Incorporating Market Information into the Construction of the Fan Chart

Author/Editor:

Prakash Kannan ; Selim Elekdag

Publication Date:

August 1, 2009

Electronic Access:

Free Full Text (PDF file size is 945 KB).Use the free Adobe Acrobat Reader to view this PDF file

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate

Summary:

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.

Series:

Working Paper No. 09/178

Subject:

English

Publication Date:

August 1, 2009

ISBN/ISSN:

9781451873252/1018-5941

Stock No:

WPIEA2009178

Price:

$18.00 (Academic Rate:$18.00)

Format:

Paper

Pages:

21

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