Constructing a Conditional GDP Fan Chart with an Application to French Business Survey Data (notice n° 157273)
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|---|---|
| fixed length control field | 01512cam a2200205 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250112031849.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Cornec, Matthieu |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Constructing a Conditional GDP Fan Chart with an Application to French Business Survey Data |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2013.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 16 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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 in this respect suffer from several drawbacks. We propose a new method to represent uncertainty in real-time that is conditional upon the economic outlook, non-parametric and reproducible. Moreover, we build a Forecasting Risk Index associated with our fan chart to measure the intrinsic difficulty of the forecasting exercise. Using balances of opinion of different business surveys carried out by the French statistical institute INSEE, our GDP fan chart efficiently captures the growth stall during the crisis on a real-time basis. Our Forecasting Risk Index has increased substantially in this period of turbulence, showing signs of growing uncertainty. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | density forecast |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | business tendency surveys |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | fan chart |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | quantile regression |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Économie & prévision | o 199 | 1 | 2013-09-01 | p. 79-92 | 0249-4744 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-economie-et-prevision-2012-1-page-79?lang=en">https://shs.cairn.info/journal-economie-et-prevision-2012-1-page-79?lang=en</a> |
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