Obtaining consistent time series from Google Trends.

Google Trends data are a popular data source for research, but raw data are frequency‐inconsistent: daily data fail to capture long‐run trends. This issue has gone unnoticed in the literature. In addition, sampling noise can be substantial. We develop a procedure (available in an R‐package), which s...

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Bibliographic Details

Published in:	Economic Inquiry Vol. 60; no. 2; pp. 694 - 706
Main Authors:	Eichenauer, Vera Z., Indergand, Ronald, Martínez, Isabel Z., Sax, Christoph
Format:	Article
Published:	Wiley-Blackwell Apr2022
Subjects:	Economic indicators Business cycles Time series analysis
Online Access:	View this record in EBSCOhost