Calibrating GDP fan charts using probit models with a comparison to the approaches of the Bank of England and Riksbank
收藏Organisation for Economic Co-operation and Development2026-04-11 收录
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Fan charts were pioneered by the Bank of England and Riksbank and provide a visuallyappealing means to convey the uncertainty surrounding a forecast. This paper describes amethod for parameterising fan charts around GDP growth forecasts by which the degree ofuncertainty is based on past forecast errors, but the skew is derived from a probit...
