I also get this error and I have some clues (but not a solution, yet):
I generated some Java classes through JAXB using an XSD schema, and after that, I could serialize/deserialize to/from XML.
When I generated the Java classes using JAXB 2.0 (through Eclipse plugin XJC), another class, named ObjectFactory.java was generated.
I think this class is needed for marshalling/unmarshalling objects with JAXB 2.0; because later I tried marshaling objects with JAXB, but not through XJC plugin, therefore not having an ObjectFactory.java class.
If you need a tutorial on JAXB with XJC in Eclipse, you can check this tutorial I found, Using JAXB in Eclipse for XML serialization