Giorgio Canarella
Personal Details
First Name: | Giorgio |
Middle Name: | |
Last Name: | Canarella |
Suffix: | |
RePEc Short-ID: | pca633 |
[This author has chosen not to make the email address public] | |
Affiliation
Lee School of Business
University of Nevada-Las Vegas
Las Vegas, Nevada (United States)https://www.unlv.edu/business
RePEc:edi:sbnlvus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020.
"Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting,"
Working Papers
202056, University of Pretoria, Department of Economics.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2023. "A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1801-1843, December.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020. "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working papers 2020-10, University of Connecticut, Department of Economics.
- Mahdi Ghaemi Asl & Giorgio Canarella & Stephen M. Miller, 2020.
"Dynamic Asymmetric Optimal Portfolio Allocation between Energy Stocks and Energy Commodities: Evidence from Clean Energy and Oil and Gas Companies,"
Working papers
2020-07, University of Connecticut, Department of Economics.
- Asl, Mahdi Ghaemi & Canarella, Giorgio & Miller, Stephen M., 2021. "Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies," Resources Policy, Elsevier, vol. 71(C).
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective," Working Papers 202093, University of Pretoria, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2019.
"Firm Size, Corporate Debt, R&D Activity, and Agency Costs: Exploring Dynamic and Non-Linear Effects,"
Working papers
2019-05, University of Connecticut, Department of Economics.
- Canarella, Giorgio & Miller, Stephen M., 2022. "Firm size, corporate debt, R&D activity, and agency costs: Exploring dynamic and non-linear effects," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
- Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2019. "Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective," Working Papers 201926, University of Pretoria, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2019. "Determinants of Optimal Capital Structure and Speed of Adjustment: Evidence from the U.S. ICT Sector," Working papers 2019-06, University of Connecticut, Department of Economics.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018.
"Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data,"
Working Papers
201838, University of Pretoria, Department of Economics.
- Giorgio Canarella & Luis Gil-Alana & Rangan Gupta & Stephen M Miller, 2021. "Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data," Urban Studies, Urban Studies Journal Limited, vol. 58(1), pages 53-72, January.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2018.
"Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation,"
Working Papers
201869, University of Pretoria, Department of Economics.
- Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2021. "Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(5), pages 289-310, December.
- Giorgio Canarella & Stephen M. Miller, 2017.
"The Determinants of Growth in the Information and Communication Technology (ICT) Industry: A Firm-Level Analysis,"
Working papers
2017-12, University of Connecticut, Department of Economics.
- Canarella, Giorgio & Miller, Stephen M., 2018. "The determinants of growth in the U.S. information and communication technology (ICT) industry: A firm-level analysis," Economic Modelling, Elsevier, vol. 70(C), pages 259-271.
- Giorgio Canarella & Stephen M. Miller, 2016.
"Did Okun's Law Die after the Great Recession?,"
Working papers
2016-10, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2017. "Did Okun’s law die after the Great Recession?," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 52(4), pages 216-226, October.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016.
"Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach,"
Working Papers
201647, University of Pretoria, Department of Economics.
- Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017. "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016. "Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach," Working papers 2016-09, University of Connecticut, Department of Economics.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2016.
"Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches,"
Working Papers
201683, University of Pretoria, Department of Economics.
- Giorgio Canarella & Luis A. Gil-Alaña & Rangan Gupta & Stephen M. Miller, 2017. "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working papers 2017-13, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Targeting: New Evidence from Fractional Integration and Cointegration," Working papers 2016-08, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2016.
"Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US,"
Working papers
2016-11, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-21, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2014.
"Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence,"
Working Papers
1403, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2019. "Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence," Empirical Economics, Springer, vol. 56(1), pages 61-79, January.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2013. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working papers 2013-19, University of Connecticut, Department of Economics.
- Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2017. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers 201740, University of Pretoria, Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Mahmoud M. Nourayi, 2012.
"Firm Profitability: Mean-Reverting or Random-Walk Behavior?,"
Working Papers
1202, University of Nevada, Las Vegas , Department of Economics.
- Canarella, Giorgio & Miller, Stephen M. & Nourayi, Mahmoud M., 2013. "Firm profitability: Mean-reverting or random-walk behavior?," Journal of Economics and Business, Elsevier, vol. 66(C), pages 76-97.
- Giorgio Canarella & Stephen M. Miller & Mahmoud M. Nourayi, 2012. "Firm Profitability: Mean-Reverting or Random-Walk Behavior?," Working papers 2012-05, University of Connecticut, Department of Economics, revised Oct 2012.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012.
"Purchasing Power Parity between the UK and the Euro Area,"
Working Papers
1208, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012. "Purchasing Power Parity between the UK and the Euro Area," Working papers 2012-46, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2011.
"Stochastic Convergence in the Euro Area,"
Working Papers
1102, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Stochastic Convergence in the Euro Area," Working papers 2010-32, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010.
"Unit Roots and Structural Change: An Application to US House-Price Indices,"
Working Papers
1004, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working papers 2010-04, University of Connecticut, Department of Economics, revised Dec 2010.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2009.
"Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience,"
Working Papers
0905, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008. "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working papers 2008-49, University of Connecticut, Department of Economics.
- Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008.
"Is the Great Moderation Ending? UK and US Evidence,"
Working Papers
0801, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working papers 2008-24, University of Connecticut, Department of Economics.
- Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007.
"Asymmetry and Spillover Effects in the North American Equity Markets,"
Economics Discussion Papers
2007-35, Kiel Institute for the World Economy (IfW Kiel).
- Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio, 2007. "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), vol. 1, pages 1-52.
Articles
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, vol. 58(4), pages 1491-1511, April.
- Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2020. "Does real U.K. GDP have a unit root? Evidence from a multi-century perspective," Applied Economics, Taylor & Francis Journals, vol. 52(10), pages 1070-1087, February.
- Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2019.
"Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence,"
Empirical Economics, Springer, vol. 56(1), pages 61-79, January.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2014. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers 1403, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2013. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working papers 2013-19, University of Connecticut, Department of Economics.
- Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2017. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers 201740, University of Pretoria, Department of Economics.
- Canarella, Giorgio & Miller, Stephen M., 2018.
"The determinants of growth in the U.S. information and communication technology (ICT) industry: A firm-level analysis,"
Economic Modelling, Elsevier, vol. 70(C), pages 259-271.
- Giorgio Canarella & Stephen M. Miller, 2017. "The Determinants of Growth in the Information and Communication Technology (ICT) Industry: A Firm-Level Analysis," Working papers 2017-12, University of Connecticut, Department of Economics.
- Canarella, Giorgio & Miller, Stephen M., 2017. "Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration," Journal of Economics and Business, Elsevier, vol. 92(C), pages 45-62.
- Giorgio Canarella & Stephen M Miller, 2017. "Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(1), pages 78-103, January.
- Giorgio Canarella & Stephen M. Miller, 2017.
"Did Okun’s law die after the Great Recession?,"
Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 52(4), pages 216-226, October.
- Giorgio Canarella & Stephen M. Miller, 2016. "Did Okun's Law Die after the Great Recession?," Working papers 2016-10, University of Connecticut, Department of Economics.
- Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017.
"Time-varying persistence of inflation: evidence from a wavelet-based approach,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016. "Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach," Working papers 2016-09, University of Connecticut, Department of Economics.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016. "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers 201647, University of Pretoria, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2016. "Inflation persistence and structural breaks," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(6), pages 980-1005, November.
- Giorgio Canarella & Stephen Miller & Stephen Pollard, 2014. "Purchasing Power Parity Between the UK and Germany: The Euro Era," Open Economies Review, Springer, vol. 25(4), pages 677-699, September.
- Giorgio Canarella & Mahmoud Nourayi & Michael J. Sullivan, 2014. "An alternative test of the trade-off theory of capital structure," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(4), December.
- Canarella, Giorgio & Miller, Stephen M. & Nourayi, Mahmoud M., 2013.
"Firm profitability: Mean-reverting or random-walk behavior?,"
Journal of Economics and Business, Elsevier, vol. 66(C), pages 76-97.
- Giorgio Canarella & Stephen M. Miller & Mahmoud M. Nourayi, 2012. "Firm Profitability: Mean-Reverting or Random-Walk Behavior?," Working Papers 1202, University of Nevada, Las Vegas , Department of Economics.
- Giorgio Canarella & Stephen M. Miller & Mahmoud M. Nourayi, 2012. "Firm Profitability: Mean-Reverting or Random-Walk Behavior?," Working papers 2012-05, University of Connecticut, Department of Economics, revised Oct 2012.
- Giorgio Canarella & Stephen Miller & Stephen Pollard, 2012. "Unit Roots and Structural Change," Urban Studies, Urban Studies Journal Limited, vol. 49(4), pages 757-776, March.
- Giorgio Canarella & Stephen Miller & Stephen Pollard, 2011. "The Global Financial Crisis and Stochastic Convergence in the Euro Area," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(3), pages 315-333, August.
- Giorgio Canarella & Mahmoud M. Nourayi, 2008. "Executive compensation and firm performance: adjustment dynamics, non-linearity and asymmetry," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 29(4), pages 293-315.
- Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio, 2007.
"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), vol. 1, pages 1-52.
- Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007. "Asymmetry and Spillover Effects in the North American Equity Markets," Economics Discussion Papers 2007-35, Kiel Institute for the World Economy (IfW Kiel).
- Giorgio Canarella & Stephen Pollard, 2007. "A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 54(4), pages 445-462, December.
- Giorgio Canarella & Stephen Pollard, 2006. "Distribution dynamics and convergence in Latin America: A non-parametric analysis," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 53(1), pages 68-95, March.
- Giorgio Canarella & Stephen Pollard, 2004. "Parameter Heterogeneity In The Neoclassical Growth Model: A Quantile Regression Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 29(1), pages 1-31, June.
- Canarella, G. & Pollard, S. & Lai, K., 1993. "Cointegration and time-varying parameters : A reply," European Economic Review, Elsevier, vol. 37(6), pages 1283-1284, August.
- Canarella, Giorgio & Pollard, Stephen K., 1989. "Unanticipated monetary growth, output, and the price level in Latin America: An empirical investigation," Journal of Development Economics, Elsevier, vol. 30(2), pages 345-358, April.
- Canarella, Giorgio & Pollard, Stephen K., 1988. "Efficiency in foreign exchange markets: A vector autoregression approach," Journal of International Money and Finance, Elsevier, vol. 7(3), pages 331-346, September.
- Giorgio Canarella & Stephen K. Pollard, 1985. "Efficiency of commodity futures: A vector autoregression analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 5(1), pages 57-76, March.
- Canarella, Giorgio & Garston, Neil, 1983. "Monetary and Public Debt Shocks: Tests and Efficient Estimates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 15(2), pages 199-211, May.
- Canarella, Giorgio & Garston, Neil, 1981. "Money, expectations, and interest rates," Journal of Macroeconomics, Elsevier, vol. 3(4), pages 517-530.
- Giorgio Canarella & Richard M. Roseman, 1978. "The Demand for Money: Some Evidence from Western Europe," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 114(I), pages 9-18, March.
- Canarella, Giorgio & Tomaske, John A., 1975.
"The Optimal Utilization of Slaves,"
The Journal of Economic History, Cambridge University Press, vol. 35(3), pages 621-629, September.
RePEc:eme:mfipps:v:34:y:2008:i:8:p:537-554 is not listed on IDEAS
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 29 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (14) 2008-08-31 2008-11-25 2013-04-27 2015-03-22 2016-07-02 2016-09-25 2016-09-25 2016-09-25 2016-09-25 2016-10-02 2016-11-27 2017-07-02 2018-07-16 2018-12-03. Author is listed
- NEP-MON: Monetary Economics (8) 2008-08-31 2008-11-25 2011-01-03 2013-04-27 2016-07-02 2016-09-25 2016-09-25 2016-10-02. Author is listed
- NEP-ETS: Econometric Time Series (7) 2016-07-02 2016-09-25 2017-07-02 2018-07-16 2018-12-03 2019-04-08 2020-07-13. Author is listed
- NEP-CBA: Central Banking (6) 2008-08-31 2008-11-25 2016-07-02 2016-09-25 2016-09-25 2016-09-25. Author is listed
- NEP-HIS: Business, Economic and Financial History (5) 2016-11-27 2017-07-02 2018-07-16 2019-04-08 2020-10-26. Author is listed
- NEP-BEC: Business Economics (4) 2012-03-14 2017-07-02 2019-04-08 2019-04-08
- NEP-CFN: Corporate Finance (4) 2008-12-21 2017-07-02 2019-04-08 2019-04-08
- NEP-FMK: Financial Markets (4) 2007-10-20 2008-12-21 2009-02-14 2020-08-24
- NEP-ORE: Operations Research (4) 2018-12-03 2020-07-13 2020-08-24 2020-08-24
- NEP-FOR: Forecasting (3) 2018-12-03 2020-07-13 2020-08-24
- NEP-ICT: Information and Communication Technologies (3) 2017-07-02 2019-04-08 2019-04-08
- NEP-BIG: Big Data (2) 2020-07-13 2020-08-24
- NEP-CMP: Computational Economics (2) 2020-07-13 2020-08-24
- NEP-EEC: European Economics (2) 2011-01-03 2013-04-27
- NEP-RMG: Risk Management (2) 2008-12-21 2020-08-24
- NEP-SBM: Small Business Management (2) 2017-07-02 2019-04-08
- NEP-URE: Urban and Real Estate Economics (2) 2010-02-20 2011-03-26
- NEP-CSE: Economics of Strategic Management (1) 2017-07-02
- NEP-ECM: Econometrics (1) 2016-07-02
- NEP-EFF: Efficiency and Productivity (1) 2017-07-02
- NEP-ENE: Energy Economics (1) 2020-08-24
- NEP-ENT: Entrepreneurship (1) 2017-07-02
- NEP-ENV: Environmental Economics (1) 2020-08-24
- NEP-OPM: Open Economy Macroeconomics (1) 2011-01-03
- NEP-PPM: Project, Program and Portfolio Management (1) 2019-04-08
- NEP-SEA: South East Asia (1) 2008-12-21
- NEP-TID: Technology and Industrial Dynamics (1) 2017-07-02
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