10
H index
11
i10 index
687
Citations
Banca d'Italia | 10 H index 11 i10 index 687 Citations RESEARCH PRODUCTION: 15 Articles 14 Papers RESEARCH ACTIVITY: 19 years (2004 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma265 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Juri Marcucci. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 3 |
Journal of Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area | 7 |
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area | 3 |
Year | Title of citing document |
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2024 | Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822. Full description at Econpapers || Download paper |
2023 | Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086. Full description at Econpapers || Download paper |
2023 | More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Silva, Diego ; Ajello, Andrea ; Adams, Travis. In: Papers. RePEc:arx:papers:2305.16164. Full description at Econpapers || Download paper |
2023 | What Can Earnings Calls Tell Us About the Output Gap and Inflation in Canada?. (2023). Taskin, Temel ; Gosselin, Marc-Andre. In: Discussion Papers. RePEc:bca:bocadp:23-13. Full description at Econpapers || Download paper |
2023 | Digitalization: Implications for Monetary Policy. (2023). Yanni, Pierre-Yves ; Hajzler, Christopher ; Dahlhaus, Tatjana ; Chu, Vivian. In: Discussion Papers. RePEc:bca:bocadp:23-18. Full description at Econpapers || Download paper |
2023 | Turning Words into Numbers: Measuring News Media Coverage of Shortages. (2023). Houle, Stephanie ; Chen, Lin. In: Discussion Papers. RePEc:bca:bocadp:23-8. Full description at Econpapers || Download paper |
2023 | A tool to nowcast tourist overnight stays with payment data and complementary indicators. (2023). Mariani, Vincenzo ; Crispino, Marta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_746_23. Full description at Econpapers || Download paper |
2023 | How can Big Data improve the quality of tourism statistics? The Bank of Italys experience in compiling the travel item in the Balance of Payments. (2023). Doria, Claudio ; Carboni, Andrea ; Catalano, Costanza. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_761_23. Full description at Econpapers || Download paper |
2023 | Utiliser la presse pour construire un nouvel indicateur de perception d’inflation en France. (2023). Pierre-Antoine, Robert ; Annabelle, De Gaye ; Alexandre, Dhenin ; Julien, Denes ; Jean-Charles, Bricongne ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:921. Full description at Econpapers || Download paper |
2024 | Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76. Full description at Econpapers || Download paper |
2023 | EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428. Full description at Econpapers || Download paper |
2024 | Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Luo, YI ; Huang, Yirong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731. Full description at Econpapers || Download paper |
2024 | The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Sohn, Wook ; Jombo, Wytone ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165. Full description at Econpapers || Download paper |
2024 | Prescreening bank failures with K-means clustering: Pros and cons. (2024). Gormus, Alper ; Parnes, Dror. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001546. Full description at Econpapers || Download paper |
2024 | Can asymmetry, long memory, and current return information improve crude oil volatility prediction? ——Evidence from ASHARV-MIDAS model. (2024). Hao, Xiaozhen ; Liu, Junjie ; Chen, Zhenlong. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004501. Full description at Econpapers || Download paper |
2024 | Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744. Full description at Econpapers || Download paper |
2023 | Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144. Full description at Econpapers || Download paper |
2023 | Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412. Full description at Econpapers || Download paper |
2023 | Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819. Full description at Econpapers || Download paper |
2023 | Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924. Full description at Econpapers || Download paper |
2024 | Vox populi, vox dei: A concept and measure for grassroots socio-political risk using Google Trends. (2024). Mullner, Jakob ; Puhr, Harald. In: Journal of International Management. RePEc:eee:intman:v:30:y:2024:i:2:s1075425323000935. Full description at Econpapers || Download paper |
2023 | United States of Mind under Uncertainty. (2023). Shim, Myungkyu ; Jo, Soojin ; Bae, Siye. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:102-127. Full description at Econpapers || Download paper |
2023 | Taxation, health system endowment and institutional quality: ‘Social media’ perceptions across Europe. (2023). Mazzone, Giulio ; Cerruti, Gianluca ; Cafferata, Alessia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:215:y:2023:i:c:p:224-243. Full description at Econpapers || Download paper |
2023 | Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach. (2023). Sharma, Anil Kumar ; Imran, S. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000105. Full description at Econpapers || Download paper |
2024 | Profitability of technical trading rules in the Chinese stock market. (2024). Xu, Jin ; Wang, Zixuan ; Chuang, Hui-Ching. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000295. Full description at Econpapers || Download paper |
2023 | An end-to-end deep learning model for solving data-driven newsvendor problem with accessibility to textual review data. (2023). Zhang, Chuan ; Tian, Yu-Xin. In: International Journal of Production Economics. RePEc:eee:proeco:v:265:y:2023:i:c:s0925527323002487. Full description at Econpapers || Download paper |
2024 | Corruption, lending and bank performance. (2024). Molyneux, Philip ; ben Ammar, Mouldi ; Abuzayed, Bana ; Al-Fayoumi, Nedal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:802-830. Full description at Econpapers || Download paper |
2024 | Addressing Google Trends inconsistencies. (2024). Domenech, Josep ; Cebrian, Eduardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001148. Full description at Econpapers || Download paper |
2023 | More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Adams, Travis ; Silva, Diego ; Ajello, Andrea. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-34. Full description at Econpapers || Download paper |
2023 | Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: International Finance Discussion Papers. RePEc:fip:fedgif:1374. Full description at Econpapers || Download paper |
2023 | Gender Differences in Inflation Expectations: Recent Evidence from India. (2023). Salve, Sangita ; Gite, Chaitanya ; Sharma, Nitin Mohanlal ; Joshi, Preeti Tushar ; Chalwadi, Swapnil Virendra. In: Administrative Sciences. RePEc:gam:jadmsc:v:13:y:2023:i:2:p:60-:d:1068215. Full description at Econpapers || Download paper |
2023 | Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin J ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:161-:d:1084784. Full description at Econpapers || Download paper |
2023 | When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944. Full description at Econpapers || Download paper |
2024 | Online Monitoring of Policy Optimality. (2024). Einarsson, Bjarni G. In: Economics. RePEc:ice:wpaper:wp95. Full description at Econpapers || Download paper |
2023 | Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks. (2023). Abbes, Mouna Boujelbene ; Mezghani, Taicir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09387-3. Full description at Econpapers || Download paper |
2024 | A systematic literature review of the implications of media on inflation expectations. (2024). Law, Chee-Hong ; Goh, Kim Huat. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00591-2. Full description at Econpapers || Download paper |
2023 | La brecha de género en el emprendimiento y la cultura emprendedora: Evidencia con Google Trends. (2023). Gutiérrez, Antonio. In: MPRA Paper. RePEc:pra:mprapa:115876. Full description at Econpapers || Download paper |
2023 | Sentiment Analysis on Inflation after COVID-19. (2023). Tang, Zihan ; Li, Xinyu. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:10:y:2023:i:1:p:1023. Full description at Econpapers || Download paper |
2023 | Macroeconomic Forecasting with the Use of News Data. (2023). Mikhaylov, Dmitry. In: Working Papers. RePEc:rnp:wpaper:w20220250. Full description at Econpapers || Download paper |
2023 | Long memory and regime switching in the stochastic volatility modelling. (2023). Shi, Yanlin. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:2:d:10.1007_s10479-020-03841-z. Full description at Econpapers || Download paper |
2023 | Forecasting unemployment with Google Trends: age, gender and digital divide. (2023). Garcia-Hiernaux, Alfredo ; Mulero, Rodrigo. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02347-w. Full description at Econpapers || Download paper |
2023 | Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5. Full description at Econpapers || Download paper |
2024 | Short?term forecasting of the US unemployment rate. (2020). Maas, Benedikt. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:3:p:394-411. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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In: . [Full Text][Citation analysis] | article | 0 | |
2013 | Female entrepreneurs in trouble: do their bad loans last longer? In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 1 |
2022 | Textual analysis of a Twitter corpus during the COVID-19 pandemics In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 0 |
2022 | Statistics for economic analysis: the experience of the Bank of Italy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 0 |
2019 | News and consumer card payments In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
2021 | Can we measure inflation expectations using Twitter? In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 34 |
2022 | Can we measure inflation expectations using Twitter?.(2022) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
2021 | The power of text-based indicators in forecasting the Italian economic activity In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 10 |
2023 | The power of text-based indicators in forecasting Italian economic activity.(2023) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2006 | Revisiting the empirical evidence on firms� money demand In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 2 |
2008 | Credit risk and business cycle over different regimes In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 9 |
2009 | Comparing forecast accuracy: A Monte Carlo investigation In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 50 |
2013 | Comparing forecast accuracy: A Monte Carlo investigation.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
2012 | The predictive power of Google searches in forecasting unemployment In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 144 |
2017 | The predictive power of Google searches in forecasting US unemployment.(2017) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | article | |
2005 | Forecasting Stock Market Volatility with Regime-Switching GARCH Models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 151 |
2006 | A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
2008 | Is the Swedish stock market efficient? Evidence from some simple trading rules In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 15 |
2008 | Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 70 |
Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression.() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | ||
2009 | Asymmetric effects of the business cycle on bank credit risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 76 |
2007 | Revisiting the empirical evidence on firms money demand In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 4 |
2009 | ‘Google it!’ Forecasting the US unemployment rate with a Google job search index In: ISER Working Paper Series. [Full Text][Citation analysis] | paper | 62 |
2010 | “Google it!”Forecasting the US Unemployment Rate with a Google Job Search index.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2009 | Google it! Forecasting the US unemployment rate with a Google job search index.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2004 | La domanda di liquidità delle imprese statunitensi: unanalisi panel In: L'industria. [Full Text][Citation analysis] | article | 0 |
2006 | Stress testing credit risk: experience from the italian FSAP In: BNL Quarterly Review. [Full Text][Citation analysis] | article | 2 |
2006 | Stress testing credit risk: experience from the italian FSAP.(2006) In: Banca Nazionale del Lavoro Quarterly Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2012 | Are moving average trading rules profitable? Evidence from the European stock markets In: Applied Economics. [Full Text][Citation analysis] | article | 22 |
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