your fingertips  

Details about Aaron Smallwood

Postal address:701 South West Street Box 19479 Arlington, TX 76019
Workplace:Department of Economics, College of Business Administration, University of Texas-Arlington, (more information at EDIRC)

Access statistics for papers by Aaron Smallwood.

Last updated 2016-08-26. Update your information in the RePEc Author Service.

Short-id: psm47

Jump to Journal Articles

Working Papers


  1. The Long and the Short of It: Long Memory Regressors and Predictive Regressions
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads


  1. Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads


  1. Long Memory Models and Tests for Cointegration: A Synthesizing Study
    Computing in Economics and Finance 2003, Society for Computational Economics


  1. An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models
    Computing in Economics and Finance 2002, Society for Computational Economics Downloads View citations (1)

Journal Articles


  1. Mean Reversion in the Real Interest Rate and the Effects of Calculating Expected Inflation
    Southern Economic Journal, 2011, 78, (1), 107-130 Downloads


  1. Generalized long memory and mean reversion of the real exchange rate
    Applied Economics, 2010, 42, (11), 1377-1386 Downloads


  1. An Encompassing Test of Real Interest Rate Equalization
    Review of International Economics, 2008, 16, (1), 114-126 Downloads View citations (4)
  2. 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 Downloads View citations (4)


  1. Uncertainty and Export Performance: Evidence from 18 Countries
    Journal of Money, Credit and Banking, 2007, 39, (4), 965-979 Downloads View citations (48)


  1. Generalized long memory processes, failure of cointegration tests and exchange rate dynamics
    Journal of Applied Econometrics, 2006, 21, (4), 409-417 Downloads View citations (1)


  1. Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (2), 1-30 Downloads View citations (5)


  1. Estimating cointegrating vectors using near unit root variables
    Applied Economics Letters, 2004, 11, (12), 781-784 Downloads View citations (2)
Page updated 2018-03-03