have been shown to improve forecasting models for various economic and financial series. In the aftermath of the global … financial crisis, modeling and forecasting mortgage demand and subsequent approvals have become a central issue in the banking … variables - with their extensions utilizing online searches on Google. We find that the extended models better explain the …

We suggest the use of an Internet job-search indicator (the Google Index, GI) as the best leading indicator to predict … the US unemployment rate. We perform a deep out-of-sample forecasting comparison analyzing many models that adopt both our … in comparison with the Survey of Professional Forecasters. -- Google Econometrics ; Forecast Comparison ; Keyword Search …

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 …

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 …