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Juri Marcucci

Personal Details

First Name:Juri
Middle Name:
Last Name:Marcucci
Suffix:
RePEc Short-ID:pma265
[This author has chosen not to make the email address public]
https://sites.google.com/view/jurimarcucci/home
Bank of Italy Via Nazionale, 91 00184 Rome Italy
+39-06-4792-4069
Twitter: @JuriMarcucci
Terminal Degree:2005 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Francesco Braggiotti & Nicola Chiarini & Giulio Dondi & Luciano Lavecchia & Valeria Lionetti & Juri Marcucci & Riccardo Russo, 2024. "Predicting buildings' EPC in Italy: a machine learning based-approach," Questioni di Economia e Finanza (Occasional Papers) 850, Bank of Italy, Economic Research and International Relations Area.
  2. Giovanni D'Alessio & Riccardo De Bonis & Matteo Piazza & Luigi Infante & Giorgio Nuzzo & Silvia Sabatini & Francesca Zanichelli & Romina Gambacorta & Guido de Blasio & Stefano Federico & Juri Marcucci, 2022. "Statistics for economic analysis: the experience of the Bank of Italy," Questioni di Economia e Finanza (Occasional Papers) 693, Bank of Italy, Economic Research and International Relations Area.
  3. Valerio Astuti & Marta Crispino & Marco Langiulli & Juri Marcucci, 2022. "Textual analysis of a Twitter corpus during the COVID-19 pandemics," Questioni di Economia e Finanza (Occasional Papers) 692, Bank of Italy, Economic Research and International Relations Area.
  4. Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte, 2021. "The power of text-based indicators in forecasting the Italian economic activity," Temi di discussione (Economic working papers) 1321, Bank of Italy, Economic Research and International Relations Area.
  5. Cristina Angelico & Juri Marcucci & Marcello Miccoli & Filippo Quarta, 2021. "Can we measure inflation expectations using Twitter?," Temi di discussione (Economic working papers) 1318, Bank of Italy, Economic Research and International Relations Area.
  6. Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019. "News and consumer card payments," Temi di discussione (Economic working papers) 1233, Bank of Italy, Economic Research and International Relations Area.
  7. Juri Marcucci & Paolo Emilio Mistrulli, 2013. "Female entrepreneurs in trouble: do their bad loans last longer?," Questioni di Economia e Finanza (Occasional Papers) 185, Bank of Italy, Economic Research and International Relations Area.
  8. Francesco D'Amuri & Juri Marcucci, 2012. "The predictive power of Google searches in forecasting unemployment," Temi di discussione (Economic working papers) 891, Bank of Italy, Economic Research and International Relations Area.
  9. Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009. "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers) 723, Bank of Italy, Economic Research and International Relations Area.
  10. D'Amuri, Francesco & Marcucci, Juri, 2009. "‘Google it!’ Forecasting the US unemployment rate with a Google job search index," ISER Working Paper Series 2009-32, Institute for Social and Economic Research.
  11. Juri Marcucci & Mario Quagliariello, 2008. "Credit risk and business cycle over different regimes," Temi di discussione (Economic working papers) 670, Bank of Italy, Economic Research and International Relations Area.
  12. Francesca Lotti & Juri Marcucci, 2006. "Revisiting the empirical evidence on firms� money demand," Temi di discussione (Economic working papers) 595, Bank of Italy, Economic Research and International Relations Area.
  13. Juri Marcucci & Mario Quagliariello, "undated". "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers 05/09, Department of Economics, University of York.

Articles

  1. Araujo, Douglas & Bruno, Giuseppe & Marcucci, Juri & Schmidt, Rafael & Tissot, Bruno, 2024. "Data science in economy and finance: A central bank perspective," Journal of Digital Banking, Henry Stewart Publications, vol. 9(1), pages 30-48, June.
  2. Araujo, Douglas & Bruno, Giuseppe & Marcucci, Juri & Schmidt, Rafael & Tissot, Bruno, 2023. "Machine learning applications in central banking," Journal of AI, Robotics & Workplace Automation, Henry Stewart Publications, vol. 2(3), pages 271-293, March.
  3. Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023. "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, vol. 39(2), pages 791-808.
  4. Angelico, Cristina & Marcucci, Juri & Miccoli, Marcello & Quarta, Filippo, 2022. "Can we measure inflation expectations using Twitter?," Journal of Econometrics, Elsevier, vol. 228(2), pages 259-277.
  5. D’Amuri, Francesco & Marcucci, Juri, 2017. "The predictive power of Google searches in forecasting US unemployment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 801-816.
  6. Busetti, Fabio & Marcucci, Juri, 2013. "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, vol. 29(1), pages 13-27.
  7. Massoud Metghalchi & Juri Marcucci & Yung-Ho Chang, 2012. "Are moving average trading rules profitable? Evidence from the European stock markets," Applied Economics, Taylor & Francis Journals, vol. 44(12), pages 1539-1559, April.
  8. Marcucci, Juri & Quagliariello, Mario, 2009. "Asymmetric effects of the business cycle on bank credit risk," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1624-1635, September.
  9. Marcucci, Juri & Quagliariello, Mario, 2008. "Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 46-63, February.
  10. Metghalchi, Massoud & Chang, Yung-Ho & Marcucci, Juri, 2008. "Is the Swedish stock market efficient? Evidence from some simple trading rules," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 475-490, June.
  11. Lotti, Francesca & Marcucci, Juri, 2007. "Revisiting the empirical evidence on firms' money demand," Journal of Economics and Business, Elsevier, vol. 59(1), pages 51-73.
  12. Sebastiano Laviola & Juri Marcucci & Mario Quagliariello, 2006. "Stress testing credit risk: experience from the italian FSAP," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 269-291.
  13. Engle, Robert F. & Marcucci, Juri, 2006. "A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones," Journal of Econometrics, Elsevier, vol. 132(1), pages 7-42, May.
  14. Marcucci Juri, 2005. "Forecasting Stock Market Volatility with Regime-Switching GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-55, December.
  15. Francesca Lotti & Juri Marcucci, 2004. "La domanda di liquidità delle imprese statunitensi: un'analisi panel," L'industria, Società editrice il Mulino, issue 2, pages 403-418.

Chapters

  1. Guerino Ardizzi & Giuseppe Bruno & Juri Marcucci & Roberto Iannaccone & Filippo Moauro & Alessandra Righi & Davide Zurlo, 2024. "The use of payment transaction data for economic forecasts," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
  2. Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot, 2023. "Data science in central banking: applications and tools," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
  3. Valerio Astuti & Giuseppe Bruno & Sabina Marchetti & Juri Marcucci, 2023. "News and banks' equities: do words have predictive power?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
  4. Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot, 2022. "Machine learning applications in central banking: an overview," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Machine learning in central banking, volume 57, Bank for International Settlements.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (6) 2009-10-17 2009-11-07 2009-11-21 2010-04-04 2012-12-22 2021-03-29. Author is listed
  2. NEP-MAC: Macroeconomics (5) 2005-05-29 2006-07-09 2019-12-02 2021-03-01 2021-03-29. Author is listed
  3. NEP-BIG: Big Data (4) 2019-12-02 2021-03-01 2021-03-29 2022-07-25
  4. NEP-LAB: Labour Economics (4) 2009-11-07 2009-11-21 2010-04-04 2012-12-22
  5. NEP-BAN: Banking (3) 2008-07-30 2013-10-02 2022-07-25
  6. NEP-PAY: Payment Systems and Financial Technology (3) 2019-12-02 2022-07-25 2022-07-25
  7. NEP-RMG: Risk Management (3) 2005-05-29 2008-07-30 2021-03-29
  8. NEP-BEC: Business Economics (2) 2005-05-29 2008-07-30
  9. NEP-CBA: Central Banking (2) 2006-07-09 2022-07-25
  10. NEP-CMP: Computational Economics (2) 2021-03-29 2022-07-25
  11. NEP-EEC: European Economics (2) 2005-05-29 2019-12-02
  12. NEP-MON: Monetary Economics (2) 2006-07-09 2022-07-25
  13. NEP-CWA: Central and Western Asia (1) 2021-03-01
  14. NEP-ECM: Econometrics (1) 2009-10-17
  15. NEP-FIN: Finance (1) 2005-05-29
  16. NEP-FLE: Financial Literacy and Education (1) 2022-07-25
  17. NEP-REG: Regulation (1) 2008-07-30

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