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Yamin Ahmad
Assistant Professor
Research Interests
- Monetary Economics
- International Macroeconomics
- Threshold Models
- Heterogeneous Agent Models
Curriculum Vitae
Click here for a printable version
Yamin Ahmad is an assistant professor in the Department of Economics at the University of Wisconsin - Whitewater. He holds a Ph.D. and a Masters Degree (MA) 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, threshold models, heterogenous agent models, and sticky price/wage models.
At UW-Whitewater, he currently teaches Business Cycles, Advanced International Economics and Business Conditions Analysis. He has also taught Principles of Macroeconomics, Money and Banking and Intermediate Macroeconomics. In addition to those classes, he has previously taught Macroeconomic Theory, Graduate Level Mathematical Economics, and Linear Algebra at Georgetown University.
University Address: Department of Economics
University of Wisconsin - Whitewater
800 W. Main Street,
Whitewater, WI, 53190
Telephone: (262) 472 5576
Email: ahmady@uww.edu
webpage: http://facstaff.uww.edu/ahmady/
Georgetown University, Washington D.C., U.S.A. 08/99 - 07/04
Ph.D. Economics, July 2004
Specialisation: Monetary Economics, International Macroeconomics
Graduate Merit Fellowship awarded to promising graduate students in
Economics.
MA in Economics, May 2001
Specialisation: New Keynesian Macroeconomics, Computational
Economics, Econometrics
University of Bristol, Bristol, United Kingdom 08/98 - 08/99
MSc in Econometrics January 2000
Specialisation: Time Series Modeling, Advanced Micrometric Modeling,
Financial Markets
Graduated with Distinction (Summa Cum Laude)
London School of Economics and Political Science, U.K. 09/95 - 07/98
BSc in Economics July 1998
Specialisation: International Economics, Monetary Economics
Graduated with 2:1 Honours (Magna Cum Laude)
"Money Market Rates and Implied CCAPM Rates: Some International
Evidence",
Quarterly Review of Economics and Finance, Sept. 2005, Vol 45, #4, pp 699-729
"The Effects of Small Sample Bias in Threshold Autoregressive (TAR) Models",
- Economics Letters, forthcoming
"A Comparison of Nonlinear Exchange Rate Models: An Empirical Investigation”, with Stuart Glosser
Presented at the Society for Nonlinear Dynamics and Econometrics
Federal Reserve Bank of San Francisco, San Francisco, April 2008
Presented at the Midwest Economics Association
Chicago, March 2007
"Demutualization: A Hazard Analysis of the Conversion of Former Credit Unions to Publicly Traded Financial Institutions", with Russel Kashian
Presented at the Midwest Economics Association
Chicago, March 2007
"International Observations of Monetary Policy Periods"
Presented at the Midwest Economics Association
Chicago, March 2007
"Reconciling the Effects of Monetary Policy Actions on Consumption Within A Heterogeneous Agent Framework"
Presented at the Midwest Economics Association
Chicago, March 2006
"International Observations Of Monetary Policy Shocks Over The Last
Three Decades", Disseration Chapter May 2002
"The Transmission Mechanism Of Monetary Policy In New Neoclassical
Synthesis Models", Dissertation Chapter January 2003
"Smooth Transition As An Explanation For PPP Deviations: An Empirical
Investigation Of A Nonlinear Adjustment Mechanism.",
- MSc Dissertation, University of Bristol, U.K., August 1999
Preliminary version presented at the Midwest Economics Association
Chicago, March 2008
"Heterogeneity and Limited Participation: Implication For Interest Rate
Movements", (Working Title) May 2003
"Foreign Direct Investment versus Portfolio Investment: A Global Games
Approach", (Working Title)
with Pietro Cova and Rodrigo Harrison August 2003
Presented at the European Economic Association Conference
Madrid, Spain
, August 2004
Should Monetary Policy Target Asset Prices?”
(with Luis San Vicente Portes) September 2005
Title
"The Transmission Mechanism Of Monetary Policy"
Prof. Matthew B. Canzoneri,
Prof. Robert E. Cumby .
Prof. Behzad T. Diba
Presenter
Midwest Economics Association Conference March 2003 - present
Society for Nonlinear Dynamics and Econometrics March 2008
Nonlinear Dynamical Methods and Time Series Analysis August 2006
Money, Macro & Finance Research Group 35th Annual Conference
University of Cambridge, Cambridge, United Kingdom September 2003
North American Summer Meetings of the Econometric Society,
Northwestern University, Evanston, Illinois, United States June 2003
Discussant
Midwest Economics Association Conference March 2003 - present
Quarterly Review of Economics and Finance
Journal of Economics and Business
American Economic Association, Econometric Society, Midwest Economics Association.
UW - Whitewater, Whitewater, WI, U.S.A. 2004 - present
Lecturer
Principles of Macroeconomics
Money and Banking
Intermediate Macroeconomics
Business Conditions Analysis
Advanced International Economics
Georgetown University, Washington D.C., U.S.A. 8/99 - 2004
Lecturer
Mathematical Economics to incoming PhD students. 2000-2004
Macroeconomic Theory (Intermediate Macro) 2000-2004
Teaching Assistant
Principles of Microeconomics (Head Teaching Assistant)
Principles of Macroeconomics courses.
Graduate Macroeconomics
International Finance
Research Assistant
Research Assistant to Prof. William Jack Spring 2002
Gateway (formerly Gateway 2000), London, U.K. 1995-1998
Technical Advisor
Worked as part of a team to maintain computers.
Interacted with potential clients with regards to technical inquiries.
Graduate: Macroeconomics, Monetary Economics, International
Finance, Mathematical Economics
Undergraduate: Macroeconomics, Monetary Economics, International
Economics, Intermediate Microeconomics, Econometrics,
Mathematical Economics
Skills:
Econometric Software: Matlab, Gauss, Eviews;
Word Processors: Microsoft Office, Scientific Workplace;
Web Design & Graphics: Adobe Dreamweaver, Fireworks, Flash,
Adobe Photoshop.
Languages:
Conversational French and Bengali. Knowledgeable in German.
Supervisor:
Behzad T. Diba
Department of Economics
Georgetown University
Washington DC 20007
Tel: (202) 687-5862
Email: dibab@georgetown.edu
Advisors:
Matthew B. Canzoneri
Department of Economics
Georgetown University
Washington DC 20007
Tel: (202) 687-5911
Email: canzonem@georgetown.edu
Robert E. Cumby
Department of Economics
Georgetown University
Washington DC 20007
Tel: (202) 687-2990
Email: cumbyr@georgetown.edu
Courses
ECON 202 - Principles of Macroeconomics
ECON 302 - Intermediate Macroeconomics
ECON 354 - Money and Banking
ECON 402 - Business Cycles
ECON 413 - Advanced Economic Analysis
ECON 736 - Business Conditions Analysis
ECON 758 - International Economics
RESEARCH
My primary field of interest lies in monetary economics, although I have research interests that also lie in the area of international macroeconomics, threshold models, heterogenous agent models, and sticky price/wage models. I have published the results of my research in outlets like the Quarterly Review of Economics and Finance, Economics Letters, Applied Financial Economics and Journal of Economics and Finance. I am currently working on several research projects.
Broadly speaking, much of my current research involves the transmission mechanism of monetary policy, and in trying to identify channels by which monetary policy shocks impact the economy. I am also trying to find tractable means of incorporating heterogeneity into the existing representative agent framework.
The other broad strand of my research involves exchange rates and examining the extent to which they exhibit nonlinear dynamics. I am also interested in examining the role of expectations and moving away from the Rational Expectations paradigm by looking to see how the distribution of expectations may impact results from economic models.
Links to Other Resources
- UWW Economics Related Websites
- GU Economics Related Sites
- Job Sites For Economists
- Links To Some Economist's Homepages
- Programming Code
- Other Resources & Interesting Links
UWW Economics Related Sites
Departmental Workshops and Seminars
UW-Whitewater Economics Society
GU Economics Related Sites
GU Economic's Department Website Template
My homepage at Georgetown University
Job Sites For Economists
JOE (American Economic Association: Job Openings for Economists).
Inomics (Internet Site for Economists)
Jobs.ac.uk (Academic Job Posting Site in the UK)
Social Science Research Network
e-JOE (Electronic JOE)
Links To Some Economist's Homepages
Fabio Ghironi's Homepage For Macroeconomic Policy In Closed And Open Economies
Programming Code
Dynare Code For Chapter 3 of Dissertation (appearing shortly)
NNS Model features:-
- capital accumulation
- capital utilisation
- heterogeneous households
Other Resources & Interesting Links
EconLit (JEL Classification Codes)