Access Statistics for Giovanni Urga

Author contact details at EconPapers.

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 0 303 0 0 1 715
A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies 0 0 0 0 0 1 3 29
A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies 1 1 1 349 1 1 1 832
An Econometric Analysis of the Banking Crises in Russia and Ukraine 0 0 0 53 0 0 2 127
Are Differences in Firm Size Transitory or Permanent? 0 0 0 175 0 3 4 599
Asymptotics for panel models with common shocks 0 0 0 11 0 1 2 80
Cointegration Versus Spurious Regression In Heterogeneous Panels 0 0 1 54 0 0 1 94
Cointegration versus Spurious Regression in Heterogeneous Panels 0 0 1 136 0 0 2 419
Contrasts Between Classes of Assets in Fixed Investment Equations as a Way of Testing Real Option Theory 0 0 1 67 0 0 4 418
Contrasts between classes of assets in fixed investment panel equations as a way of testing real option theory 0 0 1 166 0 0 2 681
Controlling shareholders and minority protection: governance lessons from the case of Telecom Italia 0 0 1 26 0 1 6 159
Convergence in Output in Transition Economies Central & Eastern Europe, 1970-1995 0 0 0 132 0 0 0 329
Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995 0 0 0 73 0 0 0 277
Copula-Based Tests for Cross-Sectional Independence in Panel Models 0 0 0 149 1 1 2 374
Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data 0 0 0 74 0 0 1 224
Dynamic Models of Labour Demand in the Italian Industrial Sector: Theories and Evidence from Panel Data 0 0 0 6 0 0 2 55
Equal Predictive Ability Tests for Panel Data with Applications to OECD and IMF Forecasts 0 1 5 28 0 2 16 50
Estimation and Inference for High Dimensional Factor Model with Regime Switching 0 0 0 0 0 0 3 3
Estimation and inference for high dimensional factor model with regime switching 0 0 69 69 1 4 24 24
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings 0 0 3 39 1 3 15 66
Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data 0 0 0 60 0 0 0 330
Identifying Drivers of Liquidity in the NBP Month-ahead Market 0 0 0 15 0 4 8 61
Identifying Externalities in UK Manufacturing Using Direct Estimation of an Average Cost Function 0 0 0 86 0 1 1 539
Independent Factor Autoregressive Conditional Density Model 0 0 1 135 0 1 6 371
Information Content of Russian Stock Indices 0 0 0 0 0 0 0 12
Jumps and Information Asymmetry in the US Treasury Market 0 0 0 20 0 0 0 52
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 1 3 129 1 4 8 208
Measuring liquidity in gas markets: The case of the UK National Balancing Point 0 0 0 21 0 1 2 23
Micro versus Macro Cointegration in Heterogeneous Panels 0 1 1 14 0 1 1 124
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend 1 1 1 228 2 2 5 577
Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends 0 0 0 24 0 0 0 119
Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006 0 0 0 5 0 0 1 19
Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006 0 0 0 66 0 0 0 95
On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty 0 0 1 13 0 1 2 59
Optimal forecasting with heterogeneous panels: a Monte Carlo study 0 0 0 22 0 0 1 110
Panel Data vs Time Series Regression Analysis: An Aggregation Issue 0 0 0 4 0 0 1 12
Privatisation Methods and Economic Growth in Transition Economies 0 0 0 462 0 1 5 1,192
Privatization Methods and Economic Growth 0 0 0 284 0 1 2 909
Privatization Methods and Economic Growth 0 0 0 162 0 0 0 354
Privatization Methods and Economic Growth in Transition Economies 0 0 0 617 4 5 12 2,071
Profitability, Capacity, and Uncertainty: A Robust Model of UK Manufacturing Investment 0 0 0 78 0 0 1 236
Stopping Tests in the Sequential Estimation for Multiple Structural Breaks 0 0 1 74 0 0 1 240
Testing Asset Pricing Model with Coskweness 0 0 0 1 0 0 2 239
Testing for Breaks in Cointegrated Panels 0 0 0 46 1 1 1 109
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends 0 0 0 66 1 1 1 83
Testing for Instability in Covariance Structures 0 0 0 24 1 2 2 76
Testing for Instability in Covariance Structures 0 0 0 31 0 0 2 47
Testing for Instability in Factor Structure of Yield Curves 0 0 0 96 1 1 1 298
The Application of the Kalman Filter to the Fisher Equation: Italian and German Term Structure of Interest Rates 0 0 0 1,035 1 3 5 3,296
The Asymptotics for Panel Models with Common Shocks 0 0 0 102 0 0 0 350
The Econometrics of Panel Data: A Selective Introduction 0 0 0 1 0 1 3 252
The Econometrics of Panel Data: A Selective Introduction 0 0 0 2 0 0 2 10
The Effect of Uncertainty on UK Investment Authorisation: Pooled Estimators vs. Heterogeneous Estimators1 0 0 0 117 0 0 1 505
The dynamics of factor loadings in the cross-section of returns 0 0 0 23 1 2 2 87
Unions Cash Flow and Investment Decisions: Evidence from Italian Firm Data 0 0 0 0 0 0 0 4
Use and abuse of rights issues. Do they really protect minorities? 0 0 0 38 1 1 3 177
Total Working Papers 2 5 91 6,011 18 51 173 18,801


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 1 1 1 2 4 7
A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies 0 0 0 0 0 1 2 367
An application of dynamic specifications of factor demand equations to interfuel substitution in US industrial energy demand 0 0 0 20 0 0 0 93
Are differences in firm size transitory or permanent? 0 0 3 269 0 1 8 699
Asymmetric jump beta estimation with implications for portfolio risk management 0 0 0 2 0 1 2 22
Asymptotics for Panel Models with Common Shocks 0 0 0 0 0 0 1 9
COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS 0 0 0 13 0 0 1 38
Changes in ownership and minority protection: Governance lessons from the case of Telecom Italia 0 0 0 33 0 1 2 121
Combining p-values to test for multiple structural breaks in cointegrated regressions 0 0 4 16 0 1 6 48
Common Features in Economics and Finance: An Overview of Recent Developments 0 0 0 180 0 1 4 453
Consistent estimation of time-varying loadings in high-dimensional factor models 0 0 1 8 0 1 5 40
Contrasts Between Types of Assets in Fixed Investment Equations as a Way of Testing Real Options Theory 0 0 2 30 0 0 2 213
Convergence in Transition Countries – Focus on Investment: Central and Eastern Europe, 1970–1996 0 0 0 18 0 0 0 100
Convergence in Transition Countries--Focus on Investment: Central and Eastern Europe, 1970-1996 0 0 0 35 0 0 0 184
Copula-based tests for cross-sectional independence in panel models 0 0 1 44 0 0 2 131
Dynamic translog and linear logit models: a factor demand analysis of interfuel substitution in US industrial energy demand 2 7 10 247 3 9 14 512
Efficiency, scale and scope economies in the Ukrainian banking sector in 1998 0 0 0 102 0 0 1 282
Evaluating the accuracy of value-at-risk forecasts: New multilevel tests 0 0 1 36 0 1 3 108
Forecasting using heterogeneous panels with cross-sectional dependence 0 0 2 6 0 0 4 18
Heterogeneity and Cross-Sectional Dependence in Panels: Heterogeneous vs. Homogeneous Estimators 1 2 4 5 1 3 6 15
High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers 0 1 1 15 0 1 4 45
Identification robust inference in cointegrating regressions 0 0 1 14 0 0 1 67
Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests 0 0 1 26 0 0 4 100
Identifying externalities in UK manufacturing using direct estimation of an average cost function 0 0 0 12 0 0 0 88
Independent Factor Autoregressive Conditional Density Model 0 0 0 9 0 0 0 74
Leverage and systemic risk pro-cyclicality in the Chinese financial system 1 2 4 4 2 6 31 31
MAXIMUM NON-EXTENSIVE ENTROPY BLOCK BOOTSTRAP FOR NON-STATIONARY PROCESSES 0 0 0 2 0 0 2 31
Macroannouncements, bond auctions and rating actions in the European government bond spreads 0 1 2 31 0 1 3 80
Measuring and Assessing the Evolution of Liquidity in Forward Natural Gas Markets: The Case of the UK National Balancing Point 0 0 1 13 0 1 3 71
Methods of privatization and economic growth in transition economies1 0 0 0 3 0 1 1 7
Micro versus macro cointegration in heterogeneous panels 0 0 0 31 0 0 2 160
Modelling structural breaks, long memory and stock market volatility: an overview 1 2 7 347 1 2 12 729
Money market funds, shadow banking and systemic risk in United Kingdom 0 0 5 34 1 2 12 114
On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States 0 0 0 9 0 0 22 122
On the identification problem in testing the dynamic specification of factor-demand equations 0 0 0 15 0 0 1 59
On the use of cross-sectional measures of forecast uncertainty 0 0 0 17 0 0 1 65
Optimal forecasting with heterogeneous panels: A Monte Carlo study 0 0 2 40 1 1 11 121
Profitability, capacity, and uncertainty: a model of UK manufacturing investment 0 0 1 87 0 0 2 279
Real options -- delay vs. pre-emption: Do industrial characteristics matter? 0 0 0 31 0 0 3 122
Robust GMM tests for structural breaks 0 0 0 84 0 1 3 229
SYSTEMIC RISK DETERMINANTS IN THE EUROPEAN BANKING INDUSTRY DURING FINANCIAL CRISES, 2006-2012 0 0 0 4 2 2 2 15
Software Review: Theory and Practice of Econometric Modelling using PcGive10 0 0 0 0 0 1 2 6
Systemic risk in the Chinese financial system: A panel Granger causality analysis 0 0 1 1 0 2 3 3
Testing Asset Pricing Models With Coskewness 0 0 2 87 0 0 3 198
Testing for Co-jumps in Financial Markets 0 0 0 14 0 0 1 39
Testing for Ongoing Convergence in Transition Economies, 1970 to 1998 0 0 0 37 0 0 0 83
The Competitiveness of UK Manufacturing: Evidence from Imports 0 0 0 98 0 2 2 316
The Evolution of Stock Markets in Transition Economies 0 0 0 309 0 0 1 678
The Influence of Uncertainty on Investment in the UK: A Macro or Micro Phenomenon? 0 0 0 0 0 0 4 5
The contribution of (shadow) banks and real estate to systemic risk in China 0 1 2 2 1 4 6 6
The contribution of shadow insurance to systemic risk 0 0 4 11 1 1 10 34
The development of the GKO futures market in Russia 0 0 1 43 0 1 2 228
The effect of uncertainty on UK investment authorisation: Homogenous vs. heterogeneous estimators 0 0 0 33 0 0 1 171
The role of shadow banking in systemic risk in the European financial system 4 8 13 13 15 28 34 34
Trading price jump clusters in foreign exchange markets 0 0 2 40 0 1 8 135
Trading strategies with implied forward credit default swap spreads 0 0 0 4 0 1 3 35
Transforming Qualitative Survey Data: Performance Comparisons for the UK 0 0 0 159 0 0 3 785
True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison 0 1 1 14 0 1 1 58
Total Journal Articles 9 25 80 2,758 29 82 271 8,883


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 0 0 2 11 0 2 7 46
Total Chapters 0 0 2 11 0 2 7 46


Statistics updated 2022-12-04