Search Results

You are looking at 1 - 10 of 10 items

  • Keyword: fan charts x
Clear All Modify Search
Incorporating Market Information into the Construction of the Fan Chart

Incorporating Market Information into the Construction of the Fan Chart »

Source: Incorporating Market Information into the Construction of the Fan Chart

Volume/Issue: 2009/178

Series: IMF Working Papers

Author(s): Prakash Kannan , and Selim Elekdag

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

ISBN: 9781451873252

Keywords: Fan Chart, Balance of Risks, Option Prices, Consensus Forecasts, risk factors, survey, skewness, normal distribution, equation,

This paper develops a simple procedure for incorporating market-based information into the construction of fan charts. Using the International Monetary Fund (IMF)'s global growth forecast as a working example, the...

The U.S. Federal Debt Outlook: Reading the Tea Leaves1

The U.S. Federal Debt Outlook: Reading the Tea Leaves1 »

Source: The Us Federal Debt Outlook : Reading the Tea Leaves

Volume/Issue: 2010/70

Series: IMF Working Papers

Author(s): Oya Celasun , and Geoffrey Keim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

ISBN: 9781451982688

Keywords: Public debt, Fiscal sustainability, Budgets, Debt management, Economic forecasting, Sovereign debt, Fan Charts

We show that fiscal policies reflecting a primary balance response to higher debt in line with historic experience would significantly increase the likelihood of reaching the debt targets of the U.S. administration...

A Simple Stochastic Approach to Debt Sustainability Applied to Lebanon

A Simple Stochastic Approach to Debt Sustainability Applied to Lebanon »

Source: A Simple Stochastic Approach to Debt Sustainability Applied to Lebanon

Volume/Issue: 2008/97

Series: IMF Working Papers

Author(s): E. Gardner , and Julian Di Giovanni

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2008

ISBN: 9781451869583

Keywords: Public debt sustainability, risk analysis, Monte Carlo, fan charts, debt sustainability, debt ratio, covariance, probability, standard deviation,

This paper applies a simple probabilistic approach to debt sustainability analysis to the case of Lebanon. The paper derives "fan charts" to depict the probability distribution of the government debt to GDP ratio u...

Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries

Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries »

Source: Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries : A "Fan-Chart" Approach

Volume/Issue: 2006/67

Series: IMF Working Papers

Author(s): Oya Celasun , Xavier Debrun , and Jonathan Ostry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

ISBN: 9781451863277

Keywords: Public debt sustainability, fiscal reaction function, risk analysis, fan charts, public debt, equation, correlation, fiscal reaction, National Deficit Surplus, Simulation Methods,

This paper proposes a probabilistic approach to public debt sustainability analysis (DSA) using "fan charts." These depict the magnitude of risks-upside and downside-surrounding public debt projections as a result...

An Application of the "Fan-Chart Approach" to Debt Sustainability in Post-HIPC Low-Income Countries

An Application of the "Fan-Chart Approach" to Debt Sustainability in Post-HIPC Low-Income Countries »

Source: An Application of the "Fan-Chart Approach" to Debt Sustainability in Post-HIPC Low-Income Countries

Volume/Issue: 2014/102

Series: IMF Working Papers

Author(s): Maximilien Kaffo Melou , Mariusz Sumlinski , and Chris Geiregat

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 June 2014

ISBN: 9781498345033

Keywords: HIPC, MDRI, fan chart, debt sustainablity, debt relief, debt sustainability, debt accumulation, debt dynamics, Deficit, International Lending and Debt Problems

We analyse the debt dynamics in countries that benefited from the HIPC/MDRI debt relief initiatives with a view to applying a probabilistic approach to estimating future debt paths for those countries. We extend t...

Incorporating Market Information into the Construction of the Fan Chart

Incorporating Market Information into the Construction of the Fan Chart »

Volume/Issue: 2009/178

Series: IMF Working Papers

Author(s): Prakash Kannan , and Selim Elekdag

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

DOI: http://dx.doi.org/10.5089/9781451873252.001

ISBN: 9781451873252

Keywords: Fan Chart, Balance of Risks, Option Prices, Consensus Forecasts, risk factors, survey, skewness, normal distribution, equation,

This paper develops a simple procedure for incorporating market-based information into the construction of fan charts. Using the International Monetary Fund (IMF)'s global growth forecast as a working example, the...

The Us Federal Debt Outlook
			: Reading the Tea Leaves

The Us Federal Debt Outlook : Reading the Tea Leaves »

Volume/Issue: 2010/70

Series: IMF Working Papers

Author(s): Oya Celasun , and Geoffrey Keim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

DOI: http://dx.doi.org/10.5089/9781451982688.001

ISBN: 9781451982688

Keywords: Public debt, Fiscal sustainability, Budgets, Debt management, Economic forecasting, Sovereign debt, Fan Charts

We show that fiscal policies reflecting a primary balance response to higher debt in line with historic experience would significantly increase the likelihood of reaching the debt targets of the U.S. administration...

A Simple Stochastic Approach to Debt Sustainability Applied to Lebanon

A Simple Stochastic Approach to Debt Sustainability Applied to Lebanon »

Volume/Issue: 2008/97

Series: IMF Working Papers

Author(s): E. Gardner , and Julian Di Giovanni

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2008

DOI: http://dx.doi.org/10.5089/9781451869583.001

ISBN: 9781451869583

Keywords: Public debt sustainability, risk analysis, Monte Carlo, fan charts, debt sustainability, debt ratio, covariance, probability, standard deviation,

This paper applies a simple probabilistic approach to debt sustainability analysis to the case of Lebanon. The paper derives "fan charts" to depict the probability distribution of the government debt to GDP ratio u...

Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries
			: A "Fan-Chart" Approach

Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries : A "Fan-Chart" Approach »

Volume/Issue: 2006/67

Series: IMF Working Papers

Author(s): Oya Celasun , Xavier Debrun , and Jonathan Ostry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

DOI: http://dx.doi.org/10.5089/9781451863277.001

ISBN: 9781451863277

Keywords: Public debt sustainability, fiscal reaction function, risk analysis, fan charts, public debt, equation, correlation, fiscal reaction, National Deficit Surplus, Simulation Methods,

This paper proposes a probabilistic approach to public debt sustainability analysis (DSA) using "fan charts." These depict the magnitude of risks-upside and downside-surrounding public debt projections as a result...

An Application of the "Fan-Chart Approach" to Debt Sustainability in Post-HIPC Low-Income Countries

An Application of the "Fan-Chart Approach" to Debt Sustainability in Post-HIPC Low-Income Countries »

Volume/Issue: 2014/102

Series: IMF Working Papers

Author(s): Maximilien Kaffo Melou , Mariusz Sumlinski , and Chris Geiregat

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 June 2014

DOI: http://dx.doi.org/10.5089/9781498345033.001

ISBN: 9781498345033

Keywords: HIPC, MDRI, fan chart, debt sustainablity, debt relief, debt sustainability, debt accumulation, debt dynamics, Deficit, International Lending and Debt Problems

We analyse the debt dynamics in countries that benefited from the HIPC/MDRI debt relief initiatives with a view to applying a probabilistic approach to estimating future debt paths for those countries. We extend t...