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Publications

by members of

City St George's → Bayes Business School → Centre for Econometric Analysis (CEA)

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 | Chapters |

Working papers

2022

  1. Giovanni Urga & Fa Wang, 2022, "Estimation and Inference for High Dimensional Factor Model with Regime Switching," Papers, arXiv.org, number 2205.12126, May, revised Apr 2023.

2020

  1. Eric Hillebrand & Jakob Mikkelsen & Lars Spreng & Giovanni Urga, 2020, "Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-19, Dec.
  2. Oguzhan Akgun & Alain Pirotte & Giovanni Urga & Zhenlin Yang, 2020, "Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts," Papers, arXiv.org, number 2003.02803, Mar, revised Feb 2023.

2019

  1. de Menezes, Lilian M. & Russo, Marianna & Urga, Giovanni, 2019, "Measuring liquidity in gas markets: The case of the UK National Balancing Point," Papers, Economic and Social Research Institute (ESRI), number RB201906.

2018

  1. Riccardo Borghi & Eric Hillebrand & Jakob Mikkelsen & Giovanni Urga, 2018, "The dynamics of factor loadings in the cross-section of returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-38, Dec.

2016

  1. Lilian de Menezes & Marianna Russo & Giovanni Urga, 2016, "Identifying Drivers of Liquidity in the NBP Month-ahead Market," EcoMod2016, EcoMod, number 9570, Jul.
  2. Dumitru, Ana-Maria & Urga, Giovanni, 2016, "Jumps and Information Asymmetry in the US Treasury Market," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 130148.

2015

  1. Jakob Guldbæk Mikkelsen & Eric Hillebrand & Giovanni Urga, 2015, "Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-61, 12.

2014

  1. Hynek Lavicka & Tomas Lichard & Jan Novotny, 2014, "Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp511, Mar.

2013

  1. Jan Hanousek & Ev??en Ko??enda & Jan Novotn??, 2013, "Price Jumps on European Stock Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1059, Sep.
  2. Jan Novotn?? & Jan Hanousek & Ev??en Ko??enda, 2013, "Price Jump Indicators: Stock Market Empirics During the Crisis," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1050, Jun.

2012

  1. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012, "Testing for Instability in Covariance Structures," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 131, Apr.
  2. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012, "Testing for Breaks in Cointegrated Panels," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 135, Feb.
  3. Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2012, "Independent Factor Autoregressive Conditional Density Model," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 021, Nov.

2011

  1. Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011, "The Identification of Price Jumps," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp434, Mar.
  2. Elisabetta Pellini, 2011, "Measuring the impact of market coupling on the Italian electricity market using ELFO++," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 133, Oct.
  3. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2011, "Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 129, Feb.

2010

  1. Jan Novotny, 2010, "Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp412, Aug.
  2. Jan Novotny, 2010, "Were Stocks during the Financial Crisis More Jumpy: A Comparative Study," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp416, Sep.

2009

  1. Matteo Mogliani & Giovanni Urga & Carlos Winograd, 2009, "Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006," PSE Working Papers, HAL, number halshs-00575107, Dec.

2008

  1. Ciaran Driver & Lorenzo Trapani & Giovanni Urga, 2008, "On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0803.
  2. Michele Meoli & Stefano Paleari & Giovanni Urga, 2008, "Controlling shareholders and minority protection: governance lessons from the case of Telecom Italia," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0808.
  3. Michele Meoli & Stefano Paleari & Giovanni Urga, 2008, "Use and abuse of rights issues. Do they really protect minorities?," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0811.

2007

  1. Michele Meoli & Alexander Mertens & Giovanni Urga, 2007, "An Econometric Analysis of the Banking Crises in Russia and Ukraine," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0702.
  2. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007, "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0708.
  3. Lorenzo Trapani & Giovanni Urga, 2007, "Micro versus Macro Cointegration in Heterogeneous Panels," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0711.
  4. Dennis Philip & Chihwa Kao & Giovanni Urga, 2007, "Testing for Instability in Factor Structure of Yield Curves," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 96, Jul.
  5. Hong-Ming Huang & Chihwa Kao & Giovanni Urga, 2007, "Copula-Based Tests for Cross-Sectional Independence in Panel Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 99, Dec.

2006

  1. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006, "Asymptotics for panel models with common shocks," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0615.
  2. Lorenzo Trapani & Giovanni Urga, 2006, "Optimal forecasting with heterogeneous panels: a Monte Carlo study," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0616.

2005

  1. Ciaran Driver & Paul Temple & Giovanni Urga, 2005, "Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0405, Feb.
  2. Ciaran Driver & Paul Temple & Giovanni Urga, 2005, "Contrasts Between Classes of Assets in Fixed Investment Equations as a Way of Testing Real Option Theory," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0805, May.
  3. Ciaran Driver & Paul Temple & Giovanni Urga, 2005, "Identifying Externalities in UK Manufacturing Using Direct Estimation of an Average Cost Function," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1005, Jun.

2004

  1. Estrin, Saul & Bennett, John & Maw, James & Urga, Giovanni, 2004, "Privatization Methods and Economic Growth in Transition Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 4291, Mar.
  2. Giovanni Urga & Lorenzo Trapani, 2004, "Cointegration Versus Spurious Regression In Heterogeneous Panels," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 74, Sep.
  3. Ciaran Driver & Lorenzo Trapani & Giovanni Urga, 2004, "Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 96, Sep.
  4. Giovanni Urga & Christian de Peretti, 2004, "Stopping Tests in the Sequential Estimation for Multiple Structural Breaks," Econometric Society 2004 Latin American Meetings, Econometric Society, number 320, Aug.
  5. Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini, 2004, "Testing Asset Pricing Model with Coskweness," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 491, Aug.

2002

  1. Ciaran Driver & Katsushi Imai & Paul Temple & Giovanni Urga, 2002, "Contrasts between classes of assets in fixed investment panel equations as a way of testing real option theory," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B3-3, Mar.
  2. Ciaran Driver & Katsushi Imai & Paul Temple & Giovanni Urga, 2002, "The Effect of Uncertainty on UK Investment Authorisation: Pooled Estimators vs. Heterogeneous Estimators1," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B3-4, Mar.
  3. Driver, Ciaran & Paul Temple & Giovanni Urga, 2002, "Profitability, Capacity, and Uncertainty: A Robust Model of UK Manufacturing Investment," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 66, Aug.

2000

  1. Rockinger, Michael & Urga, Giovanni, 2000, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 2346, Jan.

1999

  1. Claudia Panseri & Giovanni Urga & Annalisa Cristini, 1999, "The Application of the Kalman Filter to the Fisher Equation: Italian and German Term Structure of Interest Rates," Computing in Economics and Finance 1999, Society for Computational Economics, number 941, Mar.

1997

  1. Estrin, Saul & Urga, Giovanni, 1997, "Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995," CEPR Discussion Papers, Centre for Economic Policy Research, number 1616, Apr.
  2. Geroski, Paul A & Urga, Giovanni & Samiei, Hossein, 1997, "Are Differences in Firm Size Transitory or Permanent?," CEPR Discussion Papers, Centre for Economic Policy Research, number 1691, Oct.
  3. Michael Rockinger & Giovanni Urga, 1997, "Information Content of Russian Stock Indices," Working Papers, HAL, number hal-00601586.
  4. Saul Estrin & Geovanni Urga, 1997, "Convergence in Output in Transition Economies Central & Eastern Europe, 1970-1995," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 30, Feb.

1993

  1. G. Urga & G. Parigi, 1993, "Panel Data vs Time Series Regression Analysis: An Aggregation Issue," Working Papers, Queen Mary University of London, School of Economics and Finance, number 292, Jul.
  2. G. Urga, 1993, "Unions Cash Flow and Investment Decisions: Evidence from Italian Firm Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 297, Jul.

1992

  1. Urga, G., 1992, "The Econometrics of Panel Data: A Selective Introduction," Economics Series Working Papers, University of Oxford, Department of Economics, number 99151.

1991

  1. Giovanni URGA, 1991, "Dynamic Models of Labour Demand in the Italian Industrial Sector: Theories and Evidence from Panel Data," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 3, Dec.

Undated

  1. John Bennett & Saul Estrin & James Maw & Giovanni Urga, undated, "Privatization Methods and Economic Growth," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-24.

Journal articles

2025

  1. Cincinelli, Peter & Pellini, Elisabetta, 2025, "The role of geopolitical and climate risk in driving uncertainty in European electricity markets," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108276.

2024

  1. Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2024, "Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103323.

2022

  1. Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2022, "Systemic risk in the Chinese financial system: A panel Granger causality analysis," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102179.
  2. Bellavite Pellegrini, Carlo & Cincinelli, Peter & Meoli, Michele & Urga, Giovanni, 2022, "The contribution of (shadow) banks and real estate to systemic risk in China," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101018.
  3. Bellavite Pellegrini, Carlo & Cincinelli, Peter & Meoli, Michele & Urga, Giovanni, 2022, "The role of shadow banking in systemic risk in the European financial system," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106422.

2021

  1. Pellini, Elisabetta, 2021, "Estimating income and price elasticities of residential electricity demand with Autometrics," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105411.
  2. Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2021, "Leverage and systemic risk pro-cyclicality in the Chinese financial system," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101895.
  3. Oguzhan Akgun & Alain Pirotte & Giovanni Urga, 2021, "Heterogeneity and Cross-Sectional Dependence in Panels: Heterogeneous vs. Homogeneous Estimators," Revue d'économie politique, Dalloz, volume 131, issue 1, pages 19-55.

2020

  1. Leong, Soon Heng & Pellegrini, Carlo Bellavite & Urga, Giovanni, 2020, "The contribution of shadow insurance to systemic risk," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100778.
  2. Akgun, Oguzhan & Pirotte, Alain & Urga, Giovanni, 2020, "Forecasting using heterogeneous panels with cross-sectional dependence," International Journal of Forecasting, Elsevier, volume 36, issue 4, pages 1211-1227, DOI: 10.1016/j.ijforecast.2019.11.007.

2019

  1. Mikkelsen, Jakob Guldbæk & Hillebrand, Eric & Urga, Giovanni, 2019, "Consistent estimation of time-varying loadings in high-dimensional factor models," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 535-562, DOI: 10.1016/j.jeconom.2018.09.020.
  2. Bergamelli, Michele & Bianchi, Annamaria & Khalaf, Lynda & Urga, Giovanni, 2019, "Combining p-values to test for multiple structural breaks in cointegrated regressions," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 461-482, DOI: 10.1016/j.jeconom.2019.01.013.
  3. Alexeev, Vitali & Urga, Giovanni & Yao, Wenying, 2019, "Asymmetric jump beta estimation with implications for portfolio risk management," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 20-40, DOI: 10.1016/j.iref.2019.02.014.

2018

  1. Jan Novotný & Giovanni Urga, 2018, "Testing for Co-jumps in Financial Markets," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 1, pages 118-128.
  2. Carlo Bellavite Pellegrini & Laura Pellegrini & Michele Meoli & Giovanni Urga, 2018, "Systemic Risk Determinants In The European Banking Industry During Financial Crises, 2006-2012," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 126, issue 2, pages 109-122.
  3. Matteo Mogliani & Giovanni Urga, 2018, "On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 7, pages 1645-1660, October, DOI: 10.1111/jmcb.12480.

2017

  1. Bellavite Pellegrini, Carlo & Meoli, Michele & Urga, Giovanni, 2017, "Money market funds, shadow banking and systemic risk in United Kingdom," Finance Research Letters, Elsevier, volume 21, issue C, pages 163-171, DOI: 10.1016/j.frl.2017.02.002.
  2. Simona Boffelli & Vasiliki D. Skintzi & Giovanni Urga, 2017, "High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 62-105.

2015

  1. Novotný, Jan & Petrov, Dmitri & Urga, Giovanni, 2015, "Trading price jump clusters in foreign exchange markets," Journal of Financial Markets, Elsevier, volume 24, issue C, pages 66-92, DOI: 10.1016/j.finmar.2015.03.002.
  2. Leccadito, Arturo & Tunaru, Radu S. & Urga, Giovanni, 2015, "Trading strategies with implied forward credit default swap spreads," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 361-375, DOI: 10.1016/j.jbankfin.2015.04.018.
  3. Boffelli, Simona & Urga, Giovanni, 2015, "Macroannouncements, bond auctions and rating actions in the European government bond spreads," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 148-173, DOI: 10.1016/j.jimonfin.2015.01.004.
  4. Michele Bergamelli & Jan Novotný & Giovanni Urga, 2015, "Maximum Non-Extensive Entropy Block Bootstrap For Non-Stationary Processes," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 115-139.
  5. Arturo Leccadito & Omar Rachedi & Giovanni Urga, 2015, "True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 4, pages 452-479, April, DOI: 10.1080/07474938.2013.808462.
  6. Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015, "Independent Factor Autoregressive Conditional Density Model," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 5, pages 594-616, May, DOI: 10.1080/07474938.2013.808561.

2014

  1. Jan Hanousek & Evzen Kocenda & Jan Novotny, 2014, "Price jumps on European stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 1, pages 10-22, March.
  2. Jan Hanousek & Jan Novotný, 2014, "Cenové skoky během finanční nejistoty: od intuice k regulační perspektivě
    [Price Jumps during Financial Crisis: From Intuition to Financial Regulation]    ," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 1, pages 32-48, DOI: 10.18267/j.polek.936.
  3. Khalaf, Lynda & Urga, Giovanni, 2014, "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 385-396, DOI: 10.1016/j.jeconom.2014.06.001.
  4. Leccadito, Arturo & Boffelli, Simona & Urga, Giovanni, 2014, "Evaluating the accuracy of value-at-risk forecasts: New multilevel tests," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 206-216, DOI: 10.1016/j.ijforecast.2013.07.014.

2013

  1. Driver, Ciaran & Trapani, Lorenzo & Urga, Giovanni, 2013, "On the use of cross-sectional measures of forecast uncertainty," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 367-377, DOI: 10.1016/j.ijforecast.2012.11.005.

2012

  1. Hanousek, Jan & Novotný, Jan, 2012, "Price jumps in Visegrad-country stock markets: An empirical analysis," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 184-201, DOI: 10.1016/j.ememar.2012.01.005.
  2. Pellini, Elisabetta, 2012, "Measuring the impact of market coupling on the Italian electricity market," Energy Policy, Elsevier, volume 48, issue C, pages 322-333, DOI: 10.1016/j.enpol.2012.05.029.
  3. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012, "Asymptotics for Panel Models with Common Shocks," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 4, pages 390-439, DOI: 10.1080/07474938.2011.607991.

2011

  1. Ana-Maria Dumitru & Giovanni Urga, 2011, "Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 2, pages 242-255, October, DOI: 10.1080/07350015.2012.663250.

2010

  1. Lavička, H. & Lin, L. & Novotný, J., 2010, "Employment, Production and Consumption model: Patterns of phase transitions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 8, pages 1708-1720, DOI: 10.1016/j.physa.2009.12.046.
  2. Trapani, Lorenzo & Urga, Giovanni, 2010, "Micro versus macro cointegration in heterogeneous panels," Journal of Econometrics, Elsevier, volume 155, issue 1, pages 1-18, March.

2009

  1. Trapani, Lorenzo & Urga, Giovanni, 2009, "Optimal forecasting with heterogeneous panels: A Monte Carlo study," International Journal of Forecasting, Elsevier, volume 25, issue 3, pages 567-586, July.

2008

  1. Huang, Hongming & Kao, Chihwa & Urga, Giovanni, 2008, "Copula-based tests for cross-sectional independence in panel models," Economics Letters, Elsevier, volume 100, issue 2, pages 224-228, August.
  2. Driver, Ciaran & Temple, Paul & Urga, Giovanni, 2008, "Real options -- delay vs. pre-emption: Do industrial characteristics matter?," International Journal of Industrial Organization, Elsevier, volume 26, issue 2, pages 532-545, March.
  3. Michele Meoli & Stefano Paleari & Giovanni Urga, 2008, "Changes in ownership and minority protection," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 4, issue 4, pages 323-342, September, DOI: 10.1108/17439130810902813.

2007

  1. Urga, Giovanni, 2007, "Common Features in Economics and Finance: An Overview of Recent Developments," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 2-11, January.
  2. John Bennett & Saul Estrin & Giovanni Urga, 2007, "Methods of privatization and economic growth in transition economies1," The Economics of Transition, The European Bank for Reconstruction and Development, volume 15, issue 4, pages 661-683, October, DOI: 10.1111/j.1468-0351.2007.00300.x.
  3. Lazarová, štěpána & Trapani, Lorenzo & Urga, Giovanni, 2007, "Common Stochastic Trends And Aggregation In Heterogeneous Panels," Econometric Theory, Cambridge University Press, volume 23, issue 1, pages 89-105, February.

2006

  1. Driver, Ciaran & Temple, Paul & Urga, Giovanni, 2006, "Contrasts Between Types of Assets in Fixed Investment Equations as a Way of Testing Real Options Theory," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 432-443, October.
  2. Driver, Ciaran & Temple, Paul & Urga, Giovanni, 2006, "Identifying externalities in UK manufacturing using direct estimation of an average cost function," Economics Letters, Elsevier, volume 92, issue 2, pages 228-233, August.

2005

  1. Banerjee, Anindya & Urga, Giovanni, 2005, "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, volume 129, issue 1-2, pages 1-34.
  2. Gagliardini, Patrick & Trojani, Fabio & Urga, Giovanni, 2005, "Robust GMM tests for structural breaks," Journal of Econometrics, Elsevier, volume 129, issue 1-2, pages 139-182.
  3. Ciaran Driver & Paul Temple & Giovanni Urga, 2005, "Profitability, capacity, and uncertainty: a model of UK manufacturing investment," Oxford Economic Papers, Oxford University Press, volume 57, issue 1, pages 120-141, January.

2004

  1. Giovanni Barone Adesi & Patrick Gagliardini & Giovanni Urga, 2004, "Testing Asset Pricing Models With Coskewness," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 474-485, October.
  2. Ciaran Driver & Giovanni Urga, 2004, "Transforming Qualitative Survey Data: Performance Comparisons for the UK," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 66, issue 1, pages 71-89, February, DOI: 10.1111/j.1468-0084.2004.00070.x.
  3. Ciaran Driver & Katsushi Imai & Paul Temple & Giovanni Urga, 2004, "The effect of uncertainty on UK investment authorisation: Homogenous vs. heterogeneous estimators," Empirical Economics, Springer, volume 29, issue 1, pages 115-128, January, DOI: 10.1007/s00181-003-0192-2.

2003

  1. Urga, Giovanni & Walters, Chris, 2003, "Dynamic translog and linear logit models: a factor demand analysis of interfuel substitution in US industrial energy demand," Energy Economics, Elsevier, volume 25, issue 1, pages 1-21, January.
  2. G. Urga & P. A. Geroski & S. Lazarova & C. F. Walters, 2003, "Are differences in firm size transitory or permanent?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 18, issue 1, pages 47-59, DOI: 10.1002/jae.676.

2001

  1. Rockinger, Michael & Urga, Giovanni, 2001, "A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 1, pages 73-84, January.
  2. Giovanni Urga, 2001, "Software Review: Theory and Practice of Econometric Modelling using PcGive10," Journal of Economic Surveys, Wiley Blackwell, volume 15, issue 4, pages 571-588, September, DOI: 10.1111/1467-6419.00149.
  3. Paul Temple & Giovanni Urga & Ciaran Driver, 2001, "The Influence of Uncertainty on Investment in the UK: A Macro or Micro Phenomenon?," Scottish Journal of Political Economy, Scottish Economic Society, volume 48, issue 4, pages 361-382, September, DOI: 10.1111/1467-9485.00204.
  4. Peresetsky, A. & Turmuhambetova, G. & Urga, G., 2001, "The development of the GKO futures market in Russia," Emerging Markets Review, Elsevier, volume 2, issue 1, pages 1-16, March.
  5. Mertens, Alexander & Urga, Giovanni, 2001, "Efficiency, scale and scope economies in the Ukrainian banking sector in 1998," Emerging Markets Review, Elsevier, volume 2, issue 3, pages 292-308, September.
  6. Estrin, Saul & Urga, Giovanni & Lazarova, Stepana, 2001, "Testing for Ongoing Convergence in Transition Economies, 1970 to 1998," Journal of Comparative Economics, Elsevier, volume 29, issue 4, pages 677-691, December.
  7. Saul Estrin & Stepana Lazarova & Giovanni Urga, 2001, "Convergence in Transition Countries – Focus on Investment: Central and Eastern Europe, 1970–1996," Economic Change and Restructuring, Springer, volume 34, issue 3, pages 215-230, October, DOI: 10.1023/A:1011810922630.

2000

  1. Rockinger, Michael & Urga, Giovanni, 2000, "The Evolution of Stock Markets in Transition Economies," Journal of Comparative Economics, Elsevier, volume 28, issue 3, pages 456-472, September.

1999

  1. Stephen Hall & Stepana Lazarova & Giovanni Urga, 1999, "A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 61, issue S1, pages 749-767, November, DOI: 10.1111/1468-0084.0610s1749.
  2. Urga, Giovanni, 1999, "An application of dynamic specifications of factor demand equations to interfuel substitution in US industrial energy demand," Economic Modelling, Elsevier, volume 16, issue 4, pages 503-513, December.

1997

  1. Temple, Paul & Urga, Giovanni, 1997, "The Competitiveness of UK Manufacturing: Evidence from Imports," Oxford Economic Papers, Oxford University Press, volume 49, issue 2, pages 207-227, April.

1996

  1. Urga, Giovanni, 1996, "On the identification problem in testing the dynamic specification of factor-demand equations," Economics Letters, Elsevier, volume 52, issue 3, pages 205-210, September.

Chapters

2016

  1. Martin Belvisi & Riccardo Pianeti & Giovanni Urga, 2016, "Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035008.

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