Google Trends and Forecasting Performance of Exchange Rate Models

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

Todd E. Clark, Kenneth D. West · SSRN Electronic Journal · 2005 · 548 citations · Full text

Computing, Biostatistics, Predictive Analytics +13

Predicting the Present with Google Trends

Hal R. Varian, Hyunyoung Choi · SSRN Electronic Journal · 2009 · 452 citations · Full text

Computing, Business Economics, Economics +12

Google Econometrics and Unemployment Forecasting

Nikos Askitas, Klaus F. Zimmermann · SSRN Electronic Journal · 2009 · 143 citations · Full text

Social Sciences, Economics, Econometrics +16

Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis

Todd E. Clark, Kenneth D. West · SSRN Electronic Journal · 2004 · 120 citations · Full text

Computing, Economics, Econometrics +13

Out-of-sample exchange rate predictability with Taylor rule fundamentals

Tanya Molodtsova, David H. Papell · Journal of International Economics · 2008 · 105 citations · Full text

Social Sciences, Economics, Finance +12