Nowcasting growth using Google Trends data : a Bayesian Structural Time Series model
Year of publication: |
2023
|
---|---|
Authors: | Kohns, David ; Bhattacharjee, Arnab |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 3, p. 1384-1412
|
Subject: | Global-local priors | Google Trends | Non-centred state space | Nowcasting | Shrinkage | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Suchmaschine | Search engine | Zustandsraummodell | State space model |
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