Incorporating Market Information into the Construction of the Fan Chart

WPIEM2009178 Image
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Author/Editor: Prakash Kannan, Selim Elekdag
Release Date: © August, 2009
ISBN : 978-1-46236-888-4
Stock #: WPIEM2009178
English

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Description

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.




More publications in this series: Working Papers


More publications by: Prakash Kannan ; Selim Elekdag