This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Aaron Dean Smallwood

Personal Details | Affiliation | Works
This is information that was supplied by Aaron Smallwood in registering through RePEc. If you are Aaron Dean Smallwood , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors


Personal Details

First Name: Aaron
Middle Name: Dean
Last Name: Smallwood
Suffix:

RePEc Short-ID: psm47

Email:
Homepage:
http://faculty-staff.ou.edu/S/Aaron.Smallwood-1/
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

|
Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Aaron Smallwood; Alex Maynard; Mark Wohar, 2005. "The Long and the Short of It: Long Memory Regressors and Predictive Regressions," Computing in Economics and Finance 2005 384, Society for Computational Economics. [Downloadable!]

  2. Aaron Smallwood, 2004. "Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity," Computing in Economics and Finance 2004 23, Society for Computational Economics. [Downloadable!]

  3. Aaron D Smallwood & Stefan C Norrbin, 2003. "Long Memory Models and Tests for Cointegration: A Synthesizing Study," Computing in Economics and Finance 2003 32, Society for Computational Economics.

  4. Aaron D. Smallwood & Paul M. Beaumont, 2002. "An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models," Computing in Economics and Finance 2002 285, Society for Computational Economics. [Downloadable!]


Articles

  1. Aaron Smallwood & Stefan C. Norrbin, 2008. "An Encompassing Test of Real Interest Rate Equalization," Review of International Economics, Blackwell Publishing, vol. 16(1), pages 114-126, 02. [Downloadable!] (restricted)

  2. Smallwood, Aaron D., 2008. "Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1161-1176, November. [Downloadable!] (restricted)

  3. Kevin B. Grier & Aaron D. Smallwood, 2007. "Uncertainty and Export Performance: Evidence from 18 Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 965-979, 06. [Downloadable!] (restricted)

  4. Stefan C. Norrbin & Aaron D. Smallwood, 2006. "Generalized long memory processes, failure of cointegration tests and exchange rate dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 409-417. [Downloadable!]

  5. Aaron D. Smallwood & Stefan C. Norrbin, 2004. "Estimating cointegrating vectors using near unit root variables," Applied Economics Letters, Taylor and Francis Journals, vol. 11(12), pages 781-784, October. [Downloadable!] (restricted)

  6. RePEc:bep:sndecm:9:2005:2:1227-1227 is not listed on IDEAS


NEP Fields

3 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2003-10-20 2005-11-19 Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2003-10-20 2004-08-16 2005-11-19 Author is listed
  3. NEP-IFN: International Finance (1) 2004-08-16 Author is listed

Did you know? IDEAS also covers the most complete directory of Economics departments and institutes, EDIRC.

This page was last updated on 2009-12-13.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.