Education: PhD in Economics (Oxford University, UK, 1992), BSc in Economics (Pavia University, Italy, 1985), Liceo Classico "Quinto Orazio Flacco" (Potenza, Italy, 1980).
GIOVANNI URGA is Full Professor (Ordinario a Tempo Definito) at the Department of Management of Bergamo University (Italy) since October 2007, where he was Visiting Professor of Econometrics from 1992 to September 2007. He is also Full Professor in Econometrics and Finance at Bayes Business School (formerly Cass), City University of London since March 2002, which he joined in July 1999 as Senior Lecturer in Financial Econometrics and then promoted to Reader in May 2001. He was Research Fellow at London Business School (1994-1999), Visiting Professor at New Economic School, Moscow, Russia (1996-1999), Lecturer at Queen Mary and Westfield College in London (1992-1994), and Research Officer at the Institute of Economic and Statistics in Oxford (1991-1992).
Research interests: Econometric Methodology and Applications: Structural Breaks, Common Stochastic Trends, Aggregation Issues in Economics and Finance, Instability of Money Demand Functions, Welfare Costs of Inflation; Panel Data Econometrics: Nonstationarity and Breaks in Panels; Econometrics. Financial Econometrics and Finance: High-Frequency Econometrics, Testing for Jumps, Modeling Price and Liquidity Discovery Models, Systemic Risk and Early Warning Indicators, Banking and Insurance and Shadow Entities.
His teaching includes Econometria, Financial Econometrics, Advanced Econometrics, Foundations of Econometrics, Econometrics of Financial Markets, Advanced Financial Modelling and Forecasting, Panel Data Econometrics for Finance and Banking, Shadow Banking and Systemic Risk, Risk Indicators and Bubble/Burst in Financial Markets.