Search Results - subject:"interpolation"

A quarterly fiscal database for the euro area based on intra-annual fiscal information

Paredes, Joan; Pedregal, Diego J.; Pérez, Javier J. - European Central Bank - 2009

intra-annual fiscal information for interpolation purposes allows us to capture genuine intra-annual "fiscal" dynamics in …

Persistent link: https://www.econbiz.de/10008502694

A quarterly fiscal database for the euro area based on intra-annual fiscal information

Paredes, Joan; Pedregal, Diego J.; Pérez, Javier J. - Banco de España - 2009

-annual fiscal information for interpolation purposes allows us to capture genuine intra-annual "fiscal" dynamics in the data. Thus …

Persistent link: https://www.econbiz.de/10008486940

Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil

Varga, Gyorgy - Volkswirtschaftliche Fakultät, … - 2009

We apply and test term structure fitting models like polynomial splines, flat forward and Nelson-Siegel to the Brazilian local term structure. They are models used all over the world by authorities and financial markets practitioners but less known locally. These models were tested with a large...

Persistent link: https://www.econbiz.de/10008529234

EUROPEAN UNION´S INCOMES STRUCTURE AND EXPENSES ORIENTATION RETROSPECTIVE AND PROSPECTIVE STUDY

Sabău-Popa, Diana Claudia; Cociuba, Mihai; Coroiu, … - In: Theoretical and Applied Economics 12(541)(supplement) (2009) 12(541)(supplement), pp. 120-129

This article analyses the way in which the collected incomes and the effective expenses of the European Union evoluated, both totally and partially, in the period 1958- 2008. Using the interpolar and extrapolar methods, there have been realized forecasts of the collected incomes and the expenses...

Persistent link: https://www.econbiz.de/10008675973

A quarterly fiscal database for the euro area based on intra-annual fiscal information

Paredes, Joan; Pedregal, Diego J.; Pérez, Javier J. - 2009

intra-annual fiscal information for interpolation purposes allows us to capture genuine intra-annual "fiscal" dynamics in …

Persistent link: https://www.econbiz.de/10011605178

A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes

Li, Minqiang - Volkswirtschaftliche Fakultät, … - 2009

arbitrage bounds, along the lines of Johnson (1983). Our method allows for the close examination of the interpolation parameter … American option price is shown to be approximately equal to an interpolation of two European option prices with the … interpolation weight proportional to a perpetual American option. In the Black-Scholes model, our method achieves the same e …

Persistent link: https://www.econbiz.de/10008459813

Income and Health in Tanzania. An Instrumental Variable Approach

Fichera, Eleonora; Savage, David - In: World Development 66 (2015) C, pp. 500-515

There is a substantial debate over the direction of the causal relation between income and health. This is important for our understanding of the health production process and for the policy debate over improving healthcare. We instrument income with rainfall measurements by matching satellite...

Persistent link: https://www.econbiz.de/10011077584

A Lagrangian finite element model for estimating the heating and cooling demand of a residential building with a different envelope design

Seo, Dong-yeon; Koo, Choongwan; Hong, Taehoon - In: Applied Energy 142 (2015) C, pp. 66-79

It is important for an architect or a construction manager to easily and accurately estimate the heating and cooling demand of a residential building with a different envelope design in the early design phase. To achieve this objective, this study aimed to develop a nine-node-based Lagrangian...

Persistent link: https://www.econbiz.de/10011208417

Spline interpolation techniques applied to the study of geophysical data

Mariani, Maria C.; Basu, Kanadpriya - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 68-79

This work is devoted to the study of geophysical data by using different spline interpolation techniques. A spatial … others depending on the number of data points considered. Overall, this class of interpolation surface proved to be a very …

Persistent link: https://www.econbiz.de/10011209685

To sigmoid-based functional description of the volatility smile

Itkin, Andrey - In: The North American Journal of Economics and Finance 31 (2015) C, pp. 264-291

also demonstrate how to construct an arbitrage-free interpolation and extrapolation in time, as well as build a local …

Persistent link: https://www.econbiz.de/10011191066