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Details about Giorgio Canarella

Workplace:Lee School of Business, University of Nevada-Las Vegas, (more information at EDIRC)

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

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

2019

  1. Determinants of Optimal Capital Structure and Speed of Adjustment: Evidence from the U.S. ICT Sector
    Working papers, University of Connecticut, Department of Economics Downloads
  2. Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective
    Working Papers, University of Pretoria, Department of Economics
  3. Firm Size, Corporate Debt, R&D Activity, and Agency Costs: Exploring Dynamic and Non-Linear Effects
    Working papers, University of Connecticut, Department of Economics Downloads

2018

  1. Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation
    Working Papers, University of Pretoria, Department of Economics
  2. 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

  1. 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 Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2016)
  2. The Determinants of Growth in the Information and Communication Technology (ICT) Industry: A Firm-Level Analysis
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    See also Journal Article in Economic Modelling (2018)
  3. 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) Downloads View citations (3)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2014) Downloads

    See also Journal Article in Empirical Economics (2019)

2016

  1. Did Okun's Law Die after the Great Recession?
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article in Business Economics (2017)
  2. Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US
    Working papers, University of Connecticut, Department of Economics Downloads View citations (10)
    Also in Working papers, University of Connecticut, Department of Economics (2016) Downloads View citations (7)

    See also Journal Article in Journal of Economic Studies (2016)
  3. Inflation Targeting: New Evidence from Fractional Integration and Cointegration
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
  4. 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) Downloads View citations (4)

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2017)

2012

  1. Firm Profitability: Mean-Reverting or Random-Walk Behavior?
    Working papers, University of Connecticut, Department of Economics Downloads View citations (4)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) Downloads View citations (2)

    See also Journal Article in Journal of Economics and Business (2013)
  2. Purchasing Power Parity between the UK and the Euro Area
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) Downloads

2011

  1. Stochastic Convergence in the Euro Area
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2010) Downloads View citations (2)

2010

  1. Unit Roots and Structural Change: An Application to US House-Price Indices
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (10)
    Also in Working papers, University of Connecticut, Department of Economics (2010) Downloads View citations (13)

2009

  1. 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 Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2008) Downloads View citations (2)

2008

  1. Is the Great Moderation Ending? UK and US Evidence
    Working papers, University of Connecticut, Department of Economics Downloads View citations (17)
    Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2008) Downloads View citations (8)

2007

  1. Asymmetry and Spillover Effects in the North American Equity Markets
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (8)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (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 Downloads
  2. Modeling US historical time-series prices and inflation using alternative long-memory approaches
    Empirical Economics, 2020, 58, (4), 1491-1511 Downloads

2019

  1. Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence
    Empirical Economics, 2019, 56, (1), 61-79 Downloads
    See also Working Paper (2017)

2018

  1. 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 Downloads View citations (8)
    See also Working Paper (2017)

2017

  1. Did Okun’s law die after the Great Recession?
    Business Economics, 2017, 52, (4), 216-226 Downloads
    See also Working Paper (2016)
  2. Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach
    Eastern Economic Journal, 2017, 43, (1), 78-103 Downloads View citations (10)
  3. Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration
    Journal of Economics and Business, 2017, 92, (C), 45-62 Downloads View citations (5)
  4. Time-varying persistence of inflation: evidence from a wavelet-based approach
    Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (4), 18 Downloads View citations (1)
    See also Working Paper (2016)

2016

  1. Inflation persistence and structural breaks: the experience of inflation targeting countries and the US
    Journal of Economic Studies, 2016, 43, (6), 980-1005 Downloads View citations (8)
    See also Working Paper (2016)

2014

  1. An alternative test of the trade-off theory of capital structure
    Contemporary Economics, 2014, 8, (4) Downloads View citations (3)
  2. Purchasing Power Parity Between the UK and Germany: The Euro Era
    Open Economies Review, 2014, 25, (4), 677-699 Downloads View citations (4)

2013

  1. Firm profitability: Mean-reverting or random-walk behavior?
    Journal of Economics and Business, 2013, 66, (C), 76-97 Downloads View citations (8)
    See also Working Paper (2012)

2012

  1. Unit Roots and Structural Change
    Urban Studies, 2012, 49, (4), 757-776 Downloads View citations (2)

2011

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

2008

  1. Executive compensation and firm performance: adjustment dynamics, non-linearity and asymmetry
    Managerial and Decision Economics, 2008, 29, (4), 293-315 Downloads View citations (10)
  2. 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 Downloads View citations (4)

2007

  1. A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America
    International Review of Economics, 2007, 54, (4), 445-462 Downloads View citations (7)
  2. Asymmetry and Spillover Effects in the North American Equity Markets
    Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, 1-52 Downloads View citations (4)
    See also Working Paper (2007)

2006

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

2004

  1. PARAMETER HETEROGENEITY IN THE NEOCLASSICAL GROWTH MODEL: A QUANTILE REGRESSION APPROACH
    Journal of Economic Development, 2004, 29, (1), 1-31 Downloads View citations (15)

1993

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

1989

  1. Unanticipated monetary growth, output, and the price level in Latin America: An empirical investigation
    Journal of Development Economics, 1989, 30, (2), 345-358 Downloads View citations (4)

1988

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

1985

  1. Efficiency of commodity futures: A vector autoregression analysis
    Journal of Futures Markets, 1985, 5, (1), 57-76 Downloads View citations (7)

1983

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

1981

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

1978

  1. The Demand for Money: Some Evidence from Western Europe
    Swiss Journal of Economics and Statistics (SJES), 1978, 114, (I), 9-18 Downloads View citations (1)

1975

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