Details about Stephen M. Miller

Access statistics for papers by Stephen M. Miller.

Last updated 2025-09-07. Update your information in the RePEc Author Service.

Short-id: pmi16

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 (6)
   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 Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies, Resources Policy, Elsevier (2021) View citations (41) (2021)
3. Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models
   Working papers, University of Connecticut, Department of Economics View citations (14)
   Also in Working Papers, University of Pretoria, Department of Economics (2020) View citations (14)
   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) View citations (20) (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) (2022)
5. Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting
   Working papers, University of Connecticut, Department of Economics View citations (1)
   Also in Working Papers, University of Pretoria, Department of Economics (2020) View citations (1)
   See also Journal Article A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting, Computational Economics, Springer (2023) View citations (4) (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
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)

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 Firm size, corporate debt, R&D activity, and agency costs: Exploring dynamic and non-linear effects, The Journal of Economic Asymmetries, Elsevier (2022) View citations (5) (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 Papers, arXiv.org (2017) View citations (2)
    Working papers, University of Connecticut, Department of Economics (2018) View citations (3)
    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) View citations (1) (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 Growth volatility and inequality in the U.S.: A wavelet analysis, Physica A: Statistical Mechanics and its Applications, Elsevier (2019) View citations (4) (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 Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2021) (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 Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data, Urban Studies, Urban Studies Journal Limited (2021) View citations (9) (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 The determinants of growth in the U.S. information and communication technology (ICT) industry: A firm-level analysis, Economic Modelling, Elsevier (2018) View citations (23) (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 The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach, Quality & Quantity: International Journal of Methodology, Springer (2018) View citations (18) (2018)
22. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
    Working papers, University of Connecticut, Department of Economics