Keywords: Principal component analysis
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Journal of Financial Economic Policy (2026) 18 (5): 866–879.
Published: 22 September 2025
... implications. Design/methodology/approach The research uses various econometric tests to analyze the relationship among the financial indicators before applying the principal component analysis and filtering technique to extract the aggregate financial cycle. After this, the dynamic conditional correlation...

or Create an Account

Close Modal
Close Modal