Nowcasting private consumption: traditional indicators, uncertainty measures, and the role of internet search query data
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- Konstantin Kholodilin & Maximilian Podstawski & Boriss Siliverstovs, 2010. "Do Google Searches Help in Nowcasting Private Consumption?," KOF Working papers 10-256, KOF Swiss Economic Institute, ETH Zurich.
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More about this item
Keywords
Europe; Miscellaneous; Miscellaneous;All these keywords.
JEL classification:
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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