-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 …

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 …

, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to …

as a pseudo real time forecasting exercise, i.e. due account is taken of the pattern of available monthly variables over …

This report examines whether Google search queries can be used to predict the present and the near future house prices … in Finland. Compared to a simple benchmark model, Google searches improve the prediction of the present house price index …

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 …

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 …