Details about Stephen M. Miller
Access statistics for papers by Stephen M. Miller.
Last updated 2013-05-14. Update your information in the RePEc Author Service.
Short-id: pmi16
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Working Papers
2013
- Housing and the Great Depression
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2012)  Working Papers, University of Pretoria, Department of Economics (2013)
2012
- Banking Market Structure, Liquidity Needs, and Industrial Growth Volatility
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2012)
- Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2011) View citations (1)
- Demographic Transition and Economic Welfare: The Role of Humanitarian Aid
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester 
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)  Working papers, University of Connecticut, Department of Economics (2012)
- Does Financial Development Volatility Affect Industrial Growth Volatility?
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics
- Firm Profitability: Mean-Reverting or Random-Walk Behavior?
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2012)
- Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
Working Papers, University of Pretoria, Department of Economics View citations (2)
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)  Working papers, University of Connecticut, Department of Economics (2012)
- Inflation Targeting: Does It Improve Economic Performance?
Working Papers, University of Nevada, Las Vegas , Department of Economics
- Output Growth and Its Volatility: The Gold Standard through the Great Moderation
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)
- Purchasing Power Parity between the UK and the Euro Area
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)
- The Bank Lending Channel and Monetary Policy Rules for European Banks: Further Extensions
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)
- The Effect of Growth Volatility on Income Inequality
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2012)
- The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
Working Papers, University of Pretoria, Department of Economics 
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)  Working papers, University of Connecticut, Department of Economics (2012)
- The effect of ECSOs on energy use
Working papers, University of Connecticut, Department of Economics 
See also Journal Article in Energy Policy (2012)
- The effect of ESCOs on carbon dioxide emissions
Working papers, University of Connecticut, Department of Economics
- Using Large Data Sets to Forecast Sectoral Employment
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2011)  Working Papers, University of Pretoria, Department of Economics (2011)
- Was the Recent Downturn in US GDP Predictable?
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2012)  Working Papers, University of Pretoria, Department of Economics (2012)
2011
- Convergence Patterns in Financial Development: Evidence from Club Convergence
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2010) 
See also Journal Article in Empirical Economics (2012)
- Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working Papers, University of Pretoria, Department of Economics (2010) Working papers, University of Connecticut, Department of Economics (2010) View citations (1)
See also Journal Article in Empirical Economics (2013)
- Stochastic Convergence in the Euro Area
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2010)
- The Optimality and Controllability of Discretionary Monetary Policy
Working papers, University of Connecticut, Department of Economics
2010
- Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Pretoria, Department of Economics (2010) View citations (5)
- Optimal Negotiated Transfer Pricing in Theory and Practice: Tangible and Intangible Intra-Firm Transfers
Working papers, University of Connecticut, Department of Economics
- Short- and Long-Run Differences in the Treatment Effects of Inflation Targeting on Developed and Developing Countries
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2010)
- The Lag in Effect of Inflation Targeting and Policy Evaluation
Working papers, University of Connecticut, Department of Economics View citations (1)
See also Journal Article in Applied Economics Letters (2011)
- Unit Roots and Structural Change: An Application to US House-Price Indices
Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (1)
Also in Working papers, University of Connecticut, Department of Economics (2010) View citations (1)
2009
- "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
Working papers, University of Connecticut, Department of Economics View citations (14)
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) View citations (4) Working Papers, University of Pretoria, Department of Economics (2009)
See also Journal Article in The Annals of Regional Science (2012)
- Consistent Targets and Optimal Monetary Policy: Conservative Central Banker Redux
Working papers, University of Connecticut, Department of Economics View citations (2)
- Designing Central Bank Loss Functions
Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (1)
See also Journal Article in International Journal of Business and Economics (2010)
- Do Structural Oil-Market Shocks Affect Stock Prices?
Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (11)
Also in Working papers, University of Connecticut, Department of Economics (2008) View citations (1)
See also Journal Article in Energy Economics (2009)
- Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2009) 
See also Journal Article in Empirical Economics (2010)
- Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2008) View citations (1)
- Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
Working papers, University of Connecticut, Department of Economics View citations (3)
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) View citations (3) Working Papers, University of Pretoria, Department of Economics (2009) View citations (1)
See also Journal Article in Economic Modelling (2011)
- Implementing Optimal Monetary Policy: Objectives and Rules
Working Papers, University of Nevada, Las Vegas , Department of Economics 
See also Journal Article in Economic Modelling (2010)
- Inflation Targeting Evaluation: Short-run Costs and Long-run Irrelevance
Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (2)
- International Transfer Pricing for Goods and Intangible Asset Licenses in a Decentralized Multinational Corporation: Review and Extensions
Working Papers, University of Nevada, Las Vegas , Department of Economics
- Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2008) 
See also Journal Article in Japan and the World Economy (2009)
- Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (1)
Also in Working papers, University of Connecticut, Department of Economics (2009) View citations (8) Working Papers, University of Pretoria, Department of Economics (2009)
See also Journal Article in International Journal of Strategic Property Management (2011)
- The Exchange Rate-Investment Nexus and Exchange Rate Instability: Another Reason for 'Fear of Floating'
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009)
- The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2008)
- The Making of Optimal and Consistent Policy: An Analytical Framework for Monetary Models
Working papers, University of Connecticut, Department of Economics View citations (2)
See also Journal Article in Scottish Journal of Political Economy (2011)
- The Making of Optimal and Consistent Policy: An Implementation Theory Framework for Monetary Policy
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2009) View citations (1)
- The Optimality and Controllability of Monetary Policy through Delegation with Consistent Targets
Working Papers, University of Nevada, Las Vegas , Department of Economics 
See also Journal Article in Scottish Journal of Political Economy (2011)
- The Time-Series Properties of House Prices: A Case Study of the Southern California Market
Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (5)
See also Journal Article in The Journal of Real Estate Finance and Economics (2012)
- The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market
Working Papers, University of Pretoria, Department of Economics View citations (1)
Also in Working papers, University of Connecticut, Department of Economics (2009) View citations (4)
- Understanding Central Bank Loss Functions: Implied and Delegated Targets
Working papers, University of Connecticut, Department of Economics
- Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
Working papers, University of Connecticut, Department of Economics View citations (5)
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) View citations (2) Working Papers, University of Pretoria, Department of Economics (2009) View citations (2)
2008
- Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models
Working papers, University of Connecticut, Department of Economics View citations (4)
See also Journal Article in Scottish Journal of Political Economy (2008)
- Geographic Deregulation and Commercial Bank Performance in US State Banking Markets
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2008) 
See also Journal Article in The Quarterly Review of Economics and Finance (2011)
- Is the Great Moderation Ending? UK and US Evidence
Working papers, University of Connecticut, Department of Economics View citations (4)
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2008) View citations (3)
2007
- A General Schema for Optimal Monetary Policymaking: Objectives and Rules
Working papers, University of Connecticut, Department of Economics 
See also Journal Article in Economic Modelling (2010)
- Cost Improvements, Returns to Scale, and Cost Inefficiencies for Real Estate Investment Trusts
Working papers, University of Connecticut, Department of Economics
- MBA Program Reputation And Quantitative Rankings: New Information for Students, Employers, And Program Administrators
Working papers, University of Connecticut, Department of Economics
- The Great Moderation and the Relationship between Output Growth and Its Volatility
Working papers, University of Connecticut, Department of Economics 
See also Journal Article in Southern Economic Journal (2008)
- Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility
Working papers, University of Connecticut, Department of Economics 
See also Journal Article in International Finance (2007)
2006
- Consumption Asymmetry and the Stock Market: Empirical Evidence
Working papers, University of Connecticut, Department of Economics View citations (7)
See also Journal Article in Economics Letters (2006)
- The Walsh Contracts for Central Bankers Are Optimal After All!
Working papers, University of Connecticut, Department of Economics
2005
- An 'Ideal' Decomposition of Industry Dynamics: An Application to the Nationwide and State Level U.S. Banking Industry
Working papers, University of Connecticut, Department of Economics View citations (2)
Also in Working papers, University of Connecticut, Department of Economics (2002)
- Bank Performance: Market Power or Efficient Structure?
Working papers, University of Connecticut, Department of Economics View citations (2)
- Consumption asymmetry and the stock market: New evidence through a threshold adjustment model
Working papers, University of Connecticut, Department of Economics View citations (4)
- Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence
Working papers, University of Connecticut, Department of Economics 
See also Journal Article in Journal of International Money and Finance (2009)
- Economies of Scale and Cost Efficiencies: A Panel-Data Stochastic-Frontier Analysis of Real Estate Investment Trusts
Working papers, University of Connecticut, Department of Economics 
See also Journal Article in Manchester School (2006)
- Equity Markets, the Money Market, and Long-Run Monetary Neutrality
Working papers, University of Connecticut, Department of Economics
- Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?
Working papers, University of Connecticut, Department of Economics View citations (2)
- Has Deregulation Affected Births, Deaths, and Marriages in the U.S. Commercial Banking Industry?
Working papers, University of Connecticut, Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2002) View citations (5)
- Inflation Targeting and Output Growth: Empirical Evidence for the European Union
IMF Working Papers, International Monetary Fund View citations (3)
- Inflation Targeting and Output Growth: Evidence from Aggregate European Data
Working papers, University of Connecticut, Department of Economics View citations (1)
- Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
Working papers, University of Connecticut, Department of Economics 
Also in Working papers, Centre for Development Economics, Delhi School of Economics (2003) 
See also Journal Article in Journal of Forecasting (2006)
- Resurrecting the Wealth Effect on Consumption: Further Analysis and Extension
Working papers, University of Connecticut, Department of Economics View citations (1)
2004
- Consumption Asymmetry and the Stock Market: Further Evidence
Working papers, University of Connecticut, Department of Economics View citations (2)
- Exchange rate depreciation and exports: The case of Singapore revisited
Working papers, University of Connecticut, Department of Economics View citations (3)
See also Journal Article in Applied Economics (2007)
- Explaining Economic Growth: Factor Accumulation, Total Factor Productivity Growth, and Production Efficiency Improvement
Working papers, University of Connecticut, Department of Economics View citations (6)
- Foreign and Domestic Bank Performances: An Ideal Decomposition of Industry Dynamics
Working papers, University of Connecticut, Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2002)
- The Geographic Distribution of the Size and Timing of Monetary Policy Actions
Working papers, University of Connecticut, Department of Economics
- The Value of Waiting: Foreign Direct Investment with Uncertainty and Imperfect Local Knowledge
Working papers, University of Connecticut, Department of Economics
2003
- Do Foreign Bank Operations Provide a Stabilizing Influence in Korea?
Working papers, University of Connecticut, Department of Economics 
See also Journal Article in The Quarterly Review of Economics and Finance (2006)
- MBA Program Reputation: Objective Rankings for Students, Employers and Program Administrators
Working papers, University of Connecticut, Department of Economics View citations (1)
- Macroeconomic Rationality and Lucas' Misperceptions Model: Further Evidence from Forty-One Countries
Working papers, University of Connecticut, Department of Economics View citations (1)
- The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis
Working papers, University of Connecticut, Department of Economics 
See also Journal Article in The Economic Record (2004)
2002
- Bank Concentration and Performance
Working papers, University of Connecticut, Department of Economics View citations (5)
- Central Banker Contracts, Incomplete Information, and Monetary Policy Surprises: In Search of a Selfish Central Banker?
Working papers, University of Connecticut, Department of Economics 
See also Journal Article in Public Choice (2003)
- Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis
Working papers, University of Connecticut, Department of Economics View citations (2)
- Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis
Working papers, University of Connecticut, Department of Economics View citations (3)
- Explaining U.S. Commercial Bank Births, Deaths, and Marriages
Working papers, University of Connecticut, Department of Economics
- Optimal Central Banker Contracts and Common Agency
Working papers, University of Connecticut, Department of Economics View citations (1)
See also Journal Article in Public Choice (2004)
- The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks
Working papers, University of Connecticut, Department of Economics 
See also Journal Article in Applied Financial Economics (2004)
- The Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis
Working papers, University of Connecticut, Department of Economics
- The Relationship between Large Fiscal Adjustments and Short-Term Output Growth Under Alternative Fiscal Policy Regimes
Working papers, University of Connecticut, Department of Economics View citations (8)
See also Journal Article in Contemporary Economic Policy (2003)
- Total Factor Productivity, Human Capital and Outward Orientation: Differences by Stage of Ddevelopment and Geographic Regions
Working papers, University of Connecticut, Department of Economics View citations (6)
2001
- Deregulation and Structural Change in the U.S. Commercial Banking Industry
Working papers, University of Connecticut, Department of Economics 
See also Journal Article in Eastern Economic Journal (2003)
2000
- Monetary Policy Delegation, Contract Costs, and Contract Targets
Working papers, University of Connecticut, Department of Economics View citations (2)
See also Journal Article in Bulletin of Economic Research (2003)
- The Long-Run Relationship between Money, Nominal GDP, and the Price Level in Venezuela: 1950 to 1996
Working papers, University of Connecticut, Department of Economics View citations (1)
- Transfer Pricing in the Decentralized Multinational Corporation
Working papers, University of Connecticut, Department of Economics
1999
- A Model of Endogenous Union Density and Membership
Working papers, University of Connecticut, Department of Economics
- Crowding-Out and Crowding-In Effects of the Components of Government Expenditure
Working papers, University of Connecticut, Department of Economics View citations (16)
- The Level of Development and the Determinants of Productivity Growth
Working papers, University of Connecticut, Department of Economics View citations (1)
1998
- The Perception of Government Bonds and Money as Net Wealth: An Integrated Approach
Working papers, University of Connecticut, Department of Economics 
See also Journal Article in Eastern Economic Journal (1998)
1997
- Monetary Policy in a Portfolio Balance Model with Endogenous Physical Capital
Working papers, University of Connecticut, Department of Economics
- The Effects of Trade Orientation and Human Capital on Total Factor Productivity
Working papers, University of Connecticut, Department of Economics View citations (2)
1996
- Monetary and Exchange Rate Policy in Multisectorial Economies
Working papers, University of Connecticut, Department of Economics View citations (2)
See also Journal Article in Journal of Economics and Business (1997)
- Teaching Time Preference and Human Impatience: The Billionaire Game
Working papers, University of Connecticut, Department of Economics
- Using Leading Indicators to Forecast US Home Sales in a Bayesian VAR Framework
Working papers, University of Connecticut, Department of Economics View citations (1)
1995
- Explaining Recent Connecticut Bank Failures
Working papers, University of Connecticut, Department of Economics View citations (1)
- Forecasting and Analyzing Economic Activity with Coincident and Leading Indexes: The Case of Connecticut
Working papers, University of Connecticut, Department of Economics View citations (4)
1993
- Fiscal Structures and Economic Growth: International Evidence
Macroeconomics, EconWPA View citations (9)
See also Journal Article in Economic Inquiry (1997)
Journal Articles
2013
- Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes
Empirical Economics, 2013, 44, (2), 387-417 
See also Working Paper (2011)
2012
- Convergence patterns in financial development: evidence from club convergence
Empirical Economics, 2012, 43, (3), 1011-1040 
See also Working Paper (2011)
- The Time-Series Properties of House Prices: A Case Study of the Southern California Market
The Journal of Real Estate Finance and Economics, 2012, 44, (3), 339-361 View citations (1)
See also Working Paper (2009)
- The effect of ESCOs on energy use
Energy Policy, 2012, 51, (C), 558-568 
See also Working Paper (2012)
- Unit Roots and Structural Change
Urban Studies, 2012, 49, (4), 757-776 View citations (1)
- “Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix
The Annals of Regional Science, 2012, 48, (3), 763-782 View citations (1)
See also Working Paper (2009)
2011
- Forecasting the US real house price index: Structural and non-structural models with and without fundamentals
Economic Modelling, 2011, 28, (4), 2013-2021 View citations (3)
See also Working Paper (2009)
- Geographic deregulation and commercial bank performance in U.S. state banking markets
The Quarterly Review of Economics and Finance, 2011, 51, (1), 28-35 View citations (1)
See also Working Paper (2008)
- Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model
International Journal of Strategic Property Management, 2011, 16, (1), 1-20 
See also Working Paper (2009)
- THE OPTIMALITY AND CONTROLLABILITY OF MONETARY POLICY THROUGH DELEGATION WITH CONSISTENT TARGETS
Scottish Journal of Political Economy, 2011, 58, (1), 82-106 View citations (1)
See also Working Paper (2009) Working Paper (2009)
- The Global Financial Crisis and Stochastic Convergence in the Euro Area
International Advances in Economic Research, 2011, 17, (3), 315-333
- The lag in effect of inflation targeting and policy evaluation
Applied Economics Letters, 2011, 18, (14), 1371-1375 View citations (1)
See also Working Paper (2010)
2010
- Designing Central Bank Loss Functions
International Journal of Business and Economics, 2010, 9, (1), 77-81 
See also Working Paper (2009)
- Does a threshold inflation rate exist? Quantile inferences for inflation and its variability
Empirical Economics, 2010, 39, (3), 619-641 
See also Working Paper (2009)
- Implementing optimal monetary policy: Objectives and rules
Economic Modelling, 2010, 27, (3), 737-745 View citations (1)
See also Working Paper (2007) Working Paper (2009)
- Using Equity Markets to Teach Long-Run Monetary Neutrality
International Review of Economic Education, 2010, 9, (1), 124-134
2009
- Comment on Edlin and Jaffee: Back to Basics
The Economists' Voice, 2009, 6, (9), 3
- Do structural oil-market shocks affect stock prices?
Energy Economics, 2009, 31, (4), 569-575 View citations (14)
See also Working Paper (2009)
- Does exchange rate risk affect exports asymmetrically? Asian evidence
Journal of International Money and Finance, 2009, 28, (2), 215-239 View citations (1)
See also Working Paper (2005)
- Modeling the volatility of real GDP growth: The case of Japan revisited
Japan and the World Economy, 2009, 21, (3), 312-324 
See also Working Paper (2009)
2008
- CROSS-COUNTRY EVIDENCE ON OUTPUT GROWTH VOLATILITY: NONSTATIONARY VARIANCE AND GARCH MODELS
Scottish Journal of Political Economy, 2008, 55, (4), 509-541 View citations (4)
See also Working Paper (2008)
- The Great Moderation and The Relationship between Output Growth and Its Volatility
Southern Economic Journal, 2008, 74, (3), 819-838 View citations (10)
See also Working Paper (2007)
2007
- BIRTHS, DEATHS, AND MARRIAGES IN THE U.S. COMMERCIAL BANKING INDUSTRY
Economic Inquiry, 2007, 45, (2), 325-341 View citations (2)
- Exchange rate depreciation and exports: the case of Singapore revisited
Applied Economics, 2007, 39, (3), 273-277 View citations (1)
See also Working Paper (2004)
- The Walsh contract for central bankers proves optimal after all!
Public Choice, 2007, 131, (1), 243-247 View citations (3)
- Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility*
International Finance, 2007, 10, (2), 131-152 
See also Working Paper (2007)
2006
- Consumption asymmetry and the stock market: Empirical evidence
Economics Letters, 2006, 93, (3), 337-342 View citations (4)
See also Working Paper (2006)
- Do foreign bank operations provide a stabilizing influence in Korea?
The Quarterly Review of Economics and Finance, 2006, 46, (1), 82-109 View citations (5)
See also Working Paper (2003)
- ECONOMIES OF SCALE AND COST EFFICIENCIES: A PANEL-DATA STOCHASTIC-FRONTIER ANALYSIS OF REAL ESTATE INVESTMENT TRUSTS
Manchester School, 2006, 74, (4), 483-499 View citations (1)
See also Working Paper (2005)
- Export Promotion through Exchange Rate Changes: Exchange Rate Depreciation or Stabilization
Southern Economic Journal, 2006, 72, (3), 611-626 View citations (6)
- Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models
Journal of Forecasting, 2006, 25, (6), 415-437 View citations (2)
See also Working Paper (2005)
2005
- Money volatility and output volatility: any asymmetric effects?: Evidence from conditional measures of volatility
Journal of Economic Studies, 2005, 32, (5), 511-523 View citations (1)
- Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis
Global Economic Review, 2005, 34, (2), 145-165 View citations (11)
2004
- Macroeconomic rationality and Lucas' misperceptions model: further evidence from 41 countries
Journal of Economics and Business, 2004, 56, (3), 227-241 View citations (2)
- Optimal Central Banker Contracts and Common Agency
Public Choice, 2004, 121, (1), 131-155 View citations (2)
See also Working Paper (2002)
- The Real Exchange Rate in Small, Open, Developed Economies: Evidence from Cointegration Analysis
The Economic Record, 2004, 80, (248), 76-88 View citations (8)
See also Working Paper (2003)
- The effect of the Asian financial crisis on the performance of Korean nationwide banks
Applied Financial Economics, 2004, 14, (5), 351-360 View citations (7)
See also Working Paper (2002)
2003
- Central Banker Contracts, Incomplete Information, and Monetary Policy Surprises: In Search of a Selfish Central Banker?
Public Choice, 2003, 116, (3-4), 271-95 View citations (6)
See also Working Paper (2002)
- Deregulation and Structural Change in the U.S. Commercial Banking Industry
Eastern Economic Journal, 2003, 29, (3), 391-414 View citations (9)
See also Working Paper (2001)
- Monetary Policy Delegation, Contract Costs and Contract Targets
Bulletin of Economic Research, 2003, 55, (1), 101-112 View citations (12)
See also Working Paper (2000)
- THE RELATIONSHIP BETWEEN LARGE FISCAL ADJUSTMENTS AND SHORT-TERM OUTPUT GROWTH UNDER ALTERNATIVE FISCAL POLICY REGIMES
Contemporary Economic Policy, 2003, 21, (1), 41-58 View citations (4)
See also Working Paper (2002)
2002
- The level of development and the determinants of productivity growth: a cross-country analysis
Applied Economics, 2002, 34, (9), 1089-1095 View citations (1)
- Total factor productivity and the convergence hypothesis
Journal of Macroeconomics, 2002, 24, (2), 267-286 View citations (13)
2001
- Book Review: Business Cycles: Duration, Dynamics, and Forecasting
Indian Economic Review, 2001, 36, (1), 301-303
- Productivity growth in large US commercial banks: The initial post-deregulation experience
Journal of Banking & Finance, 2001, 25, (5), 913-939 View citations (40)
2000
- The effects of openness, trade orientation, and human capital on total factor productivity
Journal of Development Economics, 2000, 63, (2), 399-423 View citations (40)
1999
- Using Leading Indicators to Forecast U.S. Home Sales in a Bayesian Vector Autoregressive Framework
The Journal of Real Estate Finance and Economics, 1999, 18, (2), 191-205 View citations (9)
1998
- The Perception of Government Bonds and Money as Net Wealth: An Integrated Approach
Eastern Economic Journal, 1998, 24, (4), 435-448 
See also Working Paper (1998)
1997
- Do temporal causality tests provide information on policy dominance?
Journal of Economic Studies, 1997, 24, (6), 379-391 View citations (2)
- Fiscal Structures and Economic Growth: International Evidence
Economic Inquiry, 1997, 35, (3), 603-13 View citations (24)
See also Working Paper (1993)
- Monetary and exchange rate policy in multisectoral economies
Journal of Economics and Business, 1997, 49, (4), 321-334 View citations (1)
See also Working Paper (1996)
- Portfolio mix and large-bank profitability in the USA
Applied Economics, 1997, 29, (4), 505-512 View citations (14)
1996
- Do federal deficits affect interest rates? Evidence from three econometric methods
Journal of Macroeconomics, 1996, 18, (3), 403-428 View citations (15)
- Forecasting Connecticut Home Sales in a BVAR Framework Using Coincident and Leading Indexes
The Journal of Real Estate Finance and Economics, 1996, 13, (3), 219-35 View citations (10)
- The new Keynesian economics and the output-inflation trade-off
Applied Economics Letters, 1996, 3, (9), 599-602 View citations (3)
- The technical efficiency of large bank production
Journal of Banking & Finance, 1996, 20, (3), 495-509 View citations (60)
1995
- Monetary policies of developed countries: co-ordination, coercion or independence
Journal of Economic Studies, 1995, 22, (2), 44-58 View citations (3)
1994
- Portfolio mix and net charge offs at large United States commercial banks
Applied Economics Letters, 1994, 1, (11), 183-186
- Short-Run Cost Inefficiency of Commercial Banks: A Flexible Stochastic Frontier Approach
Journal of Money, Credit and Banking, 1994, 26, (4), 875-93 View citations (36)
- Win-win indirect tax reform: A modest proposal
Economics Letters, 1994, 44, (1-2), 147-151 View citations (31)
1993
- Integrated reforms of tariffs and consumption taxes
Journal of Public Economics, 1993, 52, (3), 417-428 View citations (27)
- Interest Rate Linkages within the European Monetary System: Further Analysis
Journal of Money, Credit and Banking, 1993, 25, (4), 771-79 View citations (47)
- Velocity variability: Directly an interest-rate driven phenomenon
The Quarterly Review of Economics and Finance, 1993, 33, (4), 423-437 View citations (2)
1992
- ARE THE TWIN DEFICITS REALLY RELATED? FURTHER COMMENTS
Contemporary Economic Policy, 1992, 10, (1), 112-113
- Customs Union and the Harris-Todaro Model with International Capital Mobility
Open Economies Review, 1992, 3, (1), 37-49
- Do United States presidential administrations influence monetary policy?
Journal of Policy Modeling, 1992, 14, (2), 221-226
1991
- International money: Post-war trends and theories: by Paul de Grauwe (Oxford: Oxford University Press, 1989. Pp. xiii, 257)
North American Review of Economics and Finance, 1991, 2, (1), 103-105
- Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling
Journal of Money, Credit and Banking, 1991, 23, (2), 139-54 View citations (45)
- THE TEMPORAL CAUSALITY BETWEEN FISCAL DEFICITS AND INTEREST RATES
Contemporary Economic Policy, 1991, 9, (3), 12-23 View citations (6)
1990
- Disequilibrium macroeconomics, money as a buffer stock and the estimation of money demand
Journal of Macroeconomics, 1990, 12, (4), 563-586 View citations (1)
- Inflation and relative price variability: The case of internationally traded primary commodities
Economics Letters, 1990, 33, (1), 47-53 View citations (1)
- Returns to Scale and Input Substitution for Large U.S. Banks
Journal of Money, Credit and Banking, 1990, 22, (1), 94-108 View citations (60)
1989
- ARE THE TWIN DEFICITS REALLY RELATED?
Contemporary Economic Policy, 1989, 7, (4), 91-115 View citations (24)
- Money demand instability: has it ended?
Economics Letters, 1989, 30, (4), 345-349 View citations (2)
1988
- Are saving and investment co-integrated?
Economics Letters, 1988, 27, (1), 31-34 View citations (25)
- Inflation Expectations, Wealth Perception, and Consumption Expenditure
Eastern Economic Journal, 1988, 14, (1), 27-38 View citations (1)
- International Capital Mobility: What Do Saving-Investment Correlations Tell Us? Comment on Dooley, Frankel, and Mathieson
IMF Staff Papers, 1988, 35, (2), 391-396 View citations (1)
- Models of Business Cycles: A Review Essay
Eastern Economic Journal, 1988, 14, (2), 197-202
- The Beveridge-Nelson decomposition of economic time series: Another economical computational method
Journal of Monetary Economics, 1988, 21, (1), 141-142 View citations (31)
1987
- A Comparison of the Stochastic Processes of Structural and
The Review of Economics and Statistics, 1987, 69, (3), 496-502 View citations (1)
1986
- Ex ante crowding out? A cross-country comparison of direct-substitutability hypotheses
Journal of Policy Modeling, 1986, 8, (3), 351-370 View citations (1)
- Financial innovation, depository-institution deregulation, and the demand for money
Journal of Macroeconomics, 1986, 8, (3), 279-296 View citations (2)
1985
- The relationship between government deficits, money growthm and inflation
Journal of Macroeconomics, 1985, 7, (4), 447-467 View citations (14)
1984
- The Over-Time Relationship between Inflation and Its Variability Once Again: A Rejoinder
Kyklos, 1984, 37, (1), 110-12
1982
- Credit rationing in a disequilibrium macroeconomic model
Journal of Macroeconomics, 1982, 4, (2), 129-154
- Crowding out: A test of some direct substitutability hypotheses
Journal of Macroeconomics, 1982, 4, (4), 419-432
- Employers' and Workers' Inflation Expectations: Prediction Accuracy and the Natural-Rate Hypothesis
Eastern Economic Journal, 1982, 8, (4), 283-288
- Money illusion, distribution effects and the household and business demands for money
Journal of Banking & Finance, 1982, 6, (2), 215-231 View citations (1)
- The Money Supply Process and Credit Card Use: An Empirical Analysis
Eastern Economic Journal, 1982, 8, (2), 89-99
- The Relation between the Rate and Variability of Inflation: Further Comments [The Mirage of Steady Inflation]
Kyklos, 1982, 35, (3), 456-67 View citations (1)
1980
- A Disequilibrium Macroeconomic Model: A Correction
The Quarterly Journal of Economics, 1980, 95, (1), 197-98
- Distribution effects and the business demand for money
Journal of Macroeconomics, 1980, 2, (4), 287-305 View citations (2)
- Dynamic monetary and fiscal policy and the government budget constraint: A growth equilibrium
Journal of Macroeconomics, 1980, 2, (3), 199-212
- Non-bank public and commercial bank portfolio behavior in the Brunner-Meltzer model: A review and clarification
Journal of Monetary Economics, 1980, 6, (4), 561-572
1979
- European monetary unification and the eurodollar market
Review of World Economics (Weltwirtschaftliches Archiv), 1979, 115, (2), 255-271
- Optimal Behavior of a Monopolist Facing a Bicriteria Objective Function: Comment
International Economic Review, 1979, 20, (3), 791-92
1978
- Location and the theory of production: A review, summary and critique of recent contributions
Regional Science and Urban Economics, 1978, 8, (2), 117-128 View citations (2)
1977
- A Simple Model of Information and Lending Behavior: Comment
Journal of Finance, 1977, 32, (1), 208-10
1975
- A theory of the banking firm: Comment
Journal of Monetary Economics, 1975, 1, (1), 123-128
- Measures of Risk Aversion: Some Clarifying Comments
Journal of Financial and Quantitative Analysis, 1975, 10, (02), 299-309 View citations (4)
1974
- The Deficient Treatment of Money in Basic Undergraduate Texts: An Opposing View: Comment
Journal of Money, Credit and Banking, 1974, 6, (1), 119-21
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