interpolation routine, we construct several monthly series of Euro area real GDP, and then apply the Bry-Boschan (1971) procedure …

Spline Interpolation ist,dass die Interpolationsfunktion ebenfalls wie die deutsche Einkommensteuertariffunktioneine …

This paper deals with the problem of interpolation of discount factors betweentime buckets. The problem occurs when … inorder to identify arbitrage-free robust interpolation methods. Methods closelyexamined include linear, exponential and … weighted exponential interpolation.Weighted exponential interpolation, a method still preferred by some banks andalso offered …

approach involves the use of an interpolation technique proposed in this thesis which greatly reduces the required …

related commodities; and linear interpolation, which uses the last and next observations for the item to linearly interpolate …. Certain hybrid techniques, combining either carry-forward or cell-mean with linear interpolation, are also considered. Our … price index: (3) linear interpolation results in less fluctuation of prices than the true series: (4) combining either carry …

the first to develop a united framework for the three problems (interpolation, extrapolation and distribution) of …

general but avoids the computational problems of a full-blown single model. Our approach differs from classical interpolation … interpolation, may fit very well in sample, but it is not useful for out-of-sample forecasts. As applications of linking series …