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Pronósticos para la tasa de desempleo en Colombia a partir de Google Trends

Author

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  • Luisa Fernanda CARDONA ROJAS
  • Javier Andrés ROJAS AGUILERA

Abstract

Este trabajo propone utilizar la información de la plataforma Google Trends para mejorar las predicciones de corto plazo para la tasa de desempleo en Colombia. Para esto, se seleccionan los términos de búsqueda de Google Trends que más se relacionan con la tasa de desempleo, siguiendo un criterio de correlación simple y de coherencia media entre estas series. Una vez seleccionados los términos, se estiman modelos de regresión lineal simple, modelos autoregresivos integrados de media móvil (ARIMA) y su versión ampliada por variables exógenas (ARIMAX). Se encuentra que el volumen de consultas mejora el ajuste de los modelos y en particular que las búsquedas de los términos “Trabajo”, “Ofertas de trabajo” y “Busco trabajo” mejoran los pronósticos del comportamiento del mercado laboral.

Suggested Citation

  • Luisa Fernanda CARDONA ROJAS & Javier Andrés ROJAS AGUILERA, 2017. "Pronósticos para la tasa de desempleo en Colombia a partir de Google Trends," Archivos de Economía 16050, Departamento Nacional de Planeación.
    • Handle: RePEc:col:000118:016050
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    Keywords

    Desempleo; Google Trends; regresiones dinámicas; ARIMA;
    All these keywords.

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