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...

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...

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...

The disruption of supply chain due to Covid-19 and the war in Ukraine, render the prediction of agricultural output a determinant factor of economic life. We consider the predictability of agricultural output based on a set of explanatory variables, that include agricultural input, prices and...

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...

Gradient capital allocation, also known as Euler allocation, is a technique used to redistribute diversified capital requirements among different segments of a portfolio. The method is commonly employed to identify dominant risks, assessing the risk-adjusted profitability of segments, and...

In this paper, we explore how asset returns used as a proxy to detect interconnectedness of systemic risk in the financial system. Our sample employs a mixture of Indonesian banks' public and prudential data over the 2012-2019 period. Using the Principal Component Analysis and Granger causality...

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...

We have constructed a financial conditions index for Norway (FCIN). The FCIN offers a daily update on Norwegian financial conditions based on data from January 2003 on bank lending rates, bond spreads, the foreign exchange market, the stock market and the housing market. The index is constructed...

According to portfolio theory, diversifying investment to several stocks with negative correlations may reduce portfolio risk. In contrast, combining stocks with similar movement (co-movement) has no impact on portfolio risk reduction. This study aims to examine state-owned enterprise stock...

We propose a new rank-based test for the number of common primitive shocks, q, in large panel data. After estimating a VAR(1) model on r static factors extracted by principal component analysis, we estimate the number of common primitive shocks by testing the rank of the VAR residuals'...

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...

Understanding consumer behaviour is crucial for companies operating in the food products market, which has undergone numerous changes in recent years. Consumer typology plays a vital role in the development of effective marketing strategies and in catering to diverse consumer needs. The article...

This is the last out of four papers on the 2025 German federal elections continuing our analysis of the 2009, 2013, 2017 and 2021 Bundestag elections. First, we apply the model from [Tangian 2022b] to construct the 2025 German political spectrum understood as a contiguous party ordering, i.e.,...

Sustainability reporting is a vital element that enables stakeholders to discern how companies comply with social, environmental, and governance regulations while assessing sustainable development. This study examines the national context that influences corporate sustainability reporting,...

The adoption of artificial intelligence by enterprises in the EU countries increased significantly between 2021 and 2024, but the recorded values were uneven and very small. This study analyzed the main characteristics of the artificial intelligence adoption process, its dynamics and patterns...

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...

Economic stability in emerging market economies is increasingly shaped by the interplay between global financial integration, domestic monetary dynamics, and asset price fluctuations. Yet, early detection of financial market disruptions remains a persistent challenge. This study constructs a...

The computation of topological measures in large-scale complex networks, such as those found in transportation systems, is often a resource-intensive process. These measures, however, are critical for a comprehensive understanding of network structures and for optimizing their design. A key...

This study examines how effectively common factors, extracted using both the partial least squares method and principal component analysis from the business tendency survey and the banking loan tendency survey, can predict Turkiye's economic growth. The findings indicate that integrating this...

The Asian region has become the world's manufacturing hub due to its cost advantages, driving the development of container transportation. Recently, enterprises have favored Southeast Asia for its demographic dividend and geographical benefits. The relationships between ports are complex, and...

An adaptive analytics workflow is presented for customer churn prediction, combining Principal Component Analysis for dimensionality reduction, a hybrid Modified Particle Swarm Gravitational Search Optimization (MPSO-GSO) for feature selection and hyperparameter tuning, and an ensemble learning...

Sustainability reporting is a vital element that enables stakeholders to discern how companies comply with social, environmental, and governance regulations while assessing sustainable development. This study examines the national context that influences corporate sustainability reporting,...

This is the last out of four papers on the 2025 German federal elections continuing our analysis of the 2009, 2013, 2017 and 2021 Bundestag elections. First, we apply the model from [Tangian 2022b] to construct the 2025 German political spectrum understood as a contiguous party ordering, i.e.,...

The objective of the study is to examine the effects of investor sentiment on the Johannesburg Stock Exchange (JSE) index returns in bull and bear market conditions. Accordingly, this study uses monthly data to construct a new market-wide investor sentiment index and test its effects on the JSE...

The estimation of age-to-age development factors is fundamental to loss reserving, with direct implications for risk management and regulatory compliance in the auto insurance sector. The precise and robust estimation of these factors underpins the credibility of case reserves and the effective...

This study develops a multidimensional classification of Latin American and Caribbean countries based on a multidimensional set of economic, social, technological, and environmental indicators. This study develops a multidimensional assessment of the performance of Latin American and Caribbean...

The adoption of artificial intelligence by enterprises in the EU countries increased significantly between 2021 and 2024, but the recorded values were uneven and very small. This study analyzed the main characteristics of the artificial intelligence adoption process, its dynamics and patterns...

Education, notably higher education, faced a significant challenge during the last period. Our data exploratory study aims to provide insights into the key factors that define students' Distance Learning (DL) in the current period. Based on the main findings, we justify our bold proposition for...

This study develops a multi-dimensional composite index to measure financial inclusion in Ethiopia, using a two-stage Principal Component Analysis based on ten traditional and five digital indicators from 2015 to 2023. The results reveal a significant increase in Ethiopia's financial inclusion...