-cast of this leading indicator is desirable. We show that models including Google search queries now-cast and forecast better … to different specifications, the use of rolling or recursive windows and, in some cases, to the forecasting horizon …. Since Google queries information is free, our approach is a simple and inexpensive way to predict building permits in the …

pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …

pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …

We propose a parsimonious semiparametric method for macroeconomic forecasting during episodes of sudden changes. Based …

comparison methodology, we find that boosting is a serious competitor for forecasting US industrial production growth in the …

comparison methodology, we find that boosting is a serious competitor for forecasting US industrial production growth in the …

subject to revisions. This makes them an excellent source of information for the macroeconomic forecasting. -- Google …The Google Insights data are a collection of recorded Internet searches for a huge number of the keywords, which are … consumption based on both the conventional consumer confidence indicators and the Google indicators. The latter are extracted from …

The Google Insights data are a collection of recorded Internet searches for a huge number of the keywords, which are … consumption based on both the conventional consumer confidence indicators and the Google indicators. The latter are extracted from … the Google searches using the principal component analysis. It is shown that the Google indicators are especially …

Empirical assessments of the forecasting power of spatial panel data econometric models are still scarcely available … test different forecasting horizons, in order to investigate the speed of deterioration of forecasting quality. We compare … appears to diminish as the forecasting horizon widens, eventually leading the SF model to being preferred for more distant …