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Linking series generated at different frequencies and its applications
Hyung, Namwon - 1998
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 …
Persistent link: https://www.econbiz.de/10010301743
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Enhancing the Binary Watermark-Based Data Hiding Scheme Using an Interpolation-Based Approach for Optical Remote Sensing Images
Khosravi, Mohammad Reza; Rostami, Habib; Samadi, Sadegh - In: International Journal of Agricultural and Environmental … 9 (2018) 2, pp. 53-71
Computer networking and internet developments create new challenges in information security and copyright protection. In order to protect the multimedia data and also in some cases, for information management, the authors can use watermarking schemes to achieve more security. In this article,...
Persistent link: https://www.econbiz.de/10012042789
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Short-term monitoring of fiscal policy discipline
Camba-Méndez, Gonzalo; Lamo, Ana - 2002
Under the Maastricht Treaty and the Stability and Growth Pact (SGP) European Union (EU) Member States commit themselves to avoid excessive deficits over 3% of GDP and to pursue the medium-term objective of budgetary positions close to balance or in surplus. The SGP provides also regulation for...
Persistent link: https://www.econbiz.de/10011604198
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Interpolation and backdating with a large information set
Angelini, Elena; Henry, Jérôme; Marcellino, Massimiliano - 2003
Existing methods for data interpolation or backdating are either univariate or based on a very limited number of series … develop an interpolation method that exploits the estimated factors as an efficient summary of all the available information … interpolation but again be reduced with multivariate approaches, including factor-based ones. …
Persistent link: https://www.econbiz.de/10011604298
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Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
Angelini, Elena; Bańbura, Marta; Rünstler, Gerhard - 2008
al. (2005), which handles unbalanced data sets in an efficient way. We extend the model to integrate interpolation and …
Persistent link: https://www.econbiz.de/10011604999
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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
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A quarterly fiscal database for the euro area based on intra-annual fiscal information
Paredes, Joan; Pedregal, Diego J.; Pérez García, … - 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/10012530272
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Estimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland
Cuche, Nicolas A.; Hess, Martin K. - 1999
the Kalman filter technique nesting a great variety of interpolation setups. We evaluate competing models and provide a …
Persistent link: https://www.econbiz.de/10011430006
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Estimating The Term Structure of Interest Rates: The Swiss Case
Meier, Iwan - 1999
Parametric estimation approaches are widely by central banks as they produce smooth term structures with relatively few parameters. In the paper I implement the Nelson and Siegel (1987) model for Switzerland. The estimations use daily observations of Swiss government bonds from January 1994 to...
Persistent link: https://www.econbiz.de/10011430010
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Option-implied information: What’s the vol surface got to do with it?
Ulrich, Maxim; Walther, Simon - In: Review of Derivatives Research 23 (2020) 3, pp. 323-355
We find that option-implied information such as forward-looking variance, skewness and the variance risk premium are sensitive to the way the volatility surface is constructed. For some state-of-the-art volatility surfaces, the differences are economically surprisingly large and lead to...
Persistent link: https://www.econbiz.de/10014504298