谷歌搜索和汽油价格

Péter Molnár, M. Bašta
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引用次数: 10

摘要

我们研究了汽油价格与谷歌搜索“汽油价格”之间的关系。框架利用向量自回归模型和格兰杰因果,我们发现汽油价格和谷歌搜索之间的双向关系。在两个方向上的关系是负的,即增加一个变量会导致减少在其他变量。此外,我们从谷歌搜索和汽油价格之间找到了最有力的因果关系证据。
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Google searches and Gasoline prices
We study the relation between gasoline prices and Google searches for the term “gasoline prices”. Utilizing the framework of a vector autoregressive model and Granger causality, we find a two-way relationship between gasoline prices and Google searches. In both directions, the relation is negative, i.e. an increase in one of the variables leads to a decrease in the other variable. Moreover, we find the strongest evidence for causality from Google searches to gasoline prices.
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