Quantifying Uncertainties in Global Growth Forecasts

Quantifying Uncertainties in Global Growth Forecasts

This paper presents a procedure to construct an asymmetric fan chart of risks around global growth forecasts. The distribution of risks around global growth forecasts is estimated by weighting information extracted from option pricing and survey-ba...

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Bibliographic Details
Main Authors: Ohnsorge, Franziska L., Stocker, Marc, Some, Modeste Y.
Format: Working Paper
Language:English
en_US
Published: World Bank, Washington, DC 2016
Subjects:
uncertainty
global growth
fan chart
option prices
growth forecasts
risk factors
vector autoregression
Online Access:http://documents.worldbank.org/curated/en/2016/07/26601446/quantifying-uncertainties-global-growth-forecasts
http://hdl.handle.net/10986/24851

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