The Proper Use of Google Trends in Forecasting Models
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Cited by:
- Ciner, Cetin & Lucey, Brian & Yarovaya, Larisa, 2022. "Determinants of cryptocurrency returns: A LASSO quantile regression approach," Finance Research Letters, Elsevier, vol. 49(C).
- Bantis, Evripidis & Clements, Michael P. & Urquhart, Andrew, 2023. "Forecasting GDP growth rates in the United States and Brazil using Google Trends," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1909-1924.
- Takashi Nakazawa, 2022. "Constructing GDP Nowcasting Models Using Alternative Data," Bank of Japan Working Paper Series 22-E-9, Bank of Japan.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2021-04-12 (Econometrics)
- NEP-FOR-2021-04-12 (Forecasting)
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