Showing 1 - 10 of 1,716
Persistent link: https://www.econbiz.de/10011421805
This paper deals with the estimation of employment equations for Germany, which are to be used for forecasting and …, however, is affected by German reunification and relative factor prices no longer play a significant role. The forecasting …
Persistent link: https://www.econbiz.de/10003744528
This study introduces a monthly coincident indicator for consumption in Germany based on Google Trends data on web …
Persistent link: https://www.econbiz.de/10011488565
already captured in other macroeconomic variables. -- Google Trends, Private Consumption, Forecasting, Consumer Sentiment … provided by Google Trends. The indicator is based on unobserved factors extracted from a set of consumption-related search … categories of the Google Trends application Insights for Search. The predictive performance of the indicator is assessed in real …
Persistent link: https://www.econbiz.de/10008933183
statistical forecasting models improves the forecasting performance in almost all cases. However, the challenge to identify … irregular events and to find the appropriate time series from Google Insights for search remains. -- Forecast adjustment … ; Google Trends ; private consumption …
Persistent link: https://www.econbiz.de/10009673348
provided by Google Trends. The indicator is based on unobserved factors extracted from a set of consumption-related search … categories of the Google Trends application Insights for Search. The predictive performance of the indicator is assessed in real … confidence indicator. In out-of-sample nowcasting experiments the Google indicator outperformed the survey-based indicators. In …
Persistent link: https://www.econbiz.de/10013115596
data using economic variables and Google online search data. An out-of-sample forecasting comparison with forecast horizons … 2014M6. Models including Google search data statistically outperformed the competing models for most of the car brands and …-of-sample forecasts, directional accuracy, the variability of Google data and additional car brands …
Persistent link: https://www.econbiz.de/10013015773
period 1970Q1 - 2003Q4 for ten macroeconomic variables. The years 2000 - 2003 are used as forecasting period. A range of … different univariate forecasting methods is applied. Some of them are based on linear autoregressive models and we also use some … forecasting variables which need considerable adjustments in their levels when joining German and EMU data. These results suggest …
Persistent link: https://www.econbiz.de/10010263654
incorporate Google search data into a Bridge Equation Model, a version of which usually belongs to the suite of forecasting models … this respect. As the choice of which Google search terms to add to which equation is crucial - for the forecasting …There has been increased interest in the use of "big data" when it comes to forecasting macroeconomic time series such …
Persistent link: https://www.econbiz.de/10011667109
between migration and fertility into a forecasting model. Next to the detailed and stochastic quantification of age …
Persistent link: https://www.econbiz.de/10011722114