Search Results - subject:"Principal component analysis"

Tracking Pillar 2 adjustments through macroeconomic factors : insights from PCA and BVAR

Baškot, Bojan; Lazarević, Milan; Erić, Ognjen; … - In: Risks : open access journal 13 (2025) 11, pp. 1-20

industrial production indices, the price-to-income ratio in real estate, and trade balance measures. We apply Principal Component … Analysis (PCA) to extract latent variables related to the macroeconomic factors from a broad set of variables, which are then …

Persistent link: https://www.econbiz.de/10015556398

Performance of pairs trading strategies based on principal component analysis methods

Sun, Yufei - 2025

Persistent link: https://www.econbiz.de/10015455223

Classification of Latin American and Caribbean countries based on multidimensional development indicators : a multivariate empirical analysis

Mendoza-Mendoza, Adel; Visbal-Cadavid, Delimiro; … - In: Economies : open access journal 13 (2025) 6, pp. 1-21

component analysis (PCA), the objective was to reduce the complexity of the data set and reveal the main structural dimensions … subscriptions (per 100 inhabitants), and the Global Innovation Index (GII). Initially, through the application of principal …

Persistent link: https://www.econbiz.de/10015439162

Portfolio margining using PCA latent factors

Du, Shengwu; Nesmith, Travis D. - 2025

Persistent link: https://www.econbiz.de/10015406665

Life is more satisfying when evaluated as a whole : a principal component analysis of Mexicans' subjective well-being

Martínez-Sermen̄o, Flor; Sheargren, Powell; Rivera, Rafael - In: Regional science policy and practice : RSPP 17 (2025) 2, pp. 1-12

questionnaire-specific, which takes more work on a survey level. The present study proposes using a principal component analysis …

Persistent link: https://www.econbiz.de/10015412079

Constructing a financial conditions index for Zambia

Musonda, Gabriel; Mwananshiku, Christabel; Wakumelo, Mataa - 2025

Persistent link: https://www.econbiz.de/10015417917

What do simple short-term models say about the latest economic trends in Russia?

Simola, Heli - 2025

We consider the applicability of simple statistical models to Russia's short-term economic trends in a wartime context. We develop several composite indicators combining economic variables to predict Russian GDP trends both before and after the invasion if Ukraine in 2022. In addition, our SVAR...

Persistent link: https://www.econbiz.de/10015401980

Eigenvalue tests for the number of latent factors in short panels

Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - In: Journal of financial econometrics 23 (2025) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10015339146

Asymmetric roles of macroeconomic variables in the real exchange rate : insights from U.S.-Korea data

Behera, Sarthak; Kim, Hyeongwoo; Kim, Soohyon - 2025

Persistent link: https://www.econbiz.de/10015340148

Tracking the operational transmission of monetary policy in Rwanda : a novel PCA-based approach

Kamali, Ivan; Dushime, Christian; Nyabagabo, Tercy - In: BNR economic review 22 (2025) 1, pp. 46-81

Persistent link: https://www.econbiz.de/10015595689