Calibrating GDP fan charts using probit models with a comparison to the approaches of the Bank of England and Riksbank

Organisation for Economic Co-operation and Development2026-04-11 收录

数据链接：

https://www.oecd.org/en/publications/calibrating-gdp-fan-charts-using-probit-models-with-a-comparison-to-the-approaches-of-the-bank-of-england-and-riksbank_c5ca6eb6-en.html 数据链接链接失效反馈

官方服务：

资源简介：

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...

Calibrating GDP fan charts using probit models with a comparison to the approaches of the Bank of England and Riksbank

资源简介：

相关数据集