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Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia

Citations

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Cited by:

  1. Gutiérrez, Antonio, 2023. "La brecha de género en el emprendimiento y la cultura emprendedora: Evidencia con Google Trends [Entrepreneurship gender gap and entrepreneurial culture: Evidence from Google Trends]," MPRA Paper 115876, University Library of Munich, Germany.
  2. Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 323-335, September.
  3. Nikolay Hristov & Markus Roth, 2019. "Uncertainty Shocks and Financial Crisis Indicators," CESifo Working Paper Series 7839, CESifo.
  4. Nicolas Himounet & Francisco Serranito & Julien Vauday, 2021. "Uncertainty is bad for Business. Really?," Working Papers 2021.03, International Network for Economic Research - INFER.
  5. Michela Cella & Elena Manzoni & Francesco Scervini, 2023. "Issue salience and women's electoral performance: Theory and evidence from Google trends," Working Papers 527, University of Milano-Bicocca, Department of Economics.
  6. Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2020. "Economic Policy Uncertainty Spillovers in Booms and Busts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(1), pages 125-155, February.
  7. Michael Donadelli & Luca Gerotto & Marcella Lucchetta & Daniela Arzu, 2018. "Migration Fear, Uncertainty, and Macroeconomic Dynamics," Working Papers 2018:29, Department of Economics, University of Venice "Ca' Foscari".
  8. Maria Elena Bontempi & Michele Frigeri & Roberto Golinelli & Matteo Squadrani, 2021. "EURQ: A New Web Search‐based Uncertainty Index," Economica, London School of Economics and Political Science, vol. 88(352), pages 969-1015, October.
  9. Karanasos, M. & Yfanti, S., 2021. "On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  10. Fungáčová, Zuzana & Kerola, Eeva & Weill, Laurent, 2024. "European banks are not immune to national elections," BOFIT Discussion Papers 4/2024, Bank of Finland Institute for Emerging Economies (BOFIT).
  11. Bełej Mirosław, 2024. "Exploring Public Interest in Limited-Use Areas and Compensation from Airports in Poland: A Google Trends Analysis," Real Estate Management and Valuation, Sciendo, vol. 32(3), pages 64-76.
  12. Azqueta-Gavaldon, Andres, 2023. "Political referenda and investment: Evidence from Scotland," European Journal of Political Economy, Elsevier, vol. 80(C).
  13. Fangzhou Xie, 2020. "Pruned Wasserstein Index Generation Model and wigpy Package," Papers 2004.00999, arXiv.org, revised Jul 2020.
  14. Joscha Beckmann & Robert L Czudaj & Georgios Kouretas, 2021. "Fiscal policy uncertainty and its effects on the real economy: German evidence," Oxford Economic Papers, Oxford University Press, vol. 73(4), pages 1516-1535.
  15. Hakan Yilmazkuday, 2020. "Unequal unemployment effects of COVID-19 and monetary policy across U.S. States," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 4(S3), pages 45-53, December.
  16. Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2021. "Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1193-1217, October.
  17. Saltzman, Bennett & Yung, Julieta, 2018. "A machine learning approach to identifying different types of uncertainty," Economics Letters, Elsevier, vol. 171(C), pages 58-62.
  18. Catalina Bolancé & Carlos Alberto Acuña & Salvador Torra, 2022. "Non-Normal Market Losses and Spatial Dependence Using Uncertainty Indices," Mathematics, MDPI, vol. 10(8), pages 1-23, April.
  19. Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
  20. Zhang, Wei & He, Jie & Ge, Chanyuan & Xue, Rui, 2022. "Real-time macroeconomic monitoring using mixed frequency data: Evidence from China," Economic Modelling, Elsevier, vol. 117(C).
  21. Ferriani, Fabrizio & Gazzani, Andrea, 2022. "Financial condition indices for emerging market economies: Can Google help?," Economics Letters, Elsevier, vol. 216(C).
  22. Efrem Castelnuovo & Guay Lim, 2019. "What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
  23. Xie, Fangzhou, 2020. "Wasserstein Index Generation Model: Automatic generation of time-series index with application to Economic Policy Uncertainty," Economics Letters, Elsevier, vol. 186(C).
  24. Ademmer, Martin & Beckmann, Joscha & Bode, Eckhardt & Boysen-Hogrefe, Jens & Funke, Manuel & Hauber, Philipp & Heidland, Tobias & Hinz, Julian & Jannsen, Nils & Kooths, Stefan & Söder, Mareike & Stame, 2021. "Big Data in der makroökonomischen Analyse," Kieler Beiträge zur Wirtschaftspolitik 32, Kiel Institute for the World Economy (IfW Kiel).
  25. Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021. "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, vol. 58(C).
  26. Mathur, Aakriti & Sengupta, Rajeswari & Pratap, Bhanu, 2024. "Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty," Journal of Asian Economics, Elsevier, vol. 91(C).
  27. David C Vitt, 2020. "Estimating the impact of e-commerce on retail exit and entry using Google Trends," Economics Bulletin, AccessEcon, vol. 40(1), pages 679-688.
  28. Cebreros Alfonso & Salcedo Alejandrina & Chiquiar Daniel & Heffner-Rodríguez Aldo, 2020. "Trade Policy Uncertainty and its Effect on Foreign Direct Investment: Evidence from Mexico," Working Papers 2020-14, Banco de México.
  29. Beckmann, Joscha & Davidson, Sharada Nia & Koop, Gary & Schüssler, Rainer, 2023. "Cross-country uncertainty spillovers: Evidence from international survey data," Journal of International Money and Finance, Elsevier, vol. 130(C).
  30. Xiaoyue Chen & Bin Li & Andrew C. Worthington, 2022. "Economic uncertainty and Australian stock returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(3), pages 3441-3474, September.
  31. Dai, Peng-Fei & Xiong, Xiong & Zhang, Jin & Zhou, Wei-Xing, 2022. "The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model," Resources Policy, Elsevier, vol. 78(C).
  32. Diana Petrova & Pavel Trunin, 2023. "Estimation of Economic Policy Uncertainty," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 48-61, September.
  33. Szczygielski, Jan Jakub & Bwanya, Princess Rutendo & Charteris, Ailie & Brzeszczyński, Janusz, 2021. "The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets," Finance Research Letters, Elsevier, vol. 43(C).
  34. 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.
  35. Georgios Garafas, 2022. "The nexus between unemployment and Covid-19 vaccine in the U.S. Evidence from Google trends," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 6(1), pages 27-32, December.
  36. Tosapol Apaitan & Pongsak Luangaram & Pym Manopimoke, 2022. "Uncertainty in an emerging market economy: evidence from Thailand," Empirical Economics, Springer, vol. 62(3), pages 933-989, March.
  37. Kyoto Yono & Hiroki Sakaji & Hiroyasu Matsushima & Takashi Shimada & Kiyoshi Izumi, 2020. "Construction of Macroeconomic Uncertainty Indices for Financial Market Analysis Using a Supervised Topic Model," JRFM, MDPI, vol. 13(4), pages 1-18, April.
  38. Corinna Ghirelli & María Gil & Javier J. Pérez & Alberto Urtasun, 2021. "Measuring economic and economic policy uncertainty and their macroeconomic effects: the case of Spain," Empirical Economics, Springer, vol. 60(2), pages 869-892, February.
  39. Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia & Brzeszczyński, Janusz, 2024. "Capturing the timing of crisis evolution: A machine learning and directional wavelet coherence approach to isolating event-specific uncertainty using Google searches with an application to COVID-19," Technological Forecasting and Social Change, Elsevier, vol. 205(C).
  40. Qadan, Mahmoud & Zoua’bi, Maher, 2019. "Financial attention and the demand for information," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 82(C).
  41. Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing, 2021. "A global economic policy uncertainty index from principal component analysis," Finance Research Letters, Elsevier, vol. 40(C).
  42. V. D. Milovidov, 2024. "Investor Sentiment and Stock Market Dynamics: Ways to Forecast Stock Prices," Studies on Russian Economic Development, Springer, vol. 35(4), pages 518-529, August.
  43. Tamgac, Unay, 2021. "Emerging market exchange rates during quantitative tapering: The effect of US and domestic news," Research in International Business and Finance, Elsevier, vol. 57(C).
  44. Hristov, Nikolay & Roth, Markus, 2022. "Uncertainty shocks and systemic-risk indicators," Journal of International Money and Finance, Elsevier, vol. 122(C).
  45. Aslanidis, Nektarios & Bariviera, Aurelio F. & López, Óscar G., 2022. "The link between cryptocurrencies and Google Trends attention," Finance Research Letters, Elsevier, vol. 47(PA).
  46. Bhanu Pratap & Nalin Priyaranjan, 2023. "Macroeconomic effects of uncertainty: a Google trends-based analysis for India," Empirical Economics, Springer, vol. 65(4), pages 1599-1625, October.
  47. Wei‐Fong Pan & James Reade & Shixuan Wang, 2022. "Measuring US regional economic uncertainty," Journal of Regional Science, Wiley Blackwell, vol. 62(4), pages 1149-1178, September.
  48. Costola, Michele & Iacopini, Matteo & Santagiustina, Carlo R.M.A., 2021. "Google search volumes and the financial markets during the COVID-19 outbreak," Finance Research Letters, Elsevier, vol. 42(C).
  49. Himounet, Nicolas, 2022. "Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks," International Economics, Elsevier, vol. 170(C), pages 1-31.
  50. 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.
  51. Michele Costola & Matteo Iacopini & Carlo R. M. A. Santagiustina, 2020. "Public Concern and the Financial Markets during the COVID-19 outbreak," Papers 2005.06796, arXiv.org.
  52. Bae, Siye & Jo, Soojin & Shim, Myungkyu, 2023. "United States of Mind under Uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 102-127.
  53. Michele Costola & Michael Donadelli & Luca Gerotto & Ivan Gufler, 2022. "Global risks, the macroeconomy, and asset prices," Empirical Economics, Springer, vol. 63(5), pages 2357-2388, November.
  54. Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," Melbourne Institute Working Paper Series wp2019n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  55. Beckmann, Joscha, 2021. "Measurement and effects of euro/dollar exchange rate uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 773-790.
  56. Aakriti Mathur & Rajeswari Sengupta & Bhanu Pratap, 2022. "Saved by the bell? Equity market responses to surprise Covid-19 lockdowns and central bank interventions," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2022-001, Indira Gandhi Institute of Development Research, Mumbai, India.
  57. Bilgin, Mehmet Huseyin & Demir, Ender & Gozgor, Giray & Karabulut, Gokhan & Kaya, Huseyin, 2019. "A novel index of macroeconomic uncertainty for Turkey based on Google-Trends," Economics Letters, Elsevier, vol. 184(C).
  58. Gutiérrez, Antonio, 2022. "Movilidad urbana y datos de alta frecuencia [Urban mobility and high frequency data]," MPRA Paper 114854, University Library of Munich, Germany.
  59. Spyridon Boikos & Eirini Makantasi & Theodore Panagiotidis, 2023. "Macroeconomic Uncertainty Indices for European Countries," Notas Económicas, Faculty of Economics, University of Coimbra, issue 57, pages 7-56, December.
  60. Donadelli, Michael & Gerotto, Luca, 2019. "Non-macro-based Google searches, uncertainty, and real economic activity," Research in International Business and Finance, Elsevier, vol. 48(C), pages 111-142.
  61. Yuqian Zhang, 2023. "Using Google Trends to track the global interest in International Financial Reporting Standards: Evidence from big data," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 30(2), pages 87-100, April.
  62. Mehwish Aziz Khan & Eatzaz Ahmad, 2018. "Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan," Sustainability, MDPI, vol. 11(1), pages 1-20, December.
  63. Puhr, Harald & Müllner, Jakob, 2024. "Vox populi, vox dei: A concept and measure for grassroots socio-political risk using Google Trends," Journal of International Management, Elsevier, vol. 30(2).
  64. Cebrián, Eduardo & Domenech, Josep, 2024. "Addressing Google Trends inconsistencies," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
  65. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2024. "Google search trends and stock markets: Sentiment, attention or uncertainty?," International Review of Financial Analysis, Elsevier, vol. 91(C).
  66. Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2018. "Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 70-86, March.
  67. Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia, 2023. "Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence," International Review of Financial Analysis, Elsevier, vol. 87(C).
  68. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2023. "Which COVID-19 information really impacts stock markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
  69. Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022. "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, vol. 109(C).
  70. Lee, Kiryoung & Choi, Eunseon & Kim, Minki, 2023. "Twitter-based Chinese economic policy uncertainty," Finance Research Letters, Elsevier, vol. 53(C).
  71. Nektarios Aslanidis & Aurelio F. Bariviera & 'Oscar G. L'opez, 2021. "The link between Bitcoin and Google Trends attention," Papers 2106.07104, arXiv.org.
  72. Behera, Sarthak & Sadana, Divya, 2022. "The Impact of Visibility on School Athletic Finances: An Empirical Analysis using Google Trends," MPRA Paper 114818, University Library of Munich, Germany.
  73. Donadelli, Michael & Gufler, Ivan & Pellizzari, Paolo, 2020. "The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index," Economics Letters, Elsevier, vol. 197(C).
  74. Lolić, Ivana & Matošec, Marina & Sorić, Petar, 2024. "DIY google trends indicators in social sciences: A methodological note," Technology in Society, Elsevier, vol. 77(C).
  75. Bucci, Andrea & Palomba, Giulio & Rossi, Eduardo, 2023. "The role of uncertainty in forecasting volatility comovements across stock markets," Economic Modelling, Elsevier, vol. 125(C).
  76. Michael Ryan, 2020. "An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand," Working Papers in Economics 20/11, University of Waikato.
  77. Gabriel Caldas Montes & Victor Maia, 2023. "The reaction of disagreements in inflation expectations to fiscal sentiment obtained from information in official communiqués," Bulletin of Economic Research, Wiley Blackwell, vol. 75(4), pages 828-859, October.
  78. 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.
  79. Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti, 2019. "Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility," CESifo Working Paper Series 8000, CESifo.
  80. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2022. "The impact and role of COVID-19 uncertainty: A global industry analysis," International Review of Financial Analysis, Elsevier, vol. 80(C).
  81. Yousaf, Imran & Hunjra, Ahmed Imran & Alshater, Muneer M. & Bouri, Elie & Li, Yanshuang, 2023. "Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
  82. Ahmed, Huson Joher Ali & Azad, A.S.M. Sohel & Poon, Wai Ching & Safiullah, Md, 2023. "Is there a CSI-leverage nexus?," International Review of Financial Analysis, Elsevier, vol. 89(C).
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