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Google Econometrics, Forecast Comparison, Keyword search, US Unemployment, Time Series Models
inflation expectations, twitter data, text mining, big data, survey-based measures, market-based measures, forecasting
Credit Risk, Panel Threshold Regression Models, Regime Switching, Default Rate, Business Cycle, Cyclicality, Basel 2
Google econometrics, forecast comparison, keyword search, US unemployment, time series models
Forecasting, Text Mining, Sentiment, Economic Policy Uncertainty, Big data, BMA
Panel Data, Liquidity, Demand for Money, COMPUSTAT
Forecast encompassing, Model evaluation, Nested models, Non-nested models, Equal predictive ability
duration of bad loans, default status, survival analysis
central bank statistics, financial accounts, monetary and banking statistics, balance of payment, household surveys, business surveys, financial literacy, policy evaluation, official statistics, globalization, digital economy, big data, dissemination
text as data, Twitter, big data, sentiment, Covid-19, topic analysis, word embedding
energy performance certificates, EPC, Italy, buildings, transition risk, machine learning, random forest classifier, random forest
