Juri Marcucci : Citation Profile


Are you Juri Marcucci?

Banca d'Italia

10

H index

11

i10 index

655

Citations

RESEARCH PRODUCTION:

13

Articles

12

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 36
   Journals where Juri Marcucci has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 9 (1.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma265
   Updated: 2024-01-16    RAS profile: 2022-05-17    
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Relations with other researchers


Works with:

Angelico, Cristina (2)

Monteforte, Libero (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)

Paya, Ivan (6)

Cubadda, Gianluca (6)

Athanasoglou, Panayiotis (6)

Ferrara, Laurent (5)

Wu, Ji (5)

Cites to:

Engle, Robert (13)

Askitas, Nikos (8)

West, Kenneth (8)

Zimmermann, Klaus (8)

Clark, Todd (6)

Diebold, Francis (6)

Bollerslev, Tim (5)

McCracken, Michael (5)

Quagliariello, Mario (5)

Ramey, Valerie (4)

Bernanke, Ben (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 (2024 and 2023)


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

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2023More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Silva, Diego ; Ajello, Andrea ; Adams, Travis. In: Papers. RePEc:arx:papers:2305.16164.

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2023What Can Earnings Calls Tell Us About the Output Gap and Inflation in Canada?. (2023). Taskin, Temel ; Gosselin, Marc-Andre. In: Discussion Papers. RePEc:bca:bocadp:23-13.

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2023Digitalization: Implications for Monetary Policy. (2023). Yanni, Pierre-Yves ; Hajzler, Christopher ; Dahlhaus, Tatjana ; Chu, Vivian. In: Discussion Papers. RePEc:bca:bocadp:23-18.

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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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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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2023How can Big Data improve the quality of tourism statistics? The Bank of Italys experience in compiling the travel item in the Balance of Payments. (2023). Doria, Claudio ; Carboni, Andrea ; Catalano, Costanza. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_761_23.

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2023Utiliser la presse pour construire un nouvel indicateur de perception d’inflation en France. (2023). Pierre-Antoine, Robert ; Annabelle, De Gaye ; Alexandre, Dhenin ; Julien, Denes ; Jean-Charles, Bricongne ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:921.

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2023Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428.

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2023The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808.

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2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144.

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2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

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2023United States of Mind under Uncertainty. (2023). Shim, Myungkyu ; Jo, Soojin ; Bae, Siye. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:102-127.

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2023Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach. (2023). Sharma, Anil Kumar ; Imran, S. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000105.

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2023More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Adams, Travis ; Silva, Diego ; Ajello, Andrea. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-34.

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2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. 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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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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2023Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks. (2023). Abbes, Mouna Boujelbene ; Mezghani, Taicir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09387-3.

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2023La brecha de género en el emprendimiento y la cultura emprendedora: Evidencia con Google Trends. (2023). Gutiérrez, Antonio. In: MPRA Paper. RePEc:pra:mprapa:115876.

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2023Sentiment Analysis on Inflation after COVID-19. (2023). Tang, Zihan ; Li, Xinyu. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:10:y:2023:i:1:p:1023.

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2023Macroeconomic Forecasting with the Use of News Data. (2023). Mikhaylov, Dmitry. In: Working Papers. RePEc:rnp:wpaper:w20220250.

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2023Long memory and regime switching in the stochastic volatility modelling. (2023). Shi, Yanlin. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:2:d:10.1007_s10479-020-03841-z.

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2023Forecasting unemployment with Google Trends: age, gender and digital divide. (2023). Garcia-Hiernaux, Alfredo ; Mulero, Rodrigo. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02347-w.

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2023Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5.

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Works by Juri Marcucci:


YearTitleTypeCited
2013Female entrepreneurs in trouble: do their bad loans last longer? In: Questioni di Economia e Finanza (Occasional Papers).
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paper1
2019News and consumer card payments In: Temi di discussione (Economic working papers).
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paper2
2021Can we measure inflation expectations using Twitter? In: Temi di discussione (Economic working papers).
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paper26
2022Can we measure inflation expectations using Twitter?.(2022) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 26
article
2021The power of text-based indicators in forecasting the Italian economic activity In: Temi di discussione (Economic working papers).
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paper10
2006Revisiting the empirical evidence on firms� money demand In: Temi di discussione (Economic working papers).
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paper2
2008Credit risk and business cycle over different regimes In: Temi di discussione (Economic working papers).
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paper9
2009Comparing forecast accuracy: A Monte Carlo investigation In: Temi di discussione (Economic working papers).
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paper48
2013Comparing forecast accuracy: A Monte Carlo investigation.(2013) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 48
article
2012The predictive power of Google searches in forecasting unemployment In: Temi di discussione (Economic working papers).
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paper131
2017The predictive power of Google searches in forecasting US unemployment.(2017) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 131
article
2005Forecasting Stock Market Volatility with Regime-Switching GARCH Models In: Studies in Nonlinear Dynamics & Econometrics.
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article147
2006A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones In: Journal of Econometrics.
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article34
2008Is the Swedish stock market efficient? Evidence from some simple trading rules In: International Review of Financial Analysis.
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article15
2008Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression In: Journal of International Financial Markets, Institutions and Money.
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article69
Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression.() In: Discussion Papers.
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This paper has nother version. Agregated cites: 69
paper
2009Asymmetric effects of the business cycle on bank credit risk In: Journal of Banking & Finance.
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article73
2007Revisiting the empirical evidence on firms money demand In: Journal of Economics and Business.
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article4
2009‘Google it!’ Forecasting the US unemployment rate with a Google job search index In: ISER Working Paper Series.
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paper61
2010“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 61
paper
2009Google it! Forecasting the US unemployment rate with a Google job search index.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 61
paper
2004La domanda di liquidità delle imprese statunitensi: unanalisi panel In: L'industria.
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article0
2006Stress testing credit risk: experience from the italian FSAP In: BNL Quarterly Review.
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article2
2006Stress testing credit risk: experience from the italian FSAP.(2006) In: Banca Nazionale del Lavoro Quarterly Review.
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This paper has nother version. Agregated cites: 2
article
2012Are moving average trading rules profitable? Evidence from the European stock markets In: Applied Economics.
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article21

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