Giovanni Urga
Giovanni Urga
Professor of Finance & Econometrics, Cass Business School, London (U.K.), Professor of Econometrics, Department of Management, Economics and Quantitative Methods, University of Bergamo (Italy)
Verified email at - Homepage
Cited by
Cited by
The implications of tourism specialisation in the long run: an econometric analysis for 13 OECD economies
A Lanza, P Temple, G Urga
Tourism management 24 (3), 315-321, 2003
Modelling structural breaks, long memory and stock market volatility: an overview
A Banerjee, G Urga
Journal of Econometrics 129 (1-2), 1-34, 2005
A time varying parameter model to test for predictability and integration in the stock markets of transition economies
M Rockinger, G Urga
Journal of Business & Economic Statistics 19 (1), 73-84, 2001
Dynamic translog and linear logit models: a factor demand analysis of interfuel substitution in US industrial energy demand
G Urga, C Walters
Energy Economics 25 (1), 1-21, 2003
Are differences in firm size transitory or permanent?
PA Geroski, S Lazarova, G Urga, CF Walters
Journal of Applied Econometrics 18 (1), 47-59, 2003
Testing asset pricing models with coskewness
G Barone Adesi, P Gagliardini, G Urga
Journal of Business & Economic Statistics 22 (4), 474-485, 2004
The evolution of stock markets in transition economies
M Rockinger, G Urga
Journal of Comparative Economics 28 (3), 456-472, 2000
Identifying jumps in financial assets: a comparison between nonparametric jump tests
AM Dumitru, G Urga
Journal of Business & Economic Statistics 30 (2), 242-255, 2012
Methods of privatization and economic growth in transition economies1
J Bennett, S Estrin, G Urga
Economics of Transition 15 (4), 661-683, 2007
Efficiency, scale and scope economies in the Ukrainian banking sector in 1998
A Mertens, G Urga
Emerging Markets Review 2 (3), 292-308, 2001
Privatisation methods and economic growth in transition economies
S Estrin, J Bennett, G Urga, JW Maw
FEEM Working Paper, 2004
Profitability, capacity, and uncertainty: a model of UK manufacturing investment
C Driver, P Temple, G Urga
Oxford Economic Papers 57 (1), 120-141, 2005
Testing for ongoing convergence in transition economies, 1970 to 1998
S Estrin, G Urga, S Lazarova
Journal of Comparative Economics 29 (4), 677-691, 2001
Transforming qualitative survey data: performance comparisons for the UK
C Driver, G Urga
Oxford Bulletin of Economics and Statistics 66 (1), 71-89, 2004
Convergence in output in transition economies Central & Eastern Europe, 1970-1995
S Estrin, G Urga
Testing for ongoing efficiency in the Russian stock market
S Hall, G Urga
Unpublished paper, 2002
A principal components analysis of common stochastic trends in heterogeneous panel data: Some Monte Carlo evidence
S Hall, S Lazarova, G Urga
Oxford Bulletin of Economics and Statistics 61 (S1), 749-767, 1999
Robust GMM tests for structural breaks
P Gagliardini, F Trojani, G Urga
Journal of Econometrics 129 (1-2), 139-182, 2005
Interrelated Factor Demands from Dynamic Cost Functions: An Application to the Non‐energy Business Sector of the UK Economy
C Allen, G Urga
Economica 66 (263), 403-413, 1999
Testing for instability in covariance structures
C Kao, L Trapani, G Urga
Bernoulli 24 (1), 740-771, 2018
The system can't perform the operation now. Try again later.
Articles 1–20