Details about Giorgio Canarella

Access statistics for papers by Giorgio Canarella.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pca633

Working Papers

2020

1. 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
2. Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting
   Working Papers, University of Pretoria, Department of Economics
   Also in Working papers, University of Connecticut, Department of Economics (2020)
3. The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective
   Working Papers, University of Pretoria, Department of Economics

2019

4. Determinants of Optimal Capital Structure and Speed of Adjustment: Evidence from the U.S. ICT Sector
   Working papers, University of Connecticut, Department of Economics
5. 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)
6. 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

7. Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation
   Working Papers, University of Pretoria, Department of Economics
8. 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

9. 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)
10. 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 (20) (2018)
11. 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 Nevada, Las Vegas , Department of Economics (2014)
    Working papers, University of Connecticut, Department of Economics (2013) View citations (3)
    See also Journal Article Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence, Empirical Economics, Springer (2019) View citations (4) (2019)

2016

12. Did Okun's Law Die after the Great Recession?
    Working papers, University of Connecticut, Department of Economics
    See also Journal Article Did Okun’s law die after the Great Recession?, Business Economics, Palgrave Macmillan (2017) View citations (3) (2017)
13. Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US
    Working papers, University of Connecticut, Department of Economics View citations (18)
    Also in Working papers, University of Connecticut, Department of Economics (2016) View citations (16)
14. Inflation Targeting: New Evidence from Fractional Integration and Cointegration
    Working papers, University of Connecticut, Department of Economics View citations (2)
15. 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 Time-varying persistence of inflation: evidence from a wavelet-based approach, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2017) View citations (3) (2017)

2012

16. 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 Firm profitability: Mean-reverting or random-walk behavior?, Journal of Economics and Business, Elsevier (2013) View citations (14) (2013)
17. Purchasing Power Parity between the UK and the Euro Area
    Working Papers, University of Nevada, Las Vegas , Department of Economics
    Also in Working papers, University of Connecticut, Department of Economics (2012)

2011

18. Stochastic Convergence in the Euro Area
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (3)
    Also in Working papers, University of Connecticut, Department of Economics (2010) View citations (3)

2010

19. Unit Roots and Structural Change: An Application to US House-Price Indices
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (11)
    Also in Working papers, University of Connecticut, Department of Economics (2010) View citations (14)

2009

20. 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

21. Is the Great Moderation Ending? UK and US Evidence
    Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (10)
    Also in Working papers, University of Connecticut, Department of Economics (2008) View citations (19)

2007

22. Asymmetry and Spillover Effects in the North American Equity Markets
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (8)
    See also Journal Article Asymmetry and Spillover Effects in the North American Equity Markets, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (7) (2007)

Journal Articles

2020

1. Does real U.K. GDP have a unit root? Evidence from a multi-century perspective
   Applied Economics, 2020, 52, (10), 1070-1087 View citations (1)
2. Modeling US historical time-series prices and inflation using alternative long-memory approaches
   Empirical Economics, 2020, 58, (4), 1491-1511

2019

3. Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence
   Empirical Economics, 2019, 56, (1), 61-79 View citations (4)
   See also Working Paper Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence, Working Papers (2017) View citations (2) (2017)

2018

4. 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 (20)
   See also Working Paper The Determinants of Growth in the Information and Communication Technology (ICT) Industry: A Firm-Level Analysis, Working papers (2017) View citations (1) (2017)

2017

5. Did Okun’s law die after the Great Recession?
   Business Economics, 2017, 52, (4), 216-226 View citations (3)
   See also Working Paper Did Okun's Law Die after the Great Recession?, Working papers (2016) (2016)
6. Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach
   Eastern Economic Journal, 2017, 43, (1), 78-103 View citations (17)
7. Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration
   Journal of Economics and Business, 2017, 92, (C), 45-62 View citations (18)
8. Time-varying persistence of inflation: evidence from a wavelet-based approach
   Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (4), 18 View citations (3)
   See also Working Paper Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach, Working Papers (2016) View citations (3) (2016)

2016

9. Inflation persistence and structural breaks
   Journal of Economic Studies, 2016, 43, (6), 980-1005 View citations (11)

2014

10. An alternative test of the trade-off theory of capital structure
    Contemporary Economics, 2014, 8, (4) View citations (4)
11. Purchasing Power Parity Between the UK and Germany: The Euro Era
    Open Economies Review, 2014, 25, (4), 677-699 View citations (5)

2013

12. Firm profitability: Mean-reverting or random-walk behavior?
    Journal of Economics and Business, 2013, 66, (C), 76-97 View citations (14)
    See also Working Paper Firm Profitability: Mean-Reverting or Random-Walk Behavior?, Working papers (2012) View citations (4) (2012)

2012

13. Unit Roots and Structural Change
    Urban Studies, 2012, 49, (4), 757-776 View citations (52)

2011

14. The Global Financial Crisis and Stochastic Convergence in the Euro Area
    International Advances in Economic Research, 2011, 17, (3), 315-333 View citations (3)

2008

15. Executive compensation and firm performance: adjustment dynamics, non-linearity and asymmetry
    Managerial and Decision Economics, 2008, 29, (4), 293-315 View citations (14)

2007

16. 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 (11)
17. Asymmetry and Spillover Effects in the North American Equity Markets
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2007, 1, 1-52 View citations (7)
    See also Working Paper Asymmetry and Spillover Effects in the North American Equity Markets, Economics Discussion Papers (2007) View citations (8) (2007)

2006

18. Distribution dynamics and convergence in Latin America: A non-parametric analysis
    International Review of Economics, 2006, 53, (1), 68-95 View citations (3)

2004

19. PARAMETER HETEROGENEITY IN THE NEOCLASSICAL GROWTH MODEL: A QUANTILE REGRESSION APPROACH
    Journal of Economic Development, 2004, 29, (1), 1-31 View citations (21)

1993

20. Cointegration and time-varying parameters: A reply
    European Economic Review, 1993, 37, (6), 1283-1284

1989

21. 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

22. Efficiency in foreign exchange markets: A vector autoregression approach
    Journal of International Money and Finance, 1988, 7, (3), 331-346 View citations (2)

1985

23. Efficiency of commodity futures: A vector autoregression analysis
    Journal of Futures Markets, 1985, 5, (1), 57-76 View citations (8)

1983

24. Monetary and Public Debt Shocks: Tests and Efficient Estimates
    Journal of Money, Credit and Banking, 1983, 15, (2), 199-211 View citations (1)

1981

25. Money, expectations, and interest rates
    Journal of Macroeconomics, 1981, 3, (4), 517-530

1978

26. 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

27. The Optimal Utilization of Slaves
    The Journal of Economic History, 1975, 35, (3), 621-629 View citations (5)