Details about J. Isaac Miller

Access statistics for papers by J. Isaac Miller.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pmi148

Working Papers

2025

1. Polar Amplification Helps Forecast Northern Temperature Anomalies
   Working Papers, Department of Economics, University of Missouri
2. Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change
   Working Papers, Department of Economics, University of Missouri
   Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2024)
3. Temperature Response Functions for Climate Impact Assessments: The Case of ENSO and Electricity Consumption
   Working Papers, Department of Economics, University of Missouri

2024

4. Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption
   Working Papers, Department of Economics, University of Missouri
   Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2024)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2024)
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2024)

2023

5. Business Cycle and Health Dynamics during the COVID-19 Pandemic. A Scandinavian Perspective
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
6. Effects of Climate Change on House Prices in Outdoor Tourism Destinations: A Case Study of Southwestern Colorado
   Working Papers, Department of Economics, University of Missouri View citations (1)
7. Polar Amplification in a Moist Energy Balance Model: A Structural Econometric Approach to Estimation and Testing
   Working Papers, Department of Economics, University of Missouri View citations (3)
   See also Journal Article Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing, Journal of Econometrics, Elsevier (2024) (2024)

2022

8. Modeling and Forecasting Agricultural Commodity Support in the Developing Countries
   Commissioned Papers, International Agricultural Trade Research Consortium

2021

9. Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways
   Working Papers, Department of Economics, University of Missouri
   Also in Working Papers, Department of Economics, University of Missouri (2021)
   See also Journal Article Beyond RCP8.5: Marginal mitigation using quasi-representative concentration pathways, Journal of Econometrics, Elsevier (2024) (2024)
10. Modeling Peak Electricity Demand: A Semiparametric Approach Using Weather-Driven Cross Temperature Response Functions
    Working Papers, Department of Economics, University of Missouri
    See also Journal Article Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions, Energy Economics, Elsevier (2022) View citations (4) (2022)

2019

11. Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One
    Working Papers, Department of Economics, University of Missouri View citations (1)
12. Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach
    Working Papers, Department of Economics, University of Missouri
    See also Journal Article Forecasting regional long-run energy demand: A functional coefficient panel approach, Energy Economics, Elsevier (2021) View citations (14) (2021)
13. Time-Varying Cointegration and the Kalman Filter
    Working Papers, Department of Economics, University of Missouri
    See also Journal Article Time-varying cointegration and the Kalman filter, Econometric Reviews, Taylor & Francis Journals (2022) (2022)

2018

14. Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
    Working Papers, Department of Economics, University of Missouri View citations (1)
    See also Journal Article Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate, Journal of Econometrics, Elsevier (2020) View citations (22) (2020)
15. Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data
    Working Papers, Department of Economics, University of Missouri
    See also Journal Article Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data, Journal of Time Series Analysis, Wiley Blackwell (2019) View citations (3) (2019)

2017

16. Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet
    Working Papers, Department of Economics, University of Missouri View citations (1)

2016

17. Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies
    Working Papers, Department of Economics, University of Missouri View citations (10)

2015

18. A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand
    Working Papers, Department of Economics, University of Missouri
    See also Journal Article A new approach to modeling the effects of temperature fluctuations on monthly electricity demand, Energy Economics, Elsevier (2016) View citations (19) (2016)

2014

19. On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests
    Working Papers, Department of Economics, University of Missouri View citations (8)
    See also Chapter On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests, Advances in Econometrics, Emerald Group Publishing Limited (2014) View citations (6) (2014)
20. Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series
    Working Papers, Department of Economics, University of Missouri
    See also Journal Article Simple robust tests for the specification of high-frequency predictors of a low-frequency series, Econometrics and Statistics, Elsevier (2018) View citations (4) (2018)
21. Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series
    Working Papers, Department of Economics, University of Missouri View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (12)
    See also Journal Article Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series, Journal of Time Series Analysis, Wiley Blackwell (2015) View citations (13) (2015)
22. Time-varying Long-run Income and Output Elasticities of Electricity Demand
    Working Papers, Department of Economics, University of Missouri View citations (46)

2013

23. Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand
    Working Papers, Department of Economics, University of Missouri View citations (3)
    See also Journal Article Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand, Energy Economics, Elsevier (2016) View citations (23) (2016)
24. On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables
    Working Papers, Department of Economics, University of Missouri
    See also Journal Article On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables, Regional Science and Urban Economics, Elsevier (2014) (2014)

2012

25. Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series
    Working Papers, Department of Economics, University of Missouri View citations (6)
    See also Journal Article Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series, Econometric Reviews, Taylor & Francis Journals (2016) View citations (11) (2016)
26. Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures
    Working Papers, Department of Economics, University of Missouri View citations (8)
    See also Journal Article Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures, Journal of Financial Econometrics, Oxford University Press (2014) View citations (15) (2014)

2011

27. Cointegrating MiDaS Regressions and a MiDaS Test
    Working Papers, Department of Economics, University of Missouri View citations (2)

2010

28. A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels
    Working Papers, Department of Economics, University of Missouri View citations (4)
    See also Journal Article A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels, Journal of Time Series Econometrics, De Gruyter (2010) View citations (4) (2010)
29. Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy
    Working Papers, Department of Economics, University of Missouri View citations (1)
    See also Journal Article LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY, Macroeconomic Dynamics, Cambridge University Press (2011) View citations (17) (2011)

2009

30. Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error
    Working Papers, Department of Economics, University of Missouri View citations (2)
31. Crude Oil and Stock Markets: Stability, Instability, and Bubbles
    Working Papers, Department of Economics, University of Missouri View citations (406)
    See also Journal Article Crude oil and stock markets: Stability, instability, and bubbles, Energy Economics, Elsevier (2009) View citations (400) (2009)
32. Testing the Bounds: Empirical Behavior of Target Zone Fundamentals
    Working Papers, Department of Economics, University of Missouri
    See also Journal Article Testing the bounds: Empirical behavior of target zone fundamentals, Economic Modelling, Elsevier (2011) View citations (1) (2011)

2008

33. Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory
    Working Papers, Department of Economics, University of Missouri View citations (2)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (6)
    See also Journal Article Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory, Journal of Econometrics, Elsevier (2010) View citations (15) (2010)

2005

34. Extracting a Common Stochastic Trend: Theories with Some Applications
    Working Papers, Rice University, Department of Economics View citations (1)
    Also in Working Papers, Department of Economics, University of Missouri (2005) View citations (2)
35. How They Interact to Generate Persistency in Memory
    Working Papers, Rice University, Department of Economics View citations (2)

Journal Articles

2024

1. Beyond RCP8.5: Marginal mitigation using quasi-representative concentration pathways
   Journal of Econometrics, 2024, 239, (1)
   See also Working Paper Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways, Working Papers (2021) (2021)
2. Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing
   Journal of Econometrics, 2024, 245, (1)
   See also Working Paper Polar Amplification in a Moist Energy Balance Model: A Structural Econometric Approach to Estimation and Testing, Working Papers (2023) View citations (3) (2023)

2022

3. Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions
   Energy Economics, 2022, 114, (C) View citations (4)
   See also Working Paper Modeling Peak Electricity Demand: A Semiparametric Approach Using Weather-Driven Cross Temperature Response Functions, Working Papers (2021) (2021)
4. Time-varying cointegration and the Kalman filter
   Econometric Reviews, 2022, 41, (1), 1-21
   See also Working Paper Time-Varying Cointegration and the Kalman Filter, Working Papers (2019) (2019)

2021

5. Forecasting regional long-run energy demand: A functional coefficient panel approach
   Energy Economics, 2021, 96, (C) View citations (14)
   See also Working Paper Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach, Working Papers (2019) (2019)

2020

6. Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
   Journal of Econometrics, 2020, 214, (1), 274-294 View citations (22)
   See also Working Paper Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate, Working Papers (2018) View citations (1) (2018)

2019

7. Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data
   Journal of Time Series Analysis, 2019, 40, (6), 936-950 View citations (3)
   See also Working Paper Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data, Working Papers (2018) (2018)

2018

8. Modeling and Extrapolating Wheat Producer Support Using Income and Other Factors
   Journal of Agricultural Economics, 2018, 69, (2), 338-350 View citations (2)
9. Simple robust tests for the specification of high-frequency predictors of a low-frequency series
   Econometrics and Statistics, 2018, 5, (C), 45-66 View citations (4)
   See also Working Paper Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series, Working Papers (2014) (2014)

2016

10. A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
    Energy Economics, 2016, 60, (C), 206-216 View citations (19)
    See also Working Paper A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand, Working Papers (2015) (2015)
11. Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series
    Econometric Reviews, 2016, 35, (6), 1142-1171 View citations (11)
    See also Working Paper Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series, Working Papers (2012) View citations (6) (2012)
12. Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand
    Energy Economics, 2016, 60, (C), 232-243 View citations (23)
    See also Working Paper Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand, Working Papers (2013) View citations (3) (2013)
13. Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies
    Journal of Time Series Analysis, 2016, 37, (6), 810-824 View citations (4)

2015

14. Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series
    Journal of Time Series Analysis, 2015, 36, (6), 797-816 View citations (13)
    See also Working Paper Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series, Working Papers (2014) View citations (5) (2014)

2014

15. Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures
    Journal of Financial Econometrics, 2014, 12, (3), 584-614 View citations (15)
    See also Working Paper Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures, Working Papers (2012) View citations (8) (2012)
16. On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables
    Regional Science and Urban Economics, 2014, 44, (C), 107-118
    See also Working Paper On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables, Working Papers (2013) (2013)
17. Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea
    Energy Economics, 2014, 46, (C), 334-347 View citations (47)

2011

18. LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY
    Macroeconomic Dynamics, 2011, 15, (S3), 396-415 View citations (17)
    See also Working Paper Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy, Working Papers (2010) View citations (1) (2010)
19. Testing the bounds: Empirical behavior of target zone fundamentals
    Economic Modelling, 2011, 28, (4), 1782-1792 View citations (1)
    See also Working Paper Testing the Bounds: Empirical Behavior of Target Zone Fundamentals, Working Papers (2009) (2009)

2010

20. A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels
    Journal of Time Series Econometrics, 2010, 2, (1), 38 View citations (4)
    See also Working Paper A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels, Working Papers (2010) View citations (4) (2010)
21. Cointegrating regressions with messy regressors and an application to mixed‐frequency series
    Journal of Time Series Analysis, 2010, 31, (4), 255-277 View citations (9)
22. Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory
    Journal of Econometrics, 2010, 155, (1), 83-89 View citations (15)
    See also Working Paper Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory, Working Papers (2008) View citations (2) (2008)

2009

23. Crude oil and stock markets: Stability, instability, and bubbles
    Energy Economics, 2009, 31, (4), 559-568 View citations (400)
    See also Working Paper Crude Oil and Stock Markets: Stability, Instability, and Bubbles, Working Papers (2009) View citations (406) (2009)
24. Extracting a common stochastic trend: Theory with some applications
    Journal of Econometrics, 2009, 150, (2), 231-247 View citations (17)

Chapters

2024

1. Econometric forecasting of climate change
   Chapter 14 in Handbook of Research Methods and Applications in Macroeconomic Forecasting, 2024, pp 361-395

2023

2. Local Climate Sensitivity: What Can Time Series of Distributions Reveal About Spatial Heterogeneity of Climate Change?
   A chapter in Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, 2023, vol. 45B, pp 319-350

2014

3. On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests
   A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 14, pp 93-122 View citations (6)
   See also Working Paper On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests, Department of Economics, University of Missouri (2014) View citations (8) (2014)