Incorporating Market Information into the Construction of the Fan Chart
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More about this item
KeywordsEconomic models; Data analysis; Economic growth; Economic forecasting; Markets; Forecasting models; World Economic Outlook; Fan Chart; Balance of Risks; Option Prices; Consensus Forecasts; risk factors; survey; skewness; normal distribution; equation;
NEP fieldsThis 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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