Incorporating Market Information into the Construction of the Fan Chart
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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. 2009/178
Subject:
English
Publication Date:
August 1, 2009
ISBN/ISSN:
9781451873252/1018-5941
Stock No:
WPIEA2009178
Pages:
21
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