Peruvian paper seeks to fill data void between quarterly releases

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A working paper published by the Central Bank of Peru seeks to utilise the predictive power of monthly macroeconomic variables.

The author, Diego Winkelried, notes that real economic aggregates such as GDP, investment and consumption are available only quarterly, and are often subject to further publication lags. Meanwhile, other variables, including inflation, contain useful information that can indicate how the wider aggregates are progressing.

Winkelried proposes a mixed data sampling

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