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correlation between CRI and a number of defaults through several business cycles. The new model for the simulation of the annual …
Persistent link: https://www.econbiz.de/10011108672
and education for example exhibit almost no correlation with the overall economy; The wholesale and retail as well as the … transport industry on the other hand have a high correlation. By means of an analysis of the leading and lagging correlations it …
Persistent link: https://www.econbiz.de/10005620061
This paper has two main objectives. Firstly, to establish and characterise a reference cycle (based on real output) for Barbados over the quarterly period 1974-2003 using the Bry and Boschan algorithm. Secondly, to link this aggregate output cycle to the cycles of the individual sectors that...
Persistent link: https://www.econbiz.de/10009294939
The correlation analysis was conducted on dynamic of GDP and company failure rate for Poland, Europe and USA for the … period 2003-2011; it was found a negative correlation. An analysis was undertaken for the relation between the rate of … significant correlation was observed. An alternative significant variable was pointed out for a linear regression model. Results …
Persistent link: https://www.econbiz.de/10011259056
With the prime objective of learning from the fossil fuel based CO2 emissions-economic growth-world crude price nexus of a leading economy, the underpinning nature of the relationship among them is investigated for the United States (US). Autoregressive distributed lag bounds testing approach to...
Persistent link: https://www.econbiz.de/10008871156
Abstract: I apply the Beveridge-Nelson business cycle decomposition method to the time series of murder in the United States (1900-2004). Separating out “permanent” from “cyclical” murder, I hypothesize that the cyclical part coincides with documented waves of organized crime, internal...
Persistent link: https://www.econbiz.de/10005835859
The classical canonical correlation analysis is extremely greedy to maximize the squared correlation between two sets … the dataset-2, the canonical correlation will be very high irrespective of the correlation among the rest of the variables …-Constrained Canonical correlation (RCCCA) Analysis has the Classical Canonical Correlation Analysis (CCCA) at its one end (λ=0) and the …
Persistent link: https://www.econbiz.de/10005836091
measures of correlation. The versatility of the method and its capability to obtain the most representative composite rank … also been found that rank ordering based on maximization of the sum of absolute values of the correlation coefficients of … solves the one problem, it gives rise to the other problem. The overall ranking of objects by maximin correlation principle …
Persistent link: https://www.econbiz.de/10005836581
correlation of the composite index with the constituent indices. Such an index is inclusive in nature and gives proper …
Persistent link: https://www.econbiz.de/10005837000
, and the question arises how the recently proposed concept of nominal correlation and regression (NCR) relates to it. (1 … regressions, NRC may show that the correlation still is low. (5) Risk difference regression may be a bridge to understand more …
Persistent link: https://www.econbiz.de/10005837360