Search Results - subject:"PRINCIPAL COMPONENTS"

Map Based Visualization of Product Catalogs

Kagie, Martijn; Groenen, Patrick; van Wezel, van Wezel, M.C. - Erasmus Research Institute of Management (ERIM), … - 2009

interface based on nonlinear principal components analysis, which provides an easy way in constraining the space based on …

Persistent link: https://www.econbiz.de/10010731146

Growth Regressions, Principal Components and Frequentist Model Averaging

Wagner, Martin; Hlouskova, Jaroslava - Department of Economics and Finance Research and … - 2009

This paper offers two innovations for empirical growth research. First, the paper discusses principal components …

Persistent link: https://www.econbiz.de/10005764175

Principal Components and Long Run Implications of Multivariate Diffusions

Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, Jose - Cowles Foundation for Research in Economics, Yale University - 2009

We investigate a method for extracting nonlinear principal components. These principal components maximize variation … conditions for the existence of these principal components. We characterize the limiting behavior of the associated eigenvalues …, the objects used to quantify the incremental importance of the principal components. By exploiting the theory of …

Persistent link: https://www.econbiz.de/10004990990

After the G.20 Summit: What Prospects for Global Development?

Naude, Wim - World Institute for Development Economic Research … - 2009

In the run.up to the Group of 20 (G.20) Summit that was held in London on 2 April 2009, many institutions (including governments, development organizations, NGOs and academics) identified issues and made recommendations for consideration. In this article I examine a selection of these...

Persistent link: https://www.econbiz.de/10004995233

Africa.s Recovery from the Global Economic Crisis

Naude, Wim; Fosu, Augutin - World Institute for Development Economic Research … - 2009

African economies have been shaken by the global economic downturn which followed the US-centered financial crisis of 2008. Africa.s growth rate for 2009 and 2010 has recently been revised substantially downwards by international financial institutions. For instance the IMF has revised Africa.s...

Persistent link: https://www.econbiz.de/10004995237

What lies beneath: what can disaggregated data tell us about the behaviour of prices?

Mumtaz, Haroon; Zabczyk, Pawel; Ellis, Colin - Bank of England - 2009

This paper uses a factor-augmented vector autoregression technique to examine the role that macroeconomic and sector-specific factors play in UK price fluctuations at the aggregate and disaggregated levels. Macroeconomic factors are less important for disaggregated prices than aggregate ones....

Persistent link: https://www.econbiz.de/10005038441

The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround

Ghate, Chetan; Wright, Stephen - Wirtschaftswissenschaftliche Fakultät, … - 2009

Following Bai (2004) and Bai and Ng (2004) we estimate a common factor representation of a panel of output series for India, disaggregated by 15 states and 14 broad industry groups. We find that a single common "V-Factor" accounts for a large part of the significant shift in the cross-sectional...

Persistent link: https://www.econbiz.de/10005090481

REPRESENTATION-CONSTRAINED CANONICAL CORRELATION-ANALYSIS: A HYBRIDIZATION OF CANONICAL CORRELATION AND PRINCIPAL COMPONENT ANALYSIS

MISHRA, Sudhanshu K - In: Journal of Applied Economic Sciences 4 (2009) 1(7)_ Spring 2009

The classical canonical correlation analysis is extremely greedy to maximize the squared correlation between two sets of variables. As a result, if one of the variables in the dataset-1 is very highly correlated with another variable in the dataset-2, the canonical correlation will be very high...

Persistent link: https://www.econbiz.de/10005016432

How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe

Becker, Bettina; Hall, Stephen G. - Department of Economics, Leicester University - 2009

We present a common factor framework of convergence which we implement using principal components analysis. We apply … convergence which we implement using principal components analysis. We apply this technique to a dataset of monthly inflation …, inflation rates, European Monetary Union, principal components analysis. a(Corresponding author) Loughborough …

Persistent link: https://www.econbiz.de/10005561944

Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2009

Persistent link: https://www.econbiz.de/10005836091