Google Econometrics: An Application to the Czech Republic
| Autor: | Mgr. Lukáš Platil |
|---|---|
| Rok: | 2014 - letní |
| Vedoucí: | prof. Roman Horváth Ph.D. |
| Konzultant: | |
| Typ práce: | Diplomová Finance, finanční trhy a bankovnictví |
| Jazyk: | Anglicky |
| Stránky: | 133 |
| Ocenění: | Pochvala děkana Fakulty sociálních věd za vynikající výkon u státních zkoušek. |
| Odkaz: | https://is.cuni.cz/webapps/zzp/detail/133876/ |
| Abstrakt: | 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. |
