Search Results - subject_exact:"Factor analysis"

An interpretive analysis of influential drivers for control tower adoption in supply chains

Nadar, Magesh Kumar; Gunasekaran, Angappa; Narwane, … - 2026

A Supply Chain Control Tower (SCCT) provides real-time information, analytics, and decision support for supply chain management, helping organizations manage disruptions and inefficiencies before they occur. The complexity of contemporary supply chains is characterized by various influential...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640861

Helpless rich data : the effect of financial openness with dimensionality reduction

Cha, H. E.; Wang, Doo Kyun; Berg-Ridenour, Sherryl - 2025

The literature on financial openness is rich, yet the selection of a suitable financial index remains a challenge. In this paper, Principal Component Analysis (PCA) and Factor Analysis (FA) are utilized to reduce the dimensionality of five publicly available financial openness indices. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015337750

Factor structure of Green, Grey, and Red EU securities

Kottas, Ferdinantos - 2025

This study examined the factor structure of Green, Grey, and Red EU securities using extended asset pricing models built on the Fama–French and Carhart frameworks. The findings show improved return predictability and consistently negative risk-adjusted alpha across categories post-Global...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015467471

A study on fuzzy-AHP analysis for carbon neutrality in container terminals in Korea

Kim, Hyun-Woo; Choi, Yong Seok; Lee, Jae Eun - 2025

The purpose of this study was to investigate the relative importance of determinants that should be considered first in order for container terminals to realize carbon neutrality and become an eco-friendly port. Three upper determinants and 12 lower determinants were derived through the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436363

Air pollution and migration in European cities

Jakub, Vontroba; Daniel, Pakši; Vojtěch, Koňařík - 2025

This article aims to provide new and robust evidence of the effect of air pollution on migration at the level of 70 European cities in the period 2004-2019. We use factor and regression analysis and panel data conducted from Eurobarometer, Eurostat, national statistical offices, and the European...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015461354

Symmetric positive semi-definite Fourier estimator of spot covariance matrix with high frequency data

Akahori, Jiro; Kambara, Reika; Liu, Nien-Lin; Mancino, … - 2025

This paper proposes a nonparametric estimator of the spot volatility matrix with high-frequency data. Our newly proposed Positive Definite Fourier (PDF) estimator produces symmetric positive semi-definite estimates and is consistent with a suitable choice of the localizing kernel. The PDF...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015492652

Validating a comprehensive financial literacy questionnaire for Kuwaiti youth : a factor analysis study

Alhumaidhi, Taiba; AlReshaid, Faisal; Alzayed, Kenda - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609195

Translation and validation of a team viability scale for Peruvian workers

Pilco-Pezo, Josue; Paredes-Saavedra, Maribel; … - 2025

Background: Team viability, understood as the ability to adapt and collaborate effectively over time, is a key concept in organizational literature. In Peru, where changes are constant, culturally adapted tools are needed for its measurement. Objective: To translate and validate a team viability...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015398655

Sustainable fashion choices : exploring European consumer motivations behind second-hand clothing purchases

Halicki, Daniel; Zaborek, Piotr; Meylan, Grégoire - 2024

The second-hand clothing (SHC) market has seen dynamic expansion, driven by shifts in consumer attitudes. However, motivations underlying customer engagement in this market remain largely unexplored. Accordingly, this study investigates factors driving consumer sentiment towards buying used...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071571

Identifying the prevalence of destructive leadership behavior and its determinants in northwest Ethiopia

Mebratie, Eshetu; Shanbel, Birhanu - 2024

Destructive leadership behaviors and their effects on the organization have received little attention in terms of research & theory development. As a result, the purpose of this article is to investigate the prevalence and determinants of destructive leadership behavior from the quantitative...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014531316

The evolution of commodity trios prices and causality equation : in structural break perspective

Pala, Aynur - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014496302

Exploring temporal stability in travel attitudes

Mulley, Corinne; Van Acker, Veronique - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015125237

Perception of Indian customers towards e-service quality and its effect on consumer happiness, retention, and loyalty

Bhattacharya, Ipsha; Mulay, Rahul - 2024

This study aims to understand the attributes of electronic service quality and tries to build the connection between the quality of electronic service, the happiness of consumers, their retention, and loyalty in the context of the consumer e-commerce industry in India. The attributes chosen to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015448949

Forecasting Kazakhstan's GDP based on a dynamic factor model with regularization

Akhmet, Alisher - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609234

Large and deep factor models

Kelly, Bryan T.; Kuznetsov, Boris; Malamud, Semyon; Xu, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609789

Show one more version 1

Large (and deep) factor models

Kelly, Bryan T.; Kuznetsov, Boris; Malamud, Semyon; Xu, … - 2024

Book / Working Paper

Factor-augmented VARs with noisy factor proxies

Mönch, Emanuel; Soofi-Siavash, Soroosh - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015613969

A projection-based approach for interactive fixed effects panel data models

Keilbar, Georg; Rodríguez Poo, Juan Manuel; Soberón, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015554939

Gaussian maximum likelihood estimation of static and dynamic factor models

Zadrozny, Peter A. - 2026 - Original version: January 2026, this version: February 2026

The paper derives and proves results of Gaussian maximum likelihood estimation of constant unknowns (coefficients, covariances) and time-varying unknowns (factors, disturbances) of static and dynamic factor models and, thereby, extends the statistics and econometrics literatures on estimation...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015586766

A rotated dynamic factor model for the yield curve : squeezing out information when it matters

Casoli, Chiara; Lucchetti, Riccardo - 2026

The yield curve is widely regarded as a powerful descriptor of the economy and market expectations. A common approach to its statistical representation relies on a small number of factors summarizing the curve, which can then be used to forecast real economic activity. We argue that optimal...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015588201

Show one more version 1

A rotated dynamic factor model for the yield curve : squeezing out information when it matters

Casoli, Chiara; Lucchetti, Riccardo - 2026

Book / Working Paper

The co-pricing factor zoo

Dickerson, Alexander; Julliard, Christian; Mueller, Philippe - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604105

Revealing Japan's CPI fluctuation mechanisms via a time-varying loading factor model

Noda, Hideo; Kyo, Koki; Fang, Fengqi - 2026

In this article, we examine the dynamic interdependencies among components of Japan's consumer price index (CPI) using a two-lag time-varying loading factor (TLTVLF) model. Whereas previous studies have typically decomposed CPI series into long-term trends, seasonal patterns, and cyclical...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625864

Professional appraisal for social workers : a multidimensional model

Raboca, Horia Mihai - 2026

One of the most important priorities of the most recent research work regarding the professional appraisal (PA) process is to understand different aspects of the social workers' satisfaction with this particular type of professional evaluation. In this sense, this study addresses the imperative...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628425

Empirical assessment of budget multipliers for current and capital expenditures in Kazakhstan

Bukenov, Аmantay - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015638644

A new core inflation indicator for Kazakhstan

Tolepbergen, Alisher - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015638666

Multidimensional measures of quality of life : a comparison of methods using U.S. county-level data

Cheng, Yang; Conroy, Tessa; Deller, Steven C. - 2026

There are numerous measures of place-based quality of life, accompanied by ongoing debate over which factors should be included. Past studies have predominately relied on aspatial, subjectively weighted combinations of different place-based characteristics. Little attention has been given to the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015638967

Risk in a data-rich model

Caldara, Dario; Mumtaz, Haroon; Zhong, Molin - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639198

Show one more version 1

Risk in a data-rich model

Caldara, Dario; Mumtaz, Haroon; Zhong, Molin - 2026

Book / Working Paper

Estimation of high-dimensional volatility matrices with dynamic conditional correlation-embedded mixed factor structures

Dai, Runyu; Matsuda, Yasumasa - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015641735

Characteristic function-based factor modeling of affine jump-diffusions using options

Boswijk, Herman Peter; Laeven, Roger J. A.; Marijnen, Niels - 2026

We develop a framework to analyze option markets using factor modeling techniques, offering a novel method to study how many and which risk factors drive the price process of a single asset. We exploit information contained in option prices to construct observations on the characteristic...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015656743

Development and validation of a brief inventory of psychosocial factors related to organizational changes and occupational stress

Acosta-Uribe, Beatriz; Martínez-Hernández, Ariadna … - 2026

In recent decades, profound transformations in work organization, employment conditions, and organizational change processes have intensified workers' exposure to psychosocial risks, with significant consequences for occupational health and well-being. Despite the growing relevance of these...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015633581

The satisfaction of healthcare consumers : analysis and comparison of different methodologies

Vieira, Inês; Ferreira, Diogo R.; Pedro, Maria Isabel - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013417042

Factor analysis of the efficiency of Russian oil and gas companies

Borodin, Alex; Mityushina, Irina; Harputlu, Mustafa; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014249637

Foreign direct investment : robustness analysis of an attractiveness index

Zambujal-Oliveira, João; Amaral, José - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014261140

ICT usage intensity in the Hungarian corporate sector : stylised facts on microdata

Berki, Tamás - 2023

In this paper, we investigate the information and communication technology (ICT) usage patterns of Hungarian companies, relying on a company-level questionnaire survey conducted in 2020, and combining it with data from corporate annual reports. Our main objective is to construct an index of ICT...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014464245

Show one more version 1

ICT usage intensity in the Hungarian corporate sector: Stylised facts on microdata

Berki, Tamás - 2023

Book / Working Paper

Exploring stability in travel attitudes : evidence from a repeated crosssectional study in Sydney, Australia

Van Acker, Veronique; Mulley, Corinne - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014322383

Let the market speak: using interest rates to identify the Fed information effect

Zhu, Linyan - 2023 - Revised: February 20, 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014381619

Is there more to compensation than money? : the empirical study of dimensionality of the total rewards model and its implications for entrepreneurship

Kulikowski, Konrad; Sedlak, Piotr - 2023

Objective: We aim to verify the dimensionality of the total rewards (TR) model, the idea that employees' compensations do not consist only of money but encompass all financial and non-financial values that employees received from their work. Research Design & Methods: Drawing inspirations from...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014429168

Demographic factors and customers' bank choice criteria

Schmidt-Jessa, Katarzyna - 2023

The main objective of the presented research is to verify the influence of demographic factors on retail customers’ bank selection criteria in Poland. We compiled descriptive and inferential statistics and did factor analysis using Principal Component Analysis. Our dataset is based on a sample...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014445082

Show one more version 1

Demographic factors and customers' bank choice criteria

Schmidt-Jessa, Katarzyna - 2023

Article

Determination of the importance of job offer characteristics by students of economic studies : factor analysis

Wronowska, Gabriela - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015094965

A comparative analysis of the principal component method and parallel analysis in working with official statistical data

Holubova, Halyna - 2023

The dynamic development of the digitized society generates large-scale information data flows. Therefore, data need to be compressed in a way allowing its content to remain complete and informative. In order for the above to be achieved, it is advisable to use the principal component method...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015051737

Accounting for intergenerational educational immobility in low- and middle-income countries

Könings, Fabian; Schwab, Jakob - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015444371

Exploring the asymmetric relationship between macroeconomic factors and corporate profitability in the MSCI Colombia index

Joaqui-Barandica, Orlando; Osorio-Vanegas, Brayan; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015414347

Translation and validation of a team viability scale for Peruvian workers

Pilco-Pezo, Josue; Paredes-Saavedra, Maribel; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015424799

Helpless rich data: The effect of financial openness with dimensionality reduction

Cha, H. E.; Wang, Doo Kyun; Berg-Ridenour, Sherryl - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015469703

A study on fuzzy-AHP analysis for carbon neutrality in container terminals in Korea

Kim, Hyun-Woo; Choi, Yong Seok; Lee, Jae Eun - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015471057

Road safety in urban sustainable cycling tourism: An application of the protection motivation theory

Myftiu, Jurgena; Crotti, Daniele; Maggi, Elena - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619241

Does economic uncertainty predict real activity in real time?

Keijsers, Bart; Dijk, Dick van - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015440646

Show one more version 1

Does economic uncertainty predict real activity in real-time?

Keijsers, Bart; Dijk, Dick van - 2022

Book / Working Paper

Inflation factors

Leiva-León, Danilo; Sheremirov, Viacheslav; Tang, Jenny; … - 2025 - This version: August 2025

This paper develops an econometric framework for identifying latent factors that provide real-time estimates of supply and demand conditions shaping goods- and services-related price pressures in the U.S. economy. The factors are estimated using category-specific personal consumption...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015485857

Covariance-based structural equation modeling (CB-SEM) : a SmartPLS 4 software tutorial

Hair, Joseph F.; Babin, Barry J.; Ringle, Christian M.; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015486191

Towards work life fulfilment : Scale development and validation

Khatri, Puja; Shukla, Shalu; Thomas, Asha; Shiva, Atul; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015156719

A Bayesian stochastic discount factor for the cross-section of individual equity options

Käfer, Niclas; Mörke, Mathis; Weigert, Florian; … - 2025 - This version: April 23, 2024

We utilize Bayesian model averaging to estimate a stochastic discount factor (SDF) for single-stock options. A Bayesian model averaging SDF outperforms reduced-form benchmark models in-sample and out-of-sample in pricing option return anomalies and portfolios. We document that the SDF is dense...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015204018