Ahmad, Yamin

At UW-Whitewater

Affiliation
University - Faculty/Staff
Department
Economics
Position
PROFESSOR
Office Phone
(262) 472-5576
Office Location
HH 4404

Education

PhD, Economics, Georgetown University, Washington DC 2004
MA, Economics, Georgetown University, Washington DC 2002
MSc, Economics and Econometrics, Bristol University, Bristol, UK, 2000
BSc, Economics, London School of Economics and Political Science, London, UK 1998

Teaching Experience

Whitewater
Principles of Macroeconomics, ECON 202
Money and Banking, ECON 354
Business Conditions Analysis (Graduate), ECON 736

Previous Institution
Mathematical Economics (Graduate Level)
Macroeconomics (Graduate)
Macroeconomic Theory (Intermediate Macroeconomics)
International Finance

Research

Dr. Ahmad's major field of reseach lies in monetary economics. He also has research interests that lie in the area of international macroeconomics, heterogenous agent models, threshold models and models that incorporate nonlinear dynamics. He has published the results of his research in the Quarterly Review of Economics and Finance, Economics Letters, Journal of Economics and Finance, Applied Economics, and is currently working on several research projects.

Broadly speaking, much of Dr. Ahmad's current research involves examining monetary policy and trying to back out the inflation target that the Federal Reserve had been targeting historically. Other research examines the time series properties and dynamics of both nominal and real exchange rates, as well as the impact of temporal aggregation in estimating the dynamics of aggregated data.

Service

Community Service:

Assurance of Learning Advisement Committee (College)

Scholarship and Awards (College)

L&S Curriculum Committee (College)

Strategic Planning Commitee (Department)

Assessment (ad hoc, Department)

Whitewater Economics Society (Department)

Select Publications:

 

Author(s) Year Article Title Journal Name Volume Issue Pages
Ahmad, Y. S., C. W.  2011 Temporal Aggregation and Purchasing Power Parity Persistence. Journal of International Money and Finance 30 5 817-830
Ahmad, Y. S., Kashian, R.  2010 Modeling the Time to an Initial Public Offering: When does the Fruit Ripen?  Journal of Economics and Finance 34 N/A 391-414
Ahmad, Y. S., Glosser, S. 2009 Searching for nonlinearities in real exchange rates. Applied Economics Online N/A N/A


Yamin Ahmad is a professor in the Department of Economics at the University of Wisconsin -Whitewater. He holds a P.h.D. and a Masters Degree in Economics from Georgetown University, a Masters Degree in Econometrics (MSc in Economics and Econometrics) from the University of Bristol, and a Bachelors Degree in Economics from the London School of Economics and Political Science. His dissertation was in the area of Monetary Economics and is titled "The Transmission mechanism of Monetary Policy". His research interests lie in the area of monetary economics, international macroeconomics, heterogenous agent models, and in particular sticky price/wage models. At UW-Whitewater, he currently teaches Principles of Macroeconomics and Money and Banking. In addition to those classes, he has previously taught Macroeconomic Theory, Graduate Level Mathematical Economics, and Linear Algebra at Georgetown University.

2015 McGraw-Hill Distinguished Paper Award
February 2015
Association of Collegiate Marketing Educators (ACME)
2013 Hermsen Teaching Award
April 2013
College of Business and Economics
2011 Hermsen Teaching Award
April 2011
College of Business and Economics
Finalist for 2010 Hermsen Teaching Award
February 2010
College of Business and Economics
Finalist for 2009 Hermsen Teaching Award
February 2009
College of Business and Economics
Who's Who of Teachers in America
September 2008
Marquis
Finalist for 2008 Hermsen Teaching Award
February 2008
College of Business and Economics
Nominee for 2007 Hermsen Teaching Award
March 2007
College of Business and Economics

PhD
Monetary Economics / International Economics
Georgetown University
2004
MA
Economics
Georgetown University
2001
MSc
Econometrics
University of Bristol
2000
BSc
Economics
London School of Economics and Political Science
1998

American Economic Association
Current
Econometric Society
Current
Midwest Economics Association
Current
Midwest Applied Time Series and Econometrics Group
August 2011 - Current
Society for Nonlinear Dynamics
April 2008 - Current

The role of Limited Information in Asset Price Dynamics
Eylem Ersal
Bubble-like Behavior in Asset Markets: The Role of Limited Information
Eylem Ersal
A historical view of the determinants of real exchange rate volatility
Bubble-like Behavior in Asset Markets: The role of limited Information
Eylem Ersal
Exploring International Differences in Inflation Dynamics
Olena Mykhaylova
Bubble-like Behavior in Asset Markets: The role of limited Information
Eylem Ersal
Exploring International Differences in Inflation Dynamics
Olena Mykhaylova
Inflation Persistence and Volatility in Two Country New Keynesian Models
Olena Mykhaylova
Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?
Luiggi Donayre
Inflation Persistence in Closed and Open Economies
Olena Mykhaylova
Nonlinearities in Real Exchange Rates: New Evidence
Ming Chien Lo and Olena Mykhaylova
Nonlinearities in Real Exchange Rates: New Evidence
Ming Chien Lo and Olena Mykhaylova
Temporal Biases of Random Walk Processes and Implications for Asset Prices
Ivan Paya
Temporal Aggregation of Random Walk Processes and Implications for Asset Prices
Ivan Paya
The Persistence of Cyclical Unemployment
Causes of Nonlinearities in Low Order Models of the Real Exchange Rate
Olena Mykhaylova and Ming Chien Lo
The Persistence of Cyclical Unemployment
Volatility Persistence and Nonlinearity of Simulated DSGE Real Exchange Rates
Olena Mykhaylova and Ming Chien Lo
On the Correlation between Inflation Persistence and the Implicit Inflation Target
Stuart Glosser
Volatility Persistence and Nonlinearity of Simulated DSGE Real Exchange Rates
Olena Mykhaylova and Ming Chien Lo
Persistence and Non-Linearity of Simulated DSGE Real Exchange Rates
Olena Mykhaylova, Ming Chien Lo
Temporal Biases of Unit Root Processes and Implications for Asset Prices
Ivan Paya
Persistence and Non-Linearity of Simulated DSGE Real Exchange Rates
Olena Mykhaylova, Ming Chien Lo
Temporal Biases of Unit Root Processes and Implications for Asset Prices
Ivan Paya
On the Correlation Between Inflation Persistence and the Implicit Inflation Target
Stuart Glosser
Industrial Specialization, Financial Integration and International Consumption Risk Sharing
Temporal Aggregation and Purchasing Power Parity Persistence
William Craighead
Temporal Aggregation and Persistence of Nominal Exchange Rates: Are Exchange Rates Too Stationary
Ivan Paya
Wage-Price Flexibility, Exchange Rate Flexibility, Capital Controls and the Speed of Adjustment in the Money Market
Temporal Aggregation and PPP Persistence
William Craighead
Temporal Aggregation and PPP Persistence
William Craighead
Oil Shocks, Inflation Expectations and the Lucas Critique
Searching for Nonlinearity in Real Exchange Rates
Stuart Glosser
Searching for Nonlinearity in Real Exchange Rates
Stuart Glosser
The Impact of Temporal Sampling and Temporal Aggregation as Explanations for the Nominal Exchange Rate Puzzle
Discussion of "A Bayesian Analysis of Exchange Rate Dynamics" by Ming Lo and James Morley
Financial Fragility and Exchange Rate Regimes in a Small Open Economy - A Discussion
U.S. Bankruptcy in the 90’s: A Vector Autoregressive Analysis - A Discussion
Demutualization: A Hazard Analysis of the Conversion of Former Credit Unions to Publically Traded Financial Institutions
Russ Kashian
International Observations of Monetary Policy Periods
Searching for Nonlinearity is Real Exchange Rates
Stuart Glosser
An Empirical Investigation of a Nonlinear Exchange Rate Model
Stuart Glosser
Discussion of "Actual and Optimal Average Propensities to Consume Out of Wealth" by Laurie Pounder
Reconciling the Effects of Monetary Policy Actions on Consumption Within A Heterogeneous Agent Framework
Reconciling the Effects of Monetary Policy Actions on Consumption Within A Heterogeneous Agent Framework
Learning, Commitment and Monetary Policy - A Discussion by Yamin Ahmad
Foreign Direct Invest vs Portfolio Investment: A Global Games Approach
Pietro Cova and Rodrigo Harrison
Money Market Rates and Implied CCAPM Rates: Some International Evidence
Money Market Rates and Implied CCAPM Rates: Some International Evidence
Money Market Rates and Implied CCAPM Rates: Some International Evidence

Foreign Direct Investment versus Portfolio Investment: A Global Games Approach
Heterogeneity and Limited Participation: Implication for Interest Rates
Nonlinearities in the Real Exchange Rate: New Evidence from Developed and Developing Countries
Applied Economics
Temporal Aggregation of Random Walk Processes and Implications for Asset Prices
Studies in Nonlinear Dynamics and Econometrics
The Impact of Temporal Sampling and Temporal Aggregation as Explanations for the Nominal Exchange Rate Puzzle
Reconciling the Effects of Monetary Policy on Consumption Within a Heterogeneous Agent Framework
Exploring International Differences in Inflation Dynamics
Journal of International Money and Finance
Vol. 79 Pg. 115-135
Government Digital Information Discovery and Exploration: The Case of Unravelling Tourism-led Growth Paradox in China
Information Discovery and Delivery
Vol. 45 Iss. 4 Pg. 212-219
Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?
Studies in Nonlinear Dynamics and Econometrics
Vol. 20 Iss. 1 Pg. 37 - 56
Nonlinear Time Series Models and Model Selection
Springer
Causes of Nonlinearities in Low-Order Models of the Real Exchange Rate
Journal of International Economics
Vol. 91 Iss. 1 Pg. 128 - 141
Volatility and Persistence of Simulated DSGE Real Exchange Rates
Economics Letters
Vol. 119 Iss. 1 Pg. 38 - 41
Temporal Aggregation and Purchasing Power Parity Persistence
Journal of International Money and Finance
Vol. 30 Iss. 5 Pg. 817 - 830
Searching for Nonlinearities in Real Exchange Rates
Applied Economics
Vol. 43 Iss. 15 Pg. 1829 - 1845
Modeling the Time to an Initial Public Offering: When does the Fruit Ripen?
Journal of Economics and Finance
Vol. 34 Iss. 4 Pg. 391-414
International Observations of Monetary Policy Periods
IUP Journal of Monetary Economics
Vol. 7 Iss. 3 & 4 Pg. 7 - 43
The Effects of Small Sample Bias in Threshold Autoregressive Models
Economics Letters
Vol. 101 Pg. 6-9
Money Market Rates and Implied CCAPM Rates: Some International Evidence
Quarterly Review of Economics and Finance
Vol. 45 Pg. 699-729

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