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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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