Fan charts around GDP projections based on probit models of downturn risk
收藏Organisation for Economic Co-operation and Development2026-04-11 收录
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This paper describes a method for parameterising fan charts around GDP growth forecasts of the major OECD economies as well as the aggregate OECD. The degree of uncertainty – reflecting the overall spread of the fan chart – is based on past forecast errors, but the skew – reflecting whether risks are tilted to the downside – is derived from a...
