Tue 9 Sep, 2014 06:58 am
For my Master thesis I am running a VAR on debt/GDP and a few other variables. The fact that the frequency of debt/GDP is only quartely limits my data largely.
Is there any forecasting group that predicts or estimates debt/GDP on a monthly basis?
You are confusing quantity with quality. The debt and the GDP are too variable on a monthly basis, maybe even on a quarterly basis since there are big seasonal swings. Any analysis you do on monthly data would have to account for all that variability.
Here is the monthly federal debt report: http://www.treasurydirect.gov/govt/reports/pd/mspd/mspd.htm
And some GDP numbers: https://ycharts.com/indicators/us_monthly_real_gdp