IMF paper looks at coincident indicators of capital flows

IMF headquarters in Washington DC

A new International Monetary Fund research paper attempts to address the tension caused by the three- to six-month time lag in the retrieval of data on capital flows from balance of payments statistics.

Authors Yanliang Miao and Malika Pant propose two coincident composite indicators for capital flows that improve on existing proxies and find that the most widely used proxy, the capital tracker, often over-predicts net flows by 30%.

Click here to read the paper.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: