Juri Marcucci : Citation Profile

Are you Juri Marcucci?

Banca d'Italia

10

H index

11

i10 index

694

Citations

RESEARCH PRODUCTION:

16

Articles

15

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 34
   Journals where Juri Marcucci has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 11 (1.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma265
   Updated: 2024-12-03    RAS profile: 2024-11-06    
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Relations with other researchers

Works with:

Emiliozzi, Simone (3)

Monteforte, Libero (3)

Guaitoli, Gabriele (2)

luciani, andrea (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)

Hallin, Marc (10)

Barigozzi, Matteo (10)

Siliverstovs, Boriss (8)

Pincheira, Pablo (8)

Ardia, David (7)

Paya, Ivan (6)

Ferrara, Laurent (6)

Cubadda, Gianluca (6)

Athanasoglou, Panayiotis (6)

MURTIN, Fabrice (5)

Cites to:

Renault, Thomas (13)

Engle, Robert (13)

Baker, Scott (12)

bloom, nicholas (12)

Davis, Steven (11)

West, Kenneth (8)

Barrero, Jose Maria (8)

Mizen, Paul (8)

Meyer, Brent (8)

Askitas, Nikos (6)

Zimmermann, Klaus (6)

Main data

Where Juri Marcucci has published?

Journals with more than one article published# docs
International Journal of Forecasting3
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
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area4

Recent works citing Juri Marcucci (2024 and 2023)

YearTitle of citing document
2024Financial-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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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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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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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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2024Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Luo, YI ; Huang, Yirong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731.

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2024The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Sohn, Wook ; Jombo, Wytone ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165.

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2024Prescreening bank failures with K-means clustering: Pros and cons. (2024). Gormus, Alper ; Parnes, Dror. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001546.

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2024Can asymmetry, long memory, and current return information improve crude oil volatility prediction? ——Evidence from ASHARV-MIDAS model. (2024). Hao, Xiaozhen ; Liu, Junjie ; Chen, Zhenlong. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004501.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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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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2023Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819.

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2023Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924.

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2024Vox populi, vox dei: A concept and measure for grassroots socio-political risk using Google Trends. (2024). Mullner, Jakob ; Puhr, Harald. In: Journal of International Management. RePEc:eee:intman:v:30:y:2024:i:2:s1075425323000935.

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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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2023Taxation, health system endowment and institutional quality: ‘Social media’ perceptions across Europe. (2023). Mazzone, Giulio ; Cerruti, Gianluca ; Cafferata, Alessia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:215:y:2023:i:c:p:224-243.

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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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2024Profitability of technical trading rules in the Chinese stock market. (2024). Xu, Jin ; Wang, Zixuan ; Chuang, Hui-Ching. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000295.

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2023An end-to-end deep learning model for solving data-driven newsvendor problem with accessibility to textual review data. (2023). Zhang, Chuan ; Tian, Yu-Xin. In: International Journal of Production Economics. RePEc:eee:proeco:v:265:y:2023:i:c:s0925527323002487.

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2024Corruption, lending and bank performance. (2024). Molyneux, Philip ; ben Ammar, Mouldi ; Abuzayed, Bana ; Al-Fayoumi, Nedal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:802-830.

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2024Addressing Google Trends inconsistencies. (2024). Domenech, Josep ; Cebrian, Eduardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001148.

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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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2023When 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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2024Online Monitoring of Policy Optimality. (2024). Einarsson, Bjarni G. In: Economics. RePEc:ice:wpaper:wp95.

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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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2024A systematic literature review of the implications of media on inflation expectations. (2024). Law, Chee-Hong ; Goh, Kim Huat. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00591-2.

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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
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2013Female entrepreneurs in trouble: do their bad loans last longer? In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper1
2022Textual analysis of a Twitter corpus during the COVID-19 pandemics In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper0
2022Statistics for economic analysis: the experience of the Bank of Italy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper0
2024Predicting buildings EPC in Italy: a machine learning based-approach In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper0
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]		paper38
2022Can we measure inflation expectations using Twitter?.(2022) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 38		article
2021The power of text-based indicators in forecasting the Italian economic activity In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper10
2023The power of text-based indicators in forecasting Italian economic activity.(2023) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 10		article
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]		paper50
2013Comparing forecast accuracy: A Monte Carlo investigation.(2013) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		article
2012The predictive power of Google searches in forecasting unemployment In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper147
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: 147		article
2005Forecasting Stock Market Volatility with Regime-Switching GARCH Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article151
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]		article70
Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression.() In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2009Asymmetric effects of the business cycle on bank credit risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article76
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]		paper62
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 nother version. Agregated cites: 62		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 nother version. Agregated cites: 62		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 nother version. Agregated cites: 2		article
2012Are moving average trading rules profitable? Evidence from the European stock markets In: Applied Economics.
[Full Text][Citation analysis]		article22

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