Yamin S Ahmad : Citation Profile


Are you Yamin S Ahmad?

University of Wisconsin-Whitewater (66% share)
Georgetown University (34% share)

4

H index

2

i10 index

48

Citations

RESEARCH PRODUCTION:

12

Articles

18

Papers

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 2
   Journals where Yamin S Ahmad has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 14 (22.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pah18
   Updated: 2022-11-19    RAS profile: 2022-02-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Staveley-O'Carroll, Olena (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yamin S Ahmad.

Is cited by:

Di Bartolomeo, Giovanni (9)

rossi, lorenza (7)

Marçal, Emerson (6)

Tancioni, Massimiliano (5)

Merlin, Giovanni (3)

Mendonça, Diogo (3)

Craighead, William (3)

Curran, Michael (2)

Panovska, Irina (2)

Tien, Pao-Lin (2)

Manzo, Marco (2)

Cites to:

Taylor, Mark (40)

Taylor, Alan (31)

Obstfeld, Maurice (27)

Peel, David (19)

Rogoff, Kenneth (16)

Sarno, Lucio (12)

Engel, Charles (10)

Craighead, William (10)

Paya, Ivan (9)

Razin, Assaf (8)

Galí, Jordi (7)

Main data


Where Yamin S Ahmad has published?


Journals with more than one article published# docs
Applied Economics2
Economics Letters2
Studies in Nonlinear Dynamics & Econometrics2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / UW-Whitewater, Department of Economics12
Working Papers / College of the Holy Cross, Department of Economics2

Recent works citing Yamin S Ahmad (2022 and 2021)


YearTitle of citing document
2021Recession-specific recoveries: L’s, U’s and everything in between. (2021). Panovska, Irina ; Donayre, Luiggi. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521004225.

Full description at Econpapers || Download paper

2021Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets. (2021). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319306774.

Full description at Econpapers || Download paper

2021Testing for exuberance in house prices using data sampled at di?erent frequencies. (2021). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Otero, Jesus. In: Working Paper series. RePEc:rim:rimwps:21-13.

Full description at Econpapers || Download paper

2022Volatility dependent smooth transitions and abrupt switches: why they are needed for better forecasting the FX rates. (2022). Soylemez, Arif Orun. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:2:d:10.1007_s40822-022-00211-x.

Full description at Econpapers || Download paper

2021Analyzing the duration of IPOs from offering to listing using the Cox proportional hazards model. (2021). Smith, Zachary Alexander ; Mumtaz, Muhammad Zubair. In: Portuguese Economic Journal. RePEc:spr:portec:v:20:y:2021:i:1:d:10.1007_s10258-019-00166-z.

Full description at Econpapers || Download paper

2022Inflation in the G7 and the expected time to reach the reference rate: A nonparametric approach. (2022). Nicolau, Joo ; da Cunha, Ines. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1608-1620.

Full description at Econpapers || Download paper

Works by Yamin S Ahmad:


YearTitleTypeCited
2016Outliers and persistence in threshold autoregressive processes In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article5
2020Temporal aggregation of random walk processes and implications for economic analysis In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2008The effects of small sample bias in Threshold Autoregressive models In: Economics Letters.
[Full Text][Citation analysis]
article0
2007The Effects of Small Sample Bias in Threshold Autoregressive Models.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Volatility and persistence of simulated DSGE real exchange rates In: Economics Letters.
[Full Text][Citation analysis]
article0
2012Volatility and Persistence of Simulated DSGE Real Exchange Rates.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Causes of nonlinearities in low-order models of the real exchange rate In: Journal of International Economics.
[Full Text][Citation analysis]
article1
2013Causes of Nonlinearities in low order models of the real exchange rate.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2011Temporal aggregation and purchasing power parity persistence In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article15
2011Temporal Aggregation and Purchasing Power Parity Persistence.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2011Temporal Aggregation and Purchasing Power Parity Persistence.(2011) In: Wesleyan Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2017Exploring international differences in inflation dynamics In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article5
2015Exploring International Differences in Inflation Dynamics.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2017Exploring International Differences in Inflation Dynamics.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2005Money market rates and implied CCAPM rates: some international evidence In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article12
2002Money Market Rates and Implied CCAPM Rates: Some International Evidence.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2004Money market rates and implied CCAPM rates: some international evidence.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2018Nonlinearities in the Real Exchange Rates: New Evidence from Developed and Developing Countries In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Nonlinearities in the real exchange rates: new evidence from developed and developing countries.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2009International Observations of Monetary Policy Periods In: The IUP Journal of Monetary Economics.
[Citation analysis]
article1
2007International Observations of Monetary Policy Periods.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2005Reconciling The Effects of Monetary Policy Actions on Consumption Within A Heterogeneous Agent Framework In: Computing in Economics and Finance 2005.
[Citation analysis]
paper0
2006Reconciling the Effects of Monetary Policy Actions on Consumption Within a Heterogeneous Agent Framework.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Modeling the time to an initial public offering: When does the fruit ripen? In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article3
2008Modeling the Time to an Initial Public Offering: When does the Fruit Ripen?.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2011Searching for nonlinearities in real exchange rates In: Applied Economics.
[Full Text][Citation analysis]
article1
2009Searching for Nonlinearities in Real Exchange Rates?.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2004Foreign Direct Investment versus Portfolio Investment : A Global Games Approach In: Working Papers.
[Full Text][Citation analysis]
paper2
2014Temporal Aggregation of Random Walk Processes and Implications for Asset Prices In: Working Papers.
[Full Text][Citation analysis]
paper2
2014Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle? In: Working Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team