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Aaron D Smallwood

Associate Professor, Economics
Last Updated: February 12, 2020
about me

Research Interests

Research Interests
Statistics, Time Series Econometrics, International Finance, Open Economy Macroeconomics

Teaching Interests

Teaching Interests
Statistics, Time Series Econometrics, International Finance, Open Economy Macroeconomics

Education

Education

    • 2001 PhD in Economics
      Florida State University, 2001
    • 2001 PhD in Economics
      Florida State University, Tallahassee, FL, 2001
    • 2000 MS in Economics
      Florida State University, 2000
    • 1995 BS in Economics
      Florida State University, 1995
    • 1995 BS in Economics
      Florida State University, Tallahassee, FL, 1995

Appointments

Appointments

    • 2012 to Present Associate Professor of Economics
      University of Texas at Arlington
    • 2013 to 2014 Visiting Professor
      Tongji University, Shanghai, China
    • 2006 to 2012 Assistant Professor of Economics
      University of Texas at Arlington

Awards and Honors

    • Apr  2018 College of Business Outstanding Graduate Teaching Award sponsored by University of Texas-Arlington, College of Business
    • Jan  2017 Nominee, President's Award on Teaching- Tenured sponsored by University of Texas-Arlington
    • Apr  2016 Outstanding Undergraduate Teaching Award sponsored by College of Business Adminstration

Support & Funding

Support & Funding

This data is entered manually by the author of the profile and may duplicate data in the Sponsored Projects section.
    • Sept 2007 to Aug 2008 The effect of uncertainty on trade and output. A multivariate approach sponsored by  - $9257
      Aaron Smallwood (Funded)

Publications

      Journal Article (In Process)
      • Submitted
        Inference for misspecified GARCHM models
        [Smallwood, AaronD]. Computational Statistics & Data Analysis.
      • In Preparation; Not Yet Submitted
        A Production-Based Explanation of Expected Currency Returns
        [Smallwoood, AaronD , Yamani, Ehab].
      • Submitted
        Inference for likelihood-based estimators of generalized long-memory processes
        [Smallwood, AaronD, Beaumont, PaulM ]. Communications in Statistics- Simulation and Computation.
      • Submitted
        Constrained sum of squares estimation of multiple frequency long memory models
        [Smallwood, AaronD, Beaumont, Paul M]. Econometric Reviews.
      2019
      • Journal Article
        Volatility in Productivity and the Impact on Unemployment
        [Crowder, WilliamJ, Smallwood, AaronD]. Applied Economics. 51(56), 6034-6039.
      Journal Article (In Process)
      • Submitted
        Determinants of Credit Loan Securitization in Chinese Banking
        [Li, Jie, Smallwood, AaronD, Sheng, Zhenyu]. Pacific Economic Review.
      2016
      • Journal Article
        A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching and nonlinear data
        [Smallwood, AaronD]. Econometric Reviews. DOI http://dx.doi.org/10.1080/07474938.2014.976526
      2013
      • Journal Article
        “Long memory regressors and predictive testing: A two-stage rebalancing approach
        [Smallwood, AaronD, Maynard, Alex, Wohar, Mark]. Econometric Reviews. 32, 318-360. DOI http://dx.doi.org/10.1080/07474938.2012.690663
      2011
      • Journal Article
        Mean reversion in the real interest rate and the effects of calculating expected inflation
        [Smallwood, AaronD, Onsurang, Norrbin]. Southern Economic Journal. 78, 107-130. DOI http://dx.doi.org/10.4284/0038-4038-78.1.107
      2010 2008 2007 2006
      • Journal Article
        Generalized long memory processes, failure of cointegration tests and exchange rate dynamics
        [Smallwood, AaronD, Norrbin, StefanC.]. Journal of Applied Econometrics. 21(4), 409-417. DOI http://dx.doi.org/10.1002/jae.857
      2005 2004 2002
      • Journal Article
        Modeling economic time series processes with GARMA models.
        [Smallwood, AaronD].

Presentations

    • June  2019
      Smallwood, AaronD, "Analyzing exchange rate uncertainty and bilateral export growth in China: A multivariate GARCH-based approach ", San Francisco. (June 28, 2019).
    • January  2019
      Smallwood, AaronD, "Analyzing exchange rate uncertainty and bilateral export growth in China: A multivariate GARCH-based approach", Nanjing University of Aeronautics and Astronautics, Nanjing, China. (January 8, 2019).

Students Supervised

    • Dec 2016
      Nusrat Khan, (Economics)
      Spillovers of Chinese credit expansion of ASEAN countries
    • Mar 2016
      Yiling Zhang, (Finance and Real Estate)
      Dissertation

Courses

      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Spring - Regular Academic Session - 2020
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Spring - Regular Academic Session - 2020
      • FINA 5331-080 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2020 Download Syllabus
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Fall - Regular Academic Session - 2019
      • ECON 4325-001 ECONOMIC FORECASTING
        (Course Id: 100583)
        Fall - Regular Academic Session - 2019
      • FINA 5331-080 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Summer - Summer Intersession - 2019
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Spring - Regular Academic Session - 2019 Download Syllabus
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Spring - Regular Academic Session - 2019 Download Syllabus
      • FINA 5331-070 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2019
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Fall - Regular Academic Session - 2018 Download Syllabus
      • ECON 4325-001 ECONOMIC FORECASTING
        (Course Id: 100583)
        Fall - Regular Academic Session - 2018 Download Syllabus
      • FINA 5331-080 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Summer - Summer Intersession - 2018 Download Syllabus
      • ECON 3312-001 MACROECONOMICS
        (Course Id: 100563)
        Summer - Five Week - First - 2018 Download Syllabus
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Spring - Regular Academic Session - 2018 Download Syllabus
      • ECON 4325-001 ECONOMIC FORECASTING
        (Course Id: 100583)
        Spring - Regular Academic Session - 2018 Download Syllabus
      • FINA 5331-070 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2018 Download Syllabus
      • FINA 5331-080 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2018 Download Syllabus
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Fall - Regular Academic Session - 2017 Download Syllabus
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Fall - Regular Academic Session - 2017 Download Syllabus
      • FINA 5331-080 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Fall - Regular Academic Session - 2017 Download Syllabus
      • ECON 3312-001 MACROECONOMICS
        (Course Id: 100563)
        Summer - Five Week - First - 2017 Download Syllabus
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Spring - Regular Academic Session - 2017 Download Syllabus
      • ECON 4325-001 ECONOMIC FORECASTING
        (Course Id: 100583)
        Spring - Regular Academic Session - 2017 Download Syllabus
      • FINA 5331-070 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2017 Download Syllabus
      • FINA 5331-080 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2017 Download Syllabus
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Fall - Regular Academic Session - 2016 Download Syllabus
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Fall - Regular Academic Session - 2016 Download Syllabus
      • FINA 5331-080 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Fall - Regular Academic Session - 2016 Download Syllabus
      • ECON 4391-001 STUDIES IN ECONOMICS
        (Course Id: 100589)
        Fall - Regular Academic Session - 2016
      • ECON 5321-001 GLOBAL BUSINESS ANALYTICS
        (Course Id: 100612 | Xlist Coursepre: ECON | Xlist Coursenum: 4322)
        Summer - Eleven Week - 2016 Download Syllabus
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Summer - Eleven Week - 2016 Download Syllabus
      • ECON 3312-001 MACROECONOMICS
        (Course Id: 100563)
        Summer - Five Week - First - 2016 Download Syllabus
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Spring - Regular Academic Session - 2016 Download Syllabus
      • ECON 4325-001 ECONOMIC FORECASTING
        (Course Id: 100583)
        Spring - Regular Academic Session - 2016 Download Syllabus
      • FINA 5331-070 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2016 Download Syllabus
      • FINA 5331-080 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2016 Download Syllabus
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Fall - Regular Academic Session - 2015 Download Syllabus
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Fall - Regular Academic Session - 2015 Download Syllabus
      • FINA 5331-080 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Fall - Regular Academic Session - 2015 Download Syllabus
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Summer - Eleven Week - 2015 Download Syllabus
      • FINA 5331-080 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Summer - Eleven Week - 2015 Download Syllabus
      • ECON 2305-001 PRIN MACRO ECO
        (Course Id: 100553)
        Summer - Five Week - First - 2015 Download Syllabus
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Spring - Regular Academic Session - 2015 Download Syllabus
      • ECON 4325-001 ECONOMIC FORECASTING
        (Course Id: 100583)
        Spring - Regular Academic Session - 2015 Download Syllabus
      • FINA 5331-070 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2015 Download Syllabus
      • ECON 4391-001 STUDIES IN ECONOMICS
        (Course Id: 100589)
        Spring - Regular Academic Session - 2015
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Fall - Regular Academic Session - 2014 Download Syllabus
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Fall - Regular Academic Session - 2014 Download Syllabus
      • ECON 4323-001 INTRO TO MATH ECONOMICS
        (Course Id: 100581 | Xlist Coursepre: ECON | Xlist Coursenum: 5301)
        Fall - Regular Academic Session - 2014 Download Syllabus
      • ECON 5301-001 MATHEMATICS FOR ECONOMISTS
        (Course Id: 100594 | Xlist Coursepre: ECON | Xlist Coursenum: 4325)
        Fall - Regular Academic Session - 2014 Download Syllabus
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Summer - Five Week - First - 2014 Download Syllabus
      • FINA 5331-070 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Summer - Eleven Week - 2014 Download Syllabus
      • ECON 2305-001 PRIN MACRO ECO
        (Course Id: 100553)
        Summer - Five Week - First - 2014 Download Syllabus
      • ECON 4325-001 ECONOMIC FORECASTING
        (Course Id: 100583)
        Spring - Regular Academic Session - 2014 Download Syllabus
      • FINA 5331-070 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2014 Download Syllabus
      • ECON 3312-002 MACROECONOMICS
        (Course Id: 100563)
        Spring - Regular Academic Session - 2014 Download Syllabus
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Fall - Regular Academic Session - 2013 Download Syllabus
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Fall - Regular Academic Session - 2013 Download Syllabus
      • ECON 5313-030 MANAGERIAL ECONOMICS
        (Course Id: 100604)
        Fall - Regular Academic Session - 2013 Download Syllabus
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Summer - Eleven Week - 2013 Download Syllabus
      • FINA 5331-002 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Summer - Eleven Week - 2013 Download Syllabus
      • ECON 5327-001 INTRNTL FIN & OPEN ECO MACROEC
        (Course Id: 100615)
        Summer - Eleven Week - 2013 Download Syllabus
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Spring - Regular Academic Session - 2013 Download Syllabus
      • FINA 5331-002 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2013 Download Syllabus
      • ECON 3312-002 MACROECONOMICS
        (Course Id: 100563)
        Spring - Regular Academic Session - 2013 Download Syllabus
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Fall - Regular Academic Session - 2012 Download Syllabus
      • ECON 4325-001 ECONOMIC FORECASTING
        (Course Id: 100583)
        Fall - Regular Academic Session - 2012 Download Syllabus
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Fall - Regular Academic Session - 2012 Download Syllabus
      • ECON 5313-004 MANAGERIAL ECONOMICS
        (Course Id: 100604)
        Fall - Regular Academic Session - 2012 Download Syllabus
      • ECON 5327-001 INTRNTL FIN & OPEN ECO MACROEC
        (Course Id: 100615)
        Summer - Eleven Week - 2012
      • ECON 3312-001 MACROECONOMICS
        (Course Id: 100563)
        Summer - Eleven Week - 2012
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Spring - Regular Academic Session - 2012
      • FINA 5331-002 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2012
      • FINA 5331-003 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2012
      • ECON 3312-001 MACROECONOMICS
        (Course Id: 100563)
        Spring - Regular Academic Session - 2012
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Fall - Regular Academic Session - 2011
      • ECON 4323-001 INTRO TO MATH ECONOMICS
        (Course Id: 100581)
        Fall - Regular Academic Session - 2011
      • ECON 5301-001 MATHEMATICS FOR ECONOMISTS
        (Course Id: 100594)
        Fall - Regular Academic Session - 2011
      • ECON 5327-001 INTRNTL FIN & OPEN ECO MACROEC
        (Course Id: 100615)
        Summer - Eleven Week - 2011
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Spring - Regular Academic Session - 2011
      • FINA 5331-002 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2011
      • ECON 3312-002 MACROECONOMICS
        (Course Id: 100563)
        Spring - Regular Academic Session - 2011
      • ECON 4325-001 FLUCTUATIONS & FORECASTING
        (Course Id: 100583)
        Fall - Regular Academic Session - 2010
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Fall - Regular Academic Session - 2010
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Summer - Eleven Week - 2010
      • ECON 5327-001 INTRNTL FIN & OPEN ECO MACROEC
        (Course Id: 100615)
        Summer - Eleven Week - 2010
      • ECON 5337-001 BUSINESS & ECON FORECASTING
        (Course Id: 100625)
        Spring - Regular Academic Session - 2010
      • FINA 5331-002 INTERNATIONAL FINANCE
        (Course Id: 100718)
        Spring - Regular Academic Session - 2010
      • ECON 3312-002 MACROECONOMICS
        (Course Id: 100563)
        Spring - Regular Academic Session - 2010
      • ECON 4322-001 INTERNATIONAL FINANCE
        (Course Id: 100580)
        Fall - Regular Academic Session - 2009
      • ECON 3312-001 MACROECONOMICS
        (Course Id: 100563)
        Fall - Regular Academic Session - 2009

Service to the University

    • Aug 2016 to  Present Committee Member
      Ad hoc graduate program review for economics and finance
      The committee is reviewing potential mutual areas where graduate students could benefit from a streamlined course curriculum.
    • Jan 2016 to  Present Committee Member
      Annual Celebration of Excellence by Students Abstract Review Committee
      Review abstracts submitted to ACES for annual awards.
    • 2013 to  Present Committee Member
      Business Analytics Advisory Committee
    • 2013 to  Present Committee Member
      Research Centers Committee
    • 2013 to  Present Committee Member
      Strategic Planning Committee
    • 2011 to  Present
      Scholarship Committee
    • 2010 to  Present Committee Member
      Grade Appeals Committee
    • Past to  2012 Committee Member
      Dean Search Committee

Service to the Profession

    • Oct 2018 to  Present
      Reviewer, Journal Article
      Journal of International Trade and Economic Development
    • May 2017 to  Present
      Reviewer, Book
      Wiley Publishing
      Reviewed proposed textbook on long-memory econometrics
    • Apr 2017 to  Present
      Reviewer, Journal Article
      Journal of Economics Dynamics and Control
    • Feb 2017 to  Present
      Reviewer, Journal Article
      International Review of Economics and Finance
    • Apr 2016 to  Present
      Reviewer for paper submitted for publication
      Journal of Applied Statistics
    • Jan 2016 to  Present
      Served as a reviewer for a paper submitted for publication.
      Journal of International Money and Finance
    • Past to  Apr 2018
      (Classification: Basic or Discovery Scholarship)
      Reviewer, Journal Article
      Economics
      Reviewer
    • Past to  Feb 2018
      Reviewer, Journal Article
      Review of World Economics
      Reviewer, Journal Article
    • Past to  Feb 2018
      Reviewer, Journal Article
      Econometrics (e-Journal)
      Reviewer, Journal Article
    • Aug 2015 to  Sept 2016
      Served as a reviewer for two papers submitted for publication.
      Managerial Finance
      Served as a referee for two papers.