Home People Institutions Chairs Agenda Job market  Login Updated: 10/12/2008 09:56    Giovanni URGA  Centre for Econometric Analysis (CEA) CASS Business School Professor of Finance & Econometrics Faculty of Finance Cass Business School 106 Bunhill Row EC1Y 8TZ London UNITED KINGDOM Related authors   TRAPANI, Lorenzo LAZAROVA, Stepana KAO, Chihwa GAGLIARDINI, Patrick   Working papers and articles: (50)  Micro versus macro cointegration in heterogeneous panels    Trapani, Lorenzo & Urga, Giovanni (2010)  Optimal forecasting with heterogeneous panels: A Monte Carlo study    Trapani, Lorenzo & Urga, Giovanni (2009)  Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006    Matteo Mogliani & Giovanni Urga & Carlos Winograd (2009)  Changes in ownership and minority protection: Governance lessons from the case of Telecom Italia    Michele Meoli & Stefano Paleari & Giovanni URGA (2008)  Real options -- delay vs. pre-emption: Do industrial characteristics matter?    Driver, Ciaran & Temple, Paul & URGA, Giovanni (2008)  Testing for Instability in Factor Structure of Yield Curves    Dennis Philip & Chihwa KAO & Giovanni URGA (2007)  Methods of privatization and economic growth in transition economies    John Bennett & Saul Estrin & Giovanni URGA (2007)  Copula-Based Tests for Cross-Sectional Independence in Panel Models    Hong-Ming Huang & Chihwa KAO & Giovanni URGA (2007)  Common Features in Economics and Finance: An Overview of Recent Developments    URGA, Giovanni (2007)  Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend    Chihwa KAO & Lorenzo TRAPANI & Giovanni URGA (2007)  Contrasts Between Types of Assets in Fixed Investment Equations as a Way of Testing Real Options Theory    Driver, Ciaran & Temple, Paul & URGA, Giovanni (2006)  Identifying externalities in UK manufacturing using direct estimation of an average cost function    Driver, Ciaran & Temple, Paul & URGA, Giovanni (2006)  The Asymptotics for Panel Models with Common Shocks    Chihwa KAO & Lorenzo TRAPANI & Giovanni URGA (2006)  Common Stochastic Trends And Aggregation In Heterogeneous Panels    Lazarov , tep na & TRAPANI, Lorenzo & URGA, Giovanni (2006)  Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data    Ciaran Driver & Paul Temple & Giovanni URGA (2005)  Contrasts Between Classes of Assets in Fixed Investment Equations as a Way of Testing Real Option Theory    Ciaran Driver & Paul Temple & Giovanni URGA (2005)  Modelling structural breaks, long memory and stock market volatility: an overview    Banerjee, Anindya & URGA, Giovanni (2005)  Robust GMM tests for structural breaks    Gagliardini, Patrick & Trojani, Fabio & URGA, Giovanni (2005)  Profitability, capacity, and uncertainty: a model of UK manufacturing investment    Ciaran Driver & Paul Temple & Giovanni URGA (2005)  The effect of uncertainty on UK investment authorisation: Homogenous vs. heterogeneous estimators    Ciaran Driver & Katsushi Imai & Paul Temple & Giovanni URGA (2004)  Privatisation Methods and Economic Growth in Transition Economies    John Bennett & Saul Estrin & James Maw & Giovanni URGA (2004)  Testing Asset Pricing Model with Coskweness    Giovanni URGA & Giovanni Barone Adesi & Patrick Gagliardini (2004)  Privatization Methods and Economic Growth in Transition Economies    Bennett, John & Estrin, Saul & Maw, James & URGA, Giovanni (2004)  Privatization Methods and Economic Growth    John Bennett & Saul Estrin & James Maw & Giovanni URGA (2004)  Transforming Qualitative Survey Data: Performance Comparisons for the UK    Ciaran Driver & Giovanni URGA (2004)  Testing Asset Pricing Models With Coskewness    Giovanni Barone Adesi & Patrick Gagliardini & Giovanni URGA (2004)  Stopping Tests in the Sequential Estimation for Multiple Structural Breaks    Giovanni URGA & Christian de Peretti (2004)  Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data    Ciaran Driver & Lorenzo TRAPANI & Giovanni URGA (2004)  Cointegration Versus Spurious Regression In Heterogeneous Panels    Giovanni URGA & Lorenzo TRAPANI (2004)  Dynamic translog and linear logit models: a factor demand analysis of interfuel substitution in US industrial energy demand    URGA, Giovanni & Walters, Chris (2003)  The Effect of Uncertainty on UK Investment Authorisation: Pooled Estimators vs. Heterogeneous Estimators1    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    Ciaran Driver & Katsushi Imai & Paul Temple & Giovanni URGA (2002)  Profitability, Capacity, and Uncertainty: A Robust Model of UK Manufacturing Investment    Driver, Ciaran & Paul Temple & Giovanni URGA (2002)  The Influence of Uncertainty on Investment in the UK: A Macro or Micro Phenomenon?    Temple, Paul & URGA, Giovanni & Driver, Ciaran (2001)  Convergence in Transition Countries --Focus on Investment: Central and Eastern Europe, 1970--996    Saul Estrin & Stepana LAZAROVA & Giovanni URGA (2001)  Convergence in Transition Countries--Focus on Investment: Central and Eastern Europe, 1970-1996    Estrin, Saul & LAZAROVA, Stepana & URGA, Giovanni (2001)  Theory and Practice of Econometric Modelling Using PCGIVE10    URGA, Giovanni (2001)  A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies    Rockinger, Michael & URGA, Giovanni (2001)  Efficiency, scale and scope economies in the Ukrainian banking sector in 1998    Mertens, Alexander & URGA, Giovanni (2001)  Testing for Ongoing Convergence in Transition Economies, 1970 to 1998    Estrin, Saul & URGA, Giovanni & LAZAROVA, Stepana (2001)  A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies    Rockinger, Michael & URGA, Giovanni (2000)  The Evolution of Stock Markets in Transition Economies    Rockinger, Michael & URGA, Giovanni (2000)  Interrelated Factor Demands from Dynamic Cost Functions: An Application to the Non-energy Business Sector of the UK Economy    Allen, Chris & URGA, Giovanni (1999)  An application of dynamic specifications of factor demand equations to interfuel substitution in US industrial energy demand    URGA, Giovanni (1999)  A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence    Hall, Stephen & LAZAROVA, Stepana & URGA, Giovanni (1999)  The Application of the Kalman Filter to the Fisher Equation: Italian and German Term Structure of Interest Rates    Claudia Panseri & Giovanni URGA & Annalisa Cristini (1999)  The Competitiveness of UK Manufacturing: Evidence from Imports    Temple, Paul & URGA, Giovanni (1997)  Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995    Estrin, Saul & URGA, Giovanni (1997)  Are Differences in Firm Size Transitory or Permanent?    Geroski, Paul A & Samiei, Hossein & URGA, Giovanni (1997)  On the identification problem in testing the dynamic specification of factor-demand equations    URGA, Giovanni (1996) Support and feedback: info@e-fern.org