FX Funamental Price Forecast - Need more frequent data

To model the FX spot price of USDCAD, I am using the following data points:
GDP
TradeAccount
CPI
Employment
Housing
etc

Many of these categories only have monthly or quarterly data. I'd like a more frequent set - perhaps weekly if at all possible.

I'm curious what others have done with this data limitation. One idea is filling-forward the dataset (ie if blank use last value). Not a huge fan of this approach though.

What else could be done?

Thanks

 

bump.

Anything?

 

I would add the price of the natural resources Canada exports, energy & mining in particular.

 

great point, I will add nat resources into the mix, certainly affects the fundamentals

Any insights on how to merge monthly and daily data?

My options are:
Convert monthly to daily, using same value throughout the month.
Sum daily data to monthly level and proceed. Looses granularity but might be the easiest to start with