Abstract: Provided are, among other things, systems, methods and techniques for estimating the value of a macroeconomic measure, e.g., by: (a) generating a mapping from a first set of data values for macroeconomic variables to monetary values for a second set of assets based on historical data values for the macroeconomic variables and historical monetary values of the assets; generating estimates of the monetary values of the assets by inputting data values for macroeconomic variables into the mapping; and generating an estimate of a data value for at least one of the macroeconomic variables using the mapping and known monetary values for the assets.

Abstract: The value of a target variable is predicted by obtaining historical values for the target variable at each of several time points and obtaining previously predicted values and currently predicted values for each of several predictor variables, the predictor variables being different from the target variable. Values are assigned to parameters of a forecasting model to obtain the best fit of the previously predicted values for the predictor variables to the historical values for the target variable. Finally, a value of the target variable is predicted from the currently predicted values for at least a subset of the predictor variables using the forecasting model and the values assigned to the parameters of the forecasting model.