our paper is to test if these data can enhance predictions for youth unemployment in France. As we have on the one hand … weekly series on web search queries and on the other hand monthly series on unemployment for the 15 to 24-year-olds, we use …. We find that including Google data improves unemployment predictions relatively to a competing model without search data …

of our paper is to test whether these data can enhance predictions of youth unemployment in France. …

This paper examines the usefulness of Google Trends data for forecasting mortgage lending in the Czech Republic. While … significantly. In addition to forecasting performance evaluation, an experimental indicator of restrictively tight mortgage credit …

This paper gives a new approach to diffuse filtering and smoothing for multivariate state space models. The standard …. This strategy leads to computationally efficient methods for multivariate filtering and smoothing. Also, the treatment of … of relevant algorithms for filtering, prediction and smoothing. Proofs are provided. Three examples of multivariate …

Using a small New Keynesian state space macroeconomic model, we apply maximum likelihood estimation and the Kalman … estimated model we obtain dynamic forecasts for output, unemployment, and inflation to compare with the actual data from 2007Q1 … output and unemployment gaps to shocks associated with the global financial crisis of 2008. …