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Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg

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  • Fantazzini, Dean
  • Pushchelenko, Julia
  • Mironenkov, Alexey
  • Kurbatskii, Alexey

Abstract

This paper examines the suitability of Google Trends data for the modeling and forecasting of interregional migration in Russia. Monthly migration data, search volume data, and macro variables are used with a set of univariate and multivariate models to study the migration data of the two Russian cities with the largest migration inflows: Moscow and Saint Petersburg. The empirical analysis does not provide evidence that the more people search online, the more likely they are to relocate to other regions. However, the inclusion of Google Trends data in a model improves the forecasting of the migration flows, because the forecasting errors are lower for models with internet search data than for models without them. These results also hold after a set of robustness checks that consider multivariate models able to deal with potential parameter instability and with a large number of regressors.

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  • Fantazzini, Dean & Pushchelenko, Julia & Mironenkov, Alexey & Kurbatskii, Alexey, 2021. "Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg," MPRA Paper 110452, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:110452
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    Cited by:

    1. Nathan Wycoff & Lisa O. Singh & Ali Arab & Katharine M. Donato & Helge Marahrens, 2024. "The digital trail of Ukraine’s 2022 refugee exodus," Journal of Computational Social Science, Springer, vol. 7(2), pages 2147-2193, October.
    2. Bronitsky, Georgy & Vakulenko, Elena, 2024. "Using Google Trends to forecast migration from Russia: Search query aggregation and accounting for lag structure," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 73, pages 78-101.
    3. Alina Sîrbu & Diletta Goglia & Jisu Kim & Paul Maximilian Magos & Laura Pollacci & Spyridon Spyratos & Giulio Rossetti & Stefano Maria Iacus, 2024. "International mobility between the UK and Europe around Brexit: a data-driven study," Journal of Computational Social Science, Springer, vol. 7(2), pages 1451-1482, October.
    4. Tongzheng Pu & Chongxing Huang & Jingjing Yang & Ming Huang, 2023. "Transcending Time and Space: Survey Methods, Uncertainty, and Development in Human Migration Prediction," Sustainability, MDPI, vol. 15(13), pages 1-23, July.
    5. Bert Leysen & Pieter-Paul Verhaeghe, 2023. "Searching for migration: estimating Japanese migration to Europe with Google Trends data," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(5), pages 4603-4631, October.

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    More about this item

    Keywords

    Migration; Forecasting; Google Trends; VAR; Cointegration; ARIMA; Russia; Time-varying VAR; Multivariate Ridge regression.;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • 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
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
    • F22 - International Economics - - International Factor Movements and International Business - - - International Migration
    • J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
    • O15 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Economic Development: Human Resources; Human Development; Income Distribution; Migration
    • R23 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Regional Migration; Regional Labor Markets; Population

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