Details about Juri Marcucci

Access statistics for papers by Juri Marcucci.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pma265

Working Papers

2024

1. Predicting buildings' EPC in Italy: a machine learning based-approach
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2022

2. Statistics for economic analysis: the experience of the Bank of Italy
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area
3. Textual analysis of a Twitter corpus during the COVID-19 pandemics
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2021

4. Can we measure inflation expectations using Twitter?
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (8)
   See also Journal Article Can we measure inflation expectations using Twitter?, Journal of Econometrics, Elsevier (2022) View citations (31) (2022)
5. The power of text-based indicators in forecasting the Italian economic activity
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (10)
   See also Journal Article The power of text-based indicators in forecasting Italian economic activity, International Journal of Forecasting, Elsevier (2023) (2023)

2019

6. News and consumer card payments
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (3)

2013

7. Female entrepreneurs in trouble: do their bad loans last longer?
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (1)

2012

8. The predictive power of Google searches in forecasting unemployment
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (7)
   See also Journal Article The predictive power of Google searches in forecasting US unemployment, International Journal of Forecasting, Elsevier (2017) View citations (140) (2017)

2010

9. “Google it!”Forecasting the US Unemployment Rate with a Google Job Search index
   Working Papers, Fondazione Eni Enrico Mattei View citations (35)
   Also in ISER Working Paper Series, Institute for Social and Economic Research (2009) View citations (33)
   MPRA Paper, University Library of Munich, Germany (2009) View citations (32)

2009

10. Comparing forecast accuracy: A Monte Carlo investigation
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (17)
    See also Journal Article Comparing forecast accuracy: A Monte Carlo investigation, International Journal of Forecasting, Elsevier (2013) View citations (40) (2013)

2008

11. Credit risk and business cycle over different regimes
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (10)

2006

12. Revisiting the empirical evidence on firms� money demand
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (2)

Undated

13. Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression
    Discussion Papers, Department of Economics, University of York View citations (64)
    See also Journal Article Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression, Journal of International Financial Markets, Institutions and Money, Elsevier (2008) View citations (63) (2008)

Journal Articles

2024

1. Data science in economy and finance: A central bank perspective
   Journal of Digital Banking, 2024, 9, (1), 30-48

2023

2. Machine learning applications in central banking
   Journal of AI, Robotics & Workplace Automation, 2023, 2, (3), 271-293
3. The power of text-based indicators in forecasting Italian economic activity
   International Journal of Forecasting, 2023, 39, (2), 791-808
   See also Working Paper The power of text-based indicators in forecasting the Italian economic activity, Temi di discussione (Economic working papers) (2021) View citations (10) (2021)

2022

4. Can we measure inflation expectations using Twitter?
   Journal of Econometrics, 2022, 228, (2), 259-277 View citations (31)
   See also Working Paper Can we measure inflation expectations using Twitter?, Temi di discussione (Economic working papers) (2021) View citations (8) (2021)

2017

5. The predictive power of Google searches in forecasting US unemployment
   International Journal of Forecasting, 2017, 33, (4), 801-816 View citations (140)
   See also Working Paper The predictive power of Google searches in forecasting unemployment, Temi di discussione (Economic working papers) (2012) View citations (7) (2012)

2013

6. Comparing forecast accuracy: A Monte Carlo investigation
   International Journal of Forecasting, 2013, 29, (1), 13-27 View citations (40)
   See also Working Paper Comparing forecast accuracy: A Monte Carlo investigation, Temi di discussione (Economic working papers) (2009) View citations (17) (2009)

2012

7. Are moving average trading rules profitable? Evidence from the European stock markets
   Applied Economics, 2012, 44, (12), 1539-1559 View citations (22)

2009

8. Asymmetric effects of the business cycle on bank credit risk
   Journal of Banking & Finance, 2009, 33, (9), 1624-1635 View citations (76)

2008

9. Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (1), 46-63 View citations (63)
   See also Working Paper Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression, Discussion Papers View citations (64)
10. Is the Swedish stock market efficient? Evidence from some simple trading rules
    International Review of Financial Analysis, 2008, 17, (3), 475-490 View citations (15)

2007

11. Revisiting the empirical evidence on firms' money demand
    Journal of Economics and Business, 2007, 59, (1), 51-73 View citations (4)

2006

12. A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones
    Journal of Econometrics, 2006, 132, (1), 7-42 View citations (34)
13. Stress testing credit risk: experience from the italian FSAP
    BNL Quarterly Review, 2006, 59, (238), 269-291 View citations (2)
    Also in Banca Nazionale del Lavoro Quarterly Review, 2006, 59, (238), 269-291 (2006) View citations (2)

2005

14. Forecasting Stock Market Volatility with Regime-Switching GARCH Models
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (4), 55 View citations (151)

2004

15. La domanda di liquidità delle imprese statunitensi: un'analisi panel
    L'industria, 2004, (2), 403-418

Chapters

2024

1. The use of payment transaction data for economic forecasts
   A chapter in Granular data: new horizons and challenges, 2024, vol. 61

2023

2. Data science in central banking: applications and tools
   A chapter in Data science in central banking: applications and tools, 2023, vol. 59
3. News and banks' equities: do words have predictive power?
   A chapter in Data science in central banking: applications and tools, 2023, vol. 59

2022

4. Machine learning applications in central banking: an overview
   A chapter in Machine learning in central banking, 2022, vol. 57