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Implementacion, Uso e Interpretación del FAN CHART

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Author Info
Juan Manuel Julio ()

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Abstract

El “Fan Chart” representa la funcion de probabilidades de los valores futuros de una variable, condicional a la informacion conocida en el presente. En el caso del Informe de Inflacion el “Fan Chart” cumple con dos objetivos: Primero, comunicar al publico las previsiones de la autoridad monetaria sobre la evolucion futura de la inflacion con base en el “mejor conocimiento” actual de la economia. Este proposito esta relacionado con la transparencia del esquema de metas de inflacion y con la credibilidad de las políticas para alcanzar dichas metas. Y segundo, organizar la forma como la autoridad monetaria aborda el problema de pronosticar la inflacion, lo cual tiene que ver con el desarrollo del Informe de Inflación y su distribución temática. En esta nota se describe en detalle la implementacion actual del “Fan Chart” que utiliza el Banco de la Republica para su Informe de Inflacion, se presenta un ejemplo que ilustran adecuada utilizacion, se describe la manera como este se debe interpretar y se describe el uso de un programa que facilita su aplicacion. Con esto, se persigue desmitifcar el uso e interpretacion del “Fan Chart”.

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Publisher Info
Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 002815.

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Length: 22
Date of creation: 30 Jul 2005
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Handle: RePEc:col:000094:002815

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References listed on IDEAS
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  1. Franz Hamann & Juan Manuel Julio & Paulina Restrepo & Alvaro Jose Riascos Villegas, 2004. "Inflation Targeting In A Small Open Economy: The Colombian Case," BORRADORES DE ECONOMIA 002855, BANCO DE LA REPÚBLICA. [Downloadable!]
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  2. Timothy Cogley & Sergei Morozov & Thomas J. Sargent, 2003. "Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System," CFS Working Paper Series 2003/44, Center for Financial Studies. [Downloadable!]
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  3. Marco Vega, 2004. "Policy Makers Priors and Inflation Density Forecasts," Econometrics 0403005, EconWPA. [Downloadable!]
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