Working paper

Calibrating Fiscal Risk Provisions: A Value-at-Risk Approach to Budget Forecast Errors

This policy report proposes a method for setting a government's budgetary risk provisions. Public budget plans were scraped to build a structured database of revenue and expenditure line items with realized and forecast values by year (T and T+1). Value-at-Risk measures computed on realized-versus-forecast deviations are then used to calibrate provisions and strengthen budget-projection methodologies.

Policy report, CIRANO, Montreal

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Please note. No public version of this report is available, so no citation is given here. The page describes work carried out at CIRANO; the title above is descriptive rather than the report’s own.