Aaron D Smallwood

Associate Professor, Economics

Last Updated: January 6, 2021

smallwood@uta.edu
https://scholar.google.com/citations?user=uVMcfDsAAAAJ&hl=en
https://blog.uta.edu/small

about me

Research Interests

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

Teaching Interests

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

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

- 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
- Aug 2001 to Aug 2006 Assistant Professor
  Economics, University of Oklahoma (Irving, OK, United States)

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

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

In Process

Journal Article
Determinants of Credit Loan Securitization in Chinese Banking
[Li, Jie, Smallwood, AaronD, Sheng, Zhenyu]. Pacific Economic Review. Accepted.

2019

Journal Article
Analyzing exchange rate uncertainty on bilateral export growth in China: A multivariate GARCH based approach
[Smallwood, AaronD]. Economic Modelling. 82, 332-344.
https://www.journals.elsevier.com/economic-modelling

Journal Article
Volatility in Productivity and the Impact on Unemployment
[Crowder, WilliamJ, Smallwood, AaronD]. Applied Economics. 51(56), 6034-6039.

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
Exchange rate shocks and trade: A multivariate GARCH-M approach
[Smallwood, AaronD, Grier, Kevin]. Journal of International Money and Finance. 37, 282-305. DOI: http://dx.doi.org/10.1016/j.jimonfin.2013.05.010

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

Journal Article
Generalized long memory and mean reversion of the real exchange rate
[Smallwood, AaronD]. Applied Economics. 42, 1377-1386. DOI: http://dx.doi.org/10.1080/00036840701721349

2008

Journal Article
An Encompassing Test of Real Interest Rate Equalization
[Smallwood, AaronD, Norrbin, StefanC.]. Review of International Economics. 16(1), 114-126. DOI: http://dx.doi.org/10.1111/j.1467-9396.2007.00731.x

Journal Article
Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model
[Smallwood, AaronD]. 27(7), 1161-1176. DOI: http://dx.doi.org/10.1016/j.jimonfin.2007.10.001

2007

Journal Article
Uncertainty and Export Performance: Evidence from 18 Countries
[GRIER, KEVINB., Smallwood, AaronD]. 39(4), 965-979. DOI: http://dx.doi.org/10.1111/j.1538-4616.2007.00053.x

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

Journal Article
Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity
[Smallwood, AaronD]. 9(2), 1-28. DOI: http://dx.doi.org/10.2202/1558-3708.1227

2004

Journal Article
Estimating cointegrating vectors using near unit root variables
[Smallwood, AaronD, Norrbin, StefanC.]. 11(12), 781-784. DOI: http://dx.doi.org/10.1080/1350485042000245520

Journal Article
Multiple Frequency Long Memory Models
[Smallwood, AaronD., Beaumont, PaulM.].
https://pdfs.semanticscholar.org/b318/860213995284b2900c3d8c09e0982a4caf3b.pdf

2002

Journal Article
Modeling economic time series processes with GARMA models.
[Smallwood, AaronD].

In Process

Manuscript
Inference for misspecified GARCHM models
[Smallwood, AaronD]. Oxford Bulletin of Economics and Statistics. Submitted.

Manuscript
An Investment-Based Explanation of Currency Excess Returns
[Smallwoood, AaronD , Yamani, Ehab]. Review of Finance. Submitted.

Manuscript
Inference for likelihood-based estimators of generalized long-memory processes
[Smallwood, AaronD, Beaumont, PaulM ]. Communications in Statistics- Simulation and Computation. Submitted.

Manuscript
Constrained sum of squares estimation of multiple frequency long memory models
[Smallwood, AaronD, Beaumont, Paul M]. In Preparation; Not Yet Submitted.

2005

Technical Report
The Long and the Short of It: Long Memory Regressors and Predictive Regressions
[Smallwood, AaronD, Maynard, Alex, Wohar, Mark]. "Society for Computational Economics".
https://ideas.repec.org/p/sce/scecf5/384.html

Technical Report
The Long and the Short of It: Long Memory Regressors and Predictive Regressions
[Wohar, AaronSmallwood, Maynard, Alex, Mark, RichardS].
http://econpapers.repec.org/paper/scescecf5/384.htm

2003

Technical Report
Long Memory Models and Tests for Cointegration: A Synthesizing Study
[Smallwood, AaronD, Norrbin, StefanC.].
http://econpapers.repec.org/paper/scescecf3/32.htm

2002

Technical Report
An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models
[Smallwood, AaronD, Beaumont, Paul]. "Society for Computational Economics".
http://econpapers.repec.org/paper/scescecf2/285.htm

Presentations

- March 2020
  Smallwood, AaronD (Author & Presenter), "Oral communication and the impact on exchange rates in China", Western Economic Association, Shanghai, China (paper accepted, but conference was cancelled). (March 19, 2020).
- 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
  Directed Individual/Independent Study
  Nusrat Khan, (Economics)
  Spillovers of Chinese credit expansion of ASEAN countries
- Mar 2016
  Dissertation Committee Member
  Yiling Zhang, (Finance and Real Estate)
  Dissertation

Courses

Service to the University

- Aug 2020 to Present Committee Member
  
  Ethics Task Force
- Aug 2019 to Present Committee Member
  
  Undergraduate assembly
- 2013 to Present Committee Member
  
  Business Analytics Advisory Committee
- 2011 to Present
  
  Scholarship Committee
- 2010 to Present Committee Member
  
  Grade Appeals Committee
- Feb 2020 to May 2020 Committee Member
  
  Dean of Libraries Periodic Comprehensive Review Committee
- Jan 2016 to June 2018 Committee Member
  
  Annual Celebration of Excellence by Students Abstract Review Committee
  Review abstracts submitted to ACES for annual awards.
- Sept 2016 to Aug 2017 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.
- Aug 2013 to Aug 2016 Committee Member
  
  Research Centers Committee
- Aug 2013 to Aug 2016 Committee Member
  
  Strategic Planning Committee
- Past to 2012 Committee Member
  
  Dean Search Committee

Service to the Profession

- Sept 2019 to Aug 2020
  Reviewer, Journal Article
  Economic Modelling
- Aug 2015 to Aug 2020
  Served as a reviewer for two papers submitted for publication.
  Managerial Finance
  Served as a referee for three papers.
- Feb 2019 to Oct 2019
  Reviewer, Journal Article
  Empirical Economics
- Oct 2018 to Aug 2019
  Reviewer, Journal Article
  Journal of International Trade and Economic Development
- Apr 2017 to Aug 2019
  Reviewer, Journal Article
  Journal of Economics Dynamics and Control
- Jan 2018 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
- May 2017 to Aug 2017
  Reviewer, Book
  Wiley Publishing
  Reviewed proposed textbook on long-memory econometrics
- Feb 2017 to Aug 2017
  Reviewer, Journal Article
  International Review of Economics and Finance
- Jan 2016 to Aug 2017
  Served as a reviewer for a paper submitted for publication.
  Journal of International Money and Finance
- Apr 2016 to Aug 2016
  Reviewer for paper submitted for publication
  Journal of Applied Statistics

Faculty & Staff Resources

Aaron D Smallwood

Research Interests

Research Interests

Teaching Interests

Teaching Interests

Education

Education

Appointments

Appointments

Awards and Honors

Support & Funding

Support & Funding

Publications

Presentations

Students Supervised

Courses

Service to the University

Service to the Profession