When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage

Laurent Ferrara and Anna Simoni ()
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Anna Simoni: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - CNRS - Centre National de la Recherche Scientifique, CNRS - Centre National de la Recherche Scientifique

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Date: 2023-10-10
New Economics Papers: this item is included in nep-big
Note: View the original document on HAL open archive server: https://hal.science/hal-03919944
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Published in Journal of Business and Economic Statistics, 2023, 41 (4), pp.1188-1202. ⟨10.1080/07350015.2022.2116025⟩

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Related works:
Journal Article: When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage (2023)
Working Paper: When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage (2022)
Working Paper: When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage (2020)
Working Paper: When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage (2020)
Working Paper: When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage (2019)
Working Paper: When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03919944

DOI: 10.1080/07350015.2022.2116025

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