This article is focused on the identification of social performance factors. For this purpose, a multidimensional statistical method -factor analysis{ was used. The basic set for the selection of indicators was the concept (and the social tool) of Corporate Social Responsibility, subsequently,...

We compare a number of data-rich prediction methods that are widely used in macroeconomic forecasting with a lesser known alternative: partial least squares (PLS) regression. In this method, linear, orthogonal combinations of a large number of predictor variables are constructed such that the...