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 2023-05-08. 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 View citations (4)
   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
   See also Journal Article in Resources Policy (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 (9)
   Also in Working papers, University of Connecticut, Department of Economics (2020) View citations (9)
4. Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article in Empirical Economics (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)
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
8. The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data
   Working papers, University of Connecticut, Department of Economics

2019

9. Determinants of Optimal Capital Structure and Speed of Adjustment: Evidence from the U.S. ICT Sector
   Working papers, University of Connecticut, Department of Economics
10. 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)
11. Firm Size, Corporate Debt, R&D Activity, and Agency Costs: Exploring Dynamic and Non-Linear Effects
    Working papers, University of Connecticut, Department of Economics
    See also Journal Article in The Journal of Economic Asymmetries (2022)
12. The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries
    Post-Print, HAL View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2018) View citations (3)
    Papers, arXiv.org (2017) View citations (2)
    See also Journal Article in Journal of Macroeconomics (2019)

2018

13. 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 View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2017)
14. 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 (3)
15. Growth Volatility and Inequality in the U.S.: A Wavelet Analysis
    Working Papers, University of Pretoria, Department of Economics
    Also in Working papers, University of Connecticut, Department of Economics (2018)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2019)
16. 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 in Studies in Nonlinear Dynamics & Econometrics (2021)
17. 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 in Urban Studies (2021)

2017

18. 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
    Also in Working Papers, University of Pretoria, Department of Economics (2016)
19. Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    Also in Working papers, University of Connecticut, Department of Economics (2017) View citations (3)
20. The Determinants of Growth in the Information and Communication Technology (ICT) Industry: A Firm-Level Analysis
    Working papers, University of Connecticut, Department of Economics View citations (1)
    See also Journal Article in Economic Modelling (2018)
21. The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach
    Working papers, University of Connecticut, Department of Economics View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2016)
    See also Journal Article in Quality & Quantity: International Journal of Methodology (2018)
22. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
    Working papers, University of Connecticut, Department of Economics View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2017) View citations (2)
    See also Journal Article in International Review of Finance (2019)
23. 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)
    Working papers, University of Connecticut, Department of Economics (2013) View citations (3)
    See also Journal Article in Empirical Economics (2019)

2016

24. 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
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
    See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2018)
25. Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States
    Working papers, University of Connecticut, Department of Economics
    Also in Working Papers, University of Pretoria, Department of Economics (2015)
26. Decomposition of Output Growth in the Presence of Input Quality: A Stochastic Frontier Approach
    Working papers, University of Connecticut, Department of Economics
27. Did Okun's Law Die after the Great Recession?
    Working papers, University of Connecticut, Department of Economics
    See also Journal Article in Business Economics (2017)
28. Income Inequality: A State-by-State Complex Network Analysis
    Working papers, University of Connecticut, Department of Economics View citations (1)
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2016) View citations (1)
    Working Papers, University of Pretoria, Department of Economics (2015) View citations (3)
29. Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US
    Working papers, University of Connecticut, Department of Economics View citations (16)
    Also in Working papers, University of Connecticut, Department of Economics (2016) View citations (14)
30. Inflation Targeting: New Evidence from Fractional Integration and Cointegration
    Working papers, University of Connecticut, Department of Economics View citations (2)
31. Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence
    Working papers, University of Connecticut, Department of Economics
    Also in Working Papers, University of Pretoria, Department of Economics (2014)
    Working papers, University of Connecticut, Department of Economics (2015)
    See also Journal Article in Bulletin of Economic Research (2020)
32. 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
    See also Journal Article in Empirica (2017)
33. The time-series linkages between US fiscal policy and asset prices
    Working papers, University of Connecticut, Department of Economics View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (6)
    See also Journal Article in Public Finance Review (2020)
34. Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data
    Working papers, University of Connecticut, Department of Economics View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
35. 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) View citations (4)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2017)

2015

36. Uncertainty and Crude Oil Returns
    Working Papers, University of Pretoria, Department of Economics
    Also in Working papers, University of Connecticut, Department of Economics (2015)
    See also Journal Article in Energy Economics (2016)

2014

37. A Time-Varying Approach of the US Welfare Cost of Inflation
    Working papers, University of Connecticut, Department of Economics View citations (17)
    Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (11)
    See also Journal Article in Macroeconomic Dynamics (2019)
38. 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
39. Demographic Transition and Economic Welfare: The Role of In-Cash and In-Kind Transfers
    Working papers, University of Connecticut, Department of Economics
    See also Journal Article in The Quarterly Review of Economics and Finance (2015)
40. Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns
    Working Papers, University of Nevada, Las Vegas , Department of Economics
    See also Journal Article in The Journal of Real Estate Finance and Economics (2016)
41. Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (7)
    Also in Working papers, University of Connecticut, Department of Economics (2012) View citations (4)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) View citations (5)
    Working Papers, University of Pretoria, Department of Economics (2012) View citations (7)
42. Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors
    Working papers, University of Connecticut, Department of Economics View citations (7)
    Also in Working Papers, University of Pretoria, Department of Economics (2013)
    See also Journal Article in Empirical Economics (2016)
43. Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
    Working papers, University of Connecticut, Department of Economics View citations (3)
    Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (3)
    See also Journal Article in Energy Economics (2015)
44. Target Controllability and Time Consistency: Complement to the Tinbergen Rule
    Working Papers, University of Nevada, Las Vegas , Department of Economics
    Also in Working papers, University of Connecticut, Department of Economics (2013)
45. 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
    Also in Working papers, University of Connecticut, Department of Economics (2013) View citations (3)
    Working Papers, University of Pretoria, Department of Economics (2013) View citations (5)
46. 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)
47. Time-Varying Effects of Housing and Stock Prices on U.S. Consumption
    Working Papers, University of Nevada, Las Vegas , Department of Economics
    Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (2)
    Working papers, University of Connecticut, Department of Economics (2013) View citations (3)

2013

48. Does Financial Development Volatility Affect Industrial Growth Volatility?
    Working Papers, University of Nevada, Las Vegas , Department of Economics
    Also in Working papers, University of Connecticut, Department of Economics (2012) View citations (1)
    See also Journal Article in International Review of Economics & Finance (2014)
49. Evolution of Monetary Policy in the US: The Role of Asset Prices
    Working papers, University of Connecticut, Department of Economics View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (2)
50. 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) View citations (5)
    Working papers, University of Connecticut, Department of Economics (2012) View citations (1)
    See also Journal Article in Applied Economics (2014)
51. 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) View citations (8)
    See also Journal Article in The North American Journal of Economics and Finance (2015)
52. Was the Recent Downturn in US GDP Predictable?
    Working papers, University of Connecticut, Department of Economics
    Also in Working Papers, University of Pretoria, Department of Economics (2012)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)

2012

53. Banking Market Structure, Liquidity Needs, and Industrial Growth Volatility
    Working papers, University of Connecticut, Department of Economics View citations (1)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) View citations (1)
54. Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering
    Working papers, University of Connecticut, Department of Economics View citations (1)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2011) View citations (11)
    See also Journal Article in The North American Journal of Economics and Finance (2014)
55. Demographic Transition and Economic Welfare: The Role of Humanitarian Aid
    Working papers, University of Connecticut, Department of Economics
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2012)
56. Firm Profitability: Mean-Reverting or Random-Walk Behavior?
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (2)
    Also in Working papers, University of Connecticut, Department of Economics (2012) View citations (4)
    See also Journal Article in Journal of Economics and Business (2013)
57. Inflation Targeting: Does It Improve Economic Performance?
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (3)
58. Output Growth and Its Volatility: The Gold Standard through the Great Moderation
    Working papers, University of Connecticut, Department of Economics View citations (1)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) View citations (1)
    See also Journal Article in Southern Economic Journal (2014)
59. Purchasing Power Parity between the UK and the Euro Area
    Working Papers, University of Nevada, Las Vegas , Department of Economics
    Also in Working papers, University of Connecticut, Department of Economics (2012)
60. The Bank Lending Channel and Monetary Policy Rules for European Banks: Further Extensions
    Working papers, University of Connecticut, Department of Economics View citations (1)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) View citations (1)
61. The Effect of Growth Volatility on Income Inequality
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2012) View citations (2)
    See also Journal Article in Economic Modelling (2015)
62. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
    Working papers, University of Connecticut, Department of Economics View citations (3)
    Also in Working Papers, University of Pretoria, Department of Economics (2012) View citations (6)
    Working Papers, Eastern Mediterranean University, Department of Economics (2012) View citations (5)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) View citations (3)
    See also Journal Article in Applied Economics (2015)
63. The effect of ECSOs on energy use
    Working papers, University of Connecticut, Department of Economics
    See also Journal Article in Energy Policy (2012)
64. The effect of ESCOs on carbon dioxide emissions
    Working papers, University of Connecticut, Department of Economics View citations (1)
    See also Journal Article in Applied Economics (2013)
65. Using Large Data Sets to Forecast Sectoral Employment
    Working papers, University of Connecticut, Department of Economics
    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) View citations (3)
    See also Journal Article in Statistical Methods & Applications (2014)

2011

66. Convergence Patterns in Financial Development: Evidence from Club Convergence
    Working Papers, University of Nevada, Las Vegas , Department of Economics
    Also in Working papers, University of Connecticut, Department of Economics (2010) View citations (2)
    See also Journal Article in Empirical Economics (2012)
67. Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (2)
    Also in Working papers, University of Connecticut, Department of Economics (2010) View citations (2)
    Working Papers, University of Pretoria, Department of Economics (2010)
    Working Papers, Eastern Mediterranean University, Department of Economics (2010) View citations (1)
    See also Journal Article in Empirical Economics (2013)
68. Stochastic Convergence in the Euro Area
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (3)
    Also in Working papers, University of Connecticut, Department of Economics (2010) View citations (3)
69. The Optimality and Controllability of Discretionary Monetary Policy
    Working papers, University of Connecticut, Department of Economics

2010

70. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics
    Working papers, University of Connecticut, Department of Economics View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2010) View citations (11)
71. 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 View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2009) View citations (4)
    Working papers, University of Connecticut, Department of Economics (2009) View citations (6)
    See also Journal Article in Economic Modelling (2011)
72. 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 View citations (4)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2010) View citations (4)
73. The Lag in Effect of Inflation Targeting and Policy Evaluation
    Working papers, University of Connecticut, Department of Economics View citations (1)
    See also Journal Article in Applied Economics Letters (2011)
74. Unit Roots and Structural Change: An Application to US House-Price Indices
    Working papers, University of Connecticut, Department of Economics View citations (14)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2010) View citations (11)

2009

75. "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
    Working papers, University of Connecticut, Department of Economics 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) View citations (5)
    See also Journal Article in The Annals of Regional Science (2012)
76. Consistent Targets and Optimal Monetary Policy: Conservative Central Banker Redux
    Working papers, University of Connecticut, Department of Economics View citations (2)
77. Designing Central Bank Loss Functions
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (1)
    See also Journal Article in International Journal of Business and Economics (2010)
78. Do Structural Oil-Market Shocks Affect Stock Prices?
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (415)
    Also in Working papers, University of Connecticut, Department of Economics (2008) View citations (7)
    See also Journal Article in Energy Economics (2009)
79. Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2009) View citations (1)
    See also Journal Article in Empirical Economics (2010)
80. Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience
    Working Papers, University of Nevada, Las Vegas , Department of Economics
    Also in Working papers, University of Connecticut, Department of Economics (2008) View citations (2)
81. Implementing Optimal Monetary Policy: Objectives and Rules
    Working Papers, University of Nevada, Las Vegas , Department of Economics
    See also Journal Article in Economic Modelling (2010)
82. Inflation Targeting Evaluation: Short-run Costs and Long-run Irrelevance
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (5)
83. 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 View citations (2)
84. Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (23)
    Also in Working papers, University of Connecticut, Department of Economics (2008)
    See also Journal Article in Japan and the World Economy (2009)
85. Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2009) View citations (4)
    Working papers, University of Connecticut, Department of Economics (2009) View citations (21)
86. The Exchange Rate-Investment Nexus and Exchange Rate Instability: Another Reason for 'Fear of Floating'
    Working papers, University of Connecticut, Department of Economics
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009)
87. The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis
    Working Papers, University of Nevada, Las Vegas , Department of Economics
    Also in Working papers, University of Connecticut, Department of Economics (2008)
88. The Making of Optimal and Consistent Policy: An Analytical Framework for Monetary Models
    Working papers, University of Connecticut, Department of Economics View citations (2)
    See also Journal Article in Scottish Journal of Political Economy (2011)
89. The Making of Optimal and Consistent Policy: An Implementation Theory Framework for Monetary Policy
    Working papers, University of Connecticut, Department of Economics View citations (1)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2009)
90. The Optimality and Controllability of Monetary Policy through Delegation with Consistent Targets
    Working Papers, University of Nevada, Las Vegas , Department of Economics
    See also Journal Article in Scottish Journal of Political Economy (2011)
91. The Time-Series Properties of House Prices: A Case Study of the Southern California Market
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (8)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2012)
92. 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) View citations (14)
93. Understanding Central Bank Loss Functions: Implied and Delegated Targets
    Working papers, University of Connecticut, Department of Economics View citations (1)
94. Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    Also in Working papers, University of Connecticut, Department of Economics (2009) View citations (9)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2009) View citations (6)

2008

95. Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models
    Working papers, University of Connecticut, Department of Economics View citations (29)
    See also Journal Article in Scottish Journal of Political Economy (2008)
96. Geographic Deregulation and Commercial Bank Performance in US State Banking Markets
    Working papers, University of Connecticut, Department of Economics
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2008)
    See also Journal Article in The Quarterly Review of Economics and Finance (2011)
97. Is the Great Moderation Ending? UK and US Evidence
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (9)
    Also in Working papers, University of Connecticut, Department of Economics (2008) View citations (18)

2007

98. A General Schema for Optimal Monetary Policymaking: Objectives and Rules
    Working papers, University of Connecticut, Department of Economics
    See also Journal Article in Economic Modelling (2010)
99. Cost Improvements, Returns to Scale, and Cost Inefficiencies for Real Estate Investment Trusts
    Working papers, University of Connecticut, Department of Economics View citations (6)
100. MBA Program Reputation And Quantitative Rankings: New Information for Students, Employers, And Program Administrators
     Working papers, University of Connecticut, Department of Economics View citations (1)
101. The Great Moderation and the Relationship between Output Growth and Its Volatility
     Working papers, University of Connecticut, Department of Economics View citations (1)
     See also Journal Article in Southern Economic Journal (2008)
102. Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility
     Working papers, University of Connecticut, Department of Economics
     See also Journal Article in International Finance (2007)

2006

103. Consumption Asymmetry and the Stock Market: Empirical Evidence
     Working papers, University of Connecticut, Department of Economics View citations (90)
     See also Journal Article in Economics Letters (2006)
104. The Walsh Contracts for Central Bankers Are Optimal After All!
     Working papers, University of Connecticut, Department of Economics

2005

105. An 'Ideal' Decomposition of Industry Dynamics: An Application to the Nationwide and State Level U.S. Banking Industry
     Working papers, University of Connecticut, Department of Economics View citations (5)
     Also in Working papers, University of Connecticut, Department of Economics (2002)
106. Bank Performance: Market Power or Efficient Structure?
     Working papers, University of Connecticut, Department of Economics View citations (10)
107. Consumption asymmetry and the stock market: New evidence through a threshold adjustment model
     Working papers, University of Connecticut, Department of Economics View citations (9)
108. Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence
     Working papers, University of Connecticut, Department of Economics View citations (3)
     See also Journal Article in Journal of International Money and Finance (2009)
109. 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 View citations (1)
     See also Journal Article in Manchester School (2006)
110. Equity Markets, the Money Market, and Long-Run Monetary Neutrality
     Working papers, University of Connecticut, Department of Economics
111. Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?
     Working papers, University of Connecticut, Department of Economics View citations (6)
112. Has Deregulation Affected Births, Deaths, and Marriages in the U.S. Commercial Banking Industry?
     Working papers, University of Connecticut, Department of Economics View citations (1)
     Also in Working papers, University of Connecticut, Department of Economics (2002) View citations (5)
113. Inflation Targeting and Output Growth: Evidence from Aggregate European Data
     Working papers, University of Connecticut, Department of Economics View citations (6)
114. Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
     Working papers, University of Connecticut, Department of Economics
     Also in Working papers, Centre for Development Economics, Delhi School of Economics (2003)
     See also Journal Article in Journal of Forecasting (2006)
115. Resurrecting the Wealth Effect on Consumption: Further Analysis and Extension
     Working papers, University of Connecticut, Department of Economics View citations (5)

2004

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

2003

122. Do Foreign Bank Operations Provide a Stabilizing Influence in Korea?
     Working papers, University of Connecticut, Department of Economics
     See also Journal Article in The Quarterly Review of Economics and Finance (2006)
123. MBA Program Reputation: Objective Rankings for Students, Employers and Program Administrators
     Working papers, University of Connecticut, Department of Economics View citations (2)
124. Macroeconomic Rationality and Lucas' Misperceptions Model: Further Evidence from Forty-One Countries
     Working papers, University of Connecticut, Department of Economics View citations (1)
125. The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis
     Working papers, University of Connecticut, Department of Economics View citations (1)
     See also Journal Article in The Economic Record (2004)

2002

126. Bank Concentration and Performance
     Working papers, University of Connecticut, Department of Economics View citations (13)
127. Central Banker Contracts, Incomplete Information, and Monetary Policy Surprises: In Search of a Selfish Central Banker?
     Working papers, University of Connecticut, Department of Economics
     See also Journal Article in Public Choice (2003)
128. Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis
     Working papers, University of Connecticut, Department of Economics View citations (27)
129. Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis
     Working papers, University of Connecticut, Department of Economics View citations (13)
130. Explaining U.S. Commercial Bank Births, Deaths, and Marriages
     Working papers, University of Connecticut, Department of Economics
131. Optimal Central Banker Contracts and Common Agency
     Working papers, University of Connecticut, Department of Economics View citations (2)
     See also Journal Article in Public Choice (2004)
132. The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks
     Working papers, University of Connecticut, Department of Economics View citations (2)
133. The Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis
     Working papers, University of Connecticut, Department of Economics View citations (1)
     See also Journal Article in Global Economic Review (2005)
134. The Relationship between Large Fiscal Adjustments and Short-Term Output Growth Under Alternative Fiscal Policy Regimes
     Working papers, University of Connecticut, Department of Economics View citations (18)
     See also Journal Article in Contemporary Economic Policy (2003)
135. Total Factor Productivity, Human Capital and Outward Orientation: Differences by Stage of Ddevelopment and Geographic Regions
     Working papers, University of Connecticut, Department of Economics View citations (27)

2001

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

2000

137. Monetary Policy Delegation, Contract Costs, and Contract Targets
     Working papers, University of Connecticut, Department of Economics View citations (3)
     See also Journal Article in Bulletin of Economic Research (2003)
138. The Long-Run Relationship between Money, Nominal GDP, and the Price Level in Venezuela: 1950 to 1996
     Working papers, University of Connecticut, Department of Economics View citations (2)

1999

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

1998

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

1997

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

1996

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

1995

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

1993

150. Fiscal Structures and Economic Growth: International Evidence
     Macroeconomics, University Library of Munich, Germany View citations (42)
     See also Journal Article in Economic Inquiry (1997)

Journal Articles

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) View citations (2)
   See also Working Paper (2019)
2. Globalization, long memory, and real interest rate convergence: a historical perspective
   Empirical Economics, 2022, 63, (5), 2331-2355
   See also Working Paper (2020)
3. The behaviour of real interest rates: New evidence from a 'suprasecular' perspective
   International Finance, 2022, 25, (1), 46-64

2021

4. 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) View citations (15)
   See also Working Paper (2020)
5. Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation
   Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (5), 289-310
   See also Working Paper (2018)
6. Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data
   Urban Studies, 2021, 58, (1), 53-72 View citations (3)
   See also Working Paper (2018)

2020

7. 125 ​Years of time-varying effects of fiscal policy on financial markets
   International Review of Economics & Finance, 2020, 70, (C), 303-320 View citations (4)
8. Does real U.K. GDP have a unit root? Evidence from a multi-century perspective
   Applied Economics, 2020, 52, (10), 1070-1087 View citations (1)
9. Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence
   Bulletin of Economic Research, 2020, 72, (1), 50-62 View citations (3)
   See also Working Paper (2016)
10. Modeling US historical time-series prices and inflation using alternative long-memory approaches
    Empirical Economics, 2020, 58, (4), 1491-1511
11. The Time-series Linkages between US Fiscal Policy and Asset Prices
    Public Finance Review, 2020, 48, (3), 303-339 View citations (2)
    See also Working Paper (2016)

2019

12. A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION
    Macroeconomic Dynamics, 2019, 23, (2), 775-797 View citations (6)
    See also Working Paper (2014)
13. Does financial development affect income inequality in the U.S. States?
    Journal of Policy Modeling, 2019, 41, (6), 1043-1056 View citations (10)
14. Growth volatility and inequality in the U.S.: A wavelet analysis
    Physica A: Statistical Mechanics and its Applications, 2019, 521, (C), 48-73 View citations (3)
    See also Working Paper (2018)
15. Output Growth Decomposition in the Presence of Input Quality Effects: A Stochastic Frontier Approach
    German Economic Review, 2019, 20, (4), 383-409
    Also in German Economic Review, 2019, 20, (4), 383-409 (2019)
16. 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 View citations (5)
17. 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 View citations (1)
    See also Working Paper (2019)
18. Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data
    Scottish Journal of Political Economy, 2019, 66, (5), 673-702 View citations (4)
19. US Fiscal Policy and Asset Prices: The Role of Partisan Conflict
    International Review of Finance, 2019, 19, (4), 851-862 View citations (3)
    See also Working Paper (2017)
20. Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence
    Empirical Economics, 2019, 56, (1), 61-79 View citations (3)
    See also Working Paper (2017)

2018

21. 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 View citations (6)
    See also Working Paper (2016)
22. 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 View citations (7)
23. 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 View citations (3)
24. 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 View citations (13)
    See also Working Paper (2017)
25. 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 View citations (9)
    See also Working Paper (2017)

2017

26. Did Okun’s law die after the Great Recession?
    Business Economics, 2017, 52, (4), 216-226
    See also Working Paper (2016)
27. Income inequality: A complex network analysis of US states
    Physica A: Statistical Mechanics and its Applications, 2017, 483, (C), 423-437 View citations (1)
28. Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach
    Eastern Economic Journal, 2017, 43, (1), 78-103 View citations (15)
29. Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration
    Journal of Economics and Business, 2017, 92, (C), 45-62 View citations (14)
30. 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 View citations (4)
    See also Working Paper (2016)
31. Time-varying persistence of inflation: evidence from a wavelet-based approach
    Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (4), 18 View citations (2)
    See also Working Paper (2016)

2016

32. 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 View citations (22)
    See also Working Paper (2014)
33. Forecasting US real private residential fixed investment using a large number of predictors
    Empirical Economics, 2016, 51, (4), 1557-1580 View citations (4)
    See also Working Paper (2014)
34. Inflation persistence and structural breaks
    Journal of Economic Studies, 2016, 43, (6), 980-1005 View citations (11)
35. Uncertainty and crude oil returns
    Energy Economics, 2016, 55, (C), 92-100 View citations (135)
    See also Working Paper (2015)

2015

36. 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
    See also Working Paper (2014)
37. Regime switching model of US crude oil and stock market prices: 1859 to 2013
    Energy Economics, 2015, 49, (C), 317-327 View citations (99)
    See also Working Paper (2014)
38. 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 View citations (73)
    See also Working Paper (2013)
39. The bank lending channel and monetary policy rules for Eurozone banks: further extensions
    The B.E. Journal of Macroeconomics, 2015, 15, (1), 20 View citations (2)
40. 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 View citations (52)
41. The effect of growth volatility on income inequality
    Economic Modelling, 2015, 45, (C), 212-222 View citations (30)
    See also Working Paper (2012)
42. The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US
    Applied Economics, 2015, 47, (22), 2259-2277 View citations (14)
    See also Working Paper (2012)
43. 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 View citations (26)
44. Was the recent downturn in US real GDP predictable?
    Applied Economics, 2015, 47, (28), 2985-3007 View citations (5)

2014

45. 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 View citations (25)
    See also Working Paper (2012)
46. Does financial development volatility affect industrial growth volatility?
    International Review of Economics & Finance, 2014, 29, (C), 307-320 View citations (12)
    See also Working Paper (2013)
47. Fiscal Policy Shocks and the Dynamics of Asset Prices
    Public Finance Review, 2014, 42, (4), 511-531 View citations (6)
48. Housing and the Great Depression
    Applied Economics, 2014, 46, (24), 2966-2981 View citations (28)
    See also Working Paper (2013)
49. Output Growth and its Volatility: The Gold Standard through the Great Moderation
    Southern Economic Journal, 2014, 80, (3), 728-751
    See also Working Paper (2012)
50. Purchasing Power Parity Between the UK and Germany: The Euro Era
    Open Economies Review, 2014, 25, (4), 677-699 View citations (5)
51. Using large data sets to forecast sectoral employment
    Statistical Methods & Applications, 2014, 23, (2), 229-264 View citations (2)
    See also Working Paper (2012)

2013

52. Firm profitability: Mean-reverting or random-walk behavior?
    Journal of Economics and Business, 2013, 66, (C), 76-97 View citations (13)
    See also Working Paper (2012)
53. Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes
    Empirical Economics, 2013, 44, (2), 387-417 View citations (1)
    See also Working Paper (2011)
54. The effect of ESCO s on carbon dioxide emissions
    Applied Economics, 2013, 45, (34), 4796-4804 View citations (3)
    See also Working Paper (2012)

2012

55. Convergence patterns in financial development: evidence from club convergence
    Empirical Economics, 2012, 43, (3), 1011-1040 View citations (21)
    See also Working Paper (2011)
56. The Time-Series Properties of House Prices: A Case Study of the Southern California Market
    The Journal of Real Estate Finance and Economics, 2012, 44, (3), 339-361 View citations (37)
    See also Working Paper (2009)
57. The effect of ESCOs on energy use
    Energy Policy, 2012, 51, (C), 558-568 View citations (25)
    See also Working Paper (2012)
58. Unit Roots and Structural Change
    Urban Studies, 2012, 49, (4), 757-776 View citations (52)
59. “Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix
    The Annals of Regional Science, 2012, 48, (3), 763-782 View citations (28)
    See also Working Paper (2009)

2011

60. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals
    Economic Modelling, 2011, 28, (4), 2013-2021 View citations (39)
    See also Working Paper (2010)
61. Geographic deregulation and commercial bank performance in U.S. state banking markets
    The Quarterly Review of Economics and Finance, 2011, 51, (1), 28-35 View citations (13)
    See also Working Paper (2008)
62. THE OPTIMALITY AND CONTROLLABILITY OF MONETARY POLICY THROUGH DELEGATION WITH CONSISTENT TARGETS
    Scottish Journal of Political Economy, 2011, 58, (1), 82-106 View citations (4)
    See also Working Paper (2009)
    Working Paper (2009)
63. The Global Financial Crisis and Stochastic Convergence in the Euro Area
    International Advances in Economic Research, 2011, 17, (3), 315-333 View citations (3)
64. The lag in effect of inflation targeting and policy evaluation
    Applied Economics Letters, 2011, 18, (14), 1371-1375 View citations (12)
    See also Working Paper (2010)

2010

65. Designing Central Bank Loss Functions
    International Journal of Business and Economics, 2010, 9, (1), 77-81
    See also Working Paper (2009)
66. Does a threshold inflation rate exist? Quantile inferences for inflation and its variability
    Empirical Economics, 2010, 39, (3), 619-641 View citations (1)
    See also Working Paper (2009)
67. Implementing optimal monetary policy: Objectives and rules
    Economic Modelling, 2010, 27, (3), 737-745 View citations (4)
    See also Working Paper (2009)
    Working Paper (2007)
68. Using Equity Markets to Teach Long-Run Monetary Neutrality
    International Review of Economic Education, 2010, 9, (1), 124-134

2009

69. Comment on Edlin and Jaffee: Back to Basics
    The Economists' Voice, 2009, 6, (9), 1-3
70. Do structural oil-market shocks affect stock prices?
    Energy Economics, 2009, 31, (4), 569-575 View citations (428)
    See also Working Paper (2009)
71. Does exchange rate risk affect exports asymmetrically? Asian evidence
    Journal of International Money and Finance, 2009, 28, (2), 215-239 View citations (29)
    See also Working Paper (2005)
72. Modeling the volatility of real GDP growth: The case of Japan revisited
    Japan and the World Economy, 2009, 21, (3), 312-324 View citations (27)
    See also Working Paper (2009)

2008

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

2007

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

2006

79. Consumption asymmetry and the stock market: Empirical evidence
    Economics Letters, 2006, 93, (3), 337-342 View citations (86)
    See also Working Paper (2006)
80. Do foreign bank operations provide a stabilizing influence in Korea?
    The Quarterly Review of Economics and Finance, 2006, 46, (1), 82-109 View citations (9)
    See also Working Paper (2003)
81. ECONOMIES OF SCALE AND COST EFFICIENCIES: A PANEL‐DATA STOCHASTIC‐FRONTIER ANALYSIS OF REAL ESTATE INVESTMENT TRUSTS*
    Manchester School, 2006, 74, (4), 483-499 View citations (7)
    See also Working Paper (2005)
82. Export Promotion through Exchange Rate Changes: Exchange Rate Depreciation or Stabilization?
    Southern Economic Journal, 2006, 72, (3), 611-626 View citations (1)
83. Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models
    Journal of Forecasting, 2006, 25, (6), 415-437 View citations (11)
    See also Working Paper (2005)

2005

84. Money volatility and output volatility: any asymmetric effects?
    Journal of Economic Studies, 2005, 32, (6), 511-523
85. Performance of Domestic and Foreign Banks: The Case of Korea and the Asian Financial Crisis
    Global Economic Review, 2005, 34, (2), 145-165 View citations (16)
    See also Working Paper (2002)

2004

86. Macroeconomic rationality and Lucas' misperceptions model: further evidence from 41 countries
    Journal of Economics and Business, 2004, 56, (3), 227-241 View citations (3)
87. Optimal Central Banker Contracts and Common Agency
    Public Choice, 2004, 121, (1), 131-155 View citations (10)
    See also Working Paper (2002)
88. The Real Exchange Rate in Small, Open, Developed Economies: Evidence from Cointegration Analysis
    The Economic Record, 2004, 80, (248), 76-88 View citations (10)
    See also Working Paper (2003)

2003

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

2002

93. The level of development and the determinants of productivity growth: a cross-country analysis
    Applied Economics, 2002, 34, (9), 1089-1095 View citations (1)
94. Total factor productivity and the convergence hypothesis
    Journal of Macroeconomics, 2002, 24, (2), 267-286 View citations (99)

2001

95. Book Review: Business Cycles: Duration, Dynamics, and Forecasting
    Indian Economic Review, 2001, 36, (1), 301-303
96. Productivity growth in large US commercial banks: The initial post-deregulation experience
    Journal of Banking & Finance, 2001, 25, (5), 913-939 View citations (103)

2000

97. The effects of openness, trade orientation, and human capital on total factor productivity
    Journal of Development Economics, 2000, 63, (2), 399-423 View citations (205)

1999

98. Using Leading Indicators to Forecast U.S. Home Sales in a Bayesian Vector Autoregressive Framework
    The Journal of Real Estate Finance and Economics, 1999, 18, (2), 191-205 View citations (22)

1998

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

1997

101. Do temporal causality tests provide information on policy dominance?
     Journal of Economic Studies, 1997, 24, (6), 379-391
102. Fiscal Structures and Economic Growth at the State and Local Level
     Public Finance Review, 1997, 25, (2), 213-237 View citations (68)
103. Fiscal Structures and Economic Growth: International Evidence
     Economic Inquiry, 1997, 35, (3), 603-13 View citations (83)
     See also Working Paper (1993)
104. Monetary and exchange rate policy in multisectoral economies
     Journal of Economics and Business, 1997, 49, (4), 321-334 View citations (1)
     See also Working Paper (1996)
105. Portfolio mix and large-bank profitability in the USA
     Applied Economics, 1997, 29, (4), 505-512 View citations (102)

1996

106. Do federal deficits affect interest rates? Evidence from three econometric methods
     Journal of Macroeconomics, 1996, 18, (3), 403-428 View citations (29)
107. 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)
108. The new Keynesian economics and the output-inflation trade-off
     Applied Economics Letters, 1996, 3, (9), 599-602 View citations (5)
109. The technical efficiency of large bank production
     Journal of Banking & Finance, 1996, 20, (3), 495-509 View citations (160)

1995

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

1994

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

1993

114. Integrated reforms of tariffs and consumption taxes
     Journal of Public Economics, 1993, 52, (3), 417-428 View citations (52)
115. Interest Rate Linkages within the European Monetary System: Further Analysis
     Journal of Money, Credit and Banking, 1993, 25, (4), 771-79 View citations (77)
116. Velocity variability: Directly an interest-rate driven phenomenon
     The Quarterly Review of Economics and Finance, 1993, 33, (4), 423-437 View citations (3)

1992

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

1991

120. 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
121. Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling
     Journal of Money, Credit and Banking, 1991, 23, (2), 139-54 View citations (89)
122. THE TEMPORAL CAUSALITY BETWEEN FISCAL DEFICITS AND INTEREST RATES
     Contemporary Economic Policy, 1991, 9, (3), 12-23 View citations (14)

1990

123. Disequilibrium macroeconomics, money as a buffer stock and the estimation of money demand
     Journal of Macroeconomics, 1990, 12, (4), 563-586 View citations (1)
124. Inflation and relative price variability: The case of internationally traded primary commodities
     Economics Letters, 1990, 33, (1), 47-53 View citations (1)
125. Returns to Scale and Input Substitution for Large U.S. Banks
     Journal of Money, Credit and Banking, 1990, 22, (1), 94-108 View citations (109)

1989

126. ARE THE TWIN DEFICITS REALLY RELATED?
     Contemporary Economic Policy, 1989, 7, (4), 91-115 View citations (62)
127. Money demand instability: has it ended?
     Economics Letters, 1989, 30, (4), 345-349 View citations (5)

1988

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

1987

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

1986

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

1985

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

1984

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

1982

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

1980

144. A Disequilibrium Macroeconomic Model: A Correction
     The Quarterly Journal of Economics, 1980, 95, (1), 197-198
145. Distribution effects and the business demand for money
     Journal of Macroeconomics, 1980, 2, (4), 287-305 View citations (2)
146. Dynamic monetary and fiscal policy and the government budget constraint: A growth equilibrium
     Journal of Macroeconomics, 1980, 2, (3), 199-212
147. Non-bank public and commercial bank portfolio behavior in the Brunner-Meltzer model: A review and clarification
     Journal of Monetary Economics, 1980, 6, (4), 561-572

1979

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

1978

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

1977

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

1976

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

1975

153. A theory of the banking firm: Comment
     Journal of Monetary Economics, 1975, 1, (1), 123-128 View citations (4)
154. INFLATION, UNEMPLOYMENT AND EXTERNAL DEFICIT: THEORETICAL OBSERVATIONS AND POLICY CONSIDERATIONS
     Journal of Economic Studies, 1975, 2, (1), 34-46
155. Measures of Risk Aversion: Some Clarifying Comments
     Journal of Financial and Quantitative Analysis, 1975, 10, (2), 299-309 View citations (4)

1974

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

Chapters

2022

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