Norman, Stephen






Stephen Norman
Ph.D. Economics, Cornell University, 2006
Assistant Professor
Milgard School of Business
University of Washington - Tacoma
Phone: 253-692-4827
Fax: 253-692-4523
Email: normanse (at) uw.edu
Department Faculty Webpage

Vita 

Research Interests: Applied Time Series Analysis, Economic History, International Economics

Published Papers:
  1. "Deriving the Dividend Discount Model in the Intermediate Microeconomics Class," with Doug Wills, Jonathan Schlaudraff, and Karianne White, Journal of Economic Education, 44, 58-63, (2013).
  2. "What is the Shape of Real Exchange Rate Nonlinearity?" with Kerk Phillips, Applied Financial Economics, 23, 363-375, (2013).
  3. "Time or Spot? A Revaluation of Amsterdam Market Data prior to 1747," with Doug Wills and Brian Beach, Cliometrica, 7, 61-85, (2013).
  4. "Transatlantic Capital Market Price Discovery during a Financial Crisis," with Chris Hoag, Bulletin of Economic Research, 65, 1-9, (2013).
  5. "Determinants of Homestead Claims and the Expansion of Western Settlement," with Doug Wills and Randy McFerrin, Applied Economics Letters, 19,  1927-1932, (2012).
  6. "How Well does Nonlinear Mean Reversion Solve the PPP Puzzle?," Journal of International Money and Finance, 29, 919-937, (2010).
  7. "Testing for a Unit Root Against STAR Nonlinearity with a Delay Parameter Greater than One," Economics Bulletin, 29, 2148-2169, (2009).
  8. “Systematic Small Sample Bias in Two Regime SETAR Model Estimation,” Economics Letters, 99, 134-138, (2008).
Working Papers/Works in Progress:
  1. "Nonlinear Mean Reversion in London and Amsterdam Financial Markets in the 1700s," with Doug Wills.
  2. "Expansion of Western Settlement on the Canadian and US Frontiers," with Doug Wills and Randy McFerrin.
  3. "EQ and BAND TAR Models in Practice.”