Incorporating Market Information into the Construction of the Fan Chart

Prakash Kannan and Selim Elekdag

No 2009/178, IMF Working Papers from International Monetary Fund

Abstract: 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.

Keywords: WP; normal distribution; density function (search for similar items in EconPapers)
Pages: 21
Date: 2009-08-01
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Citations: View citations in EconPapers (13)

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