TY - BOOK ID - 133652028 TI - Capital Flow Data – A Guide for Empirical Analysis and Real-time Tracking AU - Koepke, Robin. AU - Paetzold, Simon. PY - 2020 PB - Washington, D.C. : International Monetary Fund, DB - UniCat KW - Exports and Imports KW - Finance: General KW - Investments: Stocks KW - Macroeconomics KW - Statistics KW - International Investment KW - Long-term Capital Movements KW - Current Account Adjustment KW - Short-term Capital Movements KW - International Finance Forecasting and Simulation KW - International Financial Markets KW - Pension Funds KW - Non-bank Financial Institutions KW - Financial Instruments KW - Institutional Investors KW - General Aggregative Models: General KW - General Financial Markets: General (includes Measurement and Data) KW - International economics KW - Investment & securities KW - Econometrics & economic statistics KW - Finance KW - Capital flows KW - Stocks KW - Balance of payments statistics KW - Flow of funds KW - Emerging and frontier financial markets KW - Balance of payments KW - Financial institutions KW - Economic and financial statistics KW - National accounts KW - Financial markets KW - Capital movements KW - Financial services industry KW - South Africa UR - https://www.unicat.be/uniCat?func=search&query=sysid:133652028 AB - 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. ER -