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Aaron Dean Smallwood

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Aaron
Middle Name: Dean
Last Name: Smallwood
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RePEc Short-ID: psm47

Email:
Homepage: http://faculty-staff.ou.edu/S/Aaron.Smallwood-1/
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Affiliation

Department of Economics
University of Oklahoma
Location: Norman, Oklahoma (United States)
Homepage: http://www.ou.edu/cas/econ/
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Handle: RePEc:edi:decouus (more details at EDIRC)

Works

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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.
  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.
  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.

Articles

  1. Onsurang Norrbin & Aaron D. Smallwood, 2011. "Mean Reversion in the Real Interest Rate and the Effects of Calculating Expected Inflation," Southern Economic Journal, Southern Economic Association, vol. 78(1), pages 107-130, July.
  2. Stefan Norrbin & Aaron Smallwood, 2010. "Generalized long memory and mean reversion of the real exchange rate," Applied Economics, Taylor & Francis Journals, vol. 42(11), pages 1377-1386.
  3. Aaron Smallwood & Stefan C. Norrbin, 2008. "An Encompassing Test of Real Interest Rate Equalization," Review of International Economics, Wiley Blackwell, vol. 16(1), pages 114-126, 02.
  4. 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.
  5. 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.
  6. 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.
  7. Smallwood Aaron D, 2005. "Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-30, June.
  8. Aaron Smallwood & Stefan Norrbin, 2004. "Estimating cointegrating vectors using near unit root variables," Applied Economics Letters, Taylor & Francis Journals, vol. 11(12), pages 781-784.

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

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