Stephen M. Miller
University of Nevada, Las Vegas
H-index: 52
North America-United States
Top articles of Stephen M. Miller
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Estimating US housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models | International Review of Economics & Finance | David Gabauer Rangan Gupta Hardik A Marfatia Stephen M Miller | 2024/1/1 |
Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective | Studies in Nonlinear Dynamics & Econometrics | Mahdi Ghaemi Asl Giorgio Canarella Stephen M Miller Hamid Reza Tavakkoli | 2023/9/28 |
A Hybrid ARFIMA wavelet artificial neural network model for DJIA Index forecasting | Computational Economics | Heni Boubaker Giorgio Canarella Rangan Gupta Stephen M Miller | 2023/12 |
Globalization, long memory, and real interest rate convergence: a historical perspective | Empirical economics | Giorgio Canarella Luis A Gil-Alana Rangan Gupta Stephen M Miller | 2022/11 |
Firm size, corporate debt, R&D activity, and agency costs: Exploring dynamic and non-linear effects | The Journal of Economic Asymmetries | Giorgio Canarella Stephen M Miller | 2022/6/1 |
The behaviour of real interest rates: New evidence from a'suprasecular'perspective | International Finance | Giorgio Canarella Luis A Gil‐Alana Rangan Gupta Stephen M Miller | 2022/4 |
Does Debt Management Matter for REIT Returns? | The Journal of Real Estate Finance and Economics | Zhilan Feng Stephen M Miller Dogan Tirtiroglu | 2022/1/6 |
Long-memory modeling and forecasting: evidence from the US historical series of inflation | Studies in Nonlinear Dynamics & Econometrics | Heni Boubaker Giorgio Canarella Rangan Gupta Stephen M Miller | 2021/12/29 |
US REIT industry profitability: a Bennet decomposition of industry dynamics | International Journal of Strategic Property Management | Zhilan Feng Stephen M Miller Dogan Tirtiroglu | 2021/6/1 |
Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies | Resources Policy | Mahdi Ghaemi Asl Giorgio Canarella Stephen M Miller | 2021/6/1 |
The Bennet Dynamic Decomposition and Predictability of the US REITs’ Operating Profitability | Zhilan Feng Stephen M Miller Dogan Tirtiroglu | 2021/5 | |
Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data | Urban Studies | Giorgio Canarella Luis Gil-Alana Rangan Gupta Stephen M Miller | 2021/1 |
Does real UK GDP have a unit root? Evidence from a multi-century perspective | Applied Economics | Giorgio Canarella Rangan Gupta Stephen M Miller Tolga Omay | 2020/2/25 |
125 Years of time-varying effects of fiscal policy on financial markets | International Review of Economics & Finance | Hardik A Marfatia Rangan Gupta Stephen Miller | 2020/11/1 |
Empirical analysis of production economics: applications to banking | Stephen M Miller | 2020 | |
The Bennet Decomposition and Predictability of the US REITs' Profitability | Zhilan Feng Stephen Michael Miller Doğan Tırtıroğlu | 2020/8 | |
Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence | Bulletin of Economic Research | Furkan Emirmahmutoglu Rangan Gupta Stephen M Miller Tolga Omay | 2020/1 |
The time-varying nature of risk aversion: Evidence from 60 years of US stock market data | Available at SSRN 3660949 | Dominique Pépin Stephen M Miller | 2020/7/26 |
The time-series linkages between US fiscal policy and asset prices | Public Finance Review | Ghassen El Montasser Rangan Gupta Jooste Charl Stephen M Miller | 2020/5 |
Modeling US historical time-series prices and inflation using alternative long-memory approaches | Empirical Economics | Giorgio Canarella Luis A Gil-Alana Rangan Gupta Stephen M Miller | 2020/4 |