19-021/III - Can Google Search Data Help Predict Macroeconomic Series?

Authors

Robin Niesert; Jochem Oorschot, Econometric Institute, Erasmus University; Chris Veldhuisen; Kester Brons; Rutger-Jan Lange, Econometric Institute, Erasmus University
Publication date

March 15, 2019

Keywords

Bayesian methods, forecasting practice, Kalman filter, macroeconomic forecasting, state space models, nowcasting, spike-and-slab, Hamiltonian sampler
JEL

C11, C53

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