The aim of this paper is to analyze whether internet activity, as measured through Google data, influences the evolution of sovereign bond yields. For this purpose, we focus on ten European countries. We run VAR models and Granger causality tests between the Google Search Volume Index (GSVI) and...

The aim of the paper is to analyze the ability of internet activity, what has been called Google econometrics, to predict unemployment in Spain. We include a new predictor for Spanish unemployment based on internet information provided by Google Trends. Using monthly data from January 2004 to...