Marcucci Juri

Marcucci Juri

Bank of Italy - Rome / Italy
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 4621222
-
person_outline Marcucci Juri's MOST POPULAR ARTICLES
1-) Forecasting stock market volatility with regime-switching GARCH modelsJ MarcucciStudies in Nonlinear Dynamics & Econometrics 9 (4), 20054232005
2-) The predictive power of Google searches in forecasting US unemploymentF D’Amuri, J MarcucciInternational Journal of Forecasting 33 (4), 801-816, 20172832017
3-) Artificial intelligence and machine learning in financial services. Market developments and financial stability implicationsFSBFS BoardFSBFS Board, 20172682017
4-) \'Google it!\'Forecasting the US unemployment rate with a Google job search indexF D\'Amuri, J MarcucciNota di Lavoro, 20102402010
5-) Is bank portfolio riskiness procyclical?: Evidence from Italy using a vector autoregressionJ Marcucci, M QuagliarielloJournal of International Financial Markets, Institutions and Money 18 (1), 46-63, 20082142008