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

Lo más reciente

Juliana Jaramillo-Echeverri, Adriana Sofía Rodríguez
Gaurav Khanna, Carlos Alberto Medina-Durango, Anant Nyshadham, Daniel Ramos-Menchelli, Jorge Andrés Tamayo-Castaño, Audrey Tiew

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