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Juri Marcucci

This is information that was supplied by Juri Marcucci in registering through RePEc. If you are Juri Marcucci , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Juri
Middle Name:
Last Name:Marcucci
Suffix:
RePEc Short-ID:pma265
Email:
Homepage:http://sites.google.com/site/jurimarcucci/
Postal Address:Bank of Italy Via Nazionale, 91 00184 Rome Italy
Phone:+39-06-4792-4069
Location: Roma, Italy
Homepage: http://www.bancaditalia.it/
Email:
Phone:
Fax:
Postal: Via Nazionale, 91 - 00184 Roma
Handle: RePEc:edi:bdigvit (more details at EDIRC)
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  1. 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.
  2. 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.
  3. 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.
  4. D'Amuri, Francesco/FD & Marcucci, Juri/JM, 2009. ""Google it!" Forecasting the US unemployment rate with a Google job search index," MPRA Paper 18248, University Library of Munich, Germany.
  5. 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.
  6. 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.
  7. 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.
  1. Busetti, Fabio & Marcucci, Juri, 2013. "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, vol. 29(1), pages 13-27.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Sebastiano Laviola & Juri Marcucci & Mario Quagliariello, 2006. "Stress testing credit risk: experience from the italian FSAP," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 269-291.
  8. 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.
  9. 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.
  10. Lotti Francesca & Marcucci Juri, 2004. "La domanda di liquidità delle imprese statunitensi: un'analisi panel," L'industria, Società editrice il Mulino, issue 2, pages 403-418.
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2008-07-30 2013-10-02
  2. NEP-BEC: Business Economics (2) 2005-05-29 2008-07-30
  3. NEP-CBA: Central Banking (1) 2006-07-09
  4. NEP-ECM: Econometrics (1) 2009-10-17
  5. NEP-EEC: European Economics (1) 2005-05-29
  6. NEP-FIN: Finance (1) 2005-05-29
  7. NEP-FOR: Forecasting (5) 2009-10-17 2009-11-07 2009-11-21 2010-04-04 2012-12-22. Author is listed
  8. NEP-LAB: Labour Economics (4) 2009-11-07 2009-11-21 2010-04-04 2012-12-22. Author is listed
  9. NEP-MAC: Macroeconomics (2) 2005-05-29 2006-07-09
  10. NEP-MON: Monetary Economics (1) 2006-07-09
  11. NEP-REG: Regulation (1) 2008-07-30
  12. NEP-RMG: Risk Management (2) 2005-05-29 2008-07-30
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