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.

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