Welcome to Giovanni Urga's personal website!
Professor Giovanni Urga was born in Laurenzana (PZ), a small village in the Regione Basilicata (Italy), rich of innumerable examples of natural wonders, a must to visit.
CURRENT POSITIONS
Professor of Econometrics & Finance, Bayes Business School (formerly Cass), City University of London, UK (1999-present). Web page.
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)
Philip Leverhulme Prizes in Economics 2022, UK: Panel Member
Professor of Econometrics (Part-time), Department of Economics, University of Bergamo , Italy
1 October 2007- 28 February 2023: Professore a Tempo Definito (Part-time)
From 1 March 2023 - (Unpaid Leave of Absence)
THE CASE OF PROF. GIOVANNI URGA & THE UNIVERSITY OF BERGAMO.
(1) TAR Lombardia-Brescia Court Ruling n. 781/2020 of the 9/11/2020 & (2) TAR Lombardia-Brescia court ruling n. 879/2021 of the 18/10/2021.
Both TAR Court Rulings are FINAL JUDGEMENTS.The TAR Lombardia-Brescia Court Ruling n. 637/2022 of the 24/06/2022 was EXECUTED by the University of Bergamo on the 25 July 2022 (D. R. Repertorio n. 635/2022 Prot. n. 13042)
5 January 2023: the University of Bergamo appealed the TAR Lombardia-Brescia Court Ruling n. 637/22 of the 24/06/2022 to the Consiglio di Stato (n.r.g. 108/2023).
3 October 2023: following the public hearing of the 6 June 2023, the Consiglio di Stato (n. 8636/2023)) rejected the University of Bergamo appeal againgst the TAR decision described in point C) above. THIS IS "FINAL JUDGEMENT", PROFESSOR GIOVANNI URGA WON.
7 December 2023: Following the public hearing of the 8 November 2023, the TAR ruled on the compensation to grant to Prof. Urga in respect of biological and reputational damages, and on the refund of legal expenses.
15 January 2024: Prof Giovanni Urga voluntary RESIGNED as Full Professor (Tempo Definito /Part-Time) in Econometrics (SECS - P/05) of University of Bergamo as from the 21 February 2024.
(.....TO BE CONTINUED)
See also:
Interesting insights can be found also in an interview to La Rassegna.it of the 13 April 2013 (pdf)
PREVIOUS POSITIONS
Oct 1992- Sep 2007 - Visiting Professor of Econometrics, Department of Economics, University of Bergamo (Italy)
1994-1999: Research Fellow , London Business School, London (UK)
1996-1999: Visiting Professor of Econometrics, New Economic School, Moscow (Russia)
1992-1994: Lecturer in Economics, Queen Mary and Westfield College, London (UK)
1991-1992: Research Officer, Institute of Economic and Statistics, University of Oxford (UK).
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)
EXPERTISE AND RESEARCH INTERESTS
Econometric Methodology and Applications
Multivariate test for volatility spillover; multivariate predictive ability test; weak exogeneity and stability tests; Monte Carlo combined tests.
Panel Data Econometrics
Modelling nonstationarity and breaks in panels; time-varying loading in multifactor models; modelling cross-sectional dependence in panels; Granger-causality in panels.
Finance and Financial Econometrics
High-frequency econometrics; testing for jumps and co-jumps; modelling liquidity and systemic risk indicators; multifactor asset pricing models; assessing systemic risk in the European and Chinese financial systems; modelling shadow banking.