Juri Marcucci : Citation Profile

Are you Juri Marcucci?

Banca d'Italia

10

H index

10

i10 index

617

Citations

RESEARCH PRODUCTION:

13

Articles

12

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 34
   Journals where Juri Marcucci has often published
   Relations with other researchers
   Recent citing documents: 143.    Total self citations: 9 (1.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma265
   Updated: 2023-03-02    RAS profile: 2022-05-17    
   Missing citations? Add them    Incorrect content? Let us know

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:

Barigozzi, Matteo (10)

Hecq, Alain (10)

Hallin, Marc (10)

Siliverstovs, Boriss (8)

Pincheira, Pablo (7)

Cubadda, Gianluca (6)

Athanasoglou, Panayiotis (6)

Paya, Ivan (6)

Algan, Yann (5)

Kholodilin, Konstantin (5)

MURTIN, Fabrice (5)

Cites to:

Engle, Robert (13)

Askitas, Nikos (8)

West, Kenneth (8)

Zimmermann, Klaus (8)

Clark, Todd (6)

Diebold, Francis (6)

White, Halbert (5)

McCracken, Michael (5)

Quagliariello, Mario (5)

Bollerslev, Tim (5)

Mariano, Roberto (4)

Main data

Where Juri Marcucci has published?

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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022Banking Industry Sustainable Growth Rate under Risk: Empirical Study of the Banking Industry in ASEAN Countries. (2022). Jie, Ferry ; Saftiana, Yulia. In: Sustainability. RePEc:gam:jsusta:v:15:y:2022:i:1:p:564-:d:1018410.

Full description at Econpapers || Download paper

2021Role of the Media in the Inflation Expectation Formation Process. (2021). Yukhymenko, Tetiana. In: IHEID Working Papers. RePEc:gii:giihei:heidwp13-2021.

Full description at Econpapers || Download paper

2022What drives the risk of European banks during crises? New evidence and insights. (2022). Lapteacru, Ion. In: Bordeaux Economics Working Papers. RePEc:grt:bdxewp:2022-02.

Full description at Econpapers || Download paper

2022When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944.

Full description at Econpapers || Download paper

2022What drives the risk of European banks during crises? New evidence and insights. (2022). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-03625046.

Full description at Econpapers || Download paper

2022What drives the risk of European banks during crises? New evidence and insights. (2022). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-03775463.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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]		paper13
2022Can we measure inflation expectations using Twitter?.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		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]		paper46
2013Comparing forecast accuracy: A Monte Carlo investigation.(2013) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		article
2012The predictive power of Google searches in forecasting unemployment In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper122
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: 122		article
2005Forecasting Stock Market Volatility with Regime-Switching GARCH Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article138
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]		article71
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team