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Incorporating Market Information into the Construction of the Fan Chart

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 appro...

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Bibliographic Details
Main Author: Kannan, Prakash
Other Authors: Elekdag, Selim
Format: eBook
Language:English
Published: Washington, D.C. International Monetary Fund 2009
Series:IMF Working Papers
Subjects:
Energy: Demand And Supply
Inflation
Institutional Investors
Oil Prices
Pension Funds
Finance
Economic Forecasting
Financial Instruments
Deflation
Options
Investments: Options
National Income
Asset Prices
Derivative Securities
Gdp Forecasting
Non-bank Financial Institutions
Price Level
Macroeconomics
Prices
Forecasting And Simulation: Models And Applications
United States
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
Description
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
Physical Description:21 pages
ISBN:9781451873252

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