OECD Journal: Journal of Business Cycle Measurement and Analysis, Volume 2013 Issue 2

Constructing a conditional GDP fan chart with an application to French business survey data

DOI:https://dx.doi.org/10.1787/jbcma-2013-5jz417xzw931

Interval confidence and density forecasts, notably in the form of “fan charts”, are useful tools to describe the uncertainty inherent to any point forecast. However, the existing techniques suffer from several drawbacks. We propose a new method to ...



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