Capital Flow Data : A Guide for Empirical Analysis and Real-time Tracking /

This paper provides an analytical overview of the most widely used capital flow datasets. The paper is written as a guide for academics who embark on empirical research projects and for policymakers who need timely information on capital flow developments to inform their decisions. We address common...

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Autor principal: Koepke, Robin
Altres autors: Paetzold, Simon
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2020.
Col·lecció:IMF Working Papers; Working Paper ; No. 2020/171
Accés en línia:Full text available on IMF
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245 1 0 |a Capital Flow Data :   |b A Guide for Empirical Analysis and Real-time Tracking /  |c Robin Koepke, Simon Paetzold. 
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490 1 |a IMF Working Papers 
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500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper provides an analytical overview of the most widely used capital flow datasets. The paper is written as a guide for academics who embark on empirical research projects and for policymakers who need timely information on capital flow developments to inform their decisions. We address common misconceptions about capital flow data and discuss differences between high-frequency proxies for portfolio flows. In a nowcasting 'horse race' we show that high-frequency proxies have significant predictive content for portfolio flows from the balance of payments (BoP). We also construct a new dataset for academic use, consisting of monthly portfolio flows broadly consistent with BoP data. 
538 |a Mode of access: Internet 
700 1 |a Paetzold, Simon. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2020/171 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2020/171/001.2020.issue-171-en.xml  |z IMF e-Library