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Monthly forecasts for debt/GDP

 
 
Reply 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?
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engineer
 
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Reply Tue 9 Sep, 2014 12:20 pm
@Leconomics,
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
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