The Fan Chart: The Technical Details of the New Implementation

Borradores de Economia
Número: 
468
Publicado: 
Clasificación JEL: 
E31, E37, E59
Palabras clave: 
Fan Chart, Forecasting Distribution, Balance of Risks

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Aarón Levi Garavito-Acosta, Wilmer Martinez-Rivera, Camilo González-Sabogal, Johanna Barbosa-Buitrago, Nathaly Vergel-Serrano
Nicol Valeria Rodríguez-Rodríguez, Sebastián Quintero-Uribe, Johanna Barbosa-Buitrago

Our current implementation of the Fan Chart follows the original Britton Fisher and Whitley [2] and Blix and Sellin [1] proposal in which the inputs enter at the fourth and ninth quarters and are distributed within the forecasting horizon according to pre