Juri Marcucci

Juri Marcucci is an Economist at the Research Department of the Bank of Italy. He was a Lecturer at the University of Bologna in 2003 and a Visiting Scholar at the Federal Reserve Bank of Boston in 2008. His research interests are in financial econometrics, forecasting and applied econometrics. He does research on volatility modeling and forecasting, tests of forecast evaluation, predictability of returns, pure variance common features models, nonlinear panel data, and credit risk cyclicality. He earned his PhD in economics from the University of California San Diego in 2005.