Incorporating Market Information Into the Construction of the Fan Chart

This paper develops a simple procedure for incorporating market-based information into the construction of fan charts. Using the International Monetary Fund (IMF)'s global growth forecast as a working example, the paper goes through the theoretical and practical considerations of this new approach. The resulting spreadsheet, which implements the approach, is available upon request from the authors.

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Year of publication:	2009-08-01
Authors:	Kannan, Prakash ; Elekdag, Selim
Institutions:	International Monetary Fund (IMF)
Subject:	Data analysis \| Economic forecasting \| Economic growth \| Economic models \| Forecasting models \| Markets \| World Economic Outlook \| risk factors \| survey \| skewness \| normal distribution \| equation \| confidence intervals \| risk factor \| forecasting \| equations \| probability \| confidence interval \| covariance \| surveys \| standard deviation \| probability density \| econometrics \| central tendency \| regression analysis \| univariate distributions \| linear trend \| general equilibrium models \| time series \| probability distributions \| cumulative distribution function \| probability density function \| standard deviations \| normal distributions \| quadratic equation \| computation \| statistics \| lognormal distributions \| error variance

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Extent:	application/pdf
Series:	IMF Working Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series IMF Working Papers Number 09/178 2 pages long
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008528615