uk ppi curve generator with smoothing - - - - - - - - - - - - - - - - - - - - - - forwarded by zimin lu / hou / ect on 03 / 31 / 2000 01 : 43 pm
- - - - - - - - - - - - - - - - - - - - - - - - - - -
anjam ahmad
03 / 28 / 2000 02 : 08 pm
to : martina angelova / lon / ect @ ect , trena mcfarland / lon / ect @ ect
cc : dale surbey / lon / ect @ ect , mary thambiah / lon / ect @ ect , zimin lu / hou / ect @ ect ,
stinson gibner / hou / ect @ ect , vince j kaminski / hou / ect @ ect
subject : uk ppi curve generator with smoothing
hi martina & trena ,
i think this is a reasonable smoothing method between the short and long - term
models - let me know if you need me to explain it . i also included the
short - term models so this is now a self - standing spreadsheet , but probably
still needs cleaning up a bit .
zimin & stinson :
we agreed on short - term and long - term models for dzcv and pllu ppi indices in
a meeting with dale and trena and a simple smoothing is employed to give the
results as follows . blue and red curves are the proposed dzcv and pllu ppi
index forward curves whilst rpi is the market - derived black curve .
regards ,
anjam
x 35383
uk ppi curve generator with smoothing
- - - - - - - - - - - - - - - - - - - - - - forwarded by zimin lu / hou / ect on 03 / 31 / 2000 01 : 43 pm
- - - - - - - - - - - - - - - - - - - - - - - - - - -
anjam ahmad
03 / 28 / 2000 02 : 08 pm
to : martina angelova / lon / ect @ ect , trena mcfarland / lon / ect @ ect
cc : dale surbey / lon / ect @ ect , mary thambiah / lon / ect @ ect , zimin lu / hou / ect @ ect ,
stinson gibner / hou / ect @ ect , vince j kaminski / hou / ect @ ect
subject : uk ppi curve generator with smoothing
hi martina & trena ,
i think this is a reasonable smoothing method between the short and long - term
models - let me know if you need me to explain it . i also included the
short - term models so this is now a self - standing spreadsheet , but probably
still needs cleaning up a bit .
zimin & stinson :
we agreed on short - term and long - term models for dzcv and pllu ppi indices in
a meeting with dale and trena and a simple smoothing is employed to give the
results as follows . blue and red curves are the proposed dzcv and pllu ppi
index forward curves whilst rpi is the market - derived black curve .
regards ,
anjam
x 35383