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Forecasting GDP growth rates in the United States and Brazil using Google Trends
16 references·1 citing·37 second hop
Forecasting GDP growth rates in the United States and Brazil using Google Trends (2022)Forecasting GDP growth rates in the Unite…The predictive power of Google searches in forecasting US unemployment (2017)The predictive power of Googl…Now-Casting and the Real-Time Data Flow (2013)Now-Casting and the Real-Time…The Oxford Handbook of Economic Forecasting (2011)The Oxford Handbook of Econom…Nowcasting with Google Trends in an Emerging Market (2011)Nowcasting with Google Trends…Forecasting private consumption: survey-based indicators vs. Google trends (2011)Forecasting private consumpti…A two-step estimator for large approximate dynamic factor models based on Kalman filtering (2011)A two-step estimator for larg…Predicting Initial Claims for Unemployment Benefits (2009)Predicting Initial Claims for…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…Large Dimensional Factor Analysis (2008)Large Dimensional Factor Anal…Forecasting economic time series using targeted predictors (2008)Forecasting economic time ser…Determining the Number of Primitive Shocks in Factor Models (2006)Determining the Number of Pri…Monetary policy in a data-rich environment (2003)Monetary policy in a data-ric…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…A new coincident index of business cycles based on monthly and quarterly series (2002)A new coincident index of bus…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyEstimation of causality in economic growth and expansionary policies using uplift modeling (2023)Estimation of causality in ec…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)New Indexes of Coincident and Leading Economic Indicators (1989)State-Space Models with Regime Switching (1999)Real-Time Measurement of Business Conditions (2009)On the Methodological Framework of Composite Indices: A Review of the Issues of Weighting, Aggregation, and Robustness (2018)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Measuring Uncertainty (2015)Empirical Asset Pricing via Machine Learning (2020)Forecasting Using Principal Components From a Large Number of Predictors (2002)Large Bayesian vector auto regressions (2009)Prior Selection for Vector Autoregressions (2014)Trends and random walks in macroeconmic time series (1982)Trends and random walks in macroeconomic time series (1988)Text as Data (2019)Forecasting: theory and practice (2022)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Comparing Predictive Accuracy (1994)Testing the equality of prediction mean squared errors (1997)Google Econometrics and Unemployment Forecasting (2009)Predicting the Present with Google Trends (2012)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Has the Business Cycle Changed and Why? (2002)Inferential Theory for Factor Models of Large Dimensions (2003)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Combining forecasts: A review and annotated bibliography (1989)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)Implications of Dynamic Factor Models for VAR Analysis (2005)Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)A new index of financial conditions (2014)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)
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References

  • 1995Comparing Predictive Accuracy5,370 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2008Forecasting economic time series using targeted predictors704 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 2002A new coincident index of business cycles based on monthly and quarterly series631 cited
  • 2011Forecasting private consumption: survey-based indicators vs. Google trends594 cited
  • 2006Determining the Number of Primitive Shocks in Factor Models540 cited
  • 2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering480 cited
  • 2013Now-Casting and the Real-Time Data Flow452 cited
  • 2011The Oxford Handbook of Economic Forecasting444 cited
  • 2008Large Dimensional Factor Analysis410 cited
  • 2011Nowcasting with Google Trends in an Emerging Market286 cited
  • 2017The predictive power of Google searches in forecasting US unemployment241 cited

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2009
Predicting Initial Claims for Unemployment Benefits
219 cited

Cited by

  • 2023Estimation of causality in economic growth and expansionary policies using uplift modeling8 cited