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Details about Juri Marcucci

E-mail:
Homepage:http://sites.google.com/site/jurimarcucci/
Phone:+39-06-4792-4069
Postal address:Bank of Italy Via Nazionale, 91 00184 Rome Italy
Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)

Access statistics for papers by Juri Marcucci.

Last updated 2015-11-10. Update your information in the RePEc Author Service.

Short-id: pma265


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Working Papers

2013

  1. Female entrepreneurs in trouble: do their bad loans last longer?
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads

2012

  1. The predictive power of Google searches in forecasting unemployment
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (4)

2010

  1. “Google it!”Forecasting the US Unemployment Rate with a Google Job Search index
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (17)
    Also in ISER Working Paper Series, Institute for Social and Economic Research (2009) Downloads View citations (15)
    MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (8)

2009

  1. Comparing forecast accuracy: A Monte Carlo investigation
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (8)
    See also Journal Article in International Journal of Forecasting (2013)

2008

  1. Credit risk and business cycle over different regimes
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (5)

2006

  1. Revisiting the empirical evidence on firms� money demand
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (2)

Undated

  1. Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression
    Discussion Papers, Department of Economics, University of York Downloads View citations (5)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2008)

Journal Articles

2013

  1. Comparing forecast accuracy: A Monte Carlo investigation
    International Journal of Forecasting, 2013, 29, (1), 13-27 Downloads View citations (15)
    See also Working Paper (2009)

2012

  1. Are moving average trading rules profitable? Evidence from the European stock markets
    Applied Economics, 2012, 44, (12), 1539-1559 Downloads View citations (5)

2009

  1. Asymmetric effects of the business cycle on bank credit risk
    Journal of Banking & Finance, 2009, 33, (9), 1624-1635 Downloads View citations (39)

2008

  1. Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (1), 46-63 Downloads View citations (39)
    See also Working Paper
  2. Is the Swedish stock market efficient? Evidence from some simple trading rules
    International Review of Financial Analysis, 2008, 17, (3), 475-490 Downloads View citations (8)

2007

  1. Revisiting the empirical evidence on firms' money demand
    Journal of Economics and Business, 2007, 59, (1), 51-73 Downloads View citations (2)

2006

  1. A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones
    Journal of Econometrics, 2006, 132, (1), 7-42 Downloads View citations (19)
  2. Stress testing credit risk: experience from the italian FSAP
    BNL Quarterly Review, 2006, 59, (238), 269-291 Downloads
    Also in Banca Nazionale del Lavoro Quarterly Review, 2006, 59, (238), 269-291 (2006) Downloads View citations (1)

2005

  1. Forecasting Stock Market Volatility with Regime-Switching GARCH Models
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (4), 1-55 Downloads View citations (66)

2004

  1. La domanda di liquidità delle imprese statunitensi: un'analisi panel
    L'industria, 2004, (2), 403-418 Downloads
 
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