Details about Giorgio Canarella
Access statistics for papers by Giorgio Canarella.
Last updated 2020-11-27. Update your information in the RePEc Author Service.
Short-id: pca633
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Working Papers
2020
- 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
- Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Pretoria, Department of Economics (2020)
- The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective
Working Papers, University of Pretoria, Department of Economics
2019
- Determinants of Optimal Capital Structure and Speed of Adjustment: Evidence from the U.S. ICT Sector
Working papers, University of Connecticut, Department of Economics
- Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective
Working Papers, University of Pretoria, Department of Economics
- Firm Size, Corporate Debt, R&D Activity, and Agency Costs: Exploring Dynamic and Non-Linear Effects
Working papers, University of Connecticut, Department of Economics
2018
- Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation
Working Papers, University of Pretoria, Department of Economics
- 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
2017
- 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)
- 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)
- 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 Connecticut, Department of Economics (2013) View citations (3) Working Papers, University of Nevada, Las Vegas , Department of Economics (2014) 
See also Journal Article in Empirical Economics (2019)
2016
- 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)
- Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US
Working papers, University of Connecticut, Department of Economics View citations (10)
Also in Working papers, University of Connecticut, Department of Economics (2016) View citations (7)
See also Journal Article in Journal of Economic Studies (2016)
- Inflation Targeting: New Evidence from Fractional Integration and Cointegration
Working papers, University of Connecticut, Department of Economics View citations (2)
- 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)
2012
- Firm Profitability: Mean-Reverting or Random-Walk Behavior?
Working papers, University of Connecticut, Department of Economics View citations (4)
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) View citations (2)
See also Journal Article in Journal of Economics and Business (2013)
- Purchasing Power Parity between the UK and the Euro Area
Working papers, University of Connecticut, Department of Economics 
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)
2011
- Stochastic Convergence in the Euro Area
Working Papers, University of Nevada, Las Vegas , Department of Economics 
Also in Working papers, University of Connecticut, Department of Economics (2010) View citations (2)
2010
- Unit Roots and Structural Change: An Application to US House-Price Indices
Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (10)
Also in Working papers, University of Connecticut, Department of Economics (2010) View citations (13)
2009
- 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)
2008
- Is the Great Moderation Ending? UK and US Evidence
Working papers, University of Connecticut, Department of Economics View citations (17)
Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2008) View citations (8)
2007
- Asymmetry and Spillover Effects in the North American Equity Markets
Economics Discussion Papers, Kiel Institute for the World Economy (IfW) View citations (8)
See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)
Journal Articles
2020
- Does real U.K. GDP have a unit root? Evidence from a multi-century perspective
Applied Economics, 2020, 52, (10), 1070-1087
- Modeling US historical time-series prices and inflation using alternative long-memory approaches
Empirical Economics, 2020, 58, (4), 1491-1511
2019
- Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence
Empirical Economics, 2019, 56, (1), 61-79 
See also Working Paper (2017)
2018
- 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 (8)
See also Working Paper (2017)
2017
- Did Okun’s law die after the Great Recession?
Business Economics, 2017, 52, (4), 216-226 
See also Working Paper (2016)
- Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach
Eastern Economic Journal, 2017, 43, (1), 78-103 View citations (10)
- Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration
Journal of Economics and Business, 2017, 92, (C), 45-62 View citations (5)
- Time-varying persistence of inflation: evidence from a wavelet-based approach
Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (4), 18 View citations (1)
See also Working Paper (2016)
2016
- Inflation persistence and structural breaks: the experience of inflation targeting countries and the US
Journal of Economic Studies, 2016, 43, (6), 980-1005 View citations (8)
See also Working Paper (2016)
2014
- An alternative test of the trade-off theory of capital structure
Contemporary Economics, 2014, 8, (4) View citations (3)
- Purchasing Power Parity Between the UK and Germany: The Euro Era
Open Economies Review, 2014, 25, (4), 677-699 View citations (4)
2013
- Firm profitability: Mean-reverting or random-walk behavior?
Journal of Economics and Business, 2013, 66, (C), 76-97 View citations (8)
See also Working Paper (2012)
2012
- Unit Roots and Structural Change
Urban Studies, 2012, 49, (4), 757-776 View citations (2)
2011
- The Global Financial Crisis and Stochastic Convergence in the Euro Area
International Advances in Economic Research, 2011, 17, (3), 315-333
2008
- Executive compensation and firm performance: adjustment dynamics, non-linearity and asymmetry
Managerial and Decision Economics, 2008, 29, (4), 293-315 View citations (10)
- New insights into executive compensation and firm performance: Evidence from a panel of “new economy” firms, 1996-2002
Managerial Finance, 2008, 34, (8), 537-554 View citations (4)
2007
- A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America
International Review of Economics, 2007, 54, (4), 445-462 View citations (7)
- Asymmetry and Spillover Effects in the North American Equity Markets
Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, 1-52 View citations (4)
See also Working Paper (2007)
2006
- Distribution dynamics and convergence in Latin America: A non-parametric analysis
International Review of Economics, 2006, 53, (1), 68-95 View citations (3)
2004
- PARAMETER HETEROGENEITY IN THE NEOCLASSICAL GROWTH MODEL: A QUANTILE REGRESSION APPROACH
Journal of Economic Development, 2004, 29, (1), 1-31 View citations (15)
1993
- Cointegration and time-varying parameters: A reply
European Economic Review, 1993, 37, (6), 1283-1284
1989
- Unanticipated monetary growth, output, and the price level in Latin America: An empirical investigation
Journal of Development Economics, 1989, 30, (2), 345-358 View citations (4)
1988
- Efficiency in foreign exchange markets: A vector autoregression approach
Journal of International Money and Finance, 1988, 7, (3), 331-346 View citations (2)
1985
- Efficiency of commodity futures: A vector autoregression analysis
Journal of Futures Markets, 1985, 5, (1), 57-76 View citations (7)
1983
- Monetary and Public Debt Shocks: Tests and Efficient Estimates
Journal of Money, Credit and Banking, 1983, 15, (2), 199-211
1981
- Money, expectations, and interest rates
Journal of Macroeconomics, 1981, 3, (4), 517-530
1978
- The Demand for Money: Some Evidence from Western Europe
Swiss Journal of Economics and Statistics (SJES), 1978, 114, (I), 9-18 View citations (1)
1975
- The Optimal Utilization of Slaves
The Journal of Economic History, 1975, 35, (3), 621-629 View citations (5)
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