Search Results for principal components analysis

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We construct a Financial Conditions Index (FCI) for Greece as a surveillance tool to quantify the...

The West African Economic and Monetary Union (WAEMU) regional securities market saw increasing...

This paper studies the main determinants of total factor productivity (TFP) growth using...

We construct a Financial Conditions Index (FCI) for Greece as a surveillance tool to quantify the...

This paper finds that the yield spread of investment-grade bonds relative to Treasuries, a proxy...

What are the drivers of business cycle fluctuations? And how many are there? By documenting...