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Record Nr. |
UNINA9910463991403321 |
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Autore |
Elekdag Selim |
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Titolo |
Incorporating market information into the construction of the fan chart [[electronic resource] /] / prepared by Selim Elekdag and Prakash Kannan |
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Pubbl/distr/stampa |
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[Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
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ISBN |
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1-4623-6888-3 |
1-4527-4804-7 |
1-282-84389-3 |
9786612843891 |
1-4518-7325-5 |
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Descrizione fisica |
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1 online resource (23 p.) |
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Collana |
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IMF working paper ; ; WP/09/178 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Economic forecasting - Econometric models |
Time-series analysis |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di contenuto |
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Contents; I. Introduction; II. Outline of Theory; A. Characterizing the Distribution of Global Growth; Box; 1. The Two-Piece Normal Distribution; B. Constructing Confidence Intervals; III. Using Survey- and Market-Based Information; Figures; 1. Constructing Confidence Intervals; A. Survey-based Measures; B. Market-based Measures; IV. An Example: Forecasting Global Growth; A. Choice of Risk Factors; Tables; 1. Estimated Elasticities and Skewness Coefficients; B. Estimating the Weighting Parameters .; C. Constructing the Fan Chart; D. Interpreting the Results |
2. Dispersion of Forecasts for GDP and Selected Risk FactorsV. Conclusions; 3. Fan Chart for Global Growth and Skewness of Risk Factors; 4. Fan Chart for Global Growth Based on Direct Estimates of Variance and Skew; References |
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Sommario/riassunto |
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This paper develops a simple procedure for incorporating market-based information into the construction of fan charts. Using the |
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