Giovanni Urga
Scholar

Giovanni Urga

Google Scholar ID: RqLokzQAAAAJ
Professor of Econometrics & Finance, Bayes Business School, London (U.K.)
Econometric Methodology and ApplicationsPanel Data EconometricsFinancial Econometrics
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Citations & Impact
All-time
Citations
1,109
 
H-index
18
 
i10-index
33
 
Publications
20
 
Co-authors
0
 
Contact
No contact links provided.
Publications
1 items
Testing Clustered Equal Predictive Ability with Unknown Clusters
2025
Cited
0
Resume (English only)
Academic Achievements
  • No detailed information provided.
Research Experience
  • Current Positions: Professor of Econometrics & Finance, Bayes Business School (formerly Cass), City University of London, UK (1999-present); Director, Centre for Econometric Analysis (CEA), Bayes Business School; Visiting Professor, CRED & University Paris II Pantheon-Assas, France (2015-present); Senior Fellow, Rimini Centre for Economic Analysis (RCEA) (2023-present); Steering Committee, Research Centre 'Centro Studi Economia Applicata (CSEA)' (2022-present); Panel Member, Philip Leverhulme Prizes in Economics 2022, 2025. Previous Positions: Professor of Econometrics, Department of Economics/Management, University of Bergamo (Italy) (Oct 2007-Feb 2024); Visiting Professor of Econometrics, Department of Economics, University of Bergamo (Italy) (Oct 1992-Sep 2007); Research Fellow, London Business School, London (UK) (1994-1999); Visiting Professor of Econometrics, New Economic School, Moscow (Russia) (1996-1999); Lecturer in Economics, Queen Mary and Westfield College, London (UK) (1992-1994); Research Officer, Institute of Economic and Statistics, University of Oxford (UK) (1991-1992).
Education
  • PhD in Economics (Oxford University, UK, 1987-1992); BSc in Economics (Pavia University, Italy, 1980-1985); High School (Liceo Classico Q. O. Flacco, Potenza, Italy, 1975-1980)
Background
  • Research Interests: Econometric methodology and applications, panel data econometrics, finance and financial econometrics. Specializations: Multivariate tests for volatility spillover, predictive ability tests, weak exogeneity and stability tests, Monte Carlo combined tests.
Miscellany
  • Place of Birth: Laurenzana (PZ), a small village in the Regione Basilicata (Italy).
Co-authors
0 total
Co-authors: 0 (list not available)