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 …

This study introduces a monthly coincident indicator for consumption in Germany based on Google Trends data on web …

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

whether Google Trends provides significant forecasting improvements over models without search data. Second, we assess whether … a high-frequency variable (weekly Google Trends) is more useful for accurate forecasting than a low-frequency variable …In this paper, we examine the usefulness of Google Trends data in predicting monthly tourist arrivals and overnight …