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Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model
Smallwood, Aaron D. - In: Journal of international money and finance 27 (2008) 7, pp. 1161-1176
Persistent link: https://www.econbiz.de/10003780711
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Joint tests for non-linearity and long memory : the case of purchasing power parity
Smallwood, Aaron D. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10003283256
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Inference in misspecified GARCH-M models
Smallwood, Aaron D. - In: Oxford bulletin of economics and statistics 84 (2022) 2, pp. 334-355
Persistent link: https://www.econbiz.de/10013188544
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
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Analyzing exchange rate uncertainty and bilateral export growth in China : a multivariate GARCH-based approach
Smallwood, Aaron D. - In: Economic modelling 82 (2019), pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
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Generalized long memory processes, failure of cointegration tests and exchange rate dynamcis
Smallwood, Aaron D.; Norrbin, Stefan C. - In: Journal of applied econometrics 21 (2006) 4, pp. 409-417
Persistent link: https://www.econbiz.de/10003338620
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Uncertainty and export performance : evidence from 18 countries
Grier, Kevin; Smallwood, Aaron D. - In: Journal of money, credit and banking : JMCB 39 (2007) 4, pp. 965-979
Persistent link: https://www.econbiz.de/10003483264
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An encompassing test of real interest rate equalization
Smallwood, Aaron D.; Norrbin, Stefan C. - In: Review of international economics 16 (2008) 1, pp. 114-126
Persistent link: https://www.econbiz.de/10003617383
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Generalized long memory and mean reversion of the real exchange rate
Norrbin, Stefan C.; Smallwood, Aaron D. - In: Applied economics 42 (2010) 10/12, pp. 1377-1386
Persistent link: https://www.econbiz.de/10008658488
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Mean reversion in the real interest rate and the effects of calculating expected inflation
Norrbin, Onsurang; Smallwood, Aaron D. - In: Southern economic journal 78 (2011) 1, pp. 107-130
Persistent link: https://www.econbiz.de/10009310081