Obtaining consistent time series from Google Trends
نویسندگان
چکیده
Google Trends data are a popular source for research, but raw frequency-inconsistent: daily fail to capture long-run trends. This issue has gone unnoticed in the literature. In addition, sampling noise can be substantial. We develop procedure (available an R-package), which solves both issues at once. apply this construct long-run, frequency-consistent economic indices three German-speaking countries. The resulting significantly correlated with traditional leading indicators while being available real time. discuss potential applications across disciplines and spanning well beyond business cycle analysis.
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ژورنال
عنوان ژورنال: Economic Inquiry
سال: 2021
ISSN: ['0043-3640', '1465-7295', '0095-2583']
DOI: https://doi.org/10.1111/ecin.13049