Search Results - subject:"PRINCIPAL COMPONENTS"

Happiness, territory and sustainable wellbeing in the OCDE countries

Cortés Sierra, María Adelina Georgina; Delgado … - In: Happiness management : a lighthouse for social …, (pp. 159-174). 2019

Persistent link: https://www.econbiz.de/10012220700

Systemic financial risk and macroeconomic activity in China

He, Qing; Liu, Junyi; Gan, Jingyun; Qian, Zongxin - In: Journal of economics & business 102 (2019), pp. 57-63

Persistent link: https://www.econbiz.de/10012595258

Growth in stress

González-Rivera, Gloria; Maldonado, Javier; Ruiz, Esther - In: International journal of forecasting 35 (2019) 3, pp. 948-966

Persistent link: https://www.econbiz.de/10012305193

Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations

Bojarčenko, Svetlana I.; Levendorskij, Sergej Z. - In: International journal of theoretical and applied finance 22 (2019) 3, pp. 1-49

Persistent link: https://www.econbiz.de/10012019776

Estimation of multivariate asset models with jumps

Ballotta, Laura; Fusai, Gianluca; Loregian, Angela; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 2053-2083

Persistent link: https://www.econbiz.de/10012140059

Consistent estimation of time-varying loadings in high-dimensional factor models

Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni - In: Journal of econometrics 208 (2019) 2, pp. 535-562

Persistent link: https://www.econbiz.de/10012145182

Towards a financial cycle for the U.S., 1973-2014

Rozite, Kristiana; Bezemer, Dirk Johan; Jacobs, Jan - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10012203728

Monetary policy co-movement and spillover of shocks among BRICS economies

Cekin, Semih Emre; Geremew, Menelik S.; Marfatia, Hardik - In: Applied economics letters 26 (2019) 15, pp. 1253-1263

Persistent link: https://www.econbiz.de/10012204717

Principal component analysis in an asymmetric norm

Tran, Ngoc Mai; Osipenko, Maria; Härdle, Wolfgang Karl - 2014

expectiles, another tail event measure. The difficulty is that there is no natural basis, no 'principal components', to the k …-dimensional subspace found. We propose two definitions of principal components and provide algorithms based on iterative least squares. We …

Persistent link: https://www.econbiz.de/10010331114

Filtering German economic conditions from a large dataset: The new DIW economic barometer

Viefers, Paul; Fichtner, Ferdinand; Junker, Simon; … - 2014

This paper presents a revised version of the DIW Economic Barometer, the business cycle index of the German Institute for Economic Research (DIW Berlin). As in earlier versions, we put forward a factor model on a monthly frequency to filter the latent state of the aggregate economy. In the new...

Persistent link: https://www.econbiz.de/10010421032