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Forecasting Spanish unemployment with Google Trends and dimension reduction techniques
Mulero, Rodrigo; Garcia-Hiernaux, Alfredo - In: SERIEs - Journal of the Spanish Economic Association 12 (2021) 3, pp. 329-349
variables or which ones to use. The results of a recursive forecasting exercise reveal a statistically significant increase in …
Persistent link: https://www.econbiz.de/10014496096
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Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations
Claveria, Oscar - In: Journal for Labour Market Research 53 (2019) 3, pp. 1-10
as benchmark. Finally, we replicate the forecasting experiment including as predictors both an indicator of unemployment …
Persistent link: https://www.econbiz.de/10012208423
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Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations
Claveria, Oscar - In: Journal for labour market research 53 (2019) 3, pp. 1-10
as benchmark. Finally, we replicate the forecasting experiment including as predictors both an indicator of unemployment …
Persistent link: https://www.econbiz.de/10012147303
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Forecasting Spanish unemployment with Google Trends and dimension reduction techniques
Mulero, Rodrigo; Garcia-Hiernaux, Alfredo - In: SERIEs : Journal of the Spanish Economic Association 12 (2021) 3, pp. 329-349
variables or which ones to use. The results of a recursive forecasting exercise reveal a statistically significant increase in …
Persistent link: https://www.econbiz.de/10012612549
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The trend unemployment rate in Canada : searching for the unobservable
Brouillette, Dany; Robitaille, Marie-Noëlle; … - 2019
In this paper, we assess several methods that have been used to measure the Canadian trend unemployment rate (TUR). We also consider improvements and extensions to some existing methods. The assessment is based on four criteria: (i) the extent to which methods provide explanations for changes in...
Persistent link: https://www.econbiz.de/10011992476
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Constructing a new leading indicator for unemployment from a survey among German employment agencies
Hutter, Christian; Weber, Enzo - In: Applied Economics 47 (2015) 33, pp. 3540-3558
forecasting German unemployment in the short run. Every month, the CEOs of the FEA's regional agencies are asked about their … suitable in nested model environments to compare forecasting performance of models including the new indicator to that of …
Persistent link: https://www.econbiz.de/10013349233
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Directional accuracy of experts' forecasts for inflation and unemployment rate predictions in Romania
Bratu, Mihaela - In: International journal of economic sciences and applied … 7 (2014) 2, pp. 129-137
forecasts made for Romanian by three experts in forecasting: F1, F2 and F3. All the unemployment rate forecasts over the horizon …
Persistent link: https://www.econbiz.de/10010459714
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Constructing a new leading indicator for unemployment from a survey among German employment agencies
Hutter, Christian; Weber, Enzo - 2013
forecasting German unemployment in the short run. Every month, the CEOs of the FEA’s regional agencies are asked about their … suitable in nested model environments to compare forecasting performance of models including the new indicator to that of …
Persistent link: https://www.econbiz.de/10010198066
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Directional Accuracy for Inflation and Unemployment Rate Predictions in Romania
Simionescu, Mihaela - 2014
forecasts made for Romanian by three experts in forecasting: F1, F2 and F3. All the unemployment rate forecasts over the horizon …
Persistent link: https://www.econbiz.de/10013040574
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Forecasting Unemployment with Google Searches
Tuhkuri, Joonas - 2016
limited to short-term predictions, the value of Google data for forecasting purposes is episodic, and the improvements in … forecasting accuracy are only modest. The results, obtained by (pseudo) out-of-sample forecast comparison, are robust to a state …
Persistent link: https://www.econbiz.de/10012037588