Giovanni Urga : Citation Profile

Are you Giovanni Urga?

City University

17

H index

27

i10 index

962

Citations

RESEARCH PRODUCTION:

58

Articles

54

Papers

1

Chapters

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 30
   Journals where Giovanni Urga has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 29 (2.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pur7
   Updated: 2024-04-18    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Akgun, Oguzhan (3)

Hillebrand, Eric (2)

Russo, Marianna (2)

Pellini, Elisabetta (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Giovanni Urga.

Is cited by:

Fidrmuc, Jarko (18)

Hanousek, Jan (12)

Nguyen, Duc Khuong (11)

Kutan, Ali (10)

Korhonen, Iikka (10)

Driver, Ciaran (9)

Baum, Christopher (9)

Yao, Wenying (8)

Talavera, Oleksandr (8)

Pierdzioch, Christian (8)

Caglayan, Mustafa (7)

Cites to:

Bai, Jushan (33)

Pesaran, Mohammad (30)

Watson, Mark (26)

Reichlin, Lucrezia (24)

Perron, Pierre (24)

Ng, Serena (24)

Andrews, Donald (23)

Dufour, Jean-Marie (22)

Hurlin, Christophe (21)

Acharya, Viral (21)

Bollerslev, Tim (21)

Main data

Where Giovanni Urga has published?

Journals with more than one article published# docs
Journal of Econometrics6
Journal of Business & Economic Statistics4
International Journal of Forecasting4
Econometric Reviews3
Economics Letters3
Journal of Financial Stability2
Journal of Financial Econometrics2
Oxford Economic Papers2
Oxford Bulletin of Economics and Statistics2
International Review of Financial Analysis2
Journal of Comparative Economics2
Journal of Banking & Finance2
Emerging Markets Review2
Economic Change and Restructuring2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Management, Information and Production Engineering, University of Bergamo8
Center for Policy Research Working Papers / Center for Policy Research, Maxwell School, Syracuse University7
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
School of Economics Discussion Papers / School of Economics, University of Surrey3
Working Papers / HAL3
Royal Economic Society Annual Conference 2004 / Royal Economic Society2
Papers / arXiv.org2

Recent works citing Giovanni Urga (2024 and 2023)

YearTitle of citing document
2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023Time-Varying Vector Error-Correction Models: Estimation and Inference. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2305.17829.

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2023Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. (2023). Kulikov, Gennady ; Kulikova, Maria. In: Papers. RePEc:arx:papers:2310.04125.

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2023.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2023Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics. (2023). Torrent, Hudson S ; Caldeira, Joo F. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000512.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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2023Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331.

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2023Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744.

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2023Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546.

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x.

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2023Temperature shocks and bank systemic risk: Evidence from China. (2023). Fang, Tong ; Song, Xiaoni. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006249.

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2023Economic uncertainty and non-bank financial intermediation: Evidence from a European panel. (2023). Hodula, Martin ; Sori, Petar ; Peri, Blanka Krabi. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000491.

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2023Investor-enterprise interactions and shadow banking of non-financial enterprises in China. (2023). Chen, Dong ; Zeng, Lin ; Tao, Yunqing ; Liu, Huan. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003513.

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2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023Consumer preferences, the demand for Divisia money, and the welfare costs of inflation. (2023). Serletis, Apostolos ; Xu, Libo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000830.

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2023How economic depreciation shapes the relationship of uncertainty with investments’ size & timing. (2023). Silveira, Rafael Rossi. In: International Journal of Production Economics. RePEc:eee:proeco:v:260:y:2023:i:c:s0925527323000683.

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2023An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552.

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2023Land Finance, Real Estate Market, and Local Government Debt Risk: Evidence from China. (2023). Wang, Xiaowei ; Ruan, Debao ; Chen, Ting. In: Land. RePEc:gam:jlands:v:12:y:2023:i:8:p:1597-:d:1216624.

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2023Regulation and De-Risking: Theoretical and Empirical Insights. (2023). Gregoriou, Andros ; Haar, Lawrence. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:104-:d:1162304.

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2023Causal Interaction between Foreign Direct Investment Inflows and China’s Economic Growth. (2023). Hossain, Md Shamim. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:7994-:d:1146516.

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2023Debt Relief: The Day After, Financing Low-Income Countries. (2023). Tykhonenko, Anna ; Donnat, Gregory. In: GREDEG Working Papers. RePEc:gre:wpaper:2023-07.

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2023Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS. (2023). Goutte, Stéphane ; Gana, Marjene ; Ahmed, Ayedi ; Guesmi, Khaled. In: Working Papers. RePEc:hal:wpaper:halshs-04068651.

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2023Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y.

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2023Endogenous Entry and Growth of Firms with Heterogeneous Firms. (2023). Munter, Markus Thomas. In: Review of Industrial Organization. RePEc:kap:revind:v:63:y:2023:i:1:d:10.1007_s11151-023-09906-0.

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2023What if beta is not stable? Applying the Kalman filter to risk estimates of top US companies over the long time horizon. (2023). Dbski, Wiesaw ; Szczepocki, Piotr ; Feder-Sempach, Ewa. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:54:y:2023:i:1:p:25-44.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2023). Wang, FA ; Urga, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:117012.

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2023Liberalization and the volatility of gas prices: Exploring their relation in times of abundance and scarcity. (2023). Cardinale, Roberto. In: Competition and Regulation in Network Industries. RePEc:sae:crnind:v:24:y:2023:i:2-3:p:72-96.

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2023Upside and downside correlated jump risk premia of currency options and expected returns. (2023). Lin, Shih-Kuei ; Chen, Ting-Fu ; Chang, Hsing-Hua. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00493-3.

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2023Mixed frequency composite indicators for measuring public sentiment in the EU. (2023). Scepi, Germana ; Spano, Maria ; Misuraca, Michelangelo ; Mattera, Raffaele. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01468-9.

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2023Business Forms and Business Performance in UK Manufacturing 1871-81 Abstract We analyse a new dataset of 483 manufacturing firms in 1881 either that employed at least 1000 or had done so a decade earl. (2023). Hannah, Leslie ; Foreman-Peck, James. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1222.

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2023Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time?varying factor loadings. (2023). Mikkelsen, Jakob Guldbak ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:857-877.

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Works by Giovanni Urga:

YearTitleTypeCited
2015Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2018The dynamics of factor loadings in the cross-section of returns In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2019Measuring and Assessing the Evolution of Liquidity in Forward Natural Gas Markets: The Case of the UK National Balancing Point In: The Energy Journal.
[Full Text][Citation analysis]		article2
2023Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts In: Papers.
[Full Text][Citation analysis]		paper2
2023Estimation and Inference for High Dimensional Factor Model with Regime Switching In: Papers.
[Full Text][Citation analysis]		paper1
2022Estimation and inference for high dimensional factor model with regime switching.(2022) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1		paper
2001A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies. In: Journal of Business & Economic Statistics.
[Citation analysis]		article77
2000A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies.(2000) In: CEPR Discussion Papers.
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1998A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies.(1998) In: HEC Research Papers Series.
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1998A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies.(1998) In: Working Papers.
[Citation analysis]
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2004Testing Asset Pricing Models With Coskewness In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article39
2006Contrasts Between Types of Assets in Fixed Investment Equations as a Way of Testing Real Options Theory In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article4
2007Common Features in Economics and Finance: An Overview of Recent Developments In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article9
2007Methods of privatization and economic growth in transition economies1 In: The Economics of Transition.
[Full Text][Citation analysis]		article5
2001Software Review: Theory and Practice of Econometric Modelling using PcGive10 In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article1
1999A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2004Transforming Qualitative Survey Data: Performance Comparisons for the UK In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article34
2001The Influence of Uncertainty on Investment in the UK: A Macro or Micro Phenomenon? In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article19
2006Asymptotics for panel models with common shocks In: Working Papers.
[Full Text][Citation analysis]		paper14
2006The Asymptotics for Panel Models with Common Shocks.(2006) In: Center for Policy Research Working Papers.
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2012Asymptotics for Panel Models with Common Shocks.(2012) In: Econometric Reviews.
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2006Optimal forecasting with heterogeneous panels: a Monte Carlo study In: Working Papers.
[Full Text][Citation analysis]		paper19
2009Optimal forecasting with heterogeneous panels: A Monte Carlo study.(2009) In: International Journal of Forecasting.
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2007An Econometric Analysis of the Banking Crises in Russia and Ukraine In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends In: Working Papers.
[Full Text][Citation analysis]		paper4
2007Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend.(2007) In: Center for Policy Research Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2007Micro versus Macro Cointegration in Heterogeneous Panels In: Working Papers.
[Full Text][Citation analysis]		paper7
2010Micro versus macro cointegration in heterogeneous panels.(2010) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 7		article
2008On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper0
2008Controlling shareholders and minority protection: governance lessons from the case of Telecom Italia In: Working Papers.
[Full Text][Citation analysis]		paper2
2008Use and abuse of rights issues. Do they really protect minorities? In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Heterogeneity and Cross-Sectional Dependence in Panels: Heterogeneous vs. Homogeneous Estimators In: Revue d'économie politique.
[Full Text][Citation analysis]		article0
2002Contrasts between classes of assets in fixed investment panel equations as a way of testing real option theory In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]		paper1
2002The Effect of Uncertainty on UK Investment Authorisation: Pooled Estimators vs. Heterogeneous Estimators1 In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]		paper0
1997Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
1997Are Differences in Firm Size Transitory or Permanent? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper47
2003Are differences in firm size transitory or permanent?.(2003) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 47		article
2004Privatization Methods and Economic Growth in Transition Economies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper23
2004Privatisation Methods and Economic Growth in Transition Economies.(2004) In: Working Papers.
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2007COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS In: Econometric Theory.
[Full Text][Citation analysis]		article0
2002Profitability, Capacity, and Uncertainty: A Robust Model of UK Manufacturing Investment In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]		paper4
2004Cointegration Versus Spurious Regression In Heterogeneous Panels In: Royal Economic Society Annual Conference 2004.
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2004Cointegration versus Spurious Regression in Heterogeneous Panels.(2004) In: Econometric Society 2004 North American Summer Meetings.
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2004Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]		paper2
2004Stopping Tests in the Sequential Estimation for Multiple Structural Breaks In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]		paper4
2004Testing Asset Pricing Model with Coskweness In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper0
1999An application of dynamic specifications of factor demand equations to interfuel substitution in US industrial energy demand In: Economic Modelling.
[Full Text][Citation analysis]		article14
2008Copula-based tests for cross-sectional independence in panel models In: Economics Letters.
[Full Text][Citation analysis]		article0
2007Copula-Based Tests for Cross-Sectional Independence in Panel Models.(2007) In: Center for Policy Research Working Papers.
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1996On the identification problem in testing the dynamic specification of factor-demand equations In: Economics Letters.
[Full Text][Citation analysis]		article5
2006Identifying externalities in UK manufacturing using direct estimation of an average cost function In: Economics Letters.
[Full Text][Citation analysis]		article4
2005Identifying Externalities in UK Manufacturing Using Direct Estimation of an Average Cost Function.(2005) In: School of Economics Discussion Papers.
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2005Modelling structural breaks, long memory and stock market volatility: an overview In: Journal of Econometrics.
[Full Text][Citation analysis]		article94
2005Robust GMM tests for structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
2014Identification robust inference in cointegrating regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2019Consistent estimation of time-varying loadings in high-dimensional factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2019Combining p-values to test for multiple structural breaks in cointegrated regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
2001The development of the GKO futures market in Russia In: Emerging Markets Review.
[Full Text][Citation analysis]		article2
2001Efficiency, scale and scope economies in the Ukrainian banking sector in 1998 In: Emerging Markets Review.
[Full Text][Citation analysis]		article22
2003Dynamic translog and linear logit models: a factor demand analysis of interfuel substitution in US industrial energy demand In: Energy Economics.
[Full Text][Citation analysis]		article67
2021Leverage and systemic risk pro-cyclicality in the Chinese financial system In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2022Systemic risk in the Chinese financial system: A panel Granger causality analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2017Money market funds, shadow banking and systemic risk in United Kingdom In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2015Trading price jump clusters in foreign exchange markets In: Journal of Financial Markets.
[Full Text][Citation analysis]		article16
2020The contribution of shadow insurance to systemic risk In: Journal of Financial Stability.
[Full Text][Citation analysis]		article1
2022The contribution of (shadow) banks and real estate to systemic risk in China In: Journal of Financial Stability.
[Full Text][Citation analysis]		article2
2008Real options -- delay vs. pre-emption: Do industrial characteristics matter? In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article12
2013On the use of cross-sectional measures of forecast uncertainty In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2014Evaluating the accuracy of value-at-risk forecasts: New multilevel tests In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
2020Forecasting using heterogeneous panels with cross-sectional dependence In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2022The role of shadow banking in systemic risk in the European financial system In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2015Trading strategies with implied forward credit default swap spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2000The Evolution of Stock Markets in Transition Economies In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article61
2001Testing for Ongoing Convergence in Transition Economies, 1970 to 1998 In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article12
2015Macroannouncements, bond auctions and rating actions in the European government bond spreads In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2019Asymmetric jump beta estimation with implications for portfolio risk management In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article6
2016Identifying Drivers of Liquidity in the NBP Month-ahead Market In: EcoMod2016.
[Full Text][Citation analysis]		paper0
2016Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter2
2008Changes in ownership and minority protection In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article3
2019Measuring liquidity in gas markets: The case of the UK National Balancing Point In: Papers.
[Full Text][Citation analysis]		paper1
2009Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006 In: PSE Working Papers.
[Full Text][Citation analysis]		paper3
2009Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006.(2009) In: Working Papers.
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1997Information Content of Russian Stock Indices In: Working Papers.
[Citation analysis]		paper0
2001Convergence in Transition Countries – Focus on Investment: Central and Eastern Europe, 1970–1996 In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article1
2001Convergence in Transition Countries--Focus on Investment: Central and Eastern Europe, 1970-1996..(2001) In: Economic Change and Restructuring.
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2011Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends In: Center for Policy Research Working Papers.
[Full Text][Citation analysis]		paper1
2012Testing for Instability in Covariance Structures In: Center for Policy Research Working Papers.
[Full Text][Citation analysis]		paper5
2016Testing for Instability in Covariance Structures.(2016) In: Working papers.
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This paper has nother version. Agregated cites: 5		paper
2012Testing for Breaks in Cointegrated Panels In: Center for Policy Research Working Papers.
[Full Text][Citation analysis]		paper3
2007Testing for Instability in Factor Structure of Yield Curves In: Center for Policy Research Working Papers.
[Full Text][Citation analysis]		paper0
2017High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article5
2018Testing for Co-jumps in Financial Markets In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article2
1997The Competitiveness of UK Manufacturing: Evidence from Imports. In: Oxford Economic Papers.
[Full Text][Citation analysis]		article9
2005Profitability, capacity, and uncertainty: a model of UK manufacturing investment In: Oxford Economic Papers.
[Full Text][Citation analysis]		article34
1992The Econometrics of Panel Data: A Selective Introduction. In: Economics Series Working Papers.
[Citation analysis]		paper2
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