Giorgio Canarella
Biographic Data
| ID | 2519401 |
|---|---|
| NAME | Giorgio Canarella |
| GIVEN NAMES | Giorgio |
| FAMILY NAME | Canarella |
| SIGNATURE | CANARELLA G |
| AFFILIATIONS | California State University Los Angeles |
| VERIFIED | No |
| TOTAL WORKS | 5 |
| TOTAL CITATIONS | 23 |
| AUTHOR COUNT | 5 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1975 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 2 |
Globalization, long memory, and real interest rate convergence
Persistence and cyclical dynamics of US and UK house prices
This paper provides a new and unique look at the dynamics and persistence of historical house prices in the USA and the UK using fractional integration techniques not previously applied to housing markets. Unlike previous research, we consider two components of persistence of house prices: the component associated with the long-run trend and the component associated with the cycle. We find evidence of cyclical and long-run persistence in the UK h…
Unit Roots and Structural Change
This paper employs time-series analysis to investigate the price dynamics of the house price indices included in the S&P/Case–Shiller Composite10 index and the validity of the ‘ripple effect’, following the approach outlined by Meen (1999). More specifically, the paper first considers the time-series properties of the capital gain from the sale of houses. That is, it examines whether shocks to the capital gain series produce permanent or transito…
Unanticipated monetary growth, output, and the price level in Latin America
The Optimal Utilization of Slaves
A Major theme in the historiography of American slavery is the analysis of the slave plantation as a capitalist market oriented enterprise. Much of the controversy surrounding the work of such scholars as Stanley Elkins, Kenneth Stampp and Eugene Genovese stems from differing views of the interaction of commercial capitalism with the ancient institution of slavery. A recurrent topic in this literature is the impact of the profit motive and compet…
Unit Roots and Structural Change
This paper employs time-series analysis to investigate the price dynamics of the house price indices included in the S&P/Case–Shiller Composite10 index and the validity of the ‘ripple effect’, following the approach outlined by Meen (1999). More specifically, the paper first considers the time-series properties of the capital gain from the sale of houses. That is, it examines whether shocks to the capital gain series produce permanent or transito…
The Optimal Utilization of Slaves
A Major theme in the historiography of American slavery is the analysis of the slave plantation as a capitalist market oriented enterprise. Much of the controversy surrounding the work of such scholars as Stanley Elkins, Kenneth Stampp and Eugene Genovese stems from differing views of the interaction of commercial capitalism with the ancient institution of slavery. A recurrent topic in this literature is the impact of the profit motive and compet…
Persistence and cyclical dynamics of US and UK house prices
This paper provides a new and unique look at the dynamics and persistence of historical house prices in the USA and the UK using fractional integration techniques not previously applied to housing markets. Unlike previous research, we consider two components of persistence of house prices: the component associated with the long-run trend and the component associated with the cycle. We find evidence of cyclical and long-run persistence in the UK h…
Unanticipated monetary growth, output, and the price level in Latin America
The Optimal Utilization of Slaves
A Major theme in the historiography of American slavery is the analysis of the slave plantation as a capitalist market oriented enterprise. Much of the controversy surrounding the work of such scholars as Stanley Elkins, Kenneth Stampp and Eugene Genovese stems from differing views of the interaction of commercial capitalism with the ancient institution of slavery. A recurrent topic in this literature is the impact of the profit motive and compet…
Unanticipated monetary growth, output, and the price level in Latin America
Unit Roots and Structural Change
This paper employs time-series analysis to investigate the price dynamics of the house price indices included in the S&P/Case–Shiller Composite10 index and the validity of the ‘ripple effect’, following the approach outlined by Meen (1999). More specifically, the paper first considers the time-series properties of the capital gain from the sale of houses. That is, it examines whether shocks to the capital gain series produce permanent or transito…
Persistence and cyclical dynamics of US and UK house prices
This paper provides a new and unique look at the dynamics and persistence of historical house prices in the USA and the UK using fractional integration techniques not previously applied to housing markets. Unlike previous research, we consider two components of persistence of house prices: the component associated with the long-run trend and the component associated with the cycle. We find evidence of cyclical and long-run persistence in the UK h…
Globalization, long memory, and real interest rate convergence
Economics (5 works) · Monetary Policy and Economic Impact (4 works) · Econometrics (3 works) · Computer Science (2 works) · Economic theories and models (2 works) · House price (2 works) · Housing Market and Economics (2 works) · Macroeconomics (2 works) · Market Dynamics and Volatility (2 works) · Mean reversion (2 works)