Stephen M. Miller

Stephen M. Miller

University of Nevada, Las Vegas

H-index: 52

North America-United States

About Stephen M. Miller

Stephen M. Miller, With an exceptional h-index of 52 and a recent h-index of 31 (since 2020), a distinguished researcher at University of Nevada, Las Vegas, specializes in the field of Macroeconomics, Monetary theory, Regional, Financial institutions, Housing.

His recent articles reflect a diverse array of research interests and contributions to the field:

Estimating US housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models

Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective

A Hybrid ARFIMA wavelet artificial neural network model for DJIA Index forecasting

Globalization, long memory, and real interest rate convergence: a historical perspective

Firm size, corporate debt, R&D activity, and agency costs: Exploring dynamic and non-linear effects

The behaviour of real interest rates: New evidence from a'suprasecular'perspective

Does Debt Management Matter for REIT Returns?

Long-memory modeling and forecasting: evidence from the US historical series of inflation

Stephen M. Miller Information

University

Position

Professor of Economics

Citations(all)

13144

Citations(since 2020)

3881

Cited By

10610

hIndex(all)

52

hIndex(since 2020)

31

i10Index(all)

144

i10Index(since 2020)

79

Email

University Profile Page

University of Nevada, Las Vegas

Google Scholar

View Google Scholar Profile

Stephen M. Miller Skills & Research Interests

Macroeconomics

Monetary theory

Regional

Financial institutions

Housing

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

See List of Professors in Stephen M. Miller University(University of Nevada, Las Vegas)

Co-Authors

H-index: 83
Rangan Gupta

Rangan Gupta

University of Pretoria

H-index: 82
Nicholas Apergis

Nicholas Apergis

University of Piraeus

H-index: 53
Luis Alberiko Gil-Alana

Luis Alberiko Gil-Alana

Universidad de Navarra

H-index: 51
Mehmet Balcilar

Mehmet Balcilar

Dogu Akdeniz Üniversitesi

H-index: 41
Subhash C Ray

Subhash C Ray

University of Connecticut

H-index: 20
Beatrice D. Simo-Kengne

Beatrice D. Simo-Kengne

University of Johannesburg

academic-engine