Incorporating Market Information into the Construction of the Fan Chart
22 Pages Posted: 17 Sep 2009
Date Written: August 2009
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
Suggested Citation: Suggested Citation