A Poisson Regression Examination of the Relationship between Website Traffic and Search Engine Queries
A new area of research involves the use of Google data, which has been normalized and scaled to predict economic activity. In this paper, Poisson regressions are used to explore the relationship between the online traffic to a specific website and the search volumes for certain keyword search queries, along with the rankings of that specific website for those queries. Daily and weekly data are used to discuss the effects that normalization, scaling, and aggregation have on the empirical findings, which are frequency-dependent.
|Date of creation:||04 Nov 2009|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Michener, Ron & Tighe, Carla, 1992. "A Poisson Regression Model of Highway Fatalities," American Economic Review, American Economic Association, vol. 82(2), pages 452-56, May.
- Joseph E. Gagnon, 2008.
"Inflation regimes and inflation expectations,"
Federal Reserve Bank of St. Louis, issue May, pages 229-243.
- Joseph E. Gagnon, 1997. "Inflation regimes and inflation expectations," International Finance Discussion Papers 581, Board of Governors of the Federal Reserve System (U.S.).
- Joseph E. Gagnon, 1997. "Inflation Regimes and Inflation Expectations," RBA Research Discussion Papers rdp9701, Reserve Bank of Australia.
- Nikos Askitas & Klaus F. Zimmermann, 2009.
"Google Econometrics and Unemployment Forecasting,"
Research Notes of the German Council for Social and Economic Data
41, German Council for Social and Economic Data (RatSWD).
- Nikolaos Askitas & Klaus F. Zimmermann, 2009. "Google Econometrics and Unemployment Forecasting," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 55(2), pages 107-120.
- Askitas, Nikos & Zimmermann, Klaus F., 2009. "Google Econometrics and Unemployment Forecasting," IZA Discussion Papers 4201, Institute for the Study of Labor (IZA).
- Nikos Askitas & Klaus F. Zimmermann, 2009. "Google Econometrics and Unemployment Forecasting," Discussion Papers of DIW Berlin 899, DIW Berlin, German Institute for Economic Research.
- Rapach, David E, 2003. " International Evidence on the Long-Run Impact of Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(1), pages 23-48, February.
- John J. Seater & Robert J. Rossana, .
"Temporal Aggregation and Economic Time Series,"
Working Paper Series
19, North Carolina State University, Department of Economics.
- Engle, Robert F & Granger, Clive W J, 1987.
"Co-integration and Error Correction: Representation, Estimation, and Testing,"
Econometric Society, vol. 55(2), pages 251-76, March.
- Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 39(3), pages 106-135.
- Cameron, A.C. & Windmeijer, F.A.G., 1993.
"R-Squared Measures for Count Data Regression Models with Applications to Health Care Utilization,"
93-24, California Davis - Institute of Governmental Affairs.
- Cameron, A Colin & Windmeijer, Frank A G, 1996. "R-Squared Measures for Count Data Regression Models with Applications to Health-Care Utilization," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 209-220, April.
- Cameron, A Colin & Trivedi, Pravin K, 1986. "Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(1), pages 29-53, January.
When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:18413. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter)
If references are entirely missing, you can add them using this form.