Uncertainty and export performance: Evidence from 18 countries KB Grier, AD Smallwood Journal of Money, Credit and Banking 39 (4), 965-979, 2007 | 181 | 2007 |
Exchange rate shocks and trade: A multivariate GARCH-M approach KB Grier, AD Smallwood Journal of International Money and Finance 37, 282-305, 2013 | 71 | 2013 |
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 | 28 | 2008 |
Joint tests for non-linearity and long memory: the case of purchasing power parity AD Smallwood Studies in Nonlinear Dynamics & Econometrics 9 (2), 2005 | 28 | 2005 |
Joint tests for non-linearity and long memory: the case of purchasing power parity AD Smallwood Studies in Nonlinear Dynamics & Econometrics 9 (2), 2005 | 27 | 2005 |
Analyzing exchange rate uncertainty and bilateral export growth in China: A multivariate GARCH-based approach AD Smallwood Economic Modelling 82, 332-344, 2019 | 25 | 2019 |
Long memory regressors and predictive testing: A two-stage rebalancing approach A Maynard, A Smallwood, ME Wohar Econometric Reviews 32 (3), 318-360, 2013 | 24 | 2013 |
Long memory regressors and predictive testing: A two-stage rebalancing approach A Maynard, A Smallwood, ME Wohar Econometric Reviews 32 (3), 318-360, 2013 | 24 | 2013 |
An encompassing test of real interest rate equalization A Smallwood, SC Norrbin Review of International Economics 16 (1), 114-126, 2008 | 21 | 2008 |
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 | 14 | 2006 |
Estimating cointegrating vectors using near unit root variables AD Smallwood*, SC Norrbin Applied Economics Letters 11 (12), 781-784, 2004 | 13 | 2004 |
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 | 9 | 2016 |
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 | 8 | 2011 |
Multiple frequency long memory models A Smallwood, P Beaumont Discussion Paper, Department of Economics, University of Oklahoma, 2003 | 7 | 2003 |
Inference for estimators of generalized long memory processes PM Beaumont, AD Smallwood Communications in Statistics-Simulation and Computation 52 (12), 6096-6115, 2023 | 5 | 2023 |
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 | 4 | 2001 |
Inference in Misspecified GARCH‐M Models AD Smallwood Oxford Bulletin of Economics and Statistics 84 (2), 334-355, 2022 | 3 | 2022 |
Volatility in productivity and the impact on unemployment WJ Crowder, A Smallwood Applied Economics 51 (56), 6034-6039, 2019 | 3 | 2019 |
Persistence in the real interest rate and the effects of calculating expected inflation O Pipatchaipoom, A Smallwood Unpublished manuscript, University of Texas–Arlington, 2008 | 3 | 2008 |
Real Exchange Rate Uncertainty and Export Performance: Evidence from 18 Countries KB Grier, A Smallwood Department of Economics, University of Oklahoma, 2003 | 3 | 2003 |