Juri Marcucci : Citation Profile


Are you Juri Marcucci?

Banca d'Italia

10

H index

11

i10 index

652

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: 93.    Total self citations: 9 (1.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma265
   Updated: 2023-11-04    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)

Athanasoglou, Panayiotis (6)

Cubadda, Gianluca (6)

Paya, Ivan (6)

Anastasiou, Dimitris (5)

Algan, Yann (5)

Cites to:

Engle, Robert (13)

Askitas, Nikos (8)

Zimmermann, Klaus (8)

West, Kenneth (8)

Diebold, Francis (6)

Clark, Todd (6)

McCracken, Michael (5)

Quagliariello, Mario (5)

Bollerslev, Tim (5)

Ramey, Valerie (4)

Mariano, Roberto (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 (2023 and 2022)


YearTitle of citing document
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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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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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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2022.

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

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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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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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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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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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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.

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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.

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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.

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

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

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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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2022Towards Crafting Optimal Functional Link Artificial Neural Networks with Rao Algorithms for Stock Closing Prices Prediction. (2022). Sahoo, Biswajit ; Das, Subhranginee ; Nayak, Sarat Chandra. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:1:d:10.1007_s10614-021-10130-9.

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2022Women’s leadership impact on risks and financial performance in banking: evidence from the Southeast Asian Countries. (2022). Bouteska, Ahmed ; Mili, Mehdi. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:26:y:2022:i:4:d:10.1007_s10997-021-09594-6.

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2022Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model. (2022). Kohns, David ; Bhattacharjee, Arnab. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:538.

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2022Is the ESG portfolio less turbulent than a market benchmark portfolio?. (2022). Ouchen, Abdessamad. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00077-4.

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2022Correlation Based Tests of Predictability. (2022). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:112014.

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2022Taxation, health system endowment and quality of institutions: a social perception across Europe. (2022). Mazzone, Giulio ; Cerruti, Gianluca ; Cafferata, Alessia. In: MPRA Paper. RePEc:pra:mprapa:112118.

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2022Threshold spatial autoregressive model. (2022). Li, Kunpeng. In: MPRA Paper. RePEc:pra:mprapa:113568.

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2022The Impact of Visibility on School Athletic Finances: An Empirical Analysis using Google Trends. (2022). Sadana, Divya ; Behera, Sarthak. In: MPRA Paper. RePEc:pra:mprapa:114818.

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2022Movilidad urbana y datos de alta frecuencia. (2022). Gutierrez, Antonio. In: MPRA Paper. RePEc:pra:mprapa:114854.

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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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2022Assessment of inflation expectations based on internet data. (2022). Petrova, Diana. In: Applied Econometrics. RePEc:ris:apltrx:0444.

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2022Can Japanese Candlestick Patterns be Profitable on the Component Stocks of the SSE50 Index?. (2022). Wei, Chenyang ; Zhu, Yingke ; Yu, Haoran ; Ren, Yanmei ; Su, Zhihao ; Deng, Shangkun. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:3:p:21582440221117803.

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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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2022Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process. (2022). Pianese, Augusto ; Bianchi, Sergio ; Frezza, Massimiliano. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00412-w.

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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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2022To jump or not to jump: momentum of jumps in crude oil price volatility prediction. (2022). Zhang, Yaojie ; Wang, Yudong ; Ma, Feng ; Wei, YU. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00360-7.

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2022Learning from revisions: an algorithm to detect errors in banks’ balance sheet statistical reporting. (2022). Marinelli, Giuseppe ; Piermattei, Stefano ; Cusano, Francesco. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:56:y:2022:i:6:d:10.1007_s11135-021-01313-5.

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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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2022Forecasting National and Regional Youth Unemployment in Spain Using Google Trends. (2022). Simionescu (Bratu), Mihaela ; Cifuentes-Faura, Javier. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:164:y:2022:i:3:d:10.1007_s11205-022-02984-9.

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2022Nowcasting the GDP in Taiwan and the Real-Time Tourism Data. (2022). Hsiao, Yi-Long ; Ting, Chien-Jung. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:12:y:2022:i:3:f:12_3_2.

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2022Application of the Real-Time Tourism Data in Nowcasting the Service Consumption in Taiwan. (2022). Su, Rui-Jun ; Hsiao, Yi-Long ; Ting, Chien-Jung. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:12:y:2022:i:4:f:12_4_4.

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2022Banks’ Credit Losses and Provisioning over the Business Cycle: Implications for IFRS. (2022). Aneta, Tesaova ; Simona, Malovana. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:22:y:2022:i:1:p:53-74:n:1.

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2022Effects of diamond price volatility on stock returns: Evidence from a developing economy. (2022). Acquah, Benjamin K ; Thulaganyo, Kebaabetswe ; Kouassi, Eugene ; Mougoue, Mbodja ; Marcelin, Jean. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1025-1043.

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2022Effects of the bank levy introduction on the interbank market. (2022). Puawska, Karolina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:844-864.

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2022Making text count: Economic forecasting using newspaper text. (2022). Kapadia, Sujit ; Kapetanios, George ; Redl, Chris ; Turrell, Arthur ; Kalamara, Eleni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:896-919.

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2022Assessing the usefulness of survey?based data in forecasting firms capital formation: Evidence from Italy. (2022). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:491-513.

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2022Forecasting unemployment in the euro area with machine learning. (2022). Sofianos, Emmanouil ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:551-566.

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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 another 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 another 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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paper128
2017The predictive power of Google searches in forecasting US unemployment.(2017) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 128
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 another 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 another 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 another 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 another 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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