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1. |
Record Nr. |
UNINA990009137480403321 |
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Autore |
AiCARR |
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Titolo |
41. convegno annuale AICARR : condizionamento ventilazione e contaminazione ambientale, riscaldamento, refrigerazione : innovazioni e tendenze : Milano 22-23 marzo 2000 / AICARR |
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Pubbl/distr/stampa |
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Locazione |
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Collocazione |
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00 E2503(1/2) |
00 E2503(2/2) |
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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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2. |
Record Nr. |
UNINA9910965593203321 |
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Autore |
Kannan Prakash |
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Titolo |
Incorporating Market Information into the Construction of the Fan Chart / / Prakash Kannan, Selim Elekdag |
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Pubbl/distr/stampa |
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Washington, D.C. : , : International Monetary Fund, , 2009 |
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ISBN |
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9786612843891 |
9781462368884 |
1462368883 |
9781452748047 |
1452748047 |
9781282843899 |
1282843893 |
9781451873252 |
1451873255 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (23 p.) |
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Collana |
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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 |
Asset prices |
Deflation |
Derivative securities |
Economic Forecasting |
Energy: Demand and Supply |
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Finance |
Financial Instruments |
Forecasting and Simulation: Models and Applications |
Gdp forecasting |
Inflation |
Institutional Investors |
Investments: Options |
Macroeconomics |
National income |
Non-bank Financial Institutions |
Oil prices |
Options |
Pension Funds |
Price Level |
Prices |
United States |
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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 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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