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Paul Jones Faculty Profile

Paul Jones

Assistant Professor of Economics
Social Science Division, Seaver College
APC 248

Education

  • PhD, Manderson Graduate School of Business, The University of Alabama, 2014
  • MBA, Manderson Graduate School of Business, The University of Alabama, 2009
  • BS, The University of Alabama, 2007
  • The Time-Varying Correlation Between Uncertainty, Output, and Inflation: Evidence from a DCC-GARCH model. (with Eric Olson) Economics Letters, 118, 2013, p. 33-37.
  • On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability. (with Walter Enders) In Jun Ma and Mark E. Wohar, eds. Recent Advances in Estimating Nonlinear Models (Springer) September 2013.
  • Tax Multipliers and Monetary Policy: Evidence from a Threshold Model. (with Eric Olson) Economics Letters, 122, 2014, p. 116-118.
  • Asymmetric Tax Multipliers. (with Eric Olson and Mark Wohar) Journal of Macroeconomics. 43, 2015, p. 38-48.
  • The International Effects of U.S. Uncertainty. (with Eric Olson) International Journal of Finance and Economics. Forthcoming.
  • The Asymmetric Effects of Uncertainty on Macroeconomic Activity. (with Walter Enders) Macroeconomic Dynamics. Forthcoming.
  • Grain Prices, Oil Prices, and Multiple Smooth Breaks in a VAR. (with Walter Enders) Studies in Nonlinear Dynamics and Econometrics. Forthcoming.
  • A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Dataset. (with Eric Olson and Mark Wohar) The Financial Review. 52(3), 2017, p. 405-433.
  • Time-varying Correlations and Sharpe Ratios During Quantitative Easing. (with Haley O'Steen) Studies in Nonlinear Dynamics and Econometrics. 22 (1), 2018.
  • A Change in Time-varying Correlations Between Oil Prices and the Stock Market. (with Luke Collins*) Applied Economics Letters. Forthcoming.

*Pepperdine Undergraduate Student

  • Pepperdine University Academic Year Undergraduate Research Initiative Program, 2015, 2016, 2017
  • Pepperdine University Summer Undergraduate Research Program, 2017
  • Pepperdine University Research Fellowship, 2016
  • Pepperdine University Cross-Disciplinary / Interdisciplinary Undergraduate Research Program, 2016
  • Comer Foundation Graduate Fellowship, 2013
  • Clifford and Mary Armstrong Fellowship, 2013
  • Fred Bostwick Fellowship, 2013
  • Marvin L. Mann Graduate Scholarship, 2013
  • Durr-Filauer Graduate Fellowship, 2011
  • C&BA Dean's Scholarship, 2008

Topics

  • Applied Macroeconomics
  • Economics and Terrorism
  • Financial Economics
  • Times-Series Econometrics

Courses

  • ECON 210 Introduction to Microeconomics
  • ECON 321 Intermediate Macroeconomics
  • ECON 330 Introduction to Econometrics
  • ECON 410 Applied Econometrics
  • ECON 412 Money and Banking
  • ECON 450 The Political Economy of Terrorism and Counter-Terrorism