Measuring economic activity with high-frequency data

Julia Asri Meigh, Head of ESG and Macro Research (New York)

Post feature

In an uncertain economic environment, monthly and quarterly statistics may not accurately capture rapidly changing macro conditions. In this literature review, we summarise a study that uses high-frequency data to construct an index that more accurately reflects economic activity in an uncertain climate. Empirical evidence suggests the index has value for forecasting US GDP and industrial production.

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