Juri Marcucci : Citation Profile

Are you Juri Marcucci?

Banca d'Italia

10

H index

10

i10 index

633

Citations

RESEARCH PRODUCTION:

13

Articles

12

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 35
   Journals where Juri Marcucci has often published
   Relations with other researchers
   Recent citing documents: 153.    Total self citations: 9 (1.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma265
   Updated: 2023-05-27    RAS profile: 2022-05-17    
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Relations with other researchers

Works with:

Monteforte, Libero (2)

Angelico, Cristina (2)

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

Is cited by:

Hecq, Alain (10)

Barigozzi, Matteo (10)

Hallin, Marc (10)

Siliverstovs, Boriss (8)

Pincheira, Pablo (7)

Ardia, David (7)

Cubadda, Gianluca (6)

Paya, Ivan (6)

Athanasoglou, Panayiotis (6)

Algan, Yann (5)

Jeon, Bang (5)

Cites to:

Engle, Robert (13)

Askitas, Nikos (8)

West, Kenneth (8)

Zimmermann, Klaus (8)

Diebold, Francis (6)

Clark, Todd (6)

McCracken, Michael (5)

Quagliariello, Mario (5)

Bollerslev, Tim (5)

Mariano, Roberto (4)

bloom, nicholas (4)

Main data

Where Juri Marcucci has published?

Journals with more than one article published# docs
Journal of Econometrics2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area7

Recent works citing Juri Marcucci (2022 and 2021)

YearTitle of citing document
2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

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2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

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2022News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2022When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273.

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2022Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2021Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777.

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2021Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2022Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing. (2022). Aste, Tomaso ; Wang, Yuanrong ; Saef, Danial. In: Papers. RePEc:arx:papers:2208.12614.

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2022Sentiment Analysis on Inflation after Covid-19. (2022). Tang, Zihan ; Li, Xinyu. In: Papers. RePEc:arx:papers:2209.14737.

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2023Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086.

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2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20160.

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2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21160.

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2022.

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2023Turning Words into Numbers: Measuring News Media Coverage of Shortages. (2023). Houle, Stephanie ; Chen, Lin. In: Discussion Papers. RePEc:bca:bocadp:23-8.

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2021Forecasting corporate capital accumulation in Italy: the role of survey-based information. (2021). Giordano, Claire ; Silvestrini, Andrea ; Marinucci, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_596_21.

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2021Exploiting payments to track Italian economic activity: the experience at Banca d’Italia. (2021). Zizza, Roberta ; Gambini, Alessandro ; aprigliano, valentina ; Renzi, Nazzareno ; Emiliozzi, Simone ; Cavallero, Alessandro ; Cassetta, Alessia ; Ardizzi, Guerino. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_609_21.

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2022Textual analysis of a Twitter corpus during the COVID-19 pandemics. (2022). Marcucci, Juri ; Langiulli, Marco ; Crispino, Marta ; Astuti, Valerio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_692_22.

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2023A tool to nowcast tourist overnight stays with payment data and complementary indicators. (2023). Mariani, Vincenzo ; Crispino, Marta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_746_23.

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2022Press news and social media in credit risk assessment: the experience of Banca d’Italia’s In-house Credit Assessment System. (2022). Viggiano, Gianluca ; Gariano, Giulio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_024_22.

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2021Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21.

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2021Foreign investors and target firms’ financial structure: cavalry or locusts?. (2021). Pisicoli, Beniamino ; Bencivelli, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1327_21.

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2021Can internet banking affect households participation in financial markets and financial awareness?. (2021). Michelangeli, Valentina ; Viviano, Eliana. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1329_21.

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2021The catalytic role of IMF programs. (2021). Maurini, Claudia ; Schiavone, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1331_21.

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2021Dating the euro area business cycle: an evaluation. (2021). Pacella, Claudia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1332_21.

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2021What drives investors to chase returns?. (2021). Michelangeli, Valentina ; Reichling, Felix ; Huntley, Jonathan . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1334_21.

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2021A Sentiment-based Risk Indicator for the Mexican Financial Sector. (2021). Palma, Brenda ; Fernandez, Raul ; Rho, Caterina. In: Working Papers. RePEc:bdm:wpaper:2021-04.

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2021Enrichment of the Banque de France’s monthly business survey: lessons from textual analysis of business leaders’ comments. (2021). Martial, Ranvier ; Mathilde, Gerardin. In: Working papers. RePEc:bfr:banfra:821.

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2021Big data and machine learning in central banking. (2021). Gambacorta, Leonardo ; Doerr, Sebastian ; Serena, Jose Maria. In: BIS Working Papers. RePEc:bis:biswps:930.

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2022Obtaining consistent time series from Google Trends. (2022). Martínez, Isabel ; Sax, Christoph ; Martinez, Isabel Z ; Indergand, Ronald ; Eichenauer, Vera Z. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:694-705.

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2021EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2021A dynamic factor model approach to incorporate Big Data in state space models for official statistics. (2021). Smeekes, Stephan ; Palm, Franz ; Schiavoni, Caterina ; van den Brakel, Jan. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:324-353.

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2021Filtering the intensity of public concern from social media count data with jumps. (2021). Santagiustina, Carlo ; Iacopini, Matteo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:4:p:1283-1302.

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2022Do job vacancies variations anticipate employment variations by sector? Some preliminary evidence from Italy. (2022). Lovaglio, Pietro Giorgio. In: LABOUR. RePEc:bla:labour:v:36:y:2022:i:1:p:71-93.

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2022FEAR Index, city characteristics, and housing returns. (2022). Saydometov, Sergiy ; Sabherwal, Sanjiv ; Aroul, Ramya Rajajagadeesan. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:173-205.

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2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuehl, Patrick. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:298-321.

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2021Extracting Firms Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis. (2021). Shinohara, Takeshi ; Katsuki, Shinnosuke ; Okuda, Tatsushi ; Yamagata, Hiroaki ; Nakajima, Jouchi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e12.

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2022Predicting Chinese consumption series with Baidu. (2022). Coupe, Tom ; Song, Zhongchen. In: Working Papers in Economics. RePEc:cbt:econwp:22/19.

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2021Does Online Salience Predict Charitable Giving? Evidence from SMS Text Donations. (2021). Talavera, Oleksandr ; Scharf, Kimberley Ann ; Perroni, Carlo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9436.

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2021Online Salience and Charitable Giving: Evidence from SMS Donations. (2021). Talavera, Oleksandr ; Scharf, Kimberley ; Perroni, Carlo. In: CAGE Online Working Paper Series. RePEc:cge:wacage:536.

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2022The demand and supply of information about inflation. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano. In: CIRANO Working Papers. RePEc:cir:cirwor:2022s-27.

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2021Search and Predictability of Prices in the Housing Market. (2021). Schütte, Erik Christian ; Timmermann, Allan ; Montes, Erik Christian ; Pedersen, Thomas ; Moller, Stig. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15875.

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2021Now-casting Romanian migration into the United Kingdom by using Google Search engine data. (2021). Winiowski, Arkadiusz ; Avramescu, Andreea. In: Demographic Research. RePEc:dem:demres:v:45:y:2021:i:40.

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2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick. In: Working Paper Series. RePEc:ecb:ecbwps:20212547.

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2021A mixed frequency BVAR for the euro area labour market. (2021). Foroni, Claudia ; Hernandez, Catalina Martinez ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212601.

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2021Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Kalamara, Eleni ; Ashwin, Julian ; Saiz, Lorena. In: Working Paper Series. RePEc:ecb:ecbwps:20212616.

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2021Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market. (2021). Dritsakis, Nikolaos ; Mademlis, Dimitrios Kartsonakis. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-01-5.

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2022Option pricing of carbon asset and its application in digital decision-making of carbon asset. (2022). Kong, Chuimin ; Zhang, Xiling ; Sun, Huaping ; Tian, Lixin ; Liu, Yue. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921016160.

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2021COVID-19 and the intentions to migrate from developing countries: Evidence from online search activities in Southeast Asia. (2021). Suzuki, Aya ; Nakamura, Nobuyuki. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000774.

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2022Inter-portfolio credit risk contagion including macroeconomic and financial factors: A case study for Ecuador. (2022). Tonato, Ronny ; Uquillas, Adriana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:299-320.

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2021The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Éric ; Theoret, Raymond ; Gregoriou, Greg N. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872.

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2021Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796.

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2022Financial condition indices for emerging market economies: Can Google help?. (2022). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001410.

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2022Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption.. (2022). Dimpfl, Thomas ; Bleher, Johannes. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:1-26.

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2021Female leadership and bank performance in Latin America. (2021). Vahamaa, Emilia ; Baselga-Pascual, Laura. In: Emerging Markets Review. RePEc:eee:ememar:v:48:y:2021:i:c:s1566014121000157.

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2022How does financial inclusion affect bank stability in emerging economies?. (2022). Luo, Hang ; Wang, Rui. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000844.

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2021Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394.

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2022Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237.

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2022Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Wang, LU ; Lai, Xiaodong ; Xia, Zhenglan ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667.

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2022The role of strategic interactions in risk-taking behavior: A study from asset growth perspective. (2022). Schinckus, Christophe ; Vu, Thai ; Quynh, Huong Nguyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000953.

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2022How does news sentiment affect the states of Japanese stock return volatility?. (2022). Shi, Yanlin ; Fu, Tong ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002241.

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2022Do capital buffers matter? Evidence from the stocks and flows of nonperforming loans. (2022). Cotugno, Matteo ; Torluccio, Giuseppe ; Perdichizzi, Salvatore ; Cicchiello, Antonella Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003192.

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2022Do economic policy uncertainty indices matter in joint volatility cycles between U.S. and Japanese stock markets?. (2022). Chang, Kuang-Liang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005304.

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2021Cash conversion cycle and aggregate stock returns. (2021). Lin, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030029x.

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2022A proposal of a suspicion of tax fraud indicator based on Google trends to foresee Spanish tax revenues. (2022). Borgia, Sofia ; Poza, Carlos ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:1-12.

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2021Analytic moments for GJR-GARCH (1, 1) processes. (2021). Stanescu, Silvia ; Lazar, Emese ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:105-124.

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2021On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation. (2021). Kunst, Robert ; Costantini, Mauro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:445-460.

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2021Measuring and forecasting retail trade in real time using card transactional data. (2021). Ulloa, Camilo A ; de Aguirre, Pep Ruiz ; Rodrigo, Tomasa ; Pacce, Matias ; Garcia, Juan R. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1235-1246.

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2022Guest editorial: Economic forecasting in times of COVID-19. (2022). Sheng, Xuguang Simon ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:527-528.

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2022Forecasting unemployment insurance claims in realtime with Google Trends. (2022). Seo, Boyoung ; Sacks, Daniel W ; Fogarty, Michael ; Butters, Andrew R ; Brave, Scott A ; Aaronson, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:567-581.

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2022Nowcasting unemployment insurance claims in the time of COVID-19. (2022). Sinclair, Tara ; Larson, William D. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:635-647.

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2022Forecasting sales using online review and search engine data: A method based on PCA–DSFOA–BPNN. (2022). Fan, Zhi-Ping ; Tian, Yu-Xin ; Zhang, Chuan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1005-1024.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2021Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models. (2021). Anghel, Dan Gabriel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000716.

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2022Profitability, asset investment, and aggregate stock returns. (2022). Xu, Jin Karen ; Chue, Timothy K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001935.

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2021European depositors’ behavior and crisis sentiment. (2021). Anastasiou, Dimitrios ; Drakos, Konstantinos. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:117-136.

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2021In crisis, we pray: Religiosity and the COVID-19 pandemic. (2021). Bentzen, Jeanet Sinding. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:541-583.

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2022Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock. (2022). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:264-286.

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2022Does online salience predict charitable giving? Evidence from SMS text donations. (2022). Talavera, Oleksandr ; Scharf, Kimberley ; Perroni, Carlo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:134-149.

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2021Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU. (2021). van der Wielen, Wouter ; Barrios, Salvador. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304148.

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2021Risk perception and oil and gasoline markets under COVID-19. (2021). Akhundjanov, Sherzod ; Okhunjanov, Botir B ; Ahundjanov, Behzod B. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304239.

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2021Centralised or decentralised banking supervision? Evidence from European banks. (2021). Reghezza, Alessio ; Polizzi, Salvatore ; Altunbas, Yener ; Avignone, Giuseppe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302205.

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2021Asymmetric impacts of monetary policy and business cycles on bank risk-taking: Evidence from Emerging Asian markets. (2021). Su, Thanh Dinh ; Nguyen, Canh Phuc ; Bui, Duy-Tung. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000268.

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2021Asymmetries in the Euro area banking profitability. (2021). Laureano, Luis ; de Carvalho, Paulo Viegas ; Verissimo, Pedro. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000293.

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2022Can unemployment forecasts based on Google Trends help government design better policies? An investigation based on Spain and Portugal. (2022). Cifuentes-Faura, Javier ; Simionescu, Mihaela. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:1:p:1-21.

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2022Using internet search keyword data for predictability of precious metals prices: Evidence from non-parametric causality-in-quantiles approach. (2022). Raza, Syed ; Yousufi, Sara Qamar ; Khaskheli, Asadullah ; Miao, Miao. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004864.

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2022Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period. (2022). Raza, Syed ; Khan, Komal Akram ; Zhang, Hongyu ; Khaskheli, Asadullah. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003956.

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2022Predictability of the renewable energy market returns: The informational gains from the climate policy uncertainty. (2022). Bai, Jiancheng ; Yan, Wen ; Li, Ming ; Xu, Yongan. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005840.

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2022A babel of web-searches: Googling unemployment during the pandemic. (2022). Mazzarella, Gianluca ; Geraci, Andrea ; Colagrossi, Marco ; Caperna, Giulio. In: Labour Economics. RePEc:eee:labeco:v:74:y:2022:i:c:s0927537121001329.

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2021A sentiment-based risk indicator for the Mexican financial sector. (2021). Rho, Caterina ; Guizar, Brenda Palma ; Fernandez, Raul. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000168.

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2022The capital ratio and the interest rate spread: A panel threshold regression approach. (2022). Golbabaei, Ali ; Botshekan, Mahmoud. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:289-302.

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2021Perceived vs actual financial crisis and bank credit standards: Is there any indication of self-fulfilling prophecy?. (2021). Anastasiou, Dimitrios ; Giannoulakis, Stelios ; Bragoudakis, Zacharias. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001070.

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2021Political activity in social media induces forest fires in the Brazilian Amazon. (2021). Leonel, Marco Antonio. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001086.

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2021A bridge between sentiment indicators: What does Google Trends tell us about COVID-19 pandemic and employment expectations in the EU new member states?. (2021). Raiien, Agota Giedr ; Simionescu, Mihaela. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s004016252100603x.

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2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary ; Sicilian, Martin. In: International Finance Discussion Papers. RePEc:fip:fedgif:1374.

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2023Gender Differences in Inflation Expectations: Recent Evidence from India. (2023). Salve, Sangita ; Gite, Chaitanya ; Sharma, Nitin Mohanlal ; Joshi, Preeti Tushar ; Chalwadi, Swapnil Virendra. In: Administrative Sciences. RePEc:gam:jadmsc:v:13:y:2023:i:2:p:60-:d:1068215.

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2021Price Leadership and Volatility Linkages between Oil and Renewable Energy Firms during the COVID-19 Pandemic. (2021). Petroni, Filippo ; de Blasis, Riccardo. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:9:p:2608-:d:548090.

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2022Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?. (2022). Hsu, Chinning ; Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3328-:d:807894.

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2022The Effect of Index Option Trading on Stock Market Volatility in China: An Empirical Investigation. (2022). Wu, Kai ; Liu, YI ; Feng, Weiyang. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:150-:d:778684.

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2022Portfolio Optimization on Multivariate Regime-Switching GARCH Model with Normal Tempered Stable Innovation. (2022). Mittnik, Stefan ; Kim, Youngshin ; Peng, Cheng. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:230-:d:821738.

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2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin J ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:161-:d:1084784.

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More than 100 citations found, this list is not complete...

Works by Juri Marcucci:

YearTitleTypeCited
2013Female entrepreneurs in trouble: do their bad loans last longer? In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper1
2019News and consumer card payments In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper1
2021Can we measure inflation expectations using Twitter? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper19
2022Can we measure inflation expectations using Twitter?.(2022) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 19		article
2021The power of text-based indicators in forecasting the Italian economic activity In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper9
2006Revisiting the empirical evidence on firms� money demand In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper2
2008Credit risk and business cycle over different regimes In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper9
2009Comparing forecast accuracy: A Monte Carlo investigation In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper47
2013Comparing forecast accuracy: A Monte Carlo investigation.(2013) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		article
2012The predictive power of Google searches in forecasting unemployment In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper124
2017The predictive power of Google searches in forecasting US unemployment.(2017) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124		article
2005Forecasting Stock Market Volatility with Regime-Switching GARCH Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article144
2006A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones In: Journal of Econometrics.
[Full Text][Citation analysis]		article34
2008Is the Swedish stock market efficient? Evidence from some simple trading rules In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article15
2008Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article69
Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression.() In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		paper
2009Asymmetric effects of the business cycle on bank credit risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article72
2007Revisiting the empirical evidence on firms money demand In: Journal of Economics and Business.
[Full Text][Citation analysis]		article4
2009‘Google it!’ Forecasting the US unemployment rate with a Google job search index In: ISER Working Paper Series.
[Full Text][Citation analysis]		paper60
2010“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		paper
2009Google it! Forecasting the US unemployment rate with a Google job search index.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		paper
2004La domanda di liquidità delle imprese statunitensi: unanalisi panel In: L'industria.
[Full Text][Citation analysis]		article0
2006Stress testing credit risk: experience from the italian FSAP In: BNL Quarterly Review.
[Full Text][Citation analysis]		article2
2006Stress testing credit risk: experience from the italian FSAP.(2006) In: Banca Nazionale del Lavoro Quarterly Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2012Are moving average trading rules profitable? Evidence from the European stock markets In: Applied Economics.
[Full Text][Citation analysis]		article21

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