financial crisis, modeling and forecasting mortgage demand and subsequent approvals have become a central issue in the banking … number of new mortgage approvals and markedly improve their nowcasting and forecasting performance. … have been shown to improve forecasting models for various economic and financial series. In the aftermath of the global …

from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation …, Survey of Professional Forecasters, and the Michigan Survey. While useful in developing models of forecasting inflation …

This paper examines the usefulness of Google Trends data for forecasting mortgage lending in the Czech Republic. While … significantly. In addition to forecasting performance evaluation, an experimental indicator of restrictively tight mortgage credit … the official monthly statistics on mortgage lending come with a publication lag of one month, the data on how often people …

limited to short-term predictions, the value of Google data for forecasting purposes is episodic, and the improvements in … forecasting accuracy are only modest. The results, obtained by (pseudo) out-of-sample forecast comparison, are robust to a state …

In this report we document the ETLAnow project. ETLAnow is a model for forecasting with big data. At the moment, it …

, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to …