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The Gdp Fan Charts: an Empirical Evaluation

Author

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  • Kevin Dowd

    (Centre for Risk and Insurance Studies, Nottingham University Business School. e-mail: Kevin.Dowd@Nottingham.ac.uk.)

Abstract

This paper evaluates the probability density forecasts reflected in the Bank of England's real GDP growth fan charts. Evaluation is carried out using tests that allow for data dependence and using two GDP growth estimates. Results suggest there are problems with the shorter horizon forecasts, but conclusions about the performance of longer-term forecasts depend to some extent on the GDP estimates used in the assessment.

Suggested Citation

  • Kevin Dowd, 2008. "The Gdp Fan Charts: an Empirical Evaluation," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 59-67, January.
    • Handle: RePEc:sae:niesru:v:203:y:2008:i:1:p:59-67
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