Juri Marcucci
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- Machine learning applications in central banking (RePEc:aza:airwa0:y:2023:v:2:i:3:p:271-293)
by Araujo, Douglas & Bruno, Giuseppe & Marcucci, Juri & Schmidt, Rafael & Tissot, Bruno - Data science in economy and finance: A central bank perspective (RePEc:aza:jdb000:y:2024:v:9:i:1:p:30-48)
by Araujo, Douglas & Bruno, Giuseppe & Marcucci, Juri & Schmidt, Rafael & Tissot, Bruno - Female entrepreneurs in trouble: do their bad loans last longer? (RePEc:bdi:opques:qef_185_13)
by Juri Marcucci & Paolo Emilio Mistrulli - Textual analysis of a Twitter corpus during the COVID-19 pandemics (RePEc:bdi:opques:qef_692_22)
by Valerio Astuti & Marta Crispino & Marco Langiulli & Juri Marcucci - Statistics for economic analysis: the experience of the Bank of Italy (RePEc:bdi:opques:qef_693_22)
by Giovanni D'Alessio & Riccardo De Bonis & Matteo Piazza & Luigi Infante & Giorgio Nuzzo & Silvia Sabatini & Francesca Zanichelli & Romina Gambacorta & Guido de Blasio & Stefano Federico & Juri Marcucci - Predicting buildings' EPC in Italy: a machine learning based-approach (RePEc:bdi:opques:qef_850_24)
by Francesco Braggiotti & Nicola Chiarini & Giulio Dondi & Luciano Lavecchia & Valeria Lionetti & Juri Marcucci & Riccardo Russo - News and consumer card payments (RePEc:bdi:wptemi:td_1233_19)
by Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte - Can we measure inflation expectations using Twitter? (RePEc:bdi:wptemi:td_1318_21)
by Cristina Angelico & Juri Marcucci & Marcello Miccoli & Filippo Quarta - The power of text-based indicators in forecasting the Italian economic activity (RePEc:bdi:wptemi:td_1321_21)
by Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte - Revisiting the empirical evidence on firms� money demand (RePEc:bdi:wptemi:td_595_06)
by Francesca Lotti & Juri Marcucci - Credit risk and business cycle over different regimes (RePEc:bdi:wptemi:td_670_08)
by Juri Marcucci & Mario Quagliariello - Comparing forecast accuracy: A Monte Carlo investigation (RePEc:bdi:wptemi:td_723_09)
by Fabio Busetti & Juri Marcucci & Giovanni Veronese - The predictive power of Google searches in forecasting unemployment (RePEc:bdi:wptemi:td_891_12)
by Francesco D'Amuri & Juri Marcucci - Machine learning applications in central banking: an overview (RePEc:bis:bisifc:57-01)
by Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot - Data science in central banking: applications and tools (RePEc:bis:bisifc:59-00)
by Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot - News and banks' equities: do words have predictive power? (RePEc:bis:bisifc:59-21)
by Valerio Astuti & Giuseppe Bruno & Sabina Marchetti & Juri Marcucci - The use of payment transaction data for economic forecasts (RePEc:bis:bisifc:61-13)
by Guerino Ardizzi & Giuseppe Bruno & Juri Marcucci & Roberto Iannaccone & Filippo Moauro & Alessandra Righi & Davide Zurlo - Forecasting Stock Market Volatility with Regime-Switching GARCH Models (RePEc:bpj:sndecm:v:9:y:2005:i:4:n:6)
by Marcucci Juri - A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones (RePEc:eee:econom:v:132:y:2006:i:1:p:7-42)
by Engle, Robert F. & Marcucci, Juri - Can we measure inflation expectations using Twitter? (RePEc:eee:econom:v:228:y:2022:i:2:p:259-277)
by Angelico, Cristina & Marcucci, Juri & Miccoli, Marcello & Quarta, Filippo - Is the Swedish stock market efficient? Evidence from some simple trading rules (RePEc:eee:finana:v:17:y:2008:i:3:p:475-490)
by Metghalchi, Massoud & Chang, Yung-Ho & Marcucci, Juri - Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression (RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63)
by Marcucci, Juri & Quagliariello, Mario - Comparing forecast accuracy: A Monte Carlo investigation (RePEc:eee:intfor:v:29:y:2013:i:1:p:13-27)
by Busetti, Fabio & Marcucci, Juri - The predictive power of Google searches in forecasting US unemployment (RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816)
by D’Amuri, Francesco & Marcucci, Juri - The power of text-based indicators in forecasting Italian economic activity (RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808)
by Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero - Asymmetric effects of the business cycle on bank credit risk (RePEc:eee:jbfina:v:33:y:2009:i:9:p:1624-1635)
by Marcucci, Juri & Quagliariello, Mario - Revisiting the empirical evidence on firms' money demand (RePEc:eee:jebusi:v:59:y:2007:i:1:p:51-73)
by Lotti, Francesca & Marcucci, Juri - ‘Google it!’ Forecasting the US unemployment rate with a Google job search index (RePEc:ese:iserwp:2009-32)
by D'Amuri, Francesco & Marcucci, Juri - “Google it!”Forecasting the US Unemployment Rate with a Google Job Search index (RePEc:fem:femwpa:2010.31)
by Francesco D’Amuri & Juri Marcucci - La domanda di liquidità delle imprese statunitensi: un'analisi panel (RePEc:mul:j0hje1:doi:10.1430/13232:y:2004:i:2:p:403-418)
by Francesca Lotti & Juri Marcucci - "Google it!" Forecasting the US unemployment rate with a Google job search index (RePEc:pra:mprapa:18248)
by D'Amuri, Francesco/FD & Marcucci, Juri/JM - Stress testing credit risk: experience from the italian FSAP (RePEc:psl:bnlaqr:2006:33)
by Sebastiano Laviola & Juri Marcucci & Mario Quagliariello - Stress testing credit risk: experience from the italian FSAP (RePEc:psl:bnlqrr:2006:33)
by Sebastiano Laviola & Juri Marcucci & Mario Quagliariello - Are moving average trading rules profitable? Evidence from the European stock markets (RePEc:taf:applec:44:y:2012:i:12:p:1539-1559)
by Massoud Metghalchi & Juri Marcucci & Yung-Ho Chang - Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression (RePEc:yor:yorken:05/09)
by Juri Marcucci & Mario Quagliariello