Let $a>0$ and $\gamma:t\to a+it,t\in\Bbb{R}$. Denote $$J(\alpha):=\frac{1}{2i\pi}\int_\gamma \frac{\exp(\alpha\cdot z)}{z^2}dz\quad\alpha\in\Bbb{R}$$
The exercise it to show that $J(\alpha)=0$ if $\alpha\le0$ and $J(\alpha)=\alpha$ if $\alpha\ge0.$
So first I want to show the integral converges, but if I am not mistaken I can write $$J(\alpha)=\frac1{2i\pi}\int_{-\infty}^\infty\frac{e^{\alpha(a+it)}}{(a+it)^2}dt$$ and using asymptotic behavior of $\frac{1}{(a+it)^2}$ I get that the limit as $t\to+\infty$ or $-\infty$ is zero.
Now to compute the integral I am not sure how can I do, mechanically I I consider $D_R:=[a-iR+a+iR]+\Gamma_R$ where $\Gamma_R$ is a half-circle of diameter $[a-iR+a+iR]$.
But now to compute the integral over $\Gamma_R$ I parametrize the circle as $t\to a+(a+iR)e^{it}$ so that I get $$\int_{\Gamma_R}\frac{\exp(\alpha\cdot z)}{z^2}dz=\int_{-\pi}^\pi \frac{exp\bigl(\alpha\cdot(a+(a+iR)e^{it})\bigr)}{(a+(a+iR)e^{it})^2}\cdot\bigl((i+i(a+iR))\dot(a+(a+iR)e^{it})\bigr)dt$$
which seems "ugly" so perhaps I am missing something.
If $\alpha\le 0$ we have $\vert e^{\alpha z}\vert \le 1$ in the "upper" plane, so that $\vert \int_{\gamma_R}\frac{\exp(\alpha\cdot z)}{z^2}dz\vert\le \frac{1}{(a+iR)^2}\cdot\pi R$ which gives us $$\int_{D_R}f(z)dz=\int_{a-iR}^{a+iR}f(x)dx+\int_{\Gamma_R}f(z)dz,$$
How can I continue ?