Details about Aaron Smallwood

Access statistics for papers by Aaron Smallwood.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: psm47

Working Papers

2024

1. Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas

2005

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

2004

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

2003

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

2002

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

Journal Articles

2010

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

2008

2. An Encompassing Test of Real Interest Rate Equalization*
   Review of International Economics, 2008, 16, (1), 114-126 View citations (12)
3. 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 (7)

2007

4. Uncertainty and Export Performance: Evidence from 18 Countries
   Journal of Money, Credit and Banking, 2007, 39, (4), 965-979 View citations (76)

2006

5. Generalized long memory processes, failure of cointegration tests and exchange rate dynamics
   Journal of Applied Econometrics, 2006, 21, (4), 409-417 View citations (3)

2005

6. Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity
   Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (2), 30 View citations (11)

2004

7. Estimating cointegrating vectors using near unit root variables
   Applied Economics Letters, 2004, 11, (12), 781-784 View citations (8)