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Publications

by members of

University of Nevada-Las Vegas → Lee School of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2020

  1. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020, "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working Papers, University of Pretoria, Department of Economics, number 202056, Jun.
  2. 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, University of Pretoria, Department of Economics, number 202093, Oct.
  3. 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, University of Connecticut, Department of Economics, number 2020-07, Aug.

2019

  1. 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, University of Pretoria, Department of Economics, number 201926, Mar.
  2. Giorgio Canarella & Stephen M. Miller, 2019, "Firm Size, Corporate Debt, R&D Activity, and Agency Costs: Exploring Dynamic and Non-Linear Effects," Working papers, University of Connecticut, Department of Economics, number 2019-05, Mar.
  3. Giorgio Canarella & Stephen M. Miller, 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, number 2019-06, Mar.

2018

  1. 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, University of Pretoria, Department of Economics, number 201838, Jun.
  2. 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, University of Pretoria, Department of Economics, number 201869, Nov.

2017

  1. Giorgio Canarella & Stephen M. Miller, 2017, "The Determinants of Growth in the Information and Communication Technology (ICT) Industry: A Firm-Level Analysis," Working papers, University of Connecticut, Department of Economics, number 2017-12, Jun.

2016

  1. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 201647, Jun.
  2. 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, University of Pretoria, Department of Economics, number 201683, Nov.
  3. Giorgio Canarella & Stephen M. Miller, 2016, "Inflation Targeting: New Evidence from Fractional Integration and Cointegration," Working papers, University of Connecticut, Department of Economics, number 2016-08, Sep.
  4. Giorgio Canarella & Stephen M. Miller, 2016, "Did Okun's Law Die after the Great Recession?," Working papers, University of Connecticut, Department of Economics, number 2016-10, Sep.
  5. Giorgio Canarella & Stephen M. Miller, 2016, "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers, University of Connecticut, Department of Economics, number 2016-11, Sep.

2014

  1. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2014, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1403, Dec.

2012

  1. Giorgio Canarella & Stephen M. Miller & Mahmoud M. Nourayi, 2012, "Firm Profitability: Mean-Reverting or Random-Walk Behavior?," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1202, Apr.
  2. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012, "Purchasing Power Parity between the UK and the Euro Area," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1208, Aug.

2011

  1. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2011, "Stochastic Convergence in the Euro Area," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1102, Mar.

2010

  1. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010, "Unit Roots and Structural Change: An Application to US House-Price Indices," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1004, Aug.

2009

  1. 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, University of Nevada, Las Vegas , Department of Economics, number 0905, Jan.

2008

  1. Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008, "Is the Great Moderation Ending? UK and US Evidence," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0801, Nov.

2007

  1. Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007, "Asymmetry and Spillover Effects in the North American Equity Markets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-35.

Journal articles

2020

  1. 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, volume 58, issue 4, pages 1491-1511, April, DOI: 10.1007/s00181-018-1597-2.
  2. 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, volume 52, issue 10, pages 1070-1087, February, DOI: 10.1080/00036846.2019.1655138.

2019

  1. 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, volume 56, issue 1, pages 61-79, January, DOI: 10.1007/s00181-017-1361-z.

2018

  1. 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, volume 70, issue C, pages 259-271, DOI: 10.1016/j.econmod.2017.11.011.

2017

  1. 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, volume 21, issue 4, pages 1-18, September, DOI: 10.1515/snde-2016-0130.
  2. Canarella, Giorgio & Miller, Stephen M., 2017, "Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration," Journal of Economics and Business, Elsevier, volume 92, issue C, pages 45-62, DOI: 10.1016/j.jeconbus.2017.05.002.
  3. Giorgio Canarella & Stephen M. Miller, 2017, "Did Okun’s law die after the Great Recession?," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 52, issue 4, pages 216-226, October, DOI: 10.1057/s11369-017-0045-1.
  4. 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, volume 43, issue 1, pages 78-103, January, DOI: 10.1057/eej.2015.36.

2016

  1. Giorgio Canarella & Stephen M. Miller, 2016, "Inflation persistence and structural breaks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 6, pages 980-1005, November, DOI: 10.1108/JES-10-2015-0190.

2014

  1. Giorgio Canarella & Stephen Miller & Stephen Pollard, 2014, "Purchasing Power Parity Between the UK and Germany: The Euro Era," Open Economies Review, Springer, volume 25, issue 4, pages 677-699, September, DOI: 10.1007/s11079-014-9309-9.
  2. Giorgio Canarella & Mahmoud Nourayi & Michael J. Sullivan, 2014, "An alternative test of the trade-off theory of capital structure," Contemporary Economics, Vizja University, volume 8, issue 4, December.

2013

  1. Canarella, Giorgio & Miller, Stephen M. & Nourayi, Mahmoud M., 2013, "Firm profitability: Mean-reverting or random-walk behavior?," Journal of Economics and Business, Elsevier, volume 66, issue C, pages 76-97, DOI: 10.1016/j.jeconbus.2012.11.002.

2012

  1. Giorgio Canarella & Stephen Miller & Stephen Pollard, 2012, "Unit Roots and Structural Change," Urban Studies, Urban Studies Journal Limited, volume 49, issue 4, pages 757-776, March, DOI: 10.1177/0042098011404935.

2011

  1. 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, volume 17, issue 3, pages 315-333, August, DOI: 10.1007/s11294-011-9308-1.

2008

  1. 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., volume 29, issue 4, pages 293-315, DOI: 10.1002/mde.1368.

2007

  1. 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), volume 54, issue 4, pages 445-462, December, DOI: 10.1007/s12232-007-0025-2.
  2. 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, volume 1, pages 1-52, DOI: 10.5018/economics-ejournal.ja.2007-.

2006

  1. 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), volume 53, issue 1, pages 68-95, March, DOI: 10.1007/BF03029850.

2004

  1. 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, volume 29, issue 1, pages 1-31, June.

1993

  1. Canarella, G. & Pollard, S. & Lai, K., 1993, "Cointegration and time-varying parameters : A reply," European Economic Review, Elsevier, volume 37, issue 6, pages 1283-1284, August.

1989

  1. 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, volume 30, issue 2, pages 345-358, April.

1988

  1. Canarella, Giorgio & Pollard, Stephen K., 1988, "Efficiency in foreign exchange markets: A vector autoregression approach," Journal of International Money and Finance, Elsevier, volume 7, issue 3, pages 331-346, September.

1985

  1. Giorgio Canarella & Stephen K. Pollard, 1985, "Efficiency of commodity futures: A vector autoregression analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 5, issue 1, pages 57-76, March.

1983

  1. Canarella, Giorgio & Garston, Neil, 1983, "Monetary and Public Debt Shocks: Tests and Efficient Estimates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 15, issue 2, pages 199-211, May.

1981

  1. Canarella, Giorgio & Garston, Neil, 1981, "Money, expectations, and interest rates," Journal of Macroeconomics, Elsevier, volume 3, issue 4, pages 517-530.

1978

  1. 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), volume 114, issue 1, pages 9-18, March.

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