Access Statistics for Giovanni Urga

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies 0 0 0 0 0 0 4 11
A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies 0 1 1 302 0 3 6 709
A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies 0 0 0 347 0 1 7 820
An Econometric Analysis of the Banking Crises in Russia and Ukraine 0 0 0 53 0 0 1 121
Are Differences in Firm Size Transitory or Permanent? 0 0 0 175 1 1 6 592
Asymptotics for panel models with common shocks 0 0 0 11 1 1 5 74
Cointegration Versus Spurious Regression In Heterogeneous Panels 0 0 0 52 0 3 8 90
Cointegration versus Spurious Regression in Heterogeneous Panels 0 0 0 135 0 2 9 416
Contrasts Between Classes of Assets in Fixed Investment Equations as a Way of Testing Real Option Theory 0 0 1 66 0 0 5 404
Contrasts between classes of assets in fixed investment panel equations as a way of testing real option theory 0 0 0 165 0 2 7 674
Controlling shareholders and minority protection: governance lessons from the case of Telecom Italia 0 0 0 25 0 1 6 146
Convergence in Output in Transition Economies Central & Eastern Europe, 1970-1995 1 1 2 131 1 1 5 326
Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995 0 0 0 73 0 0 2 276
Copula-Based Tests for Cross-Sectional Independence in Panel Models 0 0 0 149 2 4 8 365
Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data 0 0 1 74 0 0 8 221
Dynamic Models of Labour Demand in the Italian Industrial Sector: Theories and Evidence from Panel Data 0 0 0 5 1 1 29 49
Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts 0 0 12 12 1 4 9 9
Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data 0 0 1 60 3 4 15 327
Identifying Drivers of Liquidity in the NBP Month-ahead Market 0 0 1 11 0 0 10 40
Identifying Externalities in UK Manufacturing Using Direct Estimation of an Average Cost Function 0 0 0 86 1 2 5 536
Independent Factor Autoregressive Conditional Density Model 0 0 2 131 2 4 24 347
Information Content of Russian Stock Indices 0 0 0 0 0 0 1 9
Jumps and Information Asymmetry in the US Treasury Market 1 1 1 18 2 3 14 47
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 0 2 117 0 3 12 178
Measuring liquidity in gas markets: The case of the UK National Balancing Point 0 0 3 17 0 0 8 14
Micro versus Macro Cointegration in Heterogeneous Panels 0 0 0 13 1 2 7 121
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 0 0 0 227 1 1 5 565
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 1 3 22 1 2 8 112
Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006 0 0 4 66 0 0 11 89
Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006 0 0 1 4 1 1 2 14
On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty 0 0 1 11 0 0 5 51
Optimal forecasting with heterogeneous panels: a Monte Carlo study 0 0 1 20 0 1 8 103
Panel Data vs Time Series Regression Analysis: An Aggregation Issue 0 0 1 2 0 1 2 5
Privatisation Methods and Economic Growth in Transition Economies 0 1 2 461 0 3 10 1,179
Privatization Methods and Economic Growth 0 0 0 284 0 1 4 906
Privatization Methods and Economic Growth 0 0 0 162 0 0 5 353
Privatization Methods and Economic Growth in Transition Economies 0 2 11 615 3 15 76 2,024
Profitability, Capacity, and Uncertainty: A Robust Model of UK Manufacturing Investment 0 0 1 78 0 1 5 234
Stopping Tests in the Sequential Estimation for Multiple Structural Breaks 0 0 1 72 0 0 7 234
Testing Asset Pricing Model with Coskweness 0 0 0 1 0 3 7 233
Testing for Breaks in Cointegrated Panels 0 0 0 46 1 2 10 101
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 1 1 4 74
Testing for Instability in Covariance Structures 0 1 1 29 0 2 7 38
Testing for Instability in Covariance Structures 0 0 0 24 0 0 1 72
Testing for Instability in Factor Structure of Yield Curves 0 0 0 96 0 1 7 296
The Application of the Kalman Filter to the Fisher Equation: Italian and German Term Structure of Interest Rates 0 0 0 1,035 0 0 1 3,285
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 0 0 7 347
The Econometrics of Panel Data: A Selective Introduction 0 0 0 2 1 1 1 5
The Econometrics of Panel Data: A Selective Introduction 0 0 0 1 1 2 4 242
The Effect of Uncertainty on UK Investment Authorisation: Pooled Estimators vs. Heterogeneous Estimators1 0 0 0 117 1 4 6 500
The dynamics of factor loadings in the cross-section of returns 0 2 8 18 3 10 39 63
Unions Cash Flow and Investment Decisions: Evidence from Italian Firm Data 0 0 0 0 0 0 3 3
Use and abuse of rights issues. Do they really protect minorities? 0 0 0 38 1 3 4 172
Total Working Papers 2 10 62 5,827 31 97 470 18,222


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence 0 0 0 0 0 0 0 0
A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies 0 0 0 0 0 0 6 356
An application of dynamic specifications of factor demand equations to interfuel substitution in US industrial energy demand 0 0 0 20 0 1 6 92
Are differences in firm size transitory or permanent? 1 1 2 265 2 2 10 684
Asymmetric jump beta estimation with implications for portfolio risk management 0 0 1 2 1 2 7 10
Asymptotics for Panel Models with Common Shocks 0 0 0 0 0 0 2 5
COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS 0 0 0 13 0 0 2 36
Changes in ownership and minority protection: Governance lessons from the case of Telecom Italia 0 0 0 32 0 0 1 112
Combining p-values to test for multiple structural breaks in cointegrated regressions 0 0 1 4 0 6 16 20
Common Features in Economics and Finance: An Overview of Recent Developments 0 0 0 180 0 0 5 446
Consistent estimation of time-varying loadings in high-dimensional factor models 0 0 4 6 0 0 14 25
Contrasts Between Types of Assets in Fixed Investment Equations as a Way of Testing Real Options Theory 0 0 0 28 0 1 1 208
Convergence in Transition Countries – Focus on Investment: Central and Eastern Europe, 1970–1996 0 0 0 18 0 1 4 99
Convergence in Transition Countries--Focus on Investment: Central and Eastern Europe, 1970-1996 0 0 0 35 0 1 5 182
Copula-based tests for cross-sectional independence in panel models 0 0 0 43 1 3 6 124
Dynamic translog and linear logit models: a factor demand analysis of interfuel substitution in US industrial energy demand 0 1 7 227 0 1 14 482
Efficiency, scale and scope economies in the Ukrainian banking sector in 1998 0 0 3 102 0 2 9 279
Evaluating the accuracy of value-at-risk forecasts: New multilevel tests 0 0 0 33 0 1 4 99
High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers 0 0 2 7 2 2 11 23
Identification robust inference in cointegrating regressions 0 0 3 12 0 0 7 63
Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests 0 0 1 22 0 1 10 83
Identifying externalities in UK manufacturing using direct estimation of an average cost function 0 0 0 12 0 0 3 83
Independent Factor Autoregressive Conditional Density Model 0 0 0 8 0 1 7 65
MAXIMUM NON-EXTENSIVE ENTROPY BLOCK BOOTSTRAP FOR NON-STATIONARY PROCESSES 0 0 0 1 0 2 4 25
Macroannouncements, bond auctions and rating actions in the European government bond spreads 1 2 2 26 1 3 11 68
Measuring and Assessing the Evolution of Liquidity in Forward Natural Gas Markets: The Case of the UK National Balancing Point 0 2 4 6 0 3 17 48
Methods of privatization and economic growth in transition economies1 0 2 2 2 0 2 3 3
Micro versus macro cointegration in heterogeneous panels 0 0 1 31 0 1 7 154
Modelling structural breaks, long memory and stock market volatility: an overview 2 3 7 331 3 9 30 694
Money market funds, shadow banking and systemic risk in United Kingdom 0 0 5 24 1 3 20 79
On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States 0 2 5 8 5 7 37 59
On the identification problem in testing the dynamic specification of factor-demand equations 0 0 0 15 0 0 1 57
On the use of cross-sectional measures of forecast uncertainty 0 0 2 17 0 0 7 60
Optimal forecasting with heterogeneous panels: A Monte Carlo study 0 1 3 34 1 2 10 102
Profitability, capacity, and uncertainty: a model of UK manufacturing investment 1 1 3 85 1 4 11 273
Real options -- delay vs. pre-emption: Do industrial characteristics matter? 0 0 1 31 0 1 5 118
Robust GMM tests for structural breaks 0 1 1 83 1 3 14 221
SYSTEMIC RISK DETERMINANTS IN THE EUROPEAN BANKING INDUSTRY DURING FINANCIAL CRISES, 2006-2012 1 1 1 3 1 2 6 11
Testing Asset Pricing Models With Coskewness 0 0 1 84 0 0 3 189
Testing for Co-jumps in Financial Markets 0 0 1 10 0 3 13 30
Testing for Ongoing Convergence in Transition Economies, 1970 to 1998 0 0 1 37 0 0 2 80
The Competitiveness of UK Manufacturing: Evidence from Imports 1 1 1 98 1 1 4 312
The Evolution of Stock Markets in Transition Economies 0 0 1 306 0 0 7 671
The development of the GKO futures market in Russia 0 0 0 42 0 0 3 221
The effect of uncertainty on UK investment authorisation: Homogenous vs. heterogeneous estimators 0 0 1 33 0 3 8 162
Trading price jump clusters in foreign exchange markets 0 1 6 35 2 3 23 116
Trading strategies with implied forward credit default swap spreads 0 1 2 4 0 3 11 25
Transforming Qualitative Survey Data: Performance Comparisons for the UK 0 0 0 158 0 2 3 780
True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison 0 0 0 12 0 2 6 55
Total Journal Articles 7 20 75 2,585 23 84 416 8,189
3 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach 2 2 3 8 3 4 10 26
Total Chapters 2 2 3 8 3 4 10 26


Statistics updated 2020-09-04