Search Results - subject:"PRINCIPAL COMPONENTS"

Nonlinear Forecasting Using a Large Number of Predictors

Alessandro, Giovannelli - In: Rivista italiana degli economisti (2012) 1, pp. 143-150

This paper aims to introduce a nonlinear model to forecast macroeconomic time series using a large number of predictors. The technique used to summarize the predictors in a small number of variables is Principal Component Analysis (PC), while the method used to capture nonlinearity is artificial...

Persistent link: https://www.econbiz.de/10010968839

Crisis de paro en España. Una aplicación de la ley de Okun, 1995.1-2012.2

Loría, Eduardo; Libreros, Catalina; Salas, Emmanuel - In: COYUNTURA ECONÓMICA (2012)

Durante 1995-2007 España siguió un modelo económico basado en el sector de la construcción que generó fuerte crecimiento y acelerada reducción del paro. Tras el estallido de la burbuja inmobiliaria en 2008, la caída de este sector propició un aumento vertiginoso del desempleo. Con el...

Persistent link: https://www.econbiz.de/10010946000

Systemic Importance Index for financial institutions: A Principal Component Analysis approach

León, Carlos; Murcia, Andrés - Banco de la Republica de Colombia - 2012

apply Principal Components Analysis to the metrics designed by León and Machado (2011) for assessing size, connectedness and …

Persistent link: https://www.econbiz.de/10010584171

Using Quantitative Data Analysis Techniques for Bankruptcy Risk Estimation for Corporations

ARMEANU, Ştefan Daniel; VINTILĂ, Georgeta; MOSCALU, … - In: Theoretical and Applied Economics XVIII(2012) (2012) 1(566), pp. 97-112

Diversification of methods and techniques for quantification and management of risk has led to the development of many mathematical models, a large part of which focused on measuring bankruptcy risk for businesses. In financial analysis there are many indicators which can be used to assess the...

Persistent link: https://www.econbiz.de/10011005002

Risk perceptions and management strategies by smallholder farmers in KwaZulu-Natal Province, South Africa

Kisaka-Lwayo, Maggie; Obi, Ajuruchukwu - In: International Journal of Agricultural Management 01 (2012) 3

financial risks were perceived as the most important sources of risk. Using Principal Components Analysis, seven principal … components (PCs) that explained 66.13% of the variation were extracted. Socio economic factors identified to have a significant …

Persistent link: https://www.econbiz.de/10011143518

Growth in Transition Countries: Big Bang versus Gradualism

DELL'ANNO, Roberto; VILLA, Stefania - Centro di Economia del Lavoro e di Politica Economica … - 2012

This paper analyses the impact of the speed of transition reforms on economic growth in transition countries in the context of the debate big-bang versus gradualist approach. It builds a new indicator for the speed of transition reforms based on a three-way principal component analysis. It shows...

Persistent link: https://www.econbiz.de/10010836340

Spurious Common Factors

Becker, Bettina; Hall, Stephen G - School of Business and Economics, Loughborough University - 2012

We conduct Monte Carlo simulations of principal components analyses of unrelated time series in order to investigate …

Persistent link: https://www.econbiz.de/10010585810

Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions

Yamamoto, Yohei - Institute of Economic Research, Hitotsubashi University - 2012

identification, which also resolve the random rotation of the principal components estimates. I also provide empirically popular …

Persistent link: https://www.econbiz.de/10010614055

Model Selection in Equations with Many 'Small' Effects

Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F. - Rimini Centre for Economic Analysis (RCEA) - 2012

location shifts, together with all the principal components, possibly representing 'factor' structures, as perfect collinearity …

Persistent link: https://www.econbiz.de/10010555885

Food security in African and Arab countries: a review of the topic and some suggestions for building composite indicators with Principal Components Analysis

Reig, Ernest - Departament d'Estructura Econòmica, Facultad de Economía - 2012

, and a practical example of the use of Principal Components Analysis (PCA) for data concerning 52 African and Middle East …-mathematical fashion, also showing the basic steps in its application to this case. Two basic composite indicators, or ‘principal … components’ are selected, one in connection with ‘human development’ and the other with ‘being at risk of hunger’, and countries …

Persistent link: https://www.econbiz.de/10010559797