Google trends forecasting of youth employment

[EN] The forecasting field has been using the surge in big data and advanced computational capabilities. This article discusses the methodological issues of Google Trends (GT) data reliability and forecasting validity for youth unemployment forecasts. We demonstrate the problems with static GT forec...

Descripción completa

Detalles Bibliográficos
Autores: Bruijn, Nathan, Wijnhoven, Fons, Effing, Robin
Tipo de recurso: capítulo de libro
Fecha de publicación:2024
País:España
Institución:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/208678
Acceso en línea:https://riunet.upv.es/handle/10251/208678
Access Level:acceso abierto
Palabra clave:Forecasting accuracy
Time series
Rolling window
Expanding window
Unemployment
Google trends
Parameter instability
Descripción
Sumario:[EN] The forecasting field has been using the surge in big data and advanced computational capabilities. This article discusses the methodological issues of Google Trends (GT) data reliability and forecasting validity for youth unemployment forecasts. We demonstrate the problems with static GT forecasting procedures and show a 44% increase in forecasting accuracy by applying time-varying model respecification forecasting.