Work detail

Google Econometrics: An Application to the Czech Republic

Author: Mgr. Lukáš Platil
Year: 2014 - summer
Leaders: prof. Roman Horváth Ph.D.
Consultants:
Work type: Finance, Financial Markets and Banking
Masters
Language: English
Pages: 133
Awards and prizes: M.A. with distinction from the Dean of the Faculty of Social Sciences for an excellent state-final examination performance.
Link: https://is.cuni.cz/webapps/zzp/detail/133876/
Abstract: This thesis examines the applicability of Google Econometrics
– the use of search volume data of particular queries as explanatory variables in time series modeling – in the case of the Czech Republic. We analyze the contribution of Google data by comparing out - of - sample nowcasting performance and
in - sample fit with control variables in three related areas:
using an autoregressive model for unemployment, vector autoregression and logit models for GDP and household
consumption, and Granger causality test for consumer confidence.
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