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Aaron  Smallwood
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Year
Uncertainty and export performance: Evidence from 18 countries
KB Grier, AD Smallwood
Journal of Money, Credit and Banking 39 (4), 965-979, 2007
1812007
Exchange rate shocks and trade: A multivariate GARCH-M approach
KB Grier, AD Smallwood
Journal of International Money and Finance 37, 282-305, 2013
712013
Joint tests for non-linearity and long memory: the case of purchasing power parity
AD Smallwood
Studies in Nonlinear Dynamics & Econometrics 9 (2), 2005
282005
Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model
AD Smallwood
Journal of International Money and Finance 27 (7), 1161-1176, 2008
272008
Joint tests for non-linearity and long memory: the case of purchasing power parity
AD Smallwood
Studies in Nonlinear Dynamics & Econometrics 9 (2), 2005
272005
Analyzing exchange rate uncertainty and bilateral export growth in China: A multivariate GARCH-based approach
AD Smallwood
Economic Modelling 82, 332-344, 2019
242019
Long memory regressors and predictive testing: A two-stage rebalancing approach
A Maynard, A Smallwood, ME Wohar
Econometric Reviews 32 (3), 318-360, 2013
242013
Long memory regressors and predictive testing: A two-stage rebalancing approach
A Maynard, A Smallwood, ME Wohar
Econometric Reviews 32 (3), 318-360, 2013
242013
An encompassing test of real interest rate equalization
A Smallwood, SC Norrbin
Review of International Economics 16 (1), 114-126, 2008
212008
Generalized long memory processes, failure of cointegration tests and exchange rate dynamics
AD Smallwood, SC Norrbin
Journal of Applied Econometrics 21 (4), 409-417, 2006
142006
Estimating cointegrating vectors using near unit root variables
AD Smallwood*, SC Norrbin
Applied Economics Letters 11 (12), 781-784, 2004
132004
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
AD Smallwood
Econometric Reviews 35 (6), 986-1012, 2016
92016
Mean reversion in the real interest rate and the effects of calculating expected inflation
O Norrbin, AD Smallwood
Southern Economic Journal 78 (1), 107-130, 2011
82011
Multiple frequency long memory models
A Smallwood, P Beaumont
Discussion Paper, Department of Economics, University of Oklahoma, 2003
72003
Inference for estimators of generalized long memory processes
PM Beaumont, AD Smallwood
Communications in Statistics-Simulation and Computation 52 (12), 6096-6115, 2023
52023
An examination of real interest rate movements using long memory GARMA models
AD Smallwood, SC Norrbin
University of Oklahoma Working Papers 2001-17, 1-46, 2001
42001
Inference in Misspecified GARCH‐M Models
AD Smallwood
Oxford Bulletin of Economics and Statistics 84 (2), 334-355, 2022
32022
Volatility in productivity and the impact on unemployment
WJ Crowder, A Smallwood
Applied Economics 51 (56), 6034-6039, 2019
32019
Persistence in the real interest rate and the effects of calculating expected inflation
O Pipatchaipoom, A Smallwood
Unpublished manuscript, University of Texas–Arlington, 2008
32008
Real Exchange Rate Uncertainty and Export Performance: Evidence from 18 Countries
KB Grier, A Smallwood
Department of Economics, University of Oklahoma, 2003
32003
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Articles 1–20