Stephen M. Miller

University of Nevada, Las Vegas - Department of Economics

4505 S. Maryland Parkway

Box 456005

Las Vegas, NV 89154

United States

http://faculty.unlv.edu/smiller/

University of Connecticut - Department of Economics

Professor Emeritus

365 Fairfield Way, U-1063

Storrs, CT 06269-1063

United States

  • University of Nevada, Las Vegas - Department of Economics

    • Email
    • Tel: 702-895-3776
    • Fax: 702-895-1354
SCHOLARLY PAPERS

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Scholarly Papers (101)

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1.

Market Definition, Concentration, and Bank Performance

Number of pages: 28 Posted: 11 Aug 2007
Yongil Jeon and Stephen M. Miller
Central Michigan University - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 933 (49,596)
Citation 3

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commercial banks, geographic scope, market definition, concentration, profitability

2.

Optimal Negotiated Transfer Pricing and its Implications for International Transfer Pricing of Intangibles

Author's version. First published as: Dawson, Peter C., and Stephen M. Miller. 2011. "Optimal Negotiated Transfer Pricing and its Implications for International Transfer Pricing of Intangibles", International Journal of Intellectual Property Management, Vol. 4, No. 4, pp.239–269.
Number of pages: 31 Posted: 23 Jan 2009 Last Revised: 01 Jul 2020
Peter C. Dawson and Stephen M. Miller
Independent Scholar and University of Nevada, Las Vegas - Department of Economics
Downloads 538 (101,523)
Citation 2

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negotiated transfer pricing; NTP; licensing intangibles; arm's length royalty; decentralized decision making; multinational corporations; MNCs; international trade; intra-firm trade; tax avoidance; tax evasion; bargaining structure; marginal licensing cost; intra-firm licensing

3.

MBA Program Reputation: Quantitative Rankings for Students, Employers, and Program Administrators

Number of pages: 33 Posted: 22 Apr 2005
Yongil Jeon, Stephen M. Miller and Subhash C. Ray
Central Michigan University - Department of Economics, University of Nevada, Las Vegas - Department of Economics and University of Connecticut - Department of Economics
Downloads 503 (110,240)
Citation 2

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4.

Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models

Number of pages: 27 Posted: 04 Sep 2020
David Gabauer, Rangan Gupta, Hardik Marfatia and Stephen M. Miller
Johannes Kepler University, University of Pretoria - Department of Economics, Northeastern Illinois University - Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 493 (112,829)
Citation 6

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Dynamic Connectedness, Elastic Net VAR, Lasso VAR, Ridge VAR, U.S. Housing

5.

The Relationship between the Inflation Rate and Inequality Across U.S. States: A Semiparametric Approach

Quantity and Quality, September 2018
Number of pages: 18 Posted: 03 Mar 2017 Last Revised: 27 Jul 2020
Mehmet Balcilar, Shinhye Chang, Rangan Gupta and Stephen M. Miller
University of New Haven, Univeristy of Pretoria, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 423 (135,157)
Citation 1

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Income inequality, Inflation rate, Semiparametric instrumental variable estimator

6.

Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013

Energy Economics, May 2015
Number of pages: 35 Posted: 28 Sep 2014 Last Revised: 31 Aug 2016
Mehmet Balcilar, Rangan Gupta and Stephen M. Miller
University of New Haven, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 374 (155,560)
Citation 2

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Markov switching, vector error correction, oil and stock prices

7.

Determinants of Optimal Capital Structure and Speed of Adjustment: Evidence From the U.S. ICT Sector

Number of pages: 56 Posted: 14 Apr 2019
Giorgio Canarella and Stephen M. Miller
University of Nevada, Las Vegas and University of Nevada, Las Vegas - Department of Economics
Downloads 334 (175,884)
Citation 1

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ICT industry; agency costs; optimal capital structure, dynamic modeling

8.

Understanding Central Bank Loss Functions: Implied and Delegated Targets

Number of pages: 57 Posted: 15 Nov 2009
Huiping Yuan and Stephen M. Miller
Xiamen University and University of Nevada, Las Vegas - Department of Economics
Downloads 304 (194,329)
Citation 2

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Optimal Policy, Central Bank Loss Functions, Policy Rules

9.

Target Controllability, Time Consistency, and the Tinbergen Rule

Number of pages: 67 Posted: 05 Oct 2013
Huiping Yuan and Stephen M. Miller
Xiamen University and University of Nevada, Las Vegas - Department of Economics
Downloads 274 (216,546)

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Target controllability, Time inconsistency, Optimal policy, Discretionary policy, Trade-off

10.

Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches

Empirical Economics, online November 2018
Number of pages: 23 Posted: 18 Nov 2016 Last Revised: 27 Jul 2020
Giorgio Canarella, Luis A. Gil-Alana, Rangan Gupta and Stephen M. Miller
University of Nevada, Las Vegas, University of Navarra - Department of Economics, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 237 (249,826)
Citation 1

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Persistence, Cyclicality, Chebyshev Polynomials, Gegenbauer Processes

11.

Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and Garch Models

Scottish Journal of Political Economy, Vol. 55, No. 4, September 2008
Number of pages: 32 Posted: 23 Apr 2007 Last Revised: 24 Jan 2009
Wen-Shwo Fang, Stephen M. Miller and Chun-Shen Lee
Feng Chia University - Department of Economics, University of Nevada, Las Vegas - Department of Economics and Feng Chia University - Department of Economics
Downloads 221 (266,997)
Citation 1

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Nonstationary variance, the Great Moderation, real GDP growth and volatility, modified ICSS algorithm, IGARCH effect

12.

Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach

North American Review of Economics and Finance, July 2015
Number of pages: 30 Posted: 02 Jul 2013 Last Revised: 31 Aug 2016
Wendy Nyakabawo, Stephen M. Miller, Mehmet Balcilar, Sonali Das and Rangan Gupta
University of Pretoria, University of Nevada, Las Vegas - Department of Economics, University of New Haven, CSIR and University of Pretoria - Department of Economics
Downloads 220 (268,157)
Citation 3

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real house price, real GDP per capita, Bootstrap, time-varying causality

13.

Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals

Economic Modelling, July 2011
Number of pages: 36 Posted: 29 Dec 2009 Last Revised: 08 Apr 2012
Rangan Gupta, Alain Kabundi and Stephen M. Miller
University of Pretoria - Department of Economics, University of Johannesburg - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 211 (278,846)
Citation 5

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US House prices, Forecasting, DSGE models, Factor Augmented Models, Large-Scale BVAR models

14.

Unit Roots and Structural Change: An Application to US House-Price Indices

Urban Studies, 49(4), March 2012
Number of pages: 45 Posted: 03 Feb 2010 Last Revised: 04 Feb 2013
Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 209 (281,354)
Citation 2

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House-price indexes, Time-series properties, “Ripple” effects

15.

Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience

STOCK RETURNS: CYCLICALITY, PREDICTION, AND ECONOMIC CONSEQUENNCES, G. I. Ellison, ed., Nova Science Publishers, Inc., 4th Quarter 2009
Number of pages: 94 Posted: 23 Jan 2009 Last Revised: 20 Jan 2010
Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 203 (289,015)

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NAFTA stock markets, cointegration, impulse response, volatility transmission

16.

Designing Central Bank Loss Functions

International Journal of Business and Economics, Aprill 2010
Number of pages: 5 Posted: 11 Aug 2007 Last Revised: 26 Dec 2010
Huiping Yuan and Stephen M. Miller
Xiamen University and University of Nevada, Las Vegas - Department of Economics
Downloads 203 (289,015)

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optimal policy, consistent policy, time inconsistency

17.

The Effect of Growth Volatility on Income Inequality

Economic Modelling, Vol. 45, No. Feb, 2015
Number of pages: 32 Posted: 02 Aug 2012 Last Revised: 18 Mar 2015
Ho‐Chuan Huang, Wen-Shwo Fang and Stephen M. Miller
Huzhou University, Feng Chia University - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 199 (294,244)
Citation 3

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Income Inequality, Growth Volatility, Mean Group Estimator, Pooled Mean Group Estimator

18.

Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability

Downloads 198 (295,572)
Citation 1

Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability

Empirical Economics, December 2010
Number of pages: 63 Posted: 27 Aug 2008 Last Revised: 26 Dec 2010
Wen-Shwo Fang, Stephen M. Miller and Chih-Chuan Yeh
Feng Chia University - Department of Economics, University of Nevada, Las Vegas - Department of Economics and Overseas Chinese University - Department of Finance
Downloads 124 (438,630)

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inflation, inflation variability, inflation targeting, threshold effects, quantile regression

Does a Threshold Inflation Rate Exist?: Quantile Inferences for Inflation and Its Variability

Empirical Economics, December 2010
Number of pages: 63 Posted: 10 Jun 2009 Last Revised: 26 Dec 2010
Wen-Shwo Fang, Stephen M. Miller and Chih-Chuan Yeh
Feng Chia University - Department of Economics, University of Nevada, Las Vegas - Department of Economics and Overseas Chinese University - Department of Finance
Downloads 74 (622,912)

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inflation, inflation variability, inflation targeting, threshold effects, quantile regression

19.

Cost Improvements, Returns to Scale, and Cost Inefficiencies for Real Estate Investment Trusts

Number of pages: 35 Posted: 11 Aug 2007
Stephen M. Miller and Thomas M. Springer
University of Nevada, Las Vegas - Department of Economics and Florida Atlantic University - Department of Finance & Real Estate
Downloads 195 (299,720)
Citation 11

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Real Estate Investment Trusts, X-efficiency, scale economies

20.

The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains

International Review of Economics & Finance, July 2015
Number of pages: 34 Posted: 30 Nov 2013 Last Revised: 31 Aug 2016
Tsangyao Chang, Xiao-Lin Li, Stephen M. Miller, Mehmet Balcilar and Rangan Gupta
Feng Chia University - Finance, Wuhan University - School of Economics and Management, University of Nevada, Las Vegas - Department of Economics, University of New Haven and University of Pretoria - Department of Economics
Downloads 186 (312,762)
Citation 5

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stock market, real estate market, wavelet analysis, frequency domain, time domain

21.

Financial Market Liberalization, Monetary Policy, and Housing Price Dynamic

International Business & Economics Research Journal, 11(1), 2012
Number of pages: 27 Posted: 30 Mar 2010 Last Revised: 25 May 2015
Rangan Gupta, Stephen M. Miller and Dylan van Wyk
University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
Downloads 185 (314,219)
Citation 4

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Monetary policy, Housing price dynamics, Large-Scale BVAR model

22.

MBA Program Reputation and Quantitative Rankings: New Information for Students, Employers, and Program Administrators

Number of pages: 32 Posted: 11 Aug 2007
Yongil Jeon, Stephen M. Miller and Subhash C. Ray
Central Michigan University - Department of Economics, University of Nevada, Las Vegas - Department of Economics and University of Connecticut - Department of Economics
Downloads 185 (314,219)
Citation 1

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MBA Programs, reputation, ranking, principal component

23.

Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States

Journal of Housing Research, 20(2), 2011
Number of pages: 33 Posted: 22 May 2009 Last Revised: 08 Apr 2012
Rangan Gupta, Alain Kabundi and Stephen M. Miller
University of Pretoria - Department of Economics, University of Johannesburg - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 184 (315,739)

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housing prices, forecasting, factor augmented models, large-scale BVAR models

24.

Geographic Deregulation and Commercial Bank Performance in US State Banking Markets

Quarterly Review of Economics and Finance, February 2011
Number of pages: 27 Posted: 19 Aug 2008 Last Revised: 17 Aug 2011
Yong-Dong Zou, Stephen M. Miller and Bernie
Sany Group, University of Nevada, Las Vegas - Department of Economics and University of Nevada, Las Vegas
Downloads 181 (320,542)

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commercial banks, geographic deregulation, bank performance

25.

The Effect of ESCOs on Energy Use

Energy Policy 51 (December 2012) 558-568
Number of pages: 38 Posted: 31 Aug 2012 Last Revised: 01 Jul 2013
Wen-Shwo Fang, Stephen M. Miller and Chih-Chuan Yeh
Feng Chia University - Department of Economics, University of Nevada, Las Vegas - Department of Economics and Overseas Chinese University - Department of Finance
Downloads 179 (323,754)

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Energy use, Energy service companies (ESCOs), Dynamic IPAT model

26.

Firm Profitability: Mean-Reverting or Random-Walk Behavior?

Journal of Economics and Business, March-April 2013
Number of pages: 36 Posted: 07 Apr 2012 Last Revised: 29 May 2014
Giorgio Canarella, Stephen M. Miller and Mahmoud M. Nourayi
California State University, Los Angeles - Department of Economics & Statistics, University of Nevada, Las Vegas - Department of Economics and Loyola Marymount University - Department of Accounting
Downloads 172 (335,382)
Citation 8

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Cross-sectional dependence, unit roots, panel data, hysteresis, firm profitability

27.

The Determinants of Growth in the Information and Communication Technology (ICT) Industry: A Firm-Level Analysis

Economic Modelling, April 2018
Number of pages: 57 Posted: 03 Mar 2017 Last Revised: 26 May 2018
Giorgio Canarella and Stephen M. Miller
University of Nevada, Las Vegas and University of Nevada, Las Vegas - Department of Economics
Downloads 171 (337,108)

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ICT industry; Agency costs; Firm growth; Panel data; system-GMM

28.

Income Inequality: A State-by-State Complex Network Analysis

Physica A: Statistical Mechanics and its Applications, October 2017
Number of pages: 27 Posted: 28 Jun 2015 Last Revised: 27 Jul 2020
Periklis Gogas, Rangan Gupta, Stephen M. Miller, Theophilos Papadimitriou and Georgios Sarantitis
Democritus University of Thrace - Department of Economics, University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 169 (340,583)
Citation 2

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Income inequality, graph theory, US states

29.

The Time-Series Linkages between US Fiscal Policy and Asset Prices

Public Finance Review, May 2020
Number of pages: 21 Posted: 02 Apr 2015 Last Revised: 27 Jul 2020
Ghassen El Montasser, Rangan Gupta, Charl Jooste and Stephen M. Miller
University of Manouba, University of Pretoria - Department of Economics, World Bank and University of Nevada, Las Vegas - Department of Economics
Downloads 166 (345,881)
Citation 4

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TVP-VAR, countercyclical fiscal policy, stock prices, house prices

30.

The Great Moderation and Leptokurtosis after GARCH Adjustment

Empirical Economic Letters, Vol. 9, No. 6, June 2010
Number of pages: 7 Posted: 23 Jan 2009 Last Revised: 26 Dec 2010
Wen-Shwo Fang, Stephen M. Miller and Chun-Shen Lee
Feng Chia University - Department of Economics, University of Nevada, Las Vegas - Department of Economics and Feng Chia University - Department of Economics
Downloads 162 (353,126)

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real GDP growth, the Great Moderation, leptokurtosis, GARCH models

31.

The Bank Lending Channel and Monetary Policy Rules for European Banks: Further Extensions

The B.E. Journal of Macroeconomics, January 2015
Number of pages: 36 Posted: 02 Aug 2012 Last Revised: 31 Aug 2016
Nicholas Apergis, Stephen M. Miller and Effrosyni Alevizopoulou
University of Piraeus, University of Nevada, Las Vegas - Department of Economics and University of Piraeus
Downloads 161 (355,032)

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Monetary policy rules, bank lending channel, European banks, GMM methodology

32.

Is the Great Moderation Ending? UK and US Evidence

Modern Economy, May 2010
Number of pages: 51 Posted: 19 Aug 2008 Last Revised: 26 Dec 2010
Giorgio Canarella, Wen-Shwo Fang, Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, Feng Chia University - Department of Economics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 160 (356,802)

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Great Moderation, Regime switching, SWARCH

33.

Convergence Patterns in Financial Development: Evidence from Club Convergence

Empirical Economics, 43(3), December 2012
Number of pages: 40 Posted: 24 Dec 2010 Last Revised: 04 Feb 2013
Nicholas Apergis, Christina Christou and Stephen M. Miller
University of Piraeus, University of Piraeus - Department of Banking and Financial Management and University of Nevada, Las Vegas - Department of Economics
Downloads 159 (358,677)

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economic growth, financial development, convergence clustering approach, financial indicators

34.

Resurrecting the Wealth Effect on Consumption: Further Analysis and Extension

Number of pages: 30 Posted: 01 Jun 2007
Nicholas Apergis and Stephen M. Miller
University of Piraeus and University of Nevada, Las Vegas - Department of Economics
Downloads 157 (362,489)
Citation 1

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Consumption, Stock market, Wealth effect, Asymmetry

35.

Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach

Eastern Economic Journal, July 2015
Number of pages: 40 Posted: 01 Feb 2014 Last Revised: 31 Aug 2016
Giorgio Canarella and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics and University of Nevada, Las Vegas - Department of Economics
Downloads 149 (378,427)
Citation 1

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persistence, log periodogram, inflation targeting, fractional integration

36.

Does Financial Development Volatility Affect Industrial Growth Volatility?

International Review of Economics & Finance, January 2014
Number of pages: 34 Posted: 01 Feb 2013 Last Revised: 18 Mar 2015
Ho‐Chuan Huang, Wen-Shwo Fang and Stephen M. Miller
Huzhou University, Feng Chia University - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 149 (378,427)
Citation 3

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Financial Development, Financial Volatility, Industrial Growth Volatility

37.

The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US

Applied Economics, Published online 3 February 2015
Number of pages: 55 Posted: 31 Aug 2012 Last Revised: 18 Mar 2015
Mehmet Balcilar, Rangan Gupta and Stephen M. Miller
University of New Haven, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 149 (378,427)
Citation 7

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Forecasting, Linear and non-linear models, US and Census housing price indexes

38.

The Lag in Effect of Inflation Targeting and Policy Evaluation

Applied Economics Letters, Vol. 18, No. 14, 2011
Number of pages: 9 Posted: 15 Jan 2010 Last Revised: 08 Apr 2012
Wen-Shwo Fang and Stephen M. Miller
Feng Chia University - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 146 (384,709)

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time lag, inflation targeting, time-varying treatment effect, policy evaluation

39.

Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering

North American Journal of Economics and Finance, July 2014
Number of pages: 37 Posted: 24 Dec 2010 Last Revised: 18 Mar 2015
Nicholas Apergis, Christina Christou and Stephen M. Miller
University of Piraeus, University of Piraeus - Department of Banking and Financial Management and University of Nevada, Las Vegas - Department of Economics
Downloads 145 (386,825)
Citation 20

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equity markets convergence, industry effects, international equity markets, panel convergence methodology

40.

Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis

Number of pages: 27 Posted: 23 Jul 2019
Manoel Bittencourt, Shinhye Chang, Rangan Gupta and Stephen M. Miller
University of the Witwatersrand, Univeristy of Pretoria, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 141 (395,597)
Citation 2

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Income inequality, Panel data, Personal Income

41.

Can State and Local Revenue and Expenditure Enhance Economic Growth? A Cross-State Panel Study of Fiscal Activity

Number of pages: 41 Posted: 05 Mar 2014
Stephen M. Miller and Christopher Clarke
University of Nevada, Las Vegas - Department of Economics and Washington State University - Department of Economics
Downloads 141 (395,597)
Citation 2

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Regional growth, state and local finance

42.

A Bennet Decomposition of Industry Dynamics: An Application to the Nationwide and State Level U.S. Banking Industry

Number of pages: 44 Posted: 11 Aug 2007 Last Revised: 10 May 2008
Yongil Jeon and Stephen M. Miller
Central Michigan University - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 140 (397,755)
Citation 3

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aggregate fluctuations, dynamic decomposition, productivity

43.

Time-Varying Effects of Housing and Stock Prices on U.S. Consumption

Journal of Real Estate Finance and Economics, April 2015
Number of pages: 22 Posted: 05 Jun 2013 Last Revised: 31 Aug 2016
Beatrice Simo-Kengne, Stephen M. Miller, Rangan Gupta and Goodness Aye
University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, University of Pretoria - Department of Economics and University of Pretoria - Department of Economics
Downloads 138 (402,239)
Citation 1

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Asset Prices, Consumption, TVP-VAR

44.

Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology Across the U.S. States

International Advances in Economic Research, May 2018
Number of pages: 36 Posted: 28 Jun 2015 Last Revised: 27 Jul 2020
Nicholas Apergis, Christina Christou, Rangan Gupta and Stephen M. Miller
Northumbria University - Economics Department, University of Piraeus, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 137 (404,472)

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Club convergence, Inequality measures, Panel data, US states

45.

Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach

Studies in Nonlinear Dynamics and Econometrics, September 2017
Number of pages: 38 Posted: 20 Aug 2016 Last Revised: 26 Nov 2017
Heni Boubaker, Giorgio Canarella, Rangan Gupta and Stephen M. Miller
IPAG Business School, California State University, Los Angeles - Department of Economics & Statistics, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 136 (406,809)
Citation 2

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Time-varying long-memory, LSTAR model, MODWT algorithm, ILSE estimator

46.

Short- and Long-Run Differences in the Treatment Effects of Inflation Targeting on Developed and Developing Countries

Number of pages: 43 Posted: 10 Jun 2009 Last Revised: 02 Aug 2012
Wen-Shwo Fang, Stephen M. Miller and Chun-Shen Lee
Feng Chia University - Department of Economics, University of Nevada, Las Vegas - Department of Economics and Feng Chia University - Department of Economics
Downloads 136 (406,809)
Citation 2

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inflation targeting evaluation, time-varying treatment effects, developed and developing countries

47.

Performance Comparisons and the Role of Restructuring for Foreign and Domestic Banks

Number of pages: 28 Posted: 11 Aug 2007
Yongil Jeon, Stephen M. Miller and Insill Yi
Central Michigan University - Department of Economics, University of Nevada, Las Vegas - Department of Economics and Sogang University
Downloads 135 (409,226)

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commercial banks, profitability, foreign banks and global advantage hypothesis, Benet decomposition of banking industry dynamics

48.

The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market

Journal of Real Estate Finance and Economics, April 2012
Number of pages: 62 Posted: 10 Mar 2009 Last Revised: 29 Mar 2015
Rangan Gupta and Stephen M. Miller
University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 132 (416,516)
Citation 6

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Housing prices, Forecasting

49.

Firm Size, Corporate Debt, R&D Activity, and Agency Costs: Exploring Dynamic and Non-Linear Effects

Number of pages: 53 Posted: 14 Apr 2019
Giorgio Canarella and Stephen M. Miller
University of Nevada, Las Vegas and University of Nevada, Las Vegas - Department of Economics
Downloads 126 (431,584)
Citation 1

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ICT industry; agency costs; non-linearity; dynamic adjustment; system GMM

50.

The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test

Emprica, Journal of Applied Economics and Economic Policy, February 2017
Number of pages: 38 Posted: 25 Jul 2016 Last Revised: 18 Jun 2017
Tsangyao Chang, Hsiao-Ping Chu, Frederick Deale, Rangan Gupta and Stephen M. Miller
Feng Chia University - Finance, affiliation not provided to SSRN, affiliation not provided to SSRN, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 126 (431,584)

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Population Growth, Standard-of-Living Growth, Dependency and Heterogeneity, Bootstrap Panel Causality Test

51.

The Optimality and Controllability of Monetary Policy through Delegation with Consistent Targets

Scottish Journal of Political Economy, February 2011
Number of pages: 35 Posted: 11 Aug 2007 Last Revised: 26 Dec 2010
Huiping Yuan, Stephen M. Miller and Langnan Chen
Xiamen University, University of Nevada, Las Vegas - Department of Economics and Sun Yat-sen University (SYSU) - Lingnan (University) College
Downloads 123 (439,654)

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optimal policy, central bank loss functions

52.

Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting

Number of pages: 59 Posted: 04 Sep 2020
Heni Boubaker, Giorgio Canarella, Rangan Gupta and Stephen M. Miller
IPAG Business School, University of Nevada, Las Vegas, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 119 (450,616)
Citation 2

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Wavelet decomposition, WLLWNN, Neural network, ARFIMA, HYGARCH

53.

A Time-Varying Approach of the US Welfare Cost of Inflation

Macroeconomic Dynamics, March 2019
Number of pages: 31 Posted: 30 May 2014 Last Revised: 27 Jul 2020
Stephen M. Miller, Luis Filipe Martins and Rangan Gupta
University of Nevada, Las Vegas - Department of Economics, University Institute of Lisbon (IUL) - School of Business and University of Pretoria - Department of Economics
Downloads 119 (450,616)
Citation 2

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Money Demand Function, Welfare cost of inflation, Time-varying cointegration

54.

Using Large Data Sets to Forecast Sectoral Employment

Statistical Methods and Applications, June 2014
Number of pages: 57 Posted: 13 Jan 2011 Last Revised: 18 Mar 2015
Rangan Gupta, Alain Kabundi, Stephen M. Miller and Josine Uwilingiye
University of Pretoria - Department of Economics, University of Johannesburg - Department of Economics, University of Nevada, Las Vegas - Department of Economics and University of Johannesburg
Downloads 119 (450,616)

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Sectoral Employment, Forecasting, Factor Augmented Models, Large-Scale BVAR models

55.

Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence

Number of pages: 28 Posted: 28 Jun 2015
Furkan Emirmahmutoglu, Furkan Emirmahmutoglu, Rangan Gupta, Stephen M. Miller and Tolga Omay
Gazi UniversityGazi University, University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics and Cankaya University
Downloads 118 (453,487)

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Nonlinear, Panel Unit Root, Asymmetry, Cross-Sectional Dependence, Sieve Bootstrap

56.

Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors

Empirical Economics, December 2016
Number of pages: 25 Posted: 11 May 2014 Last Revised: 18 Jun 2017
Goodness Aye, Stephen M. Miller, Rangan Gupta and Mehmet Balcilar
University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, University of Pretoria - Department of Economics and University of New Haven
Downloads 115 (462,490)
Citation 1

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Private residential investment, predictive regressions, factor-augmented models, Bayesian shrinkage, forecasting

57.

Did Okun's Law Die after the Great Recession?

Business Economics, October 2017
Number of pages: 36 Posted: 20 Aug 2016 Last Revised: 26 May 2018
Giorgio Canarella and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics and University of Nevada, Las Vegas - Department of Economics
Downloads 112 (471,700)
Citation 2

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Okun's law; structural breaks; threshold effects

58.

Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis

Social Indicators Research, January 2018
Number of pages: 26 Posted: 20 Aug 2016 Last Revised: 27 Jul 2020
Shinhye Chang, Rangan Gupta and Stephen M. Miller
Univeristy of Pretoria, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 111 (474,785)
Citation 1

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Income, Inequality, Wavelet analysis, U.S.

59.

Using Equity Markets to Teach Long-Run Monetary Neutrality

International Review of Economics Education, June 2010
Number of pages: 17 Posted: 11 Aug 2007 Last Revised: 26 Dec 2010
Stephen M. Miller
University of Nevada, Las Vegas - Department of Economics
Downloads 111 (474,785)

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monetary neutrality, equity markets

60.

Purchasing Power Parity between the UK and the Euro Area

Open Economies Review, September 2014
Number of pages: 53 Posted: 01 Feb 2013 Last Revised: 18 Mar 2015
Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 109 (481,055)

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Purchasing Power Parity, Euro Area, Cointegrated VAR

61.

U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict

International Review of Finance, Forthcoming
Number of pages: 19 Posted: 19 Jun 2017 Last Revised: 26 May 2018
Rangan Gupta, Chi Keung Lau, Stephen M. Miller and Mark E. Wohar
University of Pretoria - Department of Economics, University of Huddersfield, University of Nevada, Las Vegas - Department of Economics and University of Nebraska at Omaha
Downloads 102 (504,408)

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Quantile structural VAR, fiscal policy, stock prices, house prices, partisan conflict

62.

Inflation Targeting: New Evidence from Fractional Integration and Cointegration

Journal of Economics and Business, July-August 2017
Number of pages: 36 Posted: 21 Aug 2016 Last Revised: 26 Nov 2017
Giorgio Canarella and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics and University of Nevada, Las Vegas - Department of Economics
Downloads 102 (504,408)
Citation 1

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inflation targeting, inflation persistence, fractional integration, cointegration

63.

'Ripple Effects' and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix

The Annals of Regional Science, 48(3), June 1012
Number of pages: 45 Posted: 23 Jan 2009 Last Revised: 19 Apr 2015
Rangan Gupta and Stephen M. Miller
University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 102 (504,408)
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Ripple effect, Housing prices, Forecasting

64.

Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes

Empirical Economics, April 2013
Number of pages: 46 Posted: 27 Dec 2010 Last Revised: 29 May 2014
Mehmet Balcilar, Rangan Gupta, Anandamayee Majumdar and Stephen M. Miller
University of New Haven, University of Pretoria - Department of Economics, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Nevada, Las Vegas - Department of Economics
Downloads 100 (511,313)

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Forecasting, Linear and Non-Linear Models, Nevada Gross Gaming Revenue, Nevada Taxable Sales

65.

Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model

International Journal of Strategic Property Management, April 2012
Number of pages: 25 Posted: 30 Jun 2009 Last Revised: 04 Feb 2013
Rangan Gupta, Marius Jurgilas, Alain Kabundi and Stephen M. Miller
University of Pretoria - Department of Economics, Norges Bank, University of Johannesburg - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 100 (511,313)

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monetary policy, housing sector dynamics, large-scale BVAR models

66.

Uncertainty and Crude Oil Returns

Energy Economics, Vol. 55, 2016
Number of pages: 20 Posted: 28 Jun 2015 Last Revised: 23 Jul 2016
Riadh Aloui, Rangan Gupta and Stephen M. Miller
University of Sousse, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 93 (536,227)
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Uncertainty, oil shocks, copulas

67.

The Global Financial Crisis and Stochastic Convergence in the Euro Area

International Advances in Economic Research, August 2011
Number of pages: 29 Posted: 25 Dec 2010 Last Revised: 08 Apr 2012
Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 93 (536,227)

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Stochastic convergence, Nonlinearity, Unit-root tests, Structural breaks

68.

The Making of Optimal and Consistent Policy: An Implementation Theory Framework for Monetary Policy

Number of pages: 29 Posted: 11 Aug 2007
Huiping Yuan and Stephen M. Miller
Xiamen University and University of Nevada, Las Vegas - Department of Economics
Downloads 93 (536,227)
Citation 1

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optimal policy, implementation theory, mechanism design

69.

The Micro-Foundations of an Open Economy Money Demand: An Application to the Central and Eastern European Countries

Journal of Macroeconomics, June 2019
Number of pages: 33 Posted: 06 Jun 2018 Last Revised: 27 Jul 2020
Claudiu Tiberiu Albulescu, Dominique Pépin and Stephen M. Miller
Politehnica University of Timisoara, Université de Poitiers and University of Nevada, Las Vegas - Department of Economics
Downloads 92 (539,929)

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Money demand; Open-economy model; Currency substitution; Cointegration; CEE countries

70.

Demographic Transition and Economic Welfare: The Role of In-Cash and In-Kind Transfers

Quarterly Review of Economics and Finance, November 2015
Number of pages: 29 Posted: 28 Sep 2014 Last Revised: 01 Sep 2016
Stephen M. Miller and Kyriakos C. Neanidis
University of Nevada, Las Vegas - Department of Economics and The University of Manchester - School of Social Sciences
Downloads 92 (539,929)

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fertility, health, growth, transfers, welfare

71.

Implementing Optimal Monetary Policy: Objectives and Rules

Economic Modelling, May 2010
Number of pages: 30 Posted: 11 Aug 2007 Last Revised: 26 Dec 2010
Huiping Yuan and Stephen M. Miller
Xiamen University and University of Nevada, Las Vegas - Department of Economics
Downloads 92 (539,929)

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optimal policy, central bank loss functions, policy rules

72.

Persistence and Cyclical Dynamics of U.S. and U.K. House Prices: Evidence from Over 150 Years of Data

Journal of Policy Modeling, online October 2019
Number of pages: 46 Posted: 19 Jun 2018 Last Revised: 27 Jul 2020
Giorgio Canarella, Luis A. Gil-Alana, Rangan Gupta and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics, University of Navarra - Department of Economics, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 90 (547,371)
Citation 1

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Persistence; house prices; fractional integration, cyclical behavior

73.

Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach

Social Indicators Research, February 2019
Number of pages: 25 Posted: 19 Jun 2017 Last Revised: 27 Jul 2020
Mehmet Balcilar, Seyi Akadiri, Rangan Gupta and Stephen M. Miller
University of New Haven, Eastern Mediterranean University, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 89 (551,153)

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Partisan Conflict; Income Distribution; Quantile Causality

74.

Growth Volatility and Inequality in the U.S.: A Wavelet Analysis

Physica A: Statistical Mechanics and its Applications, May 2019
Number of pages: 43 Posted: 02 Jun 2018 Last Revised: 27 Jul 2020
Shinhye Chang, Rangan Gupta, Stephen M. Miller and Mark E. Wohar
Univeristy of Pretoria, University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics and University of Nebraska at Omaha
Downloads 88 (555,004)

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Growth Volatility, Income and Wealth Inequalities, Wavelet Analysis

75.

Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence

Empirical Economics, January 2019
Number of pages: 30 Posted: 27 Jul 2013 Last Revised: 27 Jul 2020
Giorgio Canarella, Rangan Gupta, Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 87 (558,871)
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structural break tests, hysteresis, Great Recession, unit root, MSA unemployment rate, mean reversion

76.

The Optimality and Controllability of Discretionary Monetary Policy

Number of pages: 59 Posted: 17 Aug 2011
Huiping Yuan and Stephen M. Miller
Xiamen University and University of Nevada, Las Vegas - Department of Economics
Downloads 86 (562,897)

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Optimal Policy, Controllability, Policy Rules

77.

Output Decomposition in the Presence of Input Quality Effects: A Stochastic Frontier Approach

German Economic Review, online December 4, 2017
Number of pages: 44 Posted: 20 Aug 2016 Last Revised: 26 May 2018
Yasmina Limam, Stephen M. Miller and Giampaolo Garzarelli
University of the Witwatersrand, University of Nevada, Las Vegas - Department of Economics and University of the Witwatersrand - School of Economics and Business Sciences
Downloads 84 (570,841)

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Age of Physical Capital, Growth Accounting, Output Growth, Technical Efficiency

78.

The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data

Number of pages: 49 Posted: 04 Sep 2020
Dominique Pépin and Stephen M. Miller
Université de Poitiers and University of Nevada, Las Vegas - Department of Economics
Downloads 81 (583,143)

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Time-varying risk aversion, Price-dividend ratio, Short-term interest rate, Return predictors

79.

Housing and the Great Depression

Applied Economics, Published online 13 May 2014
Number of pages: 38 Posted: 01 Feb 2013 Last Revised: 07 May 2015
Mehmet Balcilar, Rangan Gupta and Stephen M. Miller
University of New Haven, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 81 (583,143)
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Great Depression, Real House Price, Real GDP per Capita, Structural change

80.

The Effect of ESCOs on Carbon Dioxide Emissions

Applied Economics, June 2013
Number of pages: 30 Posted: 31 Aug 2012 Last Revised: 29 May 2014
Wen-Shwo Fang and Stephen M. Miller
Feng Chia University - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 81 (583,143)
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Energy service companies (ESCOs), Carbon dioxide (CO2) emissions, Dynamic IPAT model

81.

Evolution of Monetary Mechanism in the U.S.: The Role of Asset Returns

Journal of Real Estate Finance and Economics, Vol. 52, No. 3, 2016
Number of pages: 28 Posted: 21 Aug 2013 Last Revised: 07 Mar 2016
Beatrice Simo-Kengne, Stephen M. Miller, Rangan Gupta and Mehmet Balcilar
University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, University of Pretoria - Department of Economics and University of New Haven
Downloads 80 (587,427)
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monetary policy, house prices, stock prices, TVP-VAR

82.

Banking Market Structure, Liquidity Needs, and Industrial Growth Volatility

Journal of Empirical Finance, March 2014
Number of pages: 32 Posted: 01 Feb 2013 Last Revised: 18 Mar 2015
Ho‐Chuan Huang, Wen-Shwo Fang and Stephen M. Miller
Huzhou University, Feng Chia University - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 80 (587,427)
Citation 1

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Bank Concentration, External Liquidity, Bank Development, Industrial Growth Volatility

83.

Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience

Public Finance Review, June 2014
Number of pages: 33 Posted: 16 Sep 2012 Last Revised: 18 Mar 2015
Goodness Aye, Mehmet Balcilar, Rangan Gupta, Charl Jooste, Stephen M. Miller and Zeynel Abidin Ozdemir
University of Pretoria - Department of Economics, University of New Haven, University of Pretoria - Department of Economics, World Bank, University of Nevada, Las Vegas - Department of Economics and Economic Research Forum (ERF)
Downloads 79 (591,692)
Citation 3

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Bayesian Sign-Restricted VAR, fiscal policy, housing prices, stock prices

84.

Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data

Number of pages: 27 Posted: 29 Jul 2016
§ Claudiu Albulescu, Aviral Kumar Tiwari, Stephen M. Miller and Rangan Gupta
Management Department, Politehnica University of Timisoara, Indian Institute of Management Bodh Gaya, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
Downloads 78 (595,998)
Citation 2

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historical inflation rate, uncertainty, continuous wavelet transform, bounded series, U.S.

85.

Target Level and Variability Trade-Offs

Number of pages: 50 Posted: 23 Dec 2015
Huiping Yuan and Stephen M. Miller
Xiamen University and University of Nevada, Las Vegas - Department of Economics
Downloads 78 (595,998)

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Target controllability, Time inconsistency, Optimal policy, Discretionary policy, Target level, Target variability, Trade-off

86.

The Value of Waiting: Foreign Direct Investment with Uncertainty and Imperfect Local Knowledge

Number of pages: 33 Posted: 11 Aug 2007
Yongil Jeon, Taekwon Kim and Stephen M. Miller
Central Michigan University - Department of Economics, affiliation not provided to SSRN and University of Nevada, Las Vegas - Department of Economics
Downloads 78 (595,998)

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foreign direct investment, irreversibility, uncertainty, imperfect information, investment delay

87.

Was the Recent Downturn in US GDP Predictable?

Applied Economics, Published online 16 February 2015
Number of pages: 38 Posted: 16 Nov 2012 Last Revised: 18 Mar 2015
Mehmet Balcilar, Rangan Gupta, Anandamayee Majumdar and Stephen M. Miller
University of New Haven, University of Pretoria - Department of Economics, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Nevada, Las Vegas - Department of Economics
Downloads 76 (604,762)
Citation 1

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Forecasting, Linear and non-linear models, Great Recession

88.

Output Growth and Its Volatility: The Gold Standard through the Great Moderation

Southern Economic Journal, January 2014
Number of pages: 32 Posted: 02 Aug 2012 Last Revised: 29 May 2014
Wen-Shwo Fang and Stephen M. Miller
Feng Chia University - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 69 (637,247)

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economic growth and volatility, structural change, IGARCH

89.

Demographic Transition and Economic Welfare: The Role of Humanitarian Aid

Number of pages: 27 Posted: 07 Apr 2012
Stephen M. Miller and Kyriakos C. Neanidis
University of Nevada, Las Vegas - Department of Economics and The University of Manchester - School of Social Sciences
Downloads 69 (637,247)

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aid, fertility, health, growth, welfare

90.

Dynamic Asymmetric Optimal Portfolio Allocation between Energy Stocks and Energy Commodities: Evidence from Clean Energy and Oil and Gas Companies

Number of pages: 65 Posted: 04 Sep 2020
Mahdi Ghaemi Asl, Giorgio Canarella and Stephen M. Miller
Kharazmi University, Faculty of Economics, Tehran, Iran., University of Nevada, Las Vegas and University of Nevada, Las Vegas - Department of Economics
Downloads 58 (694,042)
Citation 8

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Clean energy stocks, Oil and gas stocks, Asymmetric BEKK, Dynamic Optimal Portfolios

91.

125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets

Number of pages: 27 Posted: 04 Sep 2020
Hardik Marfatia, Rangan Gupta and Stephen M. Miller
Northeastern Illinois University - Economics, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 49 (747,669)
Citation 2

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Fiscal Policy, Time-Varying impact, Financial returns and risks

92.

Does Real U.K. GDP Have a Unit Root? Evidence from a Multi-Century Perspective

Applied Economics, 52(10) 2020
Number of pages: 34 Posted: 04 Sep 2020
Giorgio Canarella, Rangan Gupta, Stephen M. Miller and Tolga Omay
University of Nevada, Las Vegas, University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics and Atilim University, Department of Economics, Ankara, Turkey
Downloads 29 (900,752)

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Unit Root, Time-Dependence, Nonlinearity, State-Dependence, Fourier Function

93.

Income Inequality and Monetary Policy Regimes

Number of pages: 12 Posted: 29 Feb 2024
Stephen M. Miller and Yevgeniy Teryoshin
University of Nevada, Las Vegas - Department of Economics and affiliation not provided to SSRN
Downloads 13 (1,066,021)

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Income inequality, monetary policy, U.S. states

94.

Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns

Journal of Real Estate Finance and Economics, Vol. 52, No. 3, 2016
Posted: 03 Mar 2016
Beatrice Simo-Kengne, Stephen M. Miller, Rangan Gupta and Mehmet Balcilar
University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, University of Pretoria - Department of Economics and University of New Haven

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Monetary policy transmission; Housing return; Stock return; TVP-VAR

95.

Time-Varying Effects of Housing and Stock Returns on U.S. Consumption

Journal of Real Estate Finance and Economics, Vol. 50, No. 3, 2015
Posted: 28 Mar 2015
Beatrice Simo-Kengne, Stephen M. Miller, Rangan Gupta and Goodness Aye
University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, University of Pretoria - Department of Economics and University of Pretoria - Department of Economics

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Asset returns; Consumption; Time-Varying parameter vector autoregressive

96.

Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US

Journal of Economic Studies, Issue 6, 2016
Posted: 27 Aug 2014 Last Revised: 18 Jun 2017
Giorgio Canarella and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics and University of Nevada, Las Vegas - Department of Economics

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inflation persistence; inflation targeting; fractional integration; rolling window estimation; structural breaks

97.

The Time-Series Properties of House Prices: A Case Study of the Southern California Market

Journal of Real Estate Finance and Economics, Vol. 44, No. 3, 2012
Posted: 29 Feb 2012
Rangan Gupta and Stephen M. Miller
University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics

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House prices, Cointegration, Temporal causality, Forecasting

98.

The Great Moderation and the Relationship between Output Growth and its Volatility

Southern Economic Journal, Vol. 74, No. 3, pp. 819-838, January 2008
Posted: 23 Apr 2007 Last Revised: 19 Aug 2008
Wen-Shwo Fang and Stephen M. Miller
Feng Chia University - Department of Economics and University of Nevada, Las Vegas - Department of Economics

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Great Moderation, economic growth and volatility, structural change in variance, IGARCH

99.

Total Factor Productivity and the Convergence Hypothesis

Posted: 10 Oct 2002
Stephen M. Miller and Mukti P. Upadhyay
University of Nevada, Las Vegas - Department of Economics and Eastern Illinois University - Department of Economics

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100.

Using Leading Indicators to Forecast U.S. Home Sales in a Bayesian Vector Autoregressive Framework

Posted: 18 Nov 1999
Pami Dua, Stephen M. Miller and David Smyth
University of Delhi - Delhi School of Economics, University of Nevada, Las Vegas - Department of Economics and Middlesex University Business School

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101.

Forecasting Connecticut Home Sales in a Bvar Framework Using Coincident and Leading Indexes

J. OF REAL ESTATE FINANCE AND ECONOMICS, Vol. 13 No. 2
Posted: 25 Apr 1997
Stephen M. Miller and Pami Dua
University of Nevada, Las Vegas - Department of Economics and University of Delhi - Delhi School of Economics

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