Giorgio Canarella

California State University, Los Angeles - Department of Economics & Statistics

Professor of Economics and Statistics

Los Angeles

Los Angeles, CA 90032

United States

University of Nevada, Las Vegas

Visiting Lecturer

4505 S. Maryland Parkway

Las Vegas, NV 89154

United States

  • California State University, Los Angeles - Department of Economics & Statistics

  • University of Nevada, Las Vegas

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 41,722

SSRN RANKINGS

Top 41,722

in Total Papers Downloads

2,547

TOTAL CITATIONS
Rank 42,559

SSRN RANKINGS

Top 42,559

in Total Papers Citations

20

Scholarly Papers (15)

Actions:
Email selected abstracts
1.

An Alternative Test of the Trade-Off Theory of Capital Structure

Contemporary Economics, Vol. 8, No. 4, pp. 365-386, 2014
Number of pages: 22 Posted: 12 Jan 2015
Giorgio Canarella, Mahmoud M. Nourayi and Michael J. Sullivan
California State University, Los Angeles - Department of Economics & Statistics, Loyola Marymount University - Department of Accounting and University of Nevada, Las Vegas - Department of Finance
Downloads 541 (108,635)
Citation 1

Abstract:

Loading...

panel unit root tests, capital structure theories, cross-sectional dependence, debt ratio

2.

Unit Roots and Structural Change: An Application to US House-Price Indices

Urban Studies, 49(4), March 2012
Number of pages: 45 Posted: 03 Feb 2010 Last Revised: 04 Feb 2013
Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 250 (256,715)
Citation 2

Abstract:

Loading...

House-price indexes, Time-series properties, “Ripple” effects

3.

Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience

STOCK RETURNS: CYCLICALITY, PREDICTION, AND ECONOMIC CONSEQUENNCES, G. I. Ellison, ed., Nova Science Publishers, Inc., 4th Quarter 2009
Number of pages: 94 Posted: 23 Jan 2009 Last Revised: 20 Jan 2010
Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 233 (276,191)

Abstract:

Loading...

NAFTA stock markets, cointegration, impulse response, volatility transmission

4.

Firm Profitability: Mean-Reverting or Random-Walk Behavior?

Journal of Economics and Business, March-April 2013
Number of pages: 36 Posted: 07 Apr 2012 Last Revised: 29 May 2014
Giorgio Canarella, Stephen M. Miller and Mahmoud M. Nourayi
California State University, Los Angeles - Department of Economics & Statistics, University of Nevada, Las Vegas - Department of Economics and Loyola Marymount University - Department of Accounting
Downloads 205 (310,731)
Citation 8

Abstract:

Loading...

Cross-sectional dependence, unit roots, panel data, hysteresis, firm profitability

5.

Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach

Eastern Economic Journal, July 2015
Number of pages: 40 Posted: 01 Feb 2014 Last Revised: 31 Aug 2016
Giorgio Canarella and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics and University of Nevada, Las Vegas - Department of Economics
Downloads 181 (350,103)
Citation 1

Abstract:

Loading...

persistence, log periodogram, inflation targeting, fractional integration

6.

Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach

Studies in Nonlinear Dynamics and Econometrics, September 2017
Number of pages: 38 Posted: 20 Aug 2016 Last Revised: 26 Nov 2017
Heni Boubaker, Giorgio Canarella, Rangan Gupta and Stephen M. Miller
IPAG Business School, California State University, Los Angeles - Department of Economics & Statistics, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 162 (385,748)
Citation 2

Abstract:

Loading...

Time-varying long-memory, LSTAR model, MODWT algorithm, ILSE estimator

7.

Is the Great Moderation Ending? UK and US Evidence

Modern Economy, May 2010
Number of pages: 51 Posted: 19 Aug 2008 Last Revised: 26 Dec 2010
Giorgio Canarella, Wen-Shwo Fang, Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, Feng Chia University - Department of Economics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 162 (383,738)

Abstract:

Loading...

Great Moderation, Regime switching, SWARCH

8.

Inflation Targeting: New Evidence from Fractional Integration and Cointegration

Journal of Economics and Business, July-August 2017
Number of pages: 36 Posted: 21 Aug 2016 Last Revised: 26 Nov 2017
Giorgio Canarella and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics and University of Nevada, Las Vegas - Department of Economics
Downloads 130 (458,995)
Citation 1

Abstract:

Loading...

inflation targeting, inflation persistence, fractional integration, cointegration

9.

Did Okun's Law Die after the Great Recession?

Business Economics, October 2017
Number of pages: 36 Posted: 20 Aug 2016 Last Revised: 26 May 2018
Giorgio Canarella and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics and University of Nevada, Las Vegas - Department of Economics
Downloads 130 (458,995)
Citation 2

Abstract:

Loading...

Okun's law; structural breaks; threshold effects

10.

Persistence and Cyclical Dynamics of U.S. and U.K. House Prices: Evidence from Over 150 Years of Data

Journal of Policy Modeling, online October 2019
Number of pages: 46 Posted: 19 Jun 2018 Last Revised: 27 Jul 2020
Giorgio Canarella, Luis A. Gil-Alana, Rangan Gupta and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics, University of Navarra - Department of Economics, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 118 (497,785)
Citation 1

Abstract:

Loading...

Persistence; house prices; fractional integration, cyclical behavior

11.

Asymmetry and Spillover Effects in the North American Equity Markets

Downloads 117 (497,785)

Asymmetry and Spillover Effects in the North American Equity Markets

Economics Discussion Paper No. 2007-35
Number of pages: 53 Posted: 29 Nov 2010
Giorgio Canarella, Bertil Holmlund and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, Uppsala University - Department of Economics and TUI University
Downloads 62 (747,326)

Abstract:

Loading...

APARCH, Asymmetric Spillovers, North American Stock Markets

Asymmetry and Spillover Effects in the North American Equity Markets

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 1, 2007-12
Number of pages: 52 Posted: 18 Dec 2010
Giorgio Canarella, Sunil K. Sapra and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, affiliation not provided to SSRN and TUI University
Downloads 55 (793,384)

Abstract:

Loading...

APARCH, Asymmetric Spillovers, North American Stock Markets

12.

Purchasing Power Parity between the UK and the Euro Area

Open Economies Review, September 2014
Number of pages: 53 Posted: 01 Feb 2013 Last Revised: 18 Mar 2015
Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 116 (501,100)

Abstract:

Loading...

Purchasing Power Parity, Euro Area, Cointegrated VAR

13.

The Global Financial Crisis and Stochastic Convergence in the Euro Area

International Advances in Economic Research, August 2011
Number of pages: 29 Posted: 25 Dec 2010 Last Revised: 08 Apr 2012
Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 111 (521,355)

Abstract:

Loading...

Stochastic convergence, Nonlinearity, Unit-root tests, Structural breaks

14.

Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence

Empirical Economics, January 2019
Number of pages: 30 Posted: 27 Jul 2013 Last Revised: 27 Jul 2020
Giorgio Canarella, Rangan Gupta, Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics, University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics and TUI University
Downloads 91 (593,290)
Citation 2

Abstract:

Loading...

structural break tests, hysteresis, Great Recession, unit root, MSA unemployment rate, mean reversion

15.

Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US

Journal of Economic Studies, Issue 6, 2016
Posted: 27 Aug 2014 Last Revised: 18 Jun 2017
Giorgio Canarella and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics and University of Nevada, Las Vegas - Department of Economics

Abstract:

Loading...

inflation persistence; inflation targeting; fractional integration; rolling window estimation; structural breaks