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Details about Stephen M. Miller

Homepage:https://faculty.unlv.edu/smiller/
Phone:702-895-3969
Postal address:Department of Economics College of Business University of Nevada, Las Vegas 4505 S. maryland Parkway, Box 456005 Las Vegas, NV 89154-6005
Workplace:Department of Economics, Lee School of Business, University of Nevada-Las Vegas, (more information at EDIRC)
Department of Economics, University of Connecticut, (more information at EDIRC)

Access statistics for papers by Stephen M. Miller.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pmi16


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Working Papers

2020

  1. 125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets
    Working papers, University of Connecticut, Department of Economics Downloads View citations (5)
    Also in Working Papers, University of Pretoria, Department of Economics (2019) View citations (1)
  2. Dynamic Asymmetric Optimal Portfolio Allocation between Energy Stocks and Energy Commodities: Evidence from Clean Energy and Oil and Gas Companies
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies, Resources Policy, Elsevier (2021) Downloads View citations (30) (2021)
  3. Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models
    Working Papers, University of Pretoria, Department of Economics View citations (13)
    Also in Working papers, University of Connecticut, Department of Economics (2020) Downloads View citations (13)

    See also Journal Article Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models, International Review of Economics & Finance, Elsevier (2024) Downloads View citations (5) (2024)
  4. Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Globalization, long memory, and real interest rate convergence: a historical perspective, Empirical Economics, Springer (2022) Downloads (2022)
  5. Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting
    Working Papers, University of Pretoria, Department of Economics
    Also in Working papers, University of Connecticut, Department of Economics (2020) Downloads

    See also Journal Article A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting, Computational Economics, Springer (2023) Downloads View citations (1) (2023)
  6. The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective
    Working Papers, University of Pretoria, Department of Economics
  7. The Bennet Decomposition and Predictability of the U.S. REITs’ Profitability
    Working papers, University of Connecticut, Department of Economics Downloads
  8. The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data
    Post-Print, HAL
    Also in Working papers, University of Connecticut, Department of Economics (2020) Downloads

2019

  1. Determinants of Optimal Capital Structure and Speed of Adjustment: Evidence from the U.S. ICT Sector
    Working papers, University of Connecticut, Department of Economics Downloads
  2. Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  3. Firm Size, Corporate Debt, R&D Activity, and Agency Costs: Exploring Dynamic and Non-Linear Effects
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article Firm size, corporate debt, R&D activity, and agency costs: Exploring dynamic and non-linear effects, The Journal of Economic Asymmetries, Elsevier (2022) Downloads View citations (3) (2022)
  4. The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries
    Post-Print, HAL Downloads View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2018) Downloads View citations (3)
    Papers, arXiv.org (2017) Downloads View citations (2)

    See also Journal Article The micro-foundations of an open economy money demand: An application to central and eastern European countries, Journal of Macroeconomics, Elsevier (2019) Downloads View citations (1) (2019)

2018

  1. Causality between Output and Income Inequality across U.S. States: Evidence from a Heterogeneous Mixed Panel Approach
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2017)
  2. Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis
    Working Papers, University of Pretoria, Department of Economics View citations (4)
  3. Growth Volatility and Inequality in the U.S.: A Wavelet Analysis
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2018)

    See also Journal Article Growth volatility and inequality in the U.S.: A wavelet analysis, Physica A: Statistical Mechanics and its Applications, Elsevier (2019) Downloads View citations (4) (2019)
  4. Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2021) Downloads (2021)
  5. Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data, Urban Studies, Urban Studies Journal Limited (2021) Downloads View citations (5) (2021)

2017

  1. Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2016)
  2. Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach
    Working papers, University of Connecticut, Department of Economics Downloads View citations (3)
    Also in Working Papers, University of Pretoria, Department of Economics (2017) View citations (2)
  3. The Determinants of Growth in the Information and Communication Technology (ICT) Industry: A Firm-Level Analysis
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    See also Journal Article The determinants of growth in the U.S. information and communication technology (ICT) industry: A firm-level analysis, Economic Modelling, Elsevier (2018) Downloads View citations (18) (2018)
  4. The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2016)

    See also Journal Article The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach, Quality & Quantity: International Journal of Methodology, Springer (2018) Downloads View citations (14) (2018)
  5. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2017) View citations (2)

    See also Journal Article US Fiscal Policy and Asset Prices: The Role of Partisan Conflict, International Review of Finance, International Review of Finance Ltd. (2019) Downloads View citations (4) (2019)
  6. Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2014) Downloads
    Working papers, University of Connecticut, Department of Economics (2013) Downloads View citations (3)

    See also Journal Article Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence, Empirical Economics, Springer (2019) Downloads View citations (4) (2019)

2016

  1. Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)

    See also Journal Article Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis, Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer (2018) Downloads View citations (8) (2018)
  2. Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2015)
  3. Decomposition of Output Growth in the Presence of Input Quality: A Stochastic Frontier Approach
    Working papers, University of Connecticut, Department of Economics Downloads
  4. Did Okun's Law Die after the Great Recession?
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article Did Okun’s law die after the Great Recession?, Business Economics, Palgrave Macmillan (2017) Downloads View citations (3) (2017)
  5. Income Inequality: A State-by-State Complex Network Analysis
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (3)
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2016) Downloads View citations (1)
  6. Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US
    Working papers, University of Connecticut, Department of Economics Downloads View citations (18)
    Also in Working papers, University of Connecticut, Department of Economics (2016) Downloads View citations (16)
  7. Inflation Targeting: New Evidence from Fractional Integration and Cointegration
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
  8. Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2015) Downloads
    Working Papers, University of Pretoria, Department of Economics (2014)

    See also Journal Article Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence, Bulletin of Economic Research, Wiley Blackwell (2020) Downloads View citations (4) (2020)
  9. Output Decomposition in the Presence of Input Quality Effects: A Stochastic Frontier Approach
    Working Papers, Economic Research Southern Africa Downloads
    Also in Working Papers, Economic Research Southern Africa (2016) Downloads View citations (3)
  10. The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test, Empirica, Springer (2017) Downloads View citations (4) (2017)
  11. The time-series linkages between US fiscal policy and asset prices
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (6)

    See also Journal Article The Time-series Linkages between US Fiscal Policy and Asset Prices, Public Finance Review (2020) Downloads View citations (3) (2020)
  12. Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
  13. Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in Working papers, University of Connecticut, Department of Economics (2016) Downloads View citations (4)

    See also Journal Article Time-varying persistence of inflation: evidence from a wavelet-based approach, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2017) Downloads View citations (3) (2017)

2015

  1. Uncertainty and Crude Oil Returns
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2015) Downloads View citations (1)

    See also Journal Article Uncertainty and crude oil returns, Energy Economics, Elsevier (2016) Downloads View citations (155) (2016)

2014

  1. A Time-Varying Approach of the US Welfare Cost of Inflation
    Working Papers, University of Pretoria, Department of Economics View citations (11)
    Also in Working papers, University of Connecticut, Department of Economics (2014) Downloads View citations (17)

    See also Journal Article A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION, Macroeconomic Dynamics, Cambridge University Press (2019) Downloads View citations (7) (2019)
  2. Can State and Local Revenue and Expenditure Enhance Economic Growth? A Cross-State Panel Study of Fiscal Activity
    Working papers, University of Connecticut, Department of Economics Downloads
  3. Demographic Transition and Economic Welfare: The Role of In-Cash and In-Kind Transfers
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article Demographic transition and economic welfare: The role of in-cash and in-kind transfers, The Quarterly Review of Economics and Finance, Elsevier (2015) Downloads (2015)
  4. Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    See also Journal Article Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns, The Journal of Real Estate Finance and Economics, Springer (2016) Downloads View citations (22) (2016)
  5. Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads View citations (7)
    Also in Working Papers, University of Pretoria, Department of Economics (2012) View citations (7)
    Working papers, University of Connecticut, Department of Economics (2012) Downloads View citations (4)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) Downloads View citations (5)
  6. Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors
    Working papers, University of Connecticut, Department of Economics Downloads View citations (7)
    Also in Working Papers, University of Pretoria, Department of Economics (2013)

    See also Journal Article Forecasting US real private residential fixed investment using a large number of predictors, Empirical Economics, Springer (2016) Downloads View citations (4) (2016)
  7. Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
    Working papers, University of Connecticut, Department of Economics Downloads View citations (3)
    Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (3)

    See also Journal Article Regime switching model of US crude oil and stock market prices: 1859 to 2013, Energy Economics, Elsevier (2015) Downloads View citations (102) (2015)
  8. Target Controllability and Time Consistency: Complement to the Tinbergen Rule
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2013) Downloads
  9. The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2013) Downloads View citations (3)
    Working Papers, University of Pretoria, Department of Economics (2013) View citations (5)
  10. The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test
    Working Papers, University of Pretoria, Department of Economics View citations (12)
  11. Time-Varying Effects of Housing and Stock Prices on U.S. Consumption
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2013) Downloads View citations (3)
    Working Papers, University of Pretoria, Department of Economics (2013) View citations (2)

2013

  1. Does Financial Development Volatility Affect Industrial Growth Volatility?
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2012) Downloads View citations (1)

    See also Journal Article Does financial development volatility affect industrial growth volatility?, International Review of Economics & Finance, Elsevier (2014) Downloads View citations (12) (2014)
  2. Evolution of Monetary Policy in the US: The Role of Asset Prices
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    Also in Working papers, University of Connecticut, Department of Economics (2013) Downloads View citations (2)
  3. Housing and the Great Depression
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2013) Downloads View citations (5)
    Working papers, University of Connecticut, Department of Economics (2012) Downloads View citations (1)

    See also Journal Article Housing and the Great Depression, Applied Economics, Taylor & Francis Journals (2014) Downloads View citations (33) (2014)
  4. Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    Also in Working papers, University of Connecticut, Department of Economics (2013) Downloads View citations (8)

    See also Journal Article Temporal causality between house prices and output in the US: A bootstrap rolling-window approach, The North American Journal of Economics and Finance, Elsevier (2015) Downloads View citations (79) (2015)
  5. Was the Recent Downturn in US GDP Predictable?
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) Downloads
    Working Papers, University of Pretoria, Department of Economics (2012)

2012

  1. Banking Market Structure, Liquidity Needs, and Industrial Growth Volatility
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2012) Downloads View citations (1)
  2. Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2011) Downloads View citations (11)

    See also Journal Article Country and industry convergence of equity markets: International evidence from club convergence and clustering, The North American Journal of Economics and Finance, Elsevier (2014) Downloads View citations (30) (2014)
  3. Demographic Transition and Economic Welfare: The Role of Humanitarian Aid
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2012) Downloads
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) Downloads
  4. Firm Profitability: Mean-Reverting or Random-Walk Behavior?
    Working papers, University of Connecticut, Department of Economics Downloads View citations (4)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) Downloads View citations (2)

    See also Journal Article Firm profitability: Mean-reverting or random-walk behavior?, Journal of Economics and Business, Elsevier (2013) Downloads View citations (14) (2013)
  5. Inflation Targeting: Does It Improve Economic Performance?
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (5)
  6. Output Growth and Its Volatility: The Gold Standard through the Great Moderation
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) Downloads View citations (1)

    See also Journal Article Output Growth and its Volatility: The Gold Standard through the Great Moderation, Southern Economic Journal, John Wiley & Sons (2014) Downloads (2014)
  7. Purchasing Power Parity between the UK and the Euro Area
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2012) Downloads
  8. The Bank Lending Channel and Monetary Policy Rules for European Banks: Further Extensions
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2012) Downloads View citations (1)
  9. The Effect of Growth Volatility on Income Inequality
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) Downloads View citations (1)

    See also Journal Article The effect of growth volatility on income inequality, Economic Modelling, Elsevier (2015) Downloads View citations (34) (2015)
  10. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads View citations (5)
    Also in Working Papers, University of Pretoria, Department of Economics (2012) View citations (6)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) Downloads View citations (3)
    Working papers, University of Connecticut, Department of Economics (2012) Downloads View citations (3)

    See also Journal Article The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US, Applied Economics, Taylor & Francis Journals (2015) Downloads View citations (15) (2015)
  11. The effect of ECSOs on energy use
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article The effect of ESCOs on energy use, Energy Policy, Elsevier (2012) Downloads View citations (25) (2012)
  12. The effect of ESCOs on carbon dioxide emissions
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    See also Journal Article The effect of ESCO s on carbon dioxide emissions, Applied Economics, Taylor & Francis Journals (2013) Downloads View citations (3) (2013)
  13. Using Large Data Sets to Forecast Sectoral Employment
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2011) View citations (2)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2011) Downloads View citations (3)

    See also Journal Article Using large data sets to forecast sectoral employment, Statistical Methods & Applications, Springer (2014) Downloads View citations (2) (2014)

2011

  1. Convergence Patterns in Financial Development: Evidence from Club Convergence
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2010) Downloads View citations (2)

    See also Journal Article Convergence patterns in financial development: evidence from club convergence, Empirical Economics, Springer (2012) Downloads View citations (26) (2012)
  2. Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (2)
    Also in Working papers, University of Connecticut, Department of Economics (2010) Downloads View citations (2)
    Working Papers, Eastern Mediterranean University, Department of Economics (2010) Downloads View citations (1)
    Working Papers, University of Pretoria, Department of Economics (2010)

    See also Journal Article Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes, Empirical Economics, Springer (2013) Downloads View citations (1) (2013)
  3. Stochastic Convergence in the Euro Area
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (3)
    Also in Working papers, University of Connecticut, Department of Economics (2010) Downloads View citations (3)
  4. The Optimality and Controllability of Discretionary Monetary Policy
    Working papers, University of Connecticut, Department of Economics Downloads

2010

  1. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics
    Working Papers, University of Pretoria, Department of Economics View citations (11)
    Also in Working papers, University of Connecticut, Department of Economics (2010) Downloads View citations (1)
  2. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (2)
    Also in Working papers, University of Connecticut, Department of Economics (2009) Downloads View citations (6)
    Working Papers, University of Pretoria, Department of Economics (2009) View citations (4)

    See also Journal Article Forecasting the US real house price index: Structural and non-structural models with and without fundamentals, Economic Modelling, Elsevier (2011) Downloads View citations (41) (2011)
  3. Short- and Long-Run Differences in the Treatment Effects of Inflation Targeting on Developed and Developing Countries
    Working papers, University of Connecticut, Department of Economics Downloads View citations (4)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2010) Downloads View citations (4)
  4. The Lag in Effect of Inflation Targeting and Policy Evaluation
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    See also Journal Article The lag in effect of inflation targeting and policy evaluation, Applied Economics Letters, Taylor & Francis Journals (2011) Downloads View citations (15) (2011)
  5. Unit Roots and Structural Change: An Application to US House-Price Indices
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (11)
    Also in Working papers, University of Connecticut, Department of Economics (2010) Downloads View citations (14)

2009

  1. "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
    Working papers, University of Connecticut, Department of Economics Downloads View citations (16)
    Also in Working Papers, University of Pretoria, Department of Economics (2009) View citations (1)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) Downloads View citations (5)

    See also Journal Article “Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix, The Annals of Regional Science, Springer (2012) Downloads View citations (31) (2012)
  2. Consistent Targets and Optimal Monetary Policy: Conservative Central Banker Redux
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
  3. Designing Central Bank Loss Functions
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (1)
    See also Journal Article Designing Central Bank Loss Functions, International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan (2010) Downloads (2010)
  4. Do Structural Oil-Market Shocks Affect Stock Prices?
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (444)
    Also in Working papers, University of Connecticut, Department of Economics (2008) Downloads View citations (7)

    See also Journal Article Do structural oil-market shocks affect stock prices?, Energy Economics, Elsevier (2009) Downloads View citations (454) (2009)
  5. Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2009) Downloads View citations (1)

    See also Journal Article Does a threshold inflation rate exist? Quantile inferences for inflation and its variability, Empirical Economics, Springer (2010) Downloads View citations (1) (2010)
  6. 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 Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2008) Downloads View citations (2)
  7. Implementing Optimal Monetary Policy: Objectives and Rules
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    See also Journal Article Implementing optimal monetary policy: Objectives and rules, Economic Modelling, Elsevier (2010) Downloads View citations (4) (2010)
  8. Inflation Targeting Evaluation: Short-run Costs and Long-run Irrelevance
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (5)
  9. 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 Downloads View citations (2)
  10. Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (23)
    Also in Working papers, University of Connecticut, Department of Economics (2008) Downloads

    See also Journal Article Modeling the volatility of real GDP growth: The case of Japan revisited, Japan and the World Economy, Elsevier (2009) Downloads View citations (27) (2009)
  11. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (2)
    Also in Working papers, University of Connecticut, Department of Economics (2009) Downloads View citations (23)
    Working Papers, University of Pretoria, Department of Economics (2009) View citations (6)
  12. The Exchange Rate-Investment Nexus and Exchange Rate Instability: Another Reason for 'Fear of Floating'
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) Downloads
  13. The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2008) Downloads
  14. The Making of Optimal and Consistent Policy: An Analytical Framework for Monetary Models
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
    See also Journal Article THE OPTIMALITY AND CONTROLLABILITY OF MONETARY POLICY THROUGH DELEGATION WITH CONSISTENT TARGETS, Scottish Journal of Political Economy, Scottish Economic Society (2011) Downloads View citations (4) (2011)
  15. The Making of Optimal and Consistent Policy: An Implementation Theory Framework for Monetary Policy
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2009) Downloads View citations (1)
  16. The Optimality and Controllability of Monetary Policy through Delegation with Consistent Targets
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    See also Journal Article THE OPTIMALITY AND CONTROLLABILITY OF MONETARY POLICY THROUGH DELEGATION WITH CONSISTENT TARGETS, Scottish Journal of Political Economy, Scottish Economic Society (2011) Downloads View citations (4) (2011)
  17. 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 Downloads View citations (8)
    See also Journal Article The Time-Series Properties of House Prices: A Case Study of the Southern California Market, The Journal of Real Estate Finance and Economics, Springer (2012) Downloads View citations (41) (2012)
  18. 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 (4)
    Also in Working papers, University of Connecticut, Department of Economics (2009) Downloads View citations (14)
  19. Understanding Central Bank Loss Functions: Implied and Delegated Targets
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
  20. Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
    Working papers, University of Connecticut, Department of Economics Downloads View citations (9)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) Downloads View citations (6)
    Working Papers, University of Pretoria, Department of Economics (2009) View citations (6)

2008

  1. Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models
    Working papers, University of Connecticut, Department of Economics Downloads View citations (29)
    See also Journal Article CROSS‐COUNTRY EVIDENCE ON OUTPUT GROWTH VOLATILITY: NONSTATIONARY VARIANCE AND GARCH MODELS, Scottish Journal of Political Economy, Scottish Economic Society (2008) Downloads View citations (28) (2008)
  2. Geographic Deregulation and Commercial Bank Performance in US State Banking Markets
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2008) Downloads

    See also Journal Article Geographic deregulation and commercial bank performance in U.S. state banking markets, The Quarterly Review of Economics and Finance, Elsevier (2011) Downloads View citations (13) (2011)
  3. Is the Great Moderation Ending? UK and US Evidence
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (10)
    Also in Working papers, University of Connecticut, Department of Economics (2008) Downloads View citations (19)

2007

  1. A General Schema for Optimal Monetary Policymaking: Objectives and Rules
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article Implementing optimal monetary policy: Objectives and rules, Economic Modelling, Elsevier (2010) Downloads View citations (4) (2010)
  2. Cost Improvements, Returns to Scale, and Cost Inefficiencies for Real Estate Investment Trusts
    Working papers, University of Connecticut, Department of Economics Downloads View citations (6)
  3. MBA Program Reputation And Quantitative Rankings: New Information for Students, Employers, And Program Administrators
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
  4. The Great Moderation and the Relationship between Output Growth and Its Volatility
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    See also Journal Article The Great Moderation and the Relationship between Output Growth and Its Volatility, Southern Economic Journal, John Wiley & Sons (2008) Downloads View citations (4) (2008)
  5. Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility, International Finance, Wiley Blackwell (2007) Downloads (2007)

2006

  1. Consumption Asymmetry and the Stock Market: Empirical Evidence
    Working papers, University of Connecticut, Department of Economics Downloads View citations (91)
    See also Journal Article Consumption asymmetry and the stock market: Empirical evidence, Economics Letters, Elsevier (2006) Downloads View citations (86) (2006)
  2. The Walsh Contracts for Central Bankers Are Optimal After All!
    Working papers, University of Connecticut, Department of Economics Downloads

2005

  1. 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 Downloads View citations (5)
    Also in Working papers, University of Connecticut, Department of Economics (2002) Downloads
  2. Bank Performance: Market Power or Efficient Structure?
    Working papers, University of Connecticut, Department of Economics Downloads View citations (10)
  3. Consumption asymmetry and the stock market: New evidence through a threshold adjustment model
    Working papers, University of Connecticut, Department of Economics Downloads View citations (9)
  4. Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence
    Working papers, University of Connecticut, Department of Economics Downloads View citations (3)
    See also Journal Article Does exchange rate risk affect exports asymmetrically? Asian evidence, Journal of International Money and Finance, Elsevier (2009) Downloads View citations (29) (2009)
  5. 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 Downloads View citations (1)
    See also Journal Article ECONOMIES OF SCALE AND COST EFFICIENCIES: A PANEL‐DATA STOCHASTIC‐FRONTIER ANALYSIS OF REAL ESTATE INVESTMENT TRUSTS*, Manchester School, University of Manchester (2006) Downloads View citations (7) (2006)
  6. Equity Markets, the Money Market, and Long-Run Monetary Neutrality
    Working papers, University of Connecticut, Department of Economics Downloads
  7. Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?
    Working papers, University of Connecticut, Department of Economics Downloads View citations (6)
  8. Has Deregulation Affected Births, Deaths, and Marriages in the U.S. Commercial Banking Industry?
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2002) Downloads View citations (5)
  9. Inflation Targeting and Output Growth: Evidence from Aggregate European Data
    Working papers, University of Connecticut, Department of Economics Downloads View citations (6)
  10. Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working papers, Centre for Development Economics, Delhi School of Economics (2003) Downloads

    See also Journal Article Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models, Journal of Forecasting, John Wiley & Sons, Ltd. (2006) Downloads View citations (12) (2006)
  11. Resurrecting the Wealth Effect on Consumption: Further Analysis and Extension
    Working papers, University of Connecticut, Department of Economics Downloads View citations (5)

2004

  1. Consumption Asymmetry and the Stock Market: Further Evidence
    Working papers, University of Connecticut, Department of Economics Downloads View citations (7)
  2. Exchange rate depreciation and exports: The case of Singapore revisited
    Working papers, University of Connecticut, Department of Economics Downloads View citations (8)
    See also Journal Article Exchange rate depreciation and exports: the case of Singapore revisited, Applied Economics, Taylor & Francis Journals (2007) Downloads View citations (8) (2007)
  3. Explaining Economic Growth: Factor Accumulation, Total Factor Productivity Growth, and Production Efficiency Improvement
    Working papers, University of Connecticut, Department of Economics Downloads View citations (27)
  4. Foreign and Domestic Bank Performances: An Ideal Decomposition of Industry Dynamics
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2002) Downloads
  5. The Geographic Distribution of the Size and Timing of Monetary Policy Actions
    Working papers, University of Connecticut, Department of Economics Downloads
  6. The Value of Waiting: Foreign Direct Investment with Uncertainty and Imperfect Local Knowledge
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)

2003

  1. Do Foreign Bank Operations Provide a Stabilizing Influence in Korea?
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article Do foreign bank operations provide a stabilizing influence in Korea?, The Quarterly Review of Economics and Finance, Elsevier (2006) Downloads View citations (9) (2006)
  2. MBA Program Reputation: Objective Rankings for Students, Employers and Program Administrators
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
  3. Macroeconomic Rationality and Lucas' Misperceptions Model: Further Evidence from Forty-One Countries
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
  4. The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    See also Journal Article The Real Exchange Rate in Small, Open, Developed Economies: Evidence from Cointegration Analysis, The Economic Record, The Economic Society of Australia (2004) Downloads View citations (10) (2004)

2002

  1. Bank Concentration and Performance
    Working papers, University of Connecticut, Department of Economics Downloads View citations (13)
  2. Central Banker Contracts, Incomplete Information, and Monetary Policy Surprises: In Search of a Selfish Central Banker?
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article Central Banker Contracts, Incomplete Information, and Monetary Policy Surprises: In Search of a Selfish Central Banker?, Public Choice, Springer (2003) Downloads View citations (10) (2003)
  3. Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis
    Working papers, University of Connecticut, Department of Economics Downloads View citations (27)
  4. Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis
    Working papers, University of Connecticut, Department of Economics Downloads View citations (13)
  5. Explaining U.S. Commercial Bank Births, Deaths, and Marriages
    Working papers, University of Connecticut, Department of Economics Downloads
  6. Optimal Central Banker Contracts and Common Agency
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
    See also Journal Article Optimal Central Banker Contracts and Common Agency, Public Choice, Springer (2004) Downloads View citations (11) (2004)
  7. The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
    See also Journal Article The effect of the Asian financial crisis on the performance of Korean nationwide banks, Applied Financial Economics, Taylor & Francis Journals (2004) Downloads View citations (12) (2004)
  8. The Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    See also Journal Article Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis, Global Economic Review, Taylor & Francis Journals (2005) Downloads View citations (17) (2005)
  9. The Relationship between Large Fiscal Adjustments and Short-Term Output Growth Under Alternative Fiscal Policy Regimes
    Working papers, University of Connecticut, Department of Economics Downloads View citations (18)
    See also Journal Article THE RELATIONSHIP BETWEEN LARGE FISCAL ADJUSTMENTS AND SHORT‐TERM OUTPUT GROWTH UNDER ALTERNATIVE FISCAL POLICY REGIMES, Contemporary Economic Policy, Western Economic Association International (2003) Downloads View citations (15) (2003)
  10. Total Factor Productivity, Human Capital and Outward Orientation: Differences by Stage of Ddevelopment and Geographic Regions
    Working papers, University of Connecticut, Department of Economics Downloads View citations (27)

2001

  1. Deregulation and Structural Change in the U.S. Commercial Banking Industry
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
    See also Journal Article Deregulation and Structural Change in the U.S. Commercial Banking Industry, Eastern Economic Journal, Eastern Economic Association (2003) Downloads View citations (12) (2003)

2000

  1. Monetary Policy Delegation, Contract Costs, and Contract Targets
    Working papers, University of Connecticut, Department of Economics Downloads View citations (3)
    See also Journal Article Monetary Policy Delegation, Contract Costs and Contract Targets, Bulletin of Economic Research, Wiley Blackwell (2003) Downloads View citations (17) (2003)
  2. 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 Downloads View citations (2)

1999

  1. A Model of Endogenous Union Density and Membership
    Working papers, University of Connecticut, Department of Economics Downloads
  2. Crowding-Out and Crowding-In Effects of the Components of Government Expenditure
    Working papers, University of Connecticut, Department of Economics Downloads View citations (32)
  3. The Level of Development and the Determinants of Productivity Growth
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)

1998

  1. The Perception of Government Bonds and Money as Net Wealth: An Integrated Approach
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article The Perception of Government Bonds and Money as Net Wealth: An Integrated Approach, Eastern Economic Journal, Eastern Economic Association (1998) Downloads (1998)

1997

  1. Monetary Policy in a Portfolio Balance Model with Endogenous Physical Capital
    Working papers, University of Connecticut, Department of Economics Downloads
  2. The Effects of Trade Orientation and Human Capital on Total Factor Productivity
    Working papers, University of Connecticut, Department of Economics Downloads View citations (3)

1996

  1. Monetary and Exchange Rate Policy in Multisectorial Economies
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
    See also Journal Article Monetary and exchange rate policy in multisectoral economies, Journal of Economics and Business, Elsevier (1997) Downloads View citations (1) (1997)
  2. Teaching Time Preference and Human Impatience: The Billionaire Game
    Working papers, University of Connecticut, Department of Economics Downloads
  3. Using Leading Indicators to Forecast US Home Sales in a Bayesian VAR Framework
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)

1995

  1. Explaining Recent Connecticut Bank Failures
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
  2. Forecasting and Analyzing Economic Activity with Coincident and Leading Indexes: The Case of Connecticut
    Working papers, University of Connecticut, Department of Economics Downloads View citations (6)

1993

  1. Fiscal Structures and Economic Growth: International Evidence
    Macroeconomics, University Library of Munich, Germany Downloads View citations (42)
    See also Journal Article Fiscal Structures and Economic Growth: International Evidence, Economic Inquiry, Western Economic Association International (1997) View citations (84) (1997)

Journal Articles

2024

  1. Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
    International Review of Economics & Finance, 2024, 89, (PB), 349-362 Downloads View citations (5)
    See also Working Paper Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models, Working Papers (2020) View citations (13) (2020)
  2. Income inequality and monetary policy regimes
    Economics Letters, 2024, 243, (C) Downloads

2023

  1. A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting
    Computational Economics, 2023, 62, (4), 1801-1843 Downloads View citations (1)
    See also Working Paper Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting, Working Papers (2020) (2020)
  2. Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective
    Studies in Nonlinear Dynamics & Econometrics, 2023, 27, (4), 485-518 Downloads

2022

  1. Firm size, corporate debt, R&D activity, and agency costs: Exploring dynamic and non-linear effects
    The Journal of Economic Asymmetries, 2022, 25, (C) Downloads View citations (3)
    See also Working Paper Firm Size, Corporate Debt, R&D Activity, and Agency Costs: Exploring Dynamic and Non-Linear Effects, Working papers (2019) Downloads (2019)
  2. Globalization, long memory, and real interest rate convergence: a historical perspective
    Empirical Economics, 2022, 63, (5), 2331-2355 Downloads
    See also Working Paper Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective, Working Papers (2020) (2020)
  3. The behaviour of real interest rates: New evidence from a 'suprasecular' perspective
    International Finance, 2022, 25, (1), 46-64 Downloads

2021

  1. Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies
    Resources Policy, 2021, 71, (C) Downloads View citations (30)
    See also Working Paper Dynamic Asymmetric Optimal Portfolio Allocation between Energy Stocks and Energy Commodities: Evidence from Clean Energy and Oil and Gas Companies, Working papers (2020) Downloads (2020)
  2. Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation
    Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (5), 289-310 Downloads
    See also Working Paper Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation, Working Papers (2018) (2018)
  3. Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data
    Urban Studies, 2021, 58, (1), 53-72 Downloads View citations (5)
    See also Working Paper Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data, Working Papers (2018) (2018)

2020

  1. 125 ​Years of time-varying effects of fiscal policy on financial markets
    International Review of Economics & Finance, 2020, 70, (C), 303-320 Downloads View citations (4)
  2. Does real U.K. GDP have a unit root? Evidence from a multi-century perspective
    Applied Economics, 2020, 52, (10), 1070-1087 Downloads View citations (1)
  3. Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence
    Bulletin of Economic Research, 2020, 72, (1), 50-62 Downloads View citations (4)
    See also Working Paper Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence, Working papers (2016) Downloads (2016)
  4. Modeling US historical time-series prices and inflation using alternative long-memory approaches
    Empirical Economics, 2020, 58, (4), 1491-1511 Downloads
  5. The Time-series Linkages between US Fiscal Policy and Asset Prices
    Public Finance Review, 2020, 48, (3), 303-339 Downloads View citations (3)
    See also Working Paper The time-series linkages between US fiscal policy and asset prices, Working papers (2016) Downloads View citations (1) (2016)

2019

  1. A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION
    Macroeconomic Dynamics, 2019, 23, (2), 775-797 Downloads View citations (7)
    See also Working Paper A Time-Varying Approach of the US Welfare Cost of Inflation, Working Papers (2014) View citations (11) (2014)
  2. Does financial development affect income inequality in the U.S. States?
    Journal of Policy Modeling, 2019, 41, (6), 1043-1056 Downloads View citations (10)
  3. Growth volatility and inequality in the U.S.: A wavelet analysis
    Physica A: Statistical Mechanics and its Applications, 2019, 521, (C), 48-73 Downloads View citations (4)
    See also Working Paper Growth Volatility and Inequality in the U.S.: A Wavelet Analysis, Working papers (2018) Downloads (2018)
  4. Output Growth Decomposition in the Presence of Input Quality Effects: A Stochastic Frontier Approach
    German Economic Review, 2019, 20, (4), 383-409 Downloads
    Also in German Economic Review, 2019, 20, (4), 383-409 (2019) Downloads
  5. Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2019, 142, (1), 65-82 Downloads View citations (5)
  6. The micro-foundations of an open economy money demand: An application to central and eastern European countries
    Journal of Macroeconomics, 2019, 60, (C), 33-45 Downloads View citations (1)
    See also Working Paper The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries, Post-Print (2019) Downloads View citations (1) (2019)
  7. Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data
    Scottish Journal of Political Economy, 2019, 66, (5), 673-702 Downloads View citations (5)
  8. US Fiscal Policy and Asset Prices: The Role of Partisan Conflict
    International Review of Finance, 2019, 19, (4), 851-862 Downloads View citations (4)
    See also Working Paper U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict, Working papers (2017) Downloads View citations (2) (2017)
  9. Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence
    Empirical Economics, 2019, 56, (1), 61-79 Downloads View citations (4)
    See also Working Paper Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence, Working Papers (2017) View citations (2) (2017)

2018

  1. Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2018, 135, (1), 269-289 Downloads View citations (8)
    See also Working Paper Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis, Working papers (2016) Downloads (2016)
  2. Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S
    International Advances in Economic Research, 2018, 24, (2), 147-161 Downloads View citations (11)
  3. Correction to: Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2018, 140, (2), 867-871 Downloads View citations (5)
  4. The determinants of growth in the U.S. information and communication technology (ICT) industry: A firm-level analysis
    Economic Modelling, 2018, 70, (C), 259-271 Downloads View citations (18)
    See also Working Paper The Determinants of Growth in the Information and Communication Technology (ICT) Industry: A Firm-Level Analysis, Working papers (2017) Downloads View citations (1) (2017)
  5. The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach
    Quality & Quantity: International Journal of Methodology, 2018, 52, (5), 2413-2425 Downloads View citations (14)
    See also Working Paper The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach, Working papers (2017) Downloads View citations (2) (2017)

2017

  1. Did Okun’s law die after the Great Recession?
    Business Economics, 2017, 52, (4), 216-226 Downloads View citations (3)
    See also Working Paper Did Okun's Law Die after the Great Recession?, Working papers (2016) Downloads (2016)
  2. Income inequality: A complex network analysis of US states
    Physica A: Statistical Mechanics and its Applications, 2017, 483, (C), 423-437 Downloads View citations (1)
  3. Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach
    Eastern Economic Journal, 2017, 43, (1), 78-103 Downloads View citations (16)
  4. Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration
    Journal of Economics and Business, 2017, 92, (C), 45-62 Downloads View citations (17)
  5. The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test
    Empirica, 2017, 44, (1), 175-201 Downloads View citations (4)
    See also Working Paper The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test, Working papers (2016) Downloads (2016)
  6. Time-varying persistence of inflation: evidence from a wavelet-based approach
    Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (4), 18 Downloads View citations (3)
    See also Working Paper Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach, Working Papers (2016) View citations (3) (2016)

2016

  1. Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns
    The Journal of Real Estate Finance and Economics, 2016, 52, (3), 226-243 Downloads View citations (22)
    See also Working Paper Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns, Working Papers (2014) Downloads (2014)
  2. Forecasting US real private residential fixed investment using a large number of predictors
    Empirical Economics, 2016, 51, (4), 1557-1580 Downloads View citations (4)
    See also Working Paper Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors, Working papers (2014) Downloads View citations (7) (2014)
  3. Inflation persistence and structural breaks
    Journal of Economic Studies, 2016, 43, (6), 980-1005 Downloads View citations (11)
  4. Uncertainty and crude oil returns
    Energy Economics, 2016, 55, (C), 92-100 Downloads View citations (155)
    See also Working Paper Uncertainty and Crude Oil Returns, Working Papers (2015) View citations (1) (2015)

2015

  1. Demographic transition and economic welfare: The role of in-cash and in-kind transfers
    The Quarterly Review of Economics and Finance, 2015, 58, (C), 84-92 Downloads
    See also Working Paper Demographic Transition and Economic Welfare: The Role of In-Cash and In-Kind Transfers, Working papers (2014) Downloads (2014)
  2. Regime switching model of US crude oil and stock market prices: 1859 to 2013
    Energy Economics, 2015, 49, (C), 317-327 Downloads View citations (102)
    See also Working Paper Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013, Working papers (2014) Downloads View citations (3) (2014)
  3. Temporal causality between house prices and output in the US: A bootstrap rolling-window approach
    The North American Journal of Economics and Finance, 2015, 33, (C), 55-73 Downloads View citations (79)
    See also Working Paper Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach, Working Papers (2013) View citations (6) (2013)
  4. The bank lending channel and monetary policy rules for Eurozone banks: further extensions
    The B.E. Journal of Macroeconomics, 2015, 15, (1), 93-112 Downloads View citations (2)
  5. The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
    International Review of Economics & Finance, 2015, 38, (C), 220-233 Downloads View citations (55)
  6. The effect of growth volatility on income inequality
    Economic Modelling, 2015, 45, (C), 212-222 Downloads View citations (34)
    See also Working Paper The Effect of Growth Volatility on Income Inequality, Working papers (2012) Downloads View citations (2) (2012)
  7. The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US
    Applied Economics, 2015, 47, (22), 2259-2277 Downloads View citations (15)
    See also Working Paper The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US, Working Papers (2012) Downloads View citations (5) (2012)
  8. Time-Varying Effects of Housing and Stock Returns on U.S. Consumption
    The Journal of Real Estate Finance and Economics, 2015, 50, (3), 339-354 Downloads View citations (27)
  9. Was the recent downturn in US real GDP predictable?
    Applied Economics, 2015, 47, (28), 2985-3007 Downloads View citations (6)

2014

  1. Country and industry convergence of equity markets: International evidence from club convergence and clustering
    The North American Journal of Economics and Finance, 2014, 29, (C), 36-58 Downloads View citations (30)
    See also Working Paper Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering, Working papers (2012) Downloads View citations (1) (2012)
  2. Does financial development volatility affect industrial growth volatility?
    International Review of Economics & Finance, 2014, 29, (C), 307-320 Downloads View citations (12)
    See also Working Paper Does Financial Development Volatility Affect Industrial Growth Volatility?, Working Papers (2013) Downloads (2013)
  3. Fiscal Policy Shocks and the Dynamics of Asset Prices
    Public Finance Review, 2014, 42, (4), 511-531 Downloads View citations (6)
  4. Housing and the Great Depression
    Applied Economics, 2014, 46, (24), 2966-2981 Downloads View citations (33)
    See also Working Paper Housing and the Great Depression, Working Papers (2013) View citations (5) (2013)
  5. Output Growth and its Volatility: The Gold Standard through the Great Moderation
    Southern Economic Journal, 2014, 80, (3), 728-751 Downloads
    See also Working Paper Output Growth and Its Volatility: The Gold Standard through the Great Moderation, Working papers (2012) Downloads View citations (1) (2012)
  6. Purchasing Power Parity Between the UK and Germany: The Euro Era
    Open Economies Review, 2014, 25, (4), 677-699 Downloads View citations (5)
  7. Using large data sets to forecast sectoral employment
    Statistical Methods & Applications, 2014, 23, (2), 229-264 Downloads View citations (2)
    See also Working Paper Using Large Data Sets to Forecast Sectoral Employment, Working papers (2012) Downloads (2012)

2013

  1. Firm profitability: Mean-reverting or random-walk behavior?
    Journal of Economics and Business, 2013, 66, (C), 76-97 Downloads View citations (14)
    See also Working Paper Firm Profitability: Mean-Reverting or Random-Walk Behavior?, Working papers (2012) Downloads View citations (4) (2012)
  2. Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes
    Empirical Economics, 2013, 44, (2), 387-417 Downloads View citations (1)
    See also Working Paper Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes, Working Papers (2011) Downloads View citations (2) (2011)
  3. The effect of ESCO s on carbon dioxide emissions
    Applied Economics, 2013, 45, (34), 4796-4804 Downloads View citations (3)
    See also Working Paper The effect of ESCOs on carbon dioxide emissions, Working papers (2012) Downloads View citations (1) (2012)

2012

  1. Convergence patterns in financial development: evidence from club convergence
    Empirical Economics, 2012, 43, (3), 1011-1040 Downloads View citations (26)
    See also Working Paper Convergence Patterns in Financial Development: Evidence from Club Convergence, Working Papers (2011) Downloads (2011)
  2. 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 Downloads View citations (41)
    See also Working Paper The Time-Series Properties of House Prices: A Case Study of the Southern California Market, Working Papers (2009) Downloads View citations (8) (2009)
  3. The effect of ESCOs on energy use
    Energy Policy, 2012, 51, (C), 558-568 Downloads View citations (25)
    See also Working Paper The effect of ECSOs on energy use, Working papers (2012) Downloads (2012)
  4. Unit Roots and Structural Change
    Urban Studies, 2012, 49, (4), 757-776 Downloads View citations (52)
  5. “Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix
    The Annals of Regional Science, 2012, 48, (3), 763-782 Downloads View citations (31)
    See also Working Paper "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix, Working papers (2009) Downloads View citations (16) (2009)

2011

  1. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals
    Economic Modelling, 2011, 28, (4), 2013-2021 Downloads View citations (41)
    See also Working Paper Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals, Working Papers (2010) Downloads View citations (2) (2010)
  2. Geographic deregulation and commercial bank performance in U.S. state banking markets
    The Quarterly Review of Economics and Finance, 2011, 51, (1), 28-35 Downloads View citations (13)
    See also Working Paper Geographic Deregulation and Commercial Bank Performance in US State Banking Markets, Working papers (2008) Downloads (2008)
  3. THE OPTIMALITY AND CONTROLLABILITY OF MONETARY POLICY THROUGH DELEGATION WITH CONSISTENT TARGETS
    Scottish Journal of Political Economy, 2011, 58, (1), 82-106 Downloads View citations (4)
    See also Working Paper The Optimality and Controllability of Monetary Policy through Delegation with Consistent Targets, Working Papers (2009) Downloads (2009)
    Working Paper The Making of Optimal and Consistent Policy: An Analytical Framework for Monetary Models, Working papers (2009) Downloads View citations (2) (2009)
  4. The Global Financial Crisis and Stochastic Convergence in the Euro Area
    International Advances in Economic Research, 2011, 17, (3), 315-333 Downloads View citations (3)
  5. The lag in effect of inflation targeting and policy evaluation
    Applied Economics Letters, 2011, 18, (14), 1371-1375 Downloads View citations (15)
    See also Working Paper The Lag in Effect of Inflation Targeting and Policy Evaluation, Working papers (2010) Downloads View citations (1) (2010)
  6. Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States
    Journal of Housing Research, 2011, 20, (2), 161-190 Downloads

2010

  1. Designing Central Bank Loss Functions
    International Journal of Business and Economics, 2010, 9, (1), 77-81 Downloads
    See also Working Paper Designing Central Bank Loss Functions, Working Papers (2009) Downloads View citations (1) (2009)
  2. Does a threshold inflation rate exist? Quantile inferences for inflation and its variability
    Empirical Economics, 2010, 39, (3), 619-641 Downloads View citations (1)
    See also Working Paper Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability, Working Papers (2009) Downloads View citations (1) (2009)
  3. Implementing optimal monetary policy: Objectives and rules
    Economic Modelling, 2010, 27, (3), 737-745 Downloads View citations (4)
    See also Working Paper Implementing Optimal Monetary Policy: Objectives and Rules, Working Papers (2009) Downloads (2009)
    Working Paper A General Schema for Optimal Monetary Policymaking: Objectives and Rules, Working papers (2007) Downloads (2007)
  4. Using Equity Markets to Teach Long-Run Monetary Neutrality
    International Review of Economic Education, 2010, 9, (1), 124-134 Downloads

2009

  1. Comment on Edlin and Jaffee: Back to Basics
    The Economists' Voice, 2009, 6, (9), 3 Downloads
  2. Do structural oil-market shocks affect stock prices?
    Energy Economics, 2009, 31, (4), 569-575 Downloads View citations (454)
    See also Working Paper Do Structural Oil-Market Shocks Affect Stock Prices?, Working Papers (2009) Downloads View citations (444) (2009)
  3. Does exchange rate risk affect exports asymmetrically? Asian evidence
    Journal of International Money and Finance, 2009, 28, (2), 215-239 Downloads View citations (29)
    See also Working Paper Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence, Working papers (2005) Downloads View citations (3) (2005)
  4. Modeling the volatility of real GDP growth: The case of Japan revisited
    Japan and the World Economy, 2009, 21, (3), 312-324 Downloads View citations (27)
    See also Working Paper Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited, Working Papers (2009) Downloads View citations (23) (2009)

2008

  1. CROSS‐COUNTRY EVIDENCE ON OUTPUT GROWTH VOLATILITY: NONSTATIONARY VARIANCE AND GARCH MODELS
    Scottish Journal of Political Economy, 2008, 55, (4), 509-541 Downloads View citations (28)
    See also Working Paper Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models, Working papers (2008) Downloads View citations (29) (2008)
  2. The Great Moderation and the Relationship between Output Growth and Its Volatility
    Southern Economic Journal, 2008, 74, (3), 819-838 Downloads View citations (4)
    See also Working Paper The Great Moderation and the Relationship between Output Growth and Its Volatility, Working papers (2007) Downloads View citations (1) (2007)

2007

  1. BIRTHS, DEATHS, AND MARRIAGES IN THE U.S. COMMERCIAL BANKING INDUSTRY
    Economic Inquiry, 2007, 45, (2), 325-341 Downloads View citations (6)
  2. Exchange rate depreciation and exports: the case of Singapore revisited
    Applied Economics, 2007, 39, (3), 273-277 Downloads View citations (8)
    See also Working Paper Exchange rate depreciation and exports: The case of Singapore revisited, Working papers (2004) Downloads View citations (8) (2004)
  3. The Walsh contract for central bankers proves optimal after all!
    Public Choice, 2007, 131, (1), 243-247 Downloads View citations (6)
  4. Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility
    International Finance, 2007, 10, (2), 131-152 Downloads
    See also Working Paper Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility, Working papers (2007) Downloads (2007)

2006

  1. Consumption asymmetry and the stock market: Empirical evidence
    Economics Letters, 2006, 93, (3), 337-342 Downloads View citations (86)
    See also Working Paper Consumption Asymmetry and the Stock Market: Empirical Evidence, Working papers (2006) Downloads View citations (91) (2006)
  2. Do foreign bank operations provide a stabilizing influence in Korea?
    The Quarterly Review of Economics and Finance, 2006, 46, (1), 82-109 Downloads View citations (9)
    See also Working Paper Do Foreign Bank Operations Provide a Stabilizing Influence in Korea?, Working papers (2003) Downloads (2003)
  3. ECONOMIES OF SCALE AND COST EFFICIENCIES: A PANEL‐DATA STOCHASTIC‐FRONTIER ANALYSIS OF REAL ESTATE INVESTMENT TRUSTS*
    Manchester School, 2006, 74, (4), 483-499 Downloads View citations (7)
    See also Working Paper Economies of Scale and Cost Efficiencies: A Panel-Data Stochastic-Frontier Analysis of Real Estate Investment Trusts, Working papers (2005) Downloads View citations (1) (2005)
  4. Export Promotion through Exchange Rate Changes: Exchange Rate Depreciation or Stabilization?
    Southern Economic Journal, 2006, 72, (3), 611-626 Downloads View citations (3)
  5. Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models
    Journal of Forecasting, 2006, 25, (6), 415-437 Downloads View citations (12)
    See also Working Paper Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models, Working papers (2005) Downloads (2005)

2005

  1. Money volatility and output volatility: any asymmetric effects?
    Journal of Economic Studies, 2005, 32, (6), 511-523 Downloads
  2. Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis
    Global Economic Review, 2005, 34, (2), 145-165 Downloads View citations (17)
    See also Working Paper The Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis, Working papers (2002) Downloads View citations (1) (2002)

2004

  1. Macroeconomic rationality and Lucas' misperceptions model: further evidence from 41 countries
    Journal of Economics and Business, 2004, 56, (3), 227-241 Downloads View citations (3)
  2. Optimal Central Banker Contracts and Common Agency
    Public Choice, 2004, 121, (1), 131-155 Downloads View citations (11)
    See also Working Paper Optimal Central Banker Contracts and Common Agency, Working papers (2002) Downloads View citations (2) (2002)
  3. The Real Exchange Rate in Small, Open, Developed Economies: Evidence from Cointegration Analysis
    The Economic Record, 2004, 80, (248), 76-88 Downloads View citations (10)
    See also Working Paper The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis, Working papers (2003) Downloads View citations (1) (2003)
  4. The effect of the Asian financial crisis on the performance of Korean nationwide banks
    Applied Financial Economics, 2004, 14, (5), 351-360 Downloads View citations (12)
    See also Working Paper The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks, Working papers (2002) Downloads View citations (2) (2002)

2003

  1. Central Banker Contracts, Incomplete Information, and Monetary Policy Surprises: In Search of a Selfish Central Banker?
    Public Choice, 2003, 116, (3-4), 271-95 Downloads View citations (10)
    See also Working Paper Central Banker Contracts, Incomplete Information, and Monetary Policy Surprises: In Search of a Selfish Central Banker?, Working papers (2002) Downloads (2002)
  2. Deregulation and Structural Change in the U.S. Commercial Banking Industry
    Eastern Economic Journal, 2003, 29, (3), 391-414 Downloads View citations (12)
    See also Working Paper Deregulation and Structural Change in the U.S. Commercial Banking Industry, Working papers (2001) Downloads View citations (2) (2001)
  3. Monetary Policy Delegation, Contract Costs and Contract Targets
    Bulletin of Economic Research, 2003, 55, (1), 101-112 Downloads View citations (17)
    See also Working Paper Monetary Policy Delegation, Contract Costs, and Contract Targets, Working papers (2000) Downloads View citations (3) (2000)
  4. THE RELATIONSHIP BETWEEN LARGE FISCAL ADJUSTMENTS AND SHORT‐TERM OUTPUT GROWTH UNDER ALTERNATIVE FISCAL POLICY REGIMES
    Contemporary Economic Policy, 2003, 21, (1), 41-58 Downloads View citations (15)
    See also Working Paper The Relationship between Large Fiscal Adjustments and Short-Term Output Growth Under Alternative Fiscal Policy Regimes, Working papers (2002) Downloads View citations (18) (2002)

2002

  1. The level of development and the determinants of productivity growth: a cross-country analysis
    Applied Economics, 2002, 34, (9), 1089-1095 Downloads View citations (1)
  2. Total factor productivity and the convergence hypothesis
    Journal of Macroeconomics, 2002, 24, (2), 267-286 Downloads View citations (104)

2001

  1. Book Review: Business Cycles: Duration, Dynamics, and Forecasting
    Indian Economic Review, 2001, 36, (1), 301-303
  2. Productivity growth in large US commercial banks: The initial post-deregulation experience
    Journal of Banking & Finance, 2001, 25, (5), 913-939 Downloads View citations (106)

2000

  1. The effects of openness, trade orientation, and human capital on total factor productivity
    Journal of Development Economics, 2000, 63, (2), 399-423 Downloads View citations (217)

1999

  1. 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 Downloads View citations (23)

1998

  1. The Perception of Government Bonds and Money as Net Wealth: An Integrated Approach
    Eastern Economic Journal, 1998, 24, (4), 435-448 Downloads
    See also Working Paper The Perception of Government Bonds and Money as Net Wealth: An Integrated Approach, Working papers (1998) Downloads (1998)
  2. The long-run real exchange rate in small developed economies
    International Advances in Economic Research, 1998, 4, (2), 203-203 Downloads

1997

  1. Do temporal causality tests provide information on policy dominance?
    Journal of Economic Studies, 1997, 24, (6), 379-391 Downloads
  2. Fiscal Structures and Economic Growth at the State and Local Level
    Public Finance Review, 1997, 25, (2), 213-237 Downloads View citations (69)
  3. Fiscal Structures and Economic Growth: International Evidence
    Economic Inquiry, 1997, 35, (3), 603-13 View citations (84)
    See also Working Paper Fiscal Structures and Economic Growth: International Evidence, Macroeconomics (1993) Downloads View citations (42) (1993)
  4. Monetary and exchange rate policy in multisectoral economies
    Journal of Economics and Business, 1997, 49, (4), 321-334 Downloads View citations (1)
    See also Working Paper Monetary and Exchange Rate Policy in Multisectorial Economies, Working papers (1996) Downloads View citations (2) (1996)
  5. Portfolio mix and large-bank profitability in the USA
    Applied Economics, 1997, 29, (4), 505-512 Downloads View citations (106)

1996

  1. Do federal deficits affect interest rates? Evidence from three econometric methods
    Journal of Macroeconomics, 1996, 18, (3), 403-428 Downloads View citations (30)
  2. 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 (20)
  3. The new Keynesian economics and the output-inflation trade-off
    Applied Economics Letters, 1996, 3, (9), 599-602 Downloads View citations (5)
  4. The technical efficiency of large bank production
    Journal of Banking & Finance, 1996, 20, (3), 495-509 Downloads View citations (162)

1995

  1. Monetary policies of developed countries
    Journal of Economic Studies, 1995, 22, (2), 44-58 Downloads

1994

  1. Portfolio mix and net charge offs at large United States commercial banks
    Applied Economics Letters, 1994, 1, (11), 183-186 Downloads View citations (1)
  2. Short-Run Cost Inefficiency of Commercial Banks: A Flexible Stochastic Frontier Approach
    Journal of Money, Credit and Banking, 1994, 26, (4), 875-93 Downloads View citations (86)
  3. Win-win indirect tax reform: A modest proposal
    Economics Letters, 1994, 44, (1-2), 147-151 Downloads View citations (79)

1993

  1. Integrated reforms of tariffs and consumption taxes
    Journal of Public Economics, 1993, 52, (3), 417-428 Downloads View citations (52)
  2. Interest Rate Linkages within the European Monetary System: Further Analysis
    Journal of Money, Credit and Banking, 1993, 25, (4), 771-79 Downloads View citations (81)
  3. Velocity variability: Directly an interest-rate driven phenomenon
    The Quarterly Review of Economics and Finance, 1993, 33, (4), 423-437 Downloads View citations (3)

1992

  1. ARE THE TWIN DEFICITS REALLY RELATED? FURTHER COMMENTS
    Contemporary Economic Policy, 1992, 10, (1), 112-113 Downloads View citations (1)
  2. Customs Union and the Harris-Todaro Model with International Capital Mobility
    Open Economies Review, 1992, 3, (1), 37-49 Downloads
  3. Do United States presidential administrations influence monetary policy?
    Journal of Policy Modeling, 1992, 14, (2), 221-226 Downloads

1991

  1. 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 Downloads
  2. Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling
    Journal of Money, Credit and Banking, 1991, 23, (2), 139-54 Downloads View citations (89)
  3. THE TEMPORAL CAUSALITY BETWEEN FISCAL DEFICITS AND INTEREST RATES
    Contemporary Economic Policy, 1991, 9, (3), 12-23 Downloads View citations (14)

1990

  1. Disequilibrium macroeconomics, money as a buffer stock and the estimation of money demand
    Journal of Macroeconomics, 1990, 12, (4), 563-586 Downloads View citations (1)
  2. Inflation and relative price variability: The case of internationally traded primary commodities
    Economics Letters, 1990, 33, (1), 47-53 Downloads View citations (1)
  3. Returns to Scale and Input Substitution for Large U.S. Banks
    Journal of Money, Credit and Banking, 1990, 22, (1), 94-108 Downloads View citations (110)

1989

  1. ARE THE TWIN DEFICITS REALLY RELATED?
    Contemporary Economic Policy, 1989, 7, (4), 91-115 Downloads View citations (67)
  2. Money demand instability: has it ended?
    Economics Letters, 1989, 30, (4), 345-349 Downloads View citations (5)

1988

  1. Are saving and investment co-integrated?
    Economics Letters, 1988, 27, (1), 31-34 Downloads View citations (72)
  2. Inflation Expectations, Wealth Perception, and Consumption Expenditure
    Eastern Economic Journal, 1988, 14, (1), 27-38 Downloads View citations (2)
  3. International Capital Mobility: What Do Saving-Investment Correlations Tell Us? Comment on Dooley, Frankel, and Mathieson
    IMF Staff Papers, 1988, 35, (2), 391-396 Downloads View citations (2)
  4. Models of Business Cycles: A Review Essay
    Eastern Economic Journal, 1988, 14, (2), 197-202 Downloads View citations (1)
  5. The Beveridge-Nelson decomposition of economic time series: Another economical computational method
    Journal of Monetary Economics, 1988, 21, (1), 141-142 Downloads View citations (41)

1987

  1. A Comparison of the Stochastic Processes of Structural and
    The Review of Economics and Statistics, 1987, 69, (3), 496-502 Downloads View citations (11)

1986

  1. Ex ante crowding out? A cross-country comparison of direct-substitutability hypotheses
    Journal of Policy Modeling, 1986, 8, (3), 351-370 Downloads View citations (1)
  2. Financial innovation, depository-institution deregulation, and the demand for money
    Journal of Macroeconomics, 1986, 8, (3), 279-296 Downloads View citations (5)

1985

  1. The relationship between government deficits, money growthm and inflation
    Journal of Macroeconomics, 1985, 7, (4), 447-467 Downloads View citations (41)

1984

  1. The Over‐Time Relationship Between Inflation and Its Variability Once Again: A Rejoinder
    Kyklos, 1984, 37, (1), 110-112 Downloads

1982

  1. Credit rationing in a disequilibrium macroeconomic model
    Journal of Macroeconomics, 1982, 4, (2), 129-154 Downloads
  2. Crowding out: A test of some direct substitutability hypotheses
    Journal of Macroeconomics, 1982, 4, (4), 419-432 Downloads
  3. Employers' and Workers' Inflation Expectations: Prediction Accuracy and the Natural-Rate Hypothesis
    Eastern Economic Journal, 1982, 8, (4), 283-288 Downloads View citations (1)
  4. Money illusion, distribution effects and the household and business demands for money
    Journal of Banking & Finance, 1982, 6, (2), 215-231 Downloads View citations (1)
  5. THE RELATION BETWEEN THE RATE AND VARIABILITY OF INFLATION: FURTHER COMMENTS
    Kyklos, 1982, 35, (3), 456-467 Downloads View citations (5)
  6. The Money Supply Process and Credit Card Use: An Empirical Analysis
    Eastern Economic Journal, 1982, 8, (2), 89-99 Downloads

1980

  1. A Disequilibrium Macroeconomic Model: A Correction
    The Quarterly Journal of Economics, 1980, 95, (1), 197-198 Downloads
  2. Distribution effects and the business demand for money
    Journal of Macroeconomics, 1980, 2, (4), 287-305 Downloads View citations (2)
  3. Dynamic monetary and fiscal policy and the government budget constraint: A growth equilibrium
    Journal of Macroeconomics, 1980, 2, (3), 199-212 Downloads
  4. 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 Downloads

1979

  1. European monetary unification and the eurodollar market
    Review of World Economics (Weltwirtschaftliches Archiv), 1979, 115, (2), 255-271 Downloads
  2. Optimal Behavior of a Monopolist Facing a Bicriteria Objective Function: Comment
    International Economic Review, 1979, 20, (3), 791-92 Downloads

1978

  1. Location and the theory of production: A review, summary and critique of recent contributions
    Regional Science and Urban Economics, 1978, 8, (2), 117-128 Downloads View citations (12)

1977

  1. A Simple Model of Information and Lending Behavior: Comment
    Journal of Finance, 1977, 32, (1), 208-10 Downloads

1976

  1. INTERNAL — EXTERNAL BALANCE AND RELATIVE SIZE: FURTHER COMMENTS
    Journal of Economic Studies, 1976, 3, (1), 76-80 Downloads

1975

  1. A theory of the banking firm: Comment
    Journal of Monetary Economics, 1975, 1, (1), 123-128 Downloads View citations (5)
  2. INFLATION, UNEMPLOYMENT AND EXTERNAL DEFICIT: THEORETICAL OBSERVATIONS AND POLICY CONSIDERATIONS
    Journal of Economic Studies, 1975, 2, (1), 34-46 Downloads
  3. Measures of Risk Aversion: Some Clarifying Comments
    Journal of Financial and Quantitative Analysis, 1975, 10, (2), 299-309 Downloads View citations (5)

1974

  1. The Deficient Treatment of Money in Basic Undergraduate Texts: An Opposing View: Comment
    Journal of Money, Credit and Banking, 1974, 6, (1), 119-21 Downloads

Chapters

2022

  1. Empirical Analysis of Production Economics: Applications to Banking
    Springer View citations (1)
 
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