Footnote:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 11, 2018 erstellt
Description:
We augment linear pricing models for the housing market commonly used in the literature with google trends data in order to assess whether or not crowd-sourced search query data can improve the forecasting ability of the models. We compare various performance measures of the augmented linear model's out-of-sample, one-step ahead, dynamic forecasts against a baseline version. We find that augmenting the models to take advantage of the availability of Google trend data does not improve the forecasting performance of the models