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  • Search: subject_exact:"Principal component analysis"
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Year of publication
Subject
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Principal component analysis 1,160 Hauptkomponentenanalyse 792 principal component analysis 581 Theorie 396 Theory 393 Principal Component Analysis 258 Prognoseverfahren 158 Forecasting model 157 Factor analysis 141 Schätzung 140 Estimation 138 Faktorenanalyse 136 PCA 78 Welt 76 World 76 Cluster analysis 75 Zeitreihenanalyse 74 Economic growth 72 Time series analysis 72 Wirtschaftswachstum 71 China 68 Estimation theory 65 India 65 Schätztheorie 65 Korrelation 64 Correlation 63 Indien 60 Multivariate Analyse 59 Multivariate analysis 59 EU countries 58 EU-Staaten 58 Regression analysis 58 Clusteranalyse 56 Portfolio selection 55 Portfolio-Management 55 Regressionsanalyse 55 Financial market 54 Wirtschaftsindikator 54 Economic indicator 53 Finanzmarkt 53
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Online availability
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Free 859 Undetermined 663 CC license 97
Type of publication
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Article 1,242 Book / Working Paper 561 Other 1
Type of publication (narrower categories)
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Article in journal 806 Aufsatz in Zeitschrift 806 Working Paper 295 Graue Literatur 244 Non-commercial literature 244 Arbeitspapier 231 Article 75 Aufsatz im Buch 46 Book section 46 research-article 31 Thesis 18 Hochschulschrift 14 Conference paper 10 Konferenzbeitrag 10 Research Report 4 Collection of articles of several authors 3 Sammelwerk 3 Amtliche Publikation 1 Amtsdruckschrift 1 Case study 1 Congress Report 1 Fallstudie 1 Government document 1 Konferenzschrift 1 Lehrbuch 1 Mikroform 1 Software 1 case-report 1 conceptual-paper 1 review-article 1
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Language
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English 1,378 Undetermined 356 Spanish 28 German 20 French 7 Italian 7 Portuguese 3 Polish 2 Czech 1 Japanese 1 Russian 1 Slovak 1
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Author
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Kim, Hyeongwoo 20 Härdle, Wolfgang 15 Vanella, Patrizio 13 Klasen, Stephan 12 Rea, Alethea 11 Rea, William 11 Yang, Libin 11 Yoon, Jisu 11 Sabatini, Fabio 10 Shang, Han Lin 10 Hubert, Paul 9 McAleer, Michael 8 Behera, Sarthak 7 Eickmeier, Sandra 7 Kim, Soohyon 7 Krivobokova, Tatyana 7 Lettau, Martin 7 Luu, Duc Thi 7 Pelger, Markus 7 Xiu, Dacheng 7 Andrés, Antonio R. 6 Aït-Sahalia, Yacine 6 Brůha, Jan 6 Deschermeier, Philipp 6 Dreger, Christian 6 Ghysels, Eric 6 Graff, Michael 6 Greenacre, Michael 6 Haberman, Steven 6 Murcia, Andrés 6 Siliverstovs, Boriss 6 Abberger, Klaus 5 Asongu, Simplice 5 Creel, Jérôme 5 Hindrayanto, Irma 5 Koopman, Siem Jan 5 Labondance, Fabien 5 Lam, Joseph C. 5 León, Carlos 5 Li, Degui 5
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 20 EconWPA 6 Department of Economics and Business, Universitat Pompeu Fabra 5 Courant Research Centre PEG 4 Department of Economics and Finance, College of Business and Economics 4 HAL 4 Centre de recherche en Économie (OFCE), Sciences économiques 3 National Bureau of Economic Research 3 Tinbergen Instituut 3 African Governance and Development Institute (AGDI) 2 Agricultural and Applied Economics Association - AAEA 2 Association of African Young Economists - AAYE 2 Banco de México 2 C.E.P.R. Discussion Papers 2 East Asian Bureau of Economic Research (EABER) 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Henley Business School, University of Reading 2 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 2 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 Nationalökonomisk Institut, Institut for Økonomi 2 Národná Banka Slovenska 2 de Nederlandsche Bank 2 Agricultural Economics Society - AES 1 Asian Development Bank 1 Associazione Italiana per la Cultura della Cooperazione e del Non Profit - AICCON 1 BANCO DE LA REPÚBLICA 1 BBVA Research, Grupo BBVA 1 Banca d'Italia 1 Banco de la Republica de Colombia 1 Center for Financial Studies 1 Center for Policy Research, Maxwell School 1 Central Bank of Luxembourg 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne 1 Centre for Economic Research, School of Economics and Management Studies 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Communication, University of Teramo 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics, Faculty of Economic and Management Sciences 1
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Published in...
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MPRA Paper 20 Asian Agricultural Research 18 Computational economics 16 Working paper series / Department of Economics, Auburn University 16 Working paper 15 International journal of forecasting 14 Journal of econometrics 14 Finance research letters 12 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 12 Psychometrika 12 Water Resources Management 12 SFB 649 discussion paper 11 Applied economics 10 Cogent economics & finance 10 Energy economics 9 Social Indicators Research 9 Cogent Economics & Finance 8 Economic modelling 8 International journal of economics and financial issues : IJEFI 8 International journal of productivity and quality management : IJPQM 8 Applied economics letters 7 Discussion paper / Tinbergen Institute 7 Economies : open access journal 7 Journal of Multivariate Analysis 7 Risks : open access journal 7 Computational Statistics 6 Economics letters 6 Economies 6 Energy 6 Socio-economic planning sciences : the international journal of public sector decision-making 6 AGDI working paper 5 Advances in Data Analysis and Classification 5 Agrekon 5 Amfiteatru economic : an economic and business research periodical 5 Applied Energy 5 Cogent Business & Management 5 Cogent business & management 5 Computational Statistics & Data Analysis 5 Discussion paper 5 Discussion paper series 5
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Source
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ECONIS (ZBW) 1,196 RePEc 400 EconStor 145 Other ZBW resources 48 BASE 14 USB Cologne (EcoSocSci) 1
Showing 1 - 10 of 1,804
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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
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Making sense of labor-market indicators amid data imperfections
Brave, Scott A.; Crust, Erin; Eusepi, Stefano; Hobijn, Bart - 2026
Interpreting real-time labor market conditions is challenging because commonly used indicators are noisy, revised over time, and often send conflicting signals. In practice, policymakers and market participants describe labor market developments using a shared narrative language centered on...
Persistent link: https://www.econbiz.de/10015647170
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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
For decades, there has been consensus that measures of well-being must move past readily available economic data, and newer measurements of well-being are often obtained through individual questions or questionnaires. Despite being more accessible to compare person to person, recent trends have...
Persistent link: https://www.econbiz.de/10015412079
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Performance of pairs trading strategies based on principal component analysis methods
Sun, Yufei - 2025
Persistent link: https://www.econbiz.de/10015455223
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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
This paper investigates the systemic macroeconomic determinants of Pillar 2 Requirements (P2R) imposed by the European Central Bank (ECB) under the Single Supervisory Mechanism (SSM). While P2R is formally calibrated at the individual bank level through the Supervisory Review and Evaluation...
Persistent link: https://www.econbiz.de/10015556398
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Spatial pattern regression for gridded meteorological data : a precipitation and temperature case study
Houssou, Vihotogbé; Carreau, Julie - 2025
Persistent link: https://www.econbiz.de/10015440667
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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
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Constructing a financial conditions index for Zambia
Musonda, Gabriel; Mwananshiku, Christabel; Wakumelo, Mataa - 2025
Persistent link: https://www.econbiz.de/10015417917
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Does investor sentiment affect the Indian stock market? : evidence from Nifty 500 and other selected sectoral indices
Kamath, Aditi N.; Shenoy, Sandeep S.; Abhilash, Abhilash; … - In: Cogent economics & finance 12 (2024) 1, pp. 1-12
Investor sentiment is the result of irrational speculations about the future asset values driven by the market participants. Though scholarly works on investor sentiment are evolving in both developed and emerging markets, the literature in the Indian context is relatively modest. To fill this...
Persistent link: https://www.econbiz.de/10015394357
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Simultaneous nowcasting of Netherlands' macroeconomic trends and seasonal patterns based on Fourier analysis
Pijpers, Frank P.; Harlaar, Lucas; Brakel, Jan A. van den; … - 2025
Persistent link: https://www.econbiz.de/10015408522
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