Google's MIDAS Touch: Predicting UK Unemployment with Internet Search Data
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- Havranek, Tomas & Zeynalov, Ayaz, 2018. "Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data," EconStor Preprints 187420, ZBW - Leibniz Information Centre for Economics.
- Harchaoui, Tarek M. & Janssen, Robert V., 2018. "How can big data enhance the timeliness of official statistics?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 225-234.
- Tomas Havranek & Ayaz Zeynalov, 2021.
"Forecasting tourist arrivals: Google Trends meets mixed-frequency data,"
Tourism Economics, , vol. 27(1), pages 129-148, February.
- Havranek, Tomas & Zeynalov, Ayaz, 2018. "Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data," MPRA Paper 90205, University Library of Munich, Germany.
- Schaer, Oliver & Kourentzes, Nikolaos & Fildes, Robert, 2019. "Demand forecasting with user-generated online information," International Journal of Forecasting, Elsevier, vol. 35(1), pages 197-212.
- David Kohns & Arnab Bhattacharjee, 2020.
"Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model,"
Papers
2011.00938, arXiv.org, revised May 2022.
- Bhattacharjee, Arnab & Kohns, David, 2022. "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," National Institute of Economic and Social Research (NIESR) Discussion Papers 538, National Institute of Economic and Social Research.
- David Kohns & Arnab Bhattacharjee, 2019. "Interpreting Big Data in the Macro Economy: A Bayesian Mixed Frequency Estimator," CEERP Working Paper Series 010, Centre for Energy Economics Research and Policy, Heriot-Watt University.
- Andrius Grybauskas & Vaida Pilinkienė & Mantas Lukauskas & Alina Stundžienė & Jurgita Bruneckienė, 2023. "Nowcasting Unemployment Using Neural Networks and Multi-Dimensional Google Trends Data," Economies, MDPI, vol. 11(5), pages 1-23, April.
- Vera Z. Eichenauer & Ronald Indergand & Isabel Z. Martínez & Christoph Sax, 2022. "Obtaining consistent time series from Google Trends," Economic Inquiry, Western Economic Association International, vol. 60(2), pages 694-705, April.
- Coble, David & Pincheira, Pablo, 2017. "Nowcasting Building Permits with Google Trends," MPRA Paper 76514, University Library of Munich, Germany.
- Philip ME Garboden, 2019. "Sources and Types of Big Data for Macroeconomic Forecasting," Working Papers 2019-3, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
- María Gil & Javier J. Pérez & Alberto Urtasun, 2019.
"Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50,
Bank for International Settlements.
- María Gil & Javier J. Pérez & A. Jesús Sánchez & Alberto Urtasun, 2018. "Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data," Working Papers 1842, Banco de España.
- Blanchflower, David G. & Bryson, Alex, 2021.
"The Economics of Walking About and Predicting Unemployment,"
GLO Discussion Paper Series
922, Global Labor Organization (GLO).
- David G. Blanchflower & Alex Bryson, 2021. "The Economics of Walking About and Predicting Unemployment," NBER Working Papers 29172, National Bureau of Economic Research, Inc.
- David G. Blanchflower & Alex Bryson, 2021. "The Economics of Walking About and Predicting Unemployment," DoQSS Working Papers 21-24, Quantitative Social Science - UCL Social Research Institute, University College London.
- Park, Sungjun & Kim, Jinsoo, 2018. "The effect of interest in renewable energy on US household electricity consumption: An analysis using Google Trends data," Renewable Energy, Elsevier, vol. 127(C), pages 1004-1010.
- Caperna, Giulio & Colagrossi, Marco & Geraci, Andrea & Mazzarella, Gianluca, 2020. "Googling Unemployment During the Pandemic: Inference and Nowcast Using Search Data," Working Papers 2020-04, Joint Research Centre, European Commission.
- Kohns, David & Bhattacharjee, Arnab, 2023. "Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1384-1412.
- Johannes Bock, 2018. "Quantifying macroeconomic expectations in stock markets using Google Trends," Papers 1805.00268, arXiv.org.
- Simionescu, Mihaela & Cifuentes-Faura, Javier, 2022. "Can unemployment forecasts based on Google Trends help government design better policies? An investigation based on Spain and Portugal," Journal of Policy Modeling, Elsevier, vol. 44(1), pages 1-21.
- Chumnumpan, Pattarin & Shi, Xiaohui, 2019. "Understanding new products’ market performance using Google Trends," Australasian marketing journal, Elsevier, vol. 27(2), pages 91-103.
- Chong, Terence Tai Leung & Wu, Zhang & Liu, Yuchen, 2019. "Market Reaction to iPhone Rumors," MPRA Paper 92014, University Library of Munich, Germany.
- Benedikt Maas, 2020.
"Short‐term forecasting of the US unemployment rate,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 394-411, April.
- Maas, Benedikt, 2019. "Short-term forecasting of the US unemployment rate," MPRA Paper 94066, University Library of Munich, Germany.
- Huijian Han & Zhiming Li & Zongwei Li, 2023. "Using Machine Learning Methods to Predict Consumer Confidence from Search Engine Data," Sustainability, MDPI, vol. 15(4), pages 1-12, February.
- Caperna, Giulio & Colagrossi, Marco & Geraci, Andrea & Mazzarella, Gianluca, 2022. "A babel of web-searches: Googling unemployment during the pandemic," Labour Economics, Elsevier, vol. 74(C).
- Silvia Emili & Paolo Figini & Andrea Guizzardi, 2020. "Modelling international monthly tourism demand at the micro destination level with climate indicators and web-traffic data," Tourism Economics, , vol. 26(7), pages 1129-1151, November.
- Mahmut Gunay, 2020. "Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial," Working Papers 2002, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Boone, Tonya & Ganeshan, Ram & Jain, Aditya & Sanders, Nada R., 2019. "Forecasting sales in the supply chain: Consumer analytics in the big data era," International Journal of Forecasting, Elsevier, vol. 35(1), pages 170-180.
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