//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)"
~institution:"International Monetary Fund"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~subject:"forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"principal components"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
forecasting
principal components
13
Principal Components Analysis
5
principal components analysis
5
correlation
4
Differential Evolution
3
High dimensionality
3
Principal components analysis
3
egalitarian
3
elitist
3
inclusive
3
predictability
3
sparse matrix
3
surveys
3
thresholding
3
unknown factors
3
Composite index
2
Efficient Markets Hypothesis
2
Factor Analysis
2
Human development index
2
India
2
International Monetary Fund
2
Particle Swarm optimization
2
Principal Components
2
Principal components
2
Principal components regression
2
Quota Formula
2
absolute
2
approximate factor model
2
asset pricing
2
composite index
2
correlations
2
cost of living index
2
cross-sectional correlation
2
economic growth
2
equation
2
equations
2
explanatory power
2
global optimization
2
level of development index
2
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Language
All
Undetermined
3
Author
All
Guzman, Giselle C.
1
ONATSKI, Alexei
1
RUGE-MURCIA, Francisco J.
1
Institution
All
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
International Monetary Fund
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
International Monetary Fund (IMF)
5
Eesti Pank
2
C.E.P.R. Discussion Papers
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Deutsche Bundesbank
1
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
Division of Economics, Nanyang Technological University
1
Département de Sciences Économiques, Université de Montréal
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institutul de Prognoza Economica, Institutul National de Cercetari Economice (INCE)
1
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
1
Rimini Centre for Economic Analysis (RCEA)
1
School of Economics, UNSW Business School
1
more ...
less ...
Published in...
All
Cahiers de recherche
1
IMF Working Papers
1
MPRA Paper
1
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Macrofinance Model of the Czech Economy; Asset Allocation Perspective
International Monetary Fund (IMF)
;
International …
-
2012
The paper developes a VAR macrofinance model of the Czech economy. It shows that yield misalignments from the yields implied by the macrofinance model partially determine subsequent yield changes over three to nine months. These yield misalignments tend to persist for a number of months. This...
Persistent link: https://www.econbiz.de/10011242415
Saved in:
2
Factor Analysis of a Large DSGE Model
ONATSKI, Alexei
;
RUGE-MURCIA, Francisco J.
-
Centre Interuniversitaire de Recherche en Économie …
-
2010
?nite sample properties of the
principal
components
estimates of the factor space, investigate the substantive reason(s) for …
Persistent link: https://www.econbiz.de/10008671571
Saved in:
3
Using sentiment surveys to predict GDP growth and stock returns
Guzman, Giselle C.
-
Volkswirtschaftliche Fakultät, …
-
2008
principal
components
analysis to extract the common signals from the surveys. I show that the ability of different population …
Persistent link: https://www.econbiz.de/10009647399
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->