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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington, D.C.] :
International Monetary Fund,
©2009.
|
| Colección: | IMF working paper ;
WP/09/178. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Elekdag, Selim, |e author. | |
| 245 | 1 | 0 | |a Incorporating market information into the construction of the fan chart / |c prepared by Selim Elekdag and Prakash Kannan. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c ©2009. | ||
| 300 | |a 1 online resource (21 pages) : |b color illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a IMF working paper ; |v WP/09/178 | |
| 504 | |a Includes bibliographical references (pages 20-21). | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a 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. | ||
| 505 | 0 | |a I. Introduction; II. Outline of Theory; A. Characterizing the Distribution of Global Growth; Box; 1. The Two-Piece Normal Distribution; B. Constructing Confidence Intervals; III. Using Survey- and Market-Based Information; Figures; 1. Constructing Confidence Intervals; A. Survey-based Measures; B. Market-based Measures; IV. An Example: Forecasting Global Growth; A. Choice of Risk Factors; Tables; 1. Estimated Elasticities and Skewness Coefficients; B. Estimating the Weighting Parameters .; C. Constructing the Fan Chart; D. Interpreting the Results | |
| 505 | 8 | |a 2. Dispersion of Forecasts for GDP and Selected Risk FactorsV. Conclusions; 3. Fan Chart for Global Growth and Skewness of Risk Factors; 4. Fan Chart for Global Growth Based on Direct Estimates of Variance and Skew; References | |
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified]: |c HathiTrust Digital Library. |d 2024. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2024. |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Economic forecasting |x Econometric models. | |
| 650 | 6 | |a Prévision économique |x Modèles économétriques. | |
| 650 | 7 | |a Economic forecasting |x Econometric models |2 fast | |
| 700 | 1 | |a Kannan, Prakash, |e author. | |
| 710 | 2 | |a International Monetary Fund. |b Research Department. | |
| 758 | |i has work: |a Incorporating market information into the construction of the fan chart (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGY7Rk9wV8cmjwVFy7vgDq |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Elekdag, Selim. |t Incorporating market information into the construction of the fan chart. |d [Washington, D.C.] : International Monetary Fund, ©2009 |w (OCoLC)608299772 |
| 830 | 0 | |a IMF working paper ; |v WP/09/178. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1608415 |z Texto completo |
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