Fan charts around GDP projections based on probit models of downturn risk
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 ar...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Paris
OECD Publishing
2018
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| Schriftenreihe: | OECD Economics Department Working Papers
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| Schlagworte: | |
| Online-Zugang: | UBA01 UBG01 UEI01 UER01 UPA01 UBR01 UBW01 FFW01 FNU01 EUV01 FRO01 FHR01 FHN01 TUM01 FHI01 UBM01 URL des Erstveröffentlichers |
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