Incorporating Market Information into the Construction of the Fan Chart

Selim Elekdag and Prakash Kannan ()

No 09/178, 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: Data analysis; Economic forecasting; Economic growth; Economic models; Forecasting models; Markets; World Economic Outlook (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-for
Date: 2009-08-24
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