Marcucci Juri
Title
Cited by
Cited by
Year
Forecasting stock market volatility with regime-switching GARCH models
J Marcucci
Studies in Nonlinear Dynamics & Econometrics 9 (4), 2005
3472005
'Google it!'Forecasting the US unemployment rate with a Google job search index
F D’Amuri, J Marcucci
FEEM working paper, 2010
1732010
Is bank portfolio riskiness procyclical?: Evidence from Italy using a vector autoregression
J Marcucci, M Quagliariello
Journal of International Financial Markets, Institutions and Money 18 (1), 46-63, 2008
1652008
The predictive power of Google searches in forecasting US unemployment
F D’Amuri, J Marcucci
International Journal of Forecasting 33 (4), 801-816, 2017
1272017
Asymmetric effects of the business cycle on bank credit risk
J Marcucci, M Quagliariello
Journal of Banking & Finance 33 (9), 1624-1635, 2009
1272009
Is the Swedish stock market efficient? Evidence from some simple trading rules
M Metghalchi, YH Chang, J Marcucci
International Review of Financial Analysis 17 (3), 475-490, 2008
922008
Are moving average trading rules profitable? Evidence from the European stock markets
M Metghalchi, J Marcucci, YH Chang
Applied Economics 44 (12), 1539-1559, 2012
682012
Comparing forecast accuracy: a Monte Carlo investigation
F Busetti, J Marcucci
International Journal of Forecasting 29 (1), 13-27, 2013
652013
On the stationarity of Markov-switching GARCH processes
A Abramson, I Cohen
Econometric Theory 23 (3), 485-500, 2007
522007
A long-run pure variance common features model for the common volatilities of the Dow Jones
RF Engle, J Marcucci
Journal of Econometrics 132 (1), 7-42, 2006
492006
Revisiting the empirical evidence on firms’ money demand
F Lotti, J Marcucci
Journal of Economics and Business 59 (1), 51-73, 2007
482007
Credit risk and business cycle over different regimes
J Marcucci, M Quagliariello
Bank of Italy Temi di Discussione (Working Paper) No 670, 2008
322008
Forecasting births using Google
F Billari, F D'Amuri, J Marcucci
CARMA 2016-1st International Conference on Advanced Research Methods and …, 2016
232016
Revisiting the empirical evidence on firms’ money demand
F LOTTI, J MARCUCCI
Joumal of Economics and Business 59, 1, 0
8
Common features: an overview of theory and applications
R Engle, J Marcucci
Journal of Applied Econométrics, a ser publicado, 2003
62003
Are Common Factors Useful in Forecasting International Stock Market Realized Variances
J Marcucci
Factor Structures for Panel and Multivariate Time Series Data" Conference paper, 2008
52008
Stress testing credit risk: experience from the italian FSAP
S Laviola, J Marcucci, M Quagliariello
Banca Nazionale del Lavoro Quarterly Review 59 (238), 269, 2006
52006
Female entrepreneurs in trouble: do their bad loans last longer?
J Marcucci, PE Mistrulli
Bank of Italy Occasional Paper, 2013
32013
The predictive power of Google data: New evidence on US unemployment
F D’Amuri, J Marcucci
VoxEU. org 16, 2009
32009
" Google it!" Forecasting the US unemployment rate with a Google job search index
J Marcucci
University Library of Munich, Germany, 2009
32009
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