Juri Marcucci at IDEAS
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about: Juri Marcucci
Personal Details | Affiliation | Works
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Personal Details
First Name: Juri
Middle Name:
Last Name: Marcucci
Suffix:
RePEc Short-ID: pma265
Email: Homepage:
https://mail.sssup.it/~juri/index.htm
Postal Address: Bank of Italy Via Nazionale, 91 00184 Rome Italy
Phone: +39-06-4792-4069Affiliation (in no particular order)
Works | Working papers | Articles | Access
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Working papers
D'Amuri, Francesco & Marcucci, Juri, 2009.
""Google it!" Forecasting the US unemployment rate with a Google job search index ,"
MPRA Paper
18248, University Library of Munich, Germany, revised 19 Nov 2009.
[Downloadable!] Other versions:
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 Department.
[Downloadable!]
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 Department.
[Downloadable!]
Francesca Lotti & Juri Marcucci, 2006.
"Revisiting the empirical evidence on firmsÂ’ money demand ,"
Temi di discussione (Economic working papers)
595, Bank of Italy, Economic Research Department.
[Downloadable!] Published as:
Juri Marcucci & Mario Quagliariello, .
"Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression ,"
Discussion Papers
05/09, Department of Economics, University of York.
[Downloadable!] Published as:
Articles
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.
[Downloadable!] (restricted)
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.
[Downloadable!] (restricted) Other versions:
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.
[Downloadable!] (restricted)
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.
[Downloadable!] (restricted) Other versions:
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.
[Downloadable!] (restricted)
Juri Marcucci, 2005.
"Forecasting Stock Market Volatility with Regime-Switching GARCH Models ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 9(4).
[Downloadable!]
NEP Fields 5 papers by this author were announced in NEP , and specifically in the following field reports (number of papers):
NEP-BAN : Banking (1) 2008-07-30
NEP-BEC : Business Economics (2) 2005-05-29 2008-07-30 Author is listed
NEP-CBA : Central Banking (1) 2006-07-09
NEP-ECM : Econometrics (1) 2009-10-17
NEP-EEC : European Economics (1) 2005-05-29
NEP-FIN : Finance (1) 2005-05-29
NEP-FOR : Forecasting (2) 2009-10-17 2009-11-07 Author is listed
NEP-IFN : International Finance (1) 2008-07-30
NEP-MAC : Macroeconomics (2) 2005-05-29 2006-07-09 Author is listed
NEP-MON : Monetary Economics (1) 2006-07-09
NEP-REG : Regulation (1) 2008-07-30
NEP-RMG : Risk Management (2) 2005-05-29 2008-07-30 Author is listed
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This page was last updated on 2009-11-26.
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