Can Google search data help predict macroeconomic series?
Robin F. Niesert, Jochem A. Oorschot, Christian P. Veldhuisen, Kester Brons, Rutger-Jan Lange
| Year of publication: |
2020
|
|---|---|
| Authors: | Niesert, Robin F. ; Oorschot, Jochem A. ; Veldhuisen, Christian P. ; Brons, Kester ; Lange, Rutger-Jan |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 3, p. 1163-1172
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| Subject: | Bayesian methods | Forecasting practice | Kalman filter | Macroeconomic forecasting | State space models | Nowcasting | Spike-and-slab | Hamiltonian sampler | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Bayes-Statistik | Bayesian inference | Suchmaschine | Search engine | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2018.12.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012498584