| Forecasting stock market volatility with regime-switching GARCH models J Marcucci Studies in Nonlinear Dynamics & Econometrics 9 (4), 2005 | 472 | 2005 |
| The predictive power of Google searches in forecasting US unemployment F D’Amuri, J Marcucci International Journal of Forecasting 33 (4), 801-816, 2017 | 385 | 2017 |
| Artificial intelligence and machine learning in financial services. Market developments and financial stability implications FSBFS Board FSBFS Board, 2017 | 352 | 2017 |
| 'Google it!'Forecasting the US unemployment rate with a Google job search index F D'Amuri, J Marcucci Nota di Lavoro, 2010 | 235 | 2010 |
| Is bank portfolio riskiness procyclical?: Evidence from Italy using a vector autoregression J Marcucci, M Quagliariello Journal of International Financial Markets, Institutions and Money 18 (1), 46-63, 2008 | 215 | 2008 |
| Asymmetric effects of the business cycle on bank credit risk J Marcucci, M Quagliariello Journal of Banking & Finance 33 (9), 1624-1635, 2009 | 174 | 2009 |
| Are moving average trading rules profitable? Evidence from the European stock markets M Metghalchi, J Marcucci, YH Chang Applied Economics 44 (12), 1539-1559, 2012 | 127 | 2012 |
| Is the Swedish stock market efficient? Evidence from some simple trading rules M Metghalchi, YH Chang, J Marcucci International Review of Financial Analysis 17 (3), 475-490, 2008 | 124 | 2008 |
| Can we measure inflation expectations using Twitter? C Angelico, J Marcucci, M Miccoli, F Quarta Journal of Econometrics 228 (2), 259-277, 2022 | 110 | 2022 |
| Comparing forecast accuracy: a Monte Carlo investigation F Busetti, J Marcucci International Journal of Forecasting 29 (1), 13-27, 2013 | 107 | 2013 |
| Revisiting the empirical evidence on firms’ money demand F Lotti, J Marcucci Journal of Economics and Business 59 (1), 51-73, 2007 | 59 | 2007 |
| Forecasting births using Google F Billari, F D'Amuri, J Marcucci Carma 2016: 1st international conference on advanced research methods in …, 2016 | 56 | 2016 |
| A long-run pure variance common features model for the common volatilities of the Dow Jones RF Engle, J Marcucci Journal of Econometrics 132 (1), 7-42, 2006 | 53 | 2006 |
| The power of text-based indicators in forecasting Italian economic activity V Aprigliano, S Emiliozzi, G Guaitoli, A Luciani, J Marcucci, L Monteforte International Journal of Forecasting 39 (2), 791-808, 2023 | 47 | 2023 |
| Credit risk and business cycle over different regimes J Marcucci, M Quagliariello Bank of Italy Temi di Discussione (Working Paper) No 670, 2008 | 38 | 2008 |
| Machine learning applications in central banking D Araujo, G Bruno, J Marcucci, R Schmidt, B Tissot Journal of AI, Robotics & Workplace Automation 2 (3), 271-293, 2023 | 25 | 2023 |
| News and consumer card payments G Ardizzi, S Emiliozzi, J Marcucci, L Monteforte Banca d'Italia, 2019 | 11 | 2019 |
| The predictive power of Google data: New evidence on US unemployment F D’Amuri, J Marcucci VoxEU. org 16, 2009 | 9 | 2009 |
| Stress testing credit risk: Experience from the Italian FSAP S Laviola, J Marcucci, M Quagliariello Banca Nazionale del Lavoro Quarterly Review 59 (238), 269, 2006 | 7 | 2006 |
| Data science in central banking: applications and tools D Araujo, G Bruno, J Marcucci, R Schmidt, B Tissot IFC Bulletin 59, 2023 | 6 | 2023 |
Francesco D'AmuriAdviser - Italian Central BankDirección de correo verificada de bancaditalia.it