000			01512cam a2200205 4500500
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041			_afre
042			_adc
100	1	0	_aCornec, Matthieu _eauthor
245	0	0	_aConstructing a Conditional GDP Fan Chart with an Application to French Business Survey Data
260			_c2013.
500			_a16
520			_aInterval 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			_adensity forecast
690			_abusiness tendency surveys
690			_afan chart
690			_aquantile regression
786	0		_nÉconomie & prévision | o 199 | 1 | 2013-09-01 | p. 79-92 | 0249-4744
856	4	1	_uhttps://shs.cairn.info/journal-economie-et-prevision-2012-1-page-79?lang=en
999			_c157273 _d157273