Incorporating Market Information Into the Construction of the Fan Chart
AbstractThis 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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Bibliographic InfoPaper provided by International Monetary Fund in its series IMF Working Papers with number 09/178.
Date of creation: 01 Aug 2009
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-10 (All new papers)
- NEP-ECM-2009-10-10 (Econometrics)
- NEP-FOR-2009-10-10 (Forecasting)
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