State-space model

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BBVA Research, through its GDP Tracker tool, monitors the performance of the economy in real time and makes short-term GDP forecasts. For the second quarter, the GDP tracker forecasts YoY GDP growth between 0.1% and 1.3%. In addition, for the third quarter, growth is forecast to be between 1.1% and 2.2%.

We propose a fundamentals-based econometric model for the weekly changes in the euro-dollar rate with the distinctive feature of mixing economic variables quoted at different frequencies