Details about Giovanni Urga

Access statistics for papers by Giovanni Urga.

Last updated 2011-12-19. Update your information in the RePEc Author Service.

Short-id: pur7

Working Papers

2011

1. 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

2009

2. Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006
   PSE Working Papers, HAL View citations (1)

2008

3. Controlling shareholders and minority protection: governance lessons from the case of Telecom Italia
   Working Papers, Department of Economics and Technology Management, University of Bergamo
4. On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty
   Working Papers, Department of Economics and Technology Management, University of Bergamo
5. Use and abuse of rights issues. Do they really protect minorities?
   Working Papers, Department of Economics and Technology Management, University of Bergamo

2007

6. An Econometric Analysis of the Banking Crises in Russia and Ukraine
   Working Papers, Department of Economics and Technology Management, University of Bergamo
7. Copula-Based Tests for Cross-Sectional Independence in Panel Models
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   See also Journal Article in Economics Letters (2008)
8. Micro versus Macro Cointegration in Heterogeneous Panels
   Working Papers, Department of Economics and Technology Management, University of Bergamo View citations (1)
   See also Journal Article in Journal of Econometrics (2010)
9. Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   Also in Working Papers, Department of Economics and Technology Management, University of Bergamo (2007) View citations (1)
10. Testing for Instability in Factor Structure of Yield Curves
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University

2006

11. Asymptotics for panel models with common shocks
    Working Papers, Department of Economics and Technology Management, University of Bergamo
12. Optimal forecasting with heterogeneous panels: a Monte Carlo study
    Working Papers, Department of Economics and Technology Management, University of Bergamo View citations (1)
    See also Journal Article in International Journal of Forecasting (2009)
13. The Asymptotics for Panel Models with Common Shocks
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (5)

2005

14. 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
15. 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 View citations (2)
16. Identifying Externalities in UK Manufacturing Using Direct Estimation of an Average Cost Function
    School of Economics Discussion Papers, School of Economics, University of Surrey
    See also Journal Article in Economics Letters (2006)

2004

17. Cointegration Versus Spurious Regression In Heterogeneous Panels
    Royal Economic Society Annual Conference 2004, Royal Economic Society
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004)
18. Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data
    Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (2)
19. Privatisation Methods and Economic Growth in Transition Economies
    Working Papers, Fondazione Eni Enrico Mattei View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (10)
20. Privatization Methods and Economic Growth
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University View citations (5)
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University View citations (8)
21. Stopping Tests in the Sequential Estimation for Multiple Structural Breaks
    Econometric Society 2004 Latin American Meetings, Econometric Society View citations (4)
22. Testing Asset Pricing Model with Coskweness
    Econometric Society 2004 North American Winter Meetings, Econometric Society

2002

23. 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 View citations (1)
24. Profitability, Capacity, and Uncertainty: A Robust Model of UK Manufacturing Investment
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (4)
25. 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 View citations (1)

2000

26. A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Les Cahiers de Recherche, HEC Paris (1998)

1999

27. 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

1997

28. Are Differences in Firm Size Transitory or Permanent?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
    See also Journal Article in Journal of Applied Econometrics (2003)
29. 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
30. Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

1992

31. The Econometrics of Panel Data: A Selective Introduction
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (2)

Journal Articles

2010

1. Micro versus macro cointegration in heterogeneous panels
   Journal of Econometrics, 2010, 155, (1), 1-18 View citations (4)
   See also Working Paper (2007)

2009

2. Optimal forecasting with heterogeneous panels: A Monte Carlo study
   International Journal of Forecasting, 2009, 25, (3), 567-586 View citations (4)
   See also Working Paper (2006)

2008

3. Changes in ownership and minority protection: Governance lessons from the case of Telecom Italia
   International Journal of Managerial Finance, 2008, 4, (4), 323-342
4. Copula-based tests for cross-sectional independence in panel models
   Economics Letters, 2008, 100, (2), 224-228
   See also Working Paper (2007)
5. Real options -- delay vs. pre-emption: Do industrial characteristics matter?
   International Journal of Industrial Organization, 2008, 26, (2), 532-545 View citations (1)

2007

6. COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS
   Econometric Theory, 2007, 23, (01), 89-105 View citations (2)
7. Common Features in Economics and Finance: An Overview of Recent Developments
   Journal of Business & Economic Statistics, 2007, 25, 2-11 View citations (7)
8. Methods of privatization and economic growth in transition economies
   The Economics of Transition, 2007, 15, 661-683 View citations (7)

2006

9. Contrasts Between Types of Assets in Fixed Investment Equations as a Way of Testing Real Options Theory
   Journal of Business & Economic Statistics, 2006, 24, 432-443 View citations (1)
10. Identifying externalities in UK manufacturing using direct estimation of an average cost function
    Economics Letters, 2006, 92, (2), 228-233
    See also Working Paper (2005)

2005

11. Modelling structural breaks, long memory and stock market volatility: an overview
    Journal of Econometrics, 2005, 129, (1-2), 1-34 View citations (24)
12. Profitability, capacity, and uncertainty: a model of UK manufacturing investment
    Oxford Economic Papers, 2005, 57, (1), 120-141 View citations (6)
13. Robust GMM tests for structural breaks
    Journal of Econometrics, 2005, 129, (1-2), 139-182 View citations (4)

2004

14. Testing Asset Pricing Models With Coskewness
    Journal of Business & Economic Statistics, 2004, 22, 474-485 View citations (16)
15. The effect of uncertainty on UK investment authorisation: Homogenous vs. heterogeneous estimators
    Empirical Economics, 2004, 29, (1), 115-128 View citations (2)
16. Transforming Qualitative Survey Data: Performance Comparisons for the UK
    Oxford Bulletin of Economics and Statistics, 2004, 66, (1), 71-89 View citations (15)

2003

17. Are differences in firm size transitory or permanent?
    Journal of Applied Econometrics, 2003, 18, (1), 47-59 View citations (15)
    See also Working Paper (1997)
18. Dynamic translog and linear logit models: a factor demand analysis of interfuel substitution in US industrial energy demand
    Energy Economics, 2003, 25, (1), 1-21 View citations (18)

2001

19. A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies
    Journal of Business & Economic Statistics, 2001, 19, (1), 73-84 View citations (30)
20. Convergence in Transition Countries – Focus on Investment: Central and Eastern Europe, 1970–1996
    Economic Change and Restructuring, 2001, 34, (3), 215-230
    Also in Economic Change and Restructuring, 2001, 34, (3), 215-30 (2001)
21. Efficiency, scale and scope economies in the Ukrainian banking sector in 1998
    Emerging Markets Review, 2001, 2, (3), 292-308 View citations (10)
22. Testing for Ongoing Convergence in Transition Economies, 1970 to 1998
    Journal of Comparative Economics, 2001, 29, (4), 677-691 View citations (3)
23. The Influence of Uncertainty on Investment in the UK: A Macro or Micro Phenomenon?
    Scottish Journal of Political Economy, 2001, 48, (4), 361-82 View citations (5)
24. The development of the GKO futures market in Russia
    Emerging Markets Review, 2001, 2, (1), 1-16 View citations (1)
25. Theory and Practice of Econometric Modelling Using PCGIVE10
    Journal of Economic Surveys, 2001, 15, (4), 571-88

2000

26. The Evolution of Stock Markets in Transition Economies
    Journal of Comparative Economics, 2000, 28, (3), 456-472 View citations (37)

1999

27. A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence
    Oxford Bulletin of Economics and Statistics, 1999, 61, 749-67 View citations (8)
28. An application of dynamic specifications of factor demand equations to interfuel substitution in US industrial energy demand
    Economic Modelling, 1999, 16, (4), 503-513 View citations (8)
29. Interrelated Factor Demands from Dynamic Cost Functions: An Application to the Non-energy Business Sector of the UK Economy
    Economica, 1999, 66, (263), 403-13 View citations (13)

1997

30. The Competitiveness of UK Manufacturing: Evidence from Imports
    Oxford Economic Papers, 1997, 49, (2), 207-27 View citations (2)

1996

31. On the identification problem in testing the dynamic specification of factor-demand equations
    Economics Letters, 1996, 52, (3), 205-210 View citations (5)