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Incorporating Market Information into the Construction of the Fan Chart

Incorporating Market Information into the Construction of the Fan Chart »

Source: Incorporating Market Information into the Construction of the Fan Chart

Volume/Issue: 2009/178

Series: IMF Working Papers

Author(s): Prakash Kannan , and Selim Elekdag

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

ISBN: 9781451873252

Keywords: Fan Chart, Balance of Risks, Option Prices, Consensus Forecasts, risk factors, survey, skewness, normal distribution, equation,

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...

Economic Data Dissemination

Economic Data Dissemination »

Source: Economic Data Dissemination : What Influences Country Performanceon Frequency and Timiliness?

Volume/Issue: 2001/173

Series: IMF Working Papers

Author(s): Mehmet Agça , and Peter Allum

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

ISBN: 9781451858631

Keywords: macroeconomic data dissemination, capital markets, survey, international capital markets, global capital markets, surveys, Econometric and Statistical Methods: Special Topics: Other, Macroeconomics and Monetary Economics: General, Methodology for Collecting, Estimating

Despite initial improvements in macroeconomic data dissemination following the emerging markets crises of the late-1990s, large differences among countries remain. To identify the factors behind such differences, t...

Incorporating Market Information into the Construction of the Fan Chart

Incorporating Market Information into the Construction of the Fan Chart »

Volume/Issue: 2009/178

Series: IMF Working Papers

Author(s): Prakash Kannan , and Selim Elekdag

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

DOI: http://dx.doi.org/10.5089/9781451873252.001

ISBN: 9781451873252

Keywords: Fan Chart, Balance of Risks, Option Prices, Consensus Forecasts, risk factors, survey, skewness, normal distribution, equation,

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...

Economic Data Dissemination
			: What Influences Country Performanceon Frequency and Timiliness?

Economic Data Dissemination : What Influences Country Performanceon Frequency and Timiliness? »

Volume/Issue: 2001/173

Series: IMF Working Papers

Author(s): Mehmet Agça , and Peter Allum

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

DOI: http://dx.doi.org/10.5089/9781451858631.001

ISBN: 9781451858631

Keywords: macroeconomic data dissemination, capital markets, survey, international capital markets, global capital markets, surveys, Econometric and Statistical Methods: Special Topics: Other, Macroeconomics and Monetary Economics: General, Methodology for Collecting, Estimating

Despite initial improvements in macroeconomic data dissemination following the emerging markets crises of the late-1990s, large differences among countries remain. To identify the factors behind such differences, t...