An Approach to Predict Spanish Mortgage Market Activity Using Google Data

The aim of this paper is to use Google data to predict Spanish mortgage market activity during the period from January 2004 to January 2019. Thus, we collect monthly Google data for the keyword hipoteca, the Spanish expression for mortgage, and then, we perform a regression and an out-of-sample analysis. We find evidence that the use of Google data significantly improves prediction accuracy

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Year of publication:	2020
Authors:	González-Fernández, Marcos
Other Persons:	González-Velasco, Carmen (contributor)
Publisher:	[2020]: [S.l.] : SSRN
Subject:	Spanien \| Spain \| Hypothek \| Mortgage \| Suchmaschine \| Search engine \| Prognoseverfahren \| Forecasting model
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Economics and Business Letters, 2019 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2019 erstellt Volltext nicht verfügbar
Classification:	G2 - Financial Institutions and Services ; E27 - Forecasting and Simulation ; g40
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012831548