Juri Marcucci

Bank of Italy

Via Nazionale , 91

Rome, 00184

Italy

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 30,260

SSRN RANKINGS

Top 30,260

in Total Papers Downloads

2,048

SSRN CITATIONS
Rank 6,447

SSRN RANKINGS

Top 6,447

in Total Papers Citations

111

CROSSREF CITATIONS

98

Scholarly Papers (9)

1.

'Google It!' Forecasting the US Unemployment Rate with A Google Job Search Index

FEEM Working Paper No. 31.2010
Number of pages: 58 Posted: 22 Apr 2010
Francesco D’Amuri and Juri Marcucci
Bank of Italy and Bank of Italy
Downloads 1,020 (27,610)
Citation 31

Abstract:

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Google Econometrics, Forecast Comparison, Keyword search, US Unemployment, Time Series Models

2.

Credit Risk and Business Cycle Over Different Regimes

Bank of Italy Temi di Discussione (Working Paper) No. 670
Number of pages: 55 Posted: 15 Jul 2008
Juri Marcucci and Mario Quagliariello
Bank of Italy and European Central Bank (ECB)
Downloads 349 (108,903)
Citation 18

Abstract:

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Credit Risk, Panel Threshold Regression Models, Regime Switching, Default Rate, Business Cycle, Cyclicality, Basel 2

3.

The Predictive Power of Google Searches in Forecasting Unemployment

Bank of Italy Temi di Discussione (Working Paper) No. 891
Number of pages: 57 Posted: 29 Jan 2013
Francesco D’Amuri and Juri Marcucci
Bank of Italy and Bank of Italy
Downloads 253 (152,357)
Citation 36

Abstract:

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Google econometrics, forecast comparison, keyword search, US unemployment, time series models

4.

Corporate Liquidity Demand in the Us: Evidence from Panel Data

Ente Einaudi Working Paper No. 2003-T30
Number of pages: 29 Posted: 29 Apr 2004
Francesca Lotti and Juri Marcucci
Bank of Italy and Bank of Italy
Downloads 148 (246,907)

Abstract:

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Panel Data, Liquidity, Demand for Money, COMPUSTAT

5.

Revisiting the Empirical Evidence on Firms' Money Demand

Bank of Italy Economic Research Paper No. 595
Number of pages: 37 Posted: 14 Jul 2006
Francesca Lotti and Juri Marcucci
Bank of Italy and Bank of Italy
Downloads 76 (388,760)
Citation 65

Abstract:

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Panel Data, Liquidity, Demand for Money, COMPUSTAT

6.

Comparing Forecast Accuracy: A Monte Carlo Investigation

Bank of Italy Temi di Discussione (Working Paper) No. 723
Number of pages: 40 Posted: 15 Dec 2009
Fabio Busetti, Juri Marcucci and Giovanni Veronese
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 66 (419,801)
Citation 71

Abstract:

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Forecast encompassing, Model evaluation, Nested models, Non-nested models, Equal predictive ability

7.

Can We Measure Inflation Expectations Using Twitter?

Bank of Italy Temi di Discussione (Working Paper) No. 1318
Number of pages: 113 Posted: 16 Apr 2021
Bocconi University, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 57 (451,373)

Abstract:

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inflation expectations, twitter data, text mining, big data, survey-based measures, market-based measures, forecasting

8.

The Power of Text-based Indicators in Forecasting the Italian Economic Activity

Bank of Italy Temi di Discussione (Working Paper) No. 1321
Number of pages: 57 Posted: 25 May 2021
Bank of Italy, Bank of Italy, University of Warwick - Department of Economics, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 49 (482,574)
Citation 1

Abstract:

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Forecasting, Text Mining, Sentiment, Economic Policy Uncertainty, Big data, BMA

9.

Female Entrepreneurs in Trouble: Do Their Bad Loans Last Longer?

Bank of Italy Occasional Paper No. 185
Number of pages: 41 Posted: 27 Jul 2013
Juri Marcucci and Paolo Emilio Mistrulli
Bank of Italy and Bank of Italy
Downloads 30 (575,363)
Citation 2

Abstract:

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duration of bad loans, default status, survival analysis