Zack (J. Isaac) Miller

Academic

Professor and Chair, Department of Economics, University of Missouri

Consulting

I help clients build, test, and defend forecasts and statistical models, with a focus on aggregate energy consumption, its links to economic growth and prices, and the economic effects of climate and extreme weather. Services include litigation support, forecasting and scenario analysis, independent model audits, and expert briefings.

Consulting CV (pdf) · Consulting Email

Research:

Econometric models of climate change and its economic effects ("climate econometrics")

( doi | acc ) Evaluating Trends in Time Series of Distributions: A Spatial Fingerprint of Human Effects on Climate (with Y. Chang, R.K. Kaufmann, C.S. Kim, J.Y. Park, and S. Park), Journal of Econometrics, 2020.
( doi ) Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming and the Next One (with K. Nam), Earth System Dynamics, 2020.
( doi | acc ) Introduction to "New Developments in Econometrics of Energy and Climate" (with H.C. Bjørnland and Y. Chang), Energy Economics, 2021.
( doi | acc ) Local Climate Sensitivity: What Can Time Series of Distributions Reveal about Spatial Heterogeneity of Climate Change? Advances in Econometrics, 2023.
( doi | acc ) Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways (with W.A. Brock), Journal of Econometrics, 2024.
( doi | acc ) Introduction to the Themed Issue on Climate Econometrics (with F. Pretis), Journal of Econometrics, 2024.
( doi | acc ) Polar Amplification in a Moist Energy Balance Model: A Structural Econometric Approach to Estimation and Testing (with W.A. Brock), Journal of Econometrics, 2024.
( doi ) Econometric Forecasting of Climate Change (with J.S. Castle and D.F. Hendry), Handbook of Research Methods and Applications in Macroeconomic Forecasting, 2024.
( doi | acc ) Effects of Climate Change on House Prices in Outdoor Tourism Destinations: A Case Study of Southwestern Colorado (with K.S. Clark), Environmetrics, 2025.
( doi ) Climate and Sustainable Energy Econometrics and Statistics (with J.L. Castle, C. Morana, and T. Proietti ), Environmetrics, 2025.
( doi | acc ) Temperature Response Functions for Climate Impact Assessments: The Case of ENSO and Electricity Consumption (with F. Zhong), Energy Economics, 2026.
( wp ) Polar Amplification Helps Forecast Northern Temperature Anomalies (with W.A. Brock).
( wp ) Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change (with Y. Chang and J.Y. Park).
( wp ) Carbon Emissions are Underpriced Due to the Snow Albedo Feedback Effect (with S.P. Baker).

Econometric models of energy demand, energy prices, and their economic effects

( doi | acc ) Crude Oil and Stock Markets: Stability, Instability, and Bubbles (with R.A. Ratti), Energy Economics, 2009.
( doi | acc ) Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy (with S. Ni), Macroeconomic Dynamics, 2011.
( doi | acc ) Time-Varying Long-Run Income and Output Elasticities of Electricity Demand with an Application to Korea (with Y. Chang, C.S. Kim, J.Y. Park, and S. Park), Energy Economics, 2014.
( doi | acc ) A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand (with Y. Chang, C.S. Kim, J.Y. Park, and S. Park), Energy Economics, 2016.
( doi | acc ) Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand (with Y. Chang, Y. Choi, C.S. Kim, and J.Y. Park), Energy Economics, 2016.
( doi | acc ) Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach (with Y. Chang, Y. Choi, C.S. Kim, and J.Y. Park), Energy Economics, 2021.
( doi | acc ) Modeling Peak Electricity Demand: A Semiparametric Approach Using Weather-Driven Cross Temperature Response Functions (with K. Nam), Energy Economics, 2022.
( wp ) Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption (with Y. Chang, Y. Choi, C.S. Kim, and J.Y. Park).

Stochastic trends and mixed-frequency time series

( doi | acc ) Extracting a Common Stochastic Trend: Theory with Some Applications (with Y. Chang and J.Y. Park), Journal of Econometrics, 2009.
( doi | acc ) A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels, Journal of Time Series Econometrics, 2010.
( doi | acc ) Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistence in Memory (with J.Y. Park), Journal of Econometrics, 2010.
( doi | acc ) Cointegrating Regressions with Messy Regressors and an Application to Mixed-Frequency Series, Journal of Time Series Analysis, 2010.
( doi | acc ) Mixed-Frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures, Journal of Financial Econometrics, 2014.
( doi | acc ) On the Size Distortion from Linearly Interpolating Low-Frequency Series for Cointegration Tests (with E. Ghysels), Advances in Econometrics, 2014.
( doi | wp ) Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series (with E. Ghysels), Journal of Time Series Analysis, 2015.
( doi | acc ) Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series, Econometric Reviews, 2016.
( doi | acc ) Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies (with X. Wang), Journal of Time Series Analysis, 2016.
( doi | acc ) Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series, Econometrics and Statistics, 2018.
( doi | acc ) Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data, Journal of Time Series Analysis, 2019.
( doi | acc ) Time-Varying Cointegration and the Kalman Filter (with B.A. Eroglu and T. Yigit), Econometric Reviews, 2022.

Other applied econometrics

( doi | acc ) Testing the Bounds: Empirical Behavior of Target Zone Fundamentals, Economic Modelling, 2011.
( doi | acc ) On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables (with S. Luo), Regional Science and Urban Economics, 2014.
Universal Rating System for chess players, 2017.
( doi | acc ) Modeling and Extrapolating Wheat Producer Support Using Income and Other Factors (with J. Zhao and W. Thompson), Journal of Agricultural Economics, 2018.
( doi ) Modeling and Forecasting Agricultural Commodity Support in the Developing Countries (with J. Binfield, J. Zhao, and W. Thompson), International Agricultural Trade Research Consortium, 2022.
( doi | acc ) Introduction to "Essays in Honor of Joon Y. Park: Econometric Theory" (with Y. Chang and S. Lee), Advances in Econometrics, 2023.
( doi | acc ) Introduction to "Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications" (with Y. Chang and S. Lee), Advances in Econometrics, 2023.
( doi ) Revealing Fundamental Food Demand Parameters: A New Theoretically Consistent Meta-Regression Approach to US Food Demand Elasticities (with Y. Jeon, W. Thompson, H.K. Hoang, and D. Abler), Food Policy, 2025.

[ doi = published version; acc = accepted version; wp = working paper version ]

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