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Google Econometrics, Forecast Comparison, Keyword search, US Unemployment, Time Series Models
Credit Risk, Panel Threshold Regression Models, Regime Switching, Default Rate, Business Cycle, Cyclicality, Basel 2
inflation expectations, twitter data, text mining, big data, survey-based measures, market-based measures, forecasting
Google econometrics, forecast comparison, keyword search, US unemployment, time series models
Panel Data, Liquidity, Demand for Money, COMPUSTAT
Forecasting, Text Mining, Sentiment, Economic Policy Uncertainty, Big data, BMA
Forecast encompassing, Model evaluation, Nested models, Non-nested models, Equal predictive ability
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
duration of bad loans, default status, survival analysis
