“This Candle Has No Smell”: Detecting the Effect of COVID Anosmia on Amazon Reviews Using Bayesian Vector Autoregression

While there have been many efforts to monitor or predict Covid using digital traces such as social media, one of the most distinctive and diagnostically important symptoms of Covid -- anosmia, or loss of smell -- remains elusive due to the infrequency of discussions of smell online. It was recently hypothesized that an inadvertent indicator of this key symptom may be misplaced complaints in Amazon reviews that scented products such as candles have no smell. This paper presents a novel Bayesian vector autoregression model developed to test this hypothesis, finding that "no smell" reviews do indeed reflect changes in US Covid cases even when controlling for the seasonality of those reviews. A series of robustness checks suggests that this effect is also seen in perfume reviews, but did not hold for the flu prior to Covid. These results suggest that inadvertent digital traces may be an important tool for tracking epidemics.