Araştırma Makalesi
Application of Principal Component Analysis (PCA) to Reduce Multicollinearity Exchange Rate Currency of Some Countries in Asia Period 2004-2014
Öz
This study aims to apply the model Principal component Analysis to reduce multicollinearity on variable currency exchange rate in eight countries in Asia against US Dollar including the Yen (Japan), Won (South Korea), Dollar (Hongkong), Yuan (China), Bath (Thailand), Rupiah (Indonesia), Ringgit (Malaysia), Dollar (Singapore). It looks at yield levels of multicolinierity which is smaller in comparison with PCA applications using multiple regression. This study used multiple regression test and PCA application to investigate the differences in multicollinearity at yield. From this research, it can be concluded that the use of PCA analysis applications can reduce multicollinearity in variables in doing research.
Anahtar Kelimeler
Principal component analysis (PCA) multiple regression matrix var-cov exchange rate
Kaynakça
- Dornbusch, R, (2004), Macroeconomics , eighth Edition, Mc Graw-Hill, Inc, New York
- Dornbusch, R., and Fischer, S. (1980). Exchange rates and the current account. American Economic review 70. 960–971.
- Gavin, M. (1989). The stock Market and exchange rate dynamics. Journal of international money and finance, 8, 181-200.
- Gujarati, D, (2003), Basic Economertics, Fourth Edition, Mc Graw-Hill, Inc, New York.
- Johnson, R. A. And Wichren, D.W. (2002). Apllied Multivariate Statistical Analysis ,5th edition. Pearson Education Internasional.
- Kutner, N., and Neter , (2004), Applied Linear Regression Models, Fourth Edition, New York.
- Myers, R. A. and Milton, J.S (1991). A First Course In The Theory Of Linier Statistical Models. PWS-KENT Publishing Company, Boston.
- Mussa, M.L. (1976). The exchange rate, the balance of payments and monetary and fiscal policy under a regime of controlled floating. Scandi- navian Journal of Economics 78 (May): 229-48. Reprinted in the Economies of exchange rates: Selected studies, ed. J. A. Frenkel and H. G. Johnson. Reading, Mass. Addison-Wesley.
- Sumodiningrat, G, (1998) Membangun perekonomian rakyat, Yogyakarta, Pustaka Pelajar Publishing.
Yıl 2017,
, 75 - 83, 01.11.2017
Öz
Kaynakça
- Dornbusch, R, (2004), Macroeconomics , eighth Edition, Mc Graw-Hill, Inc, New York
- Dornbusch, R., and Fischer, S. (1980). Exchange rates and the current account. American Economic review 70. 960–971.
- Gavin, M. (1989). The stock Market and exchange rate dynamics. Journal of international money and finance, 8, 181-200.
- Gujarati, D, (2003), Basic Economertics, Fourth Edition, Mc Graw-Hill, Inc, New York.
- Johnson, R. A. And Wichren, D.W. (2002). Apllied Multivariate Statistical Analysis ,5th edition. Pearson Education Internasional.
- Kutner, N., and Neter , (2004), Applied Linear Regression Models, Fourth Edition, New York.
- Myers, R. A. and Milton, J.S (1991). A First Course In The Theory Of Linier Statistical Models. PWS-KENT Publishing Company, Boston.
- Mussa, M.L. (1976). The exchange rate, the balance of payments and monetary and fiscal policy under a regime of controlled floating. Scandi- navian Journal of Economics 78 (May): 229-48. Reprinted in the Economies of exchange rates: Selected studies, ed. J. A. Frenkel and H. G. Johnson. Reading, Mass. Addison-Wesley.
- Sumodiningrat, G, (1998) Membangun perekonomian rakyat, Yogyakarta, Pustaka Pelajar Publishing.
Toplam 9 adet kaynakça vardır.
Ayrıntılar
| Birincil Dil | İngilizce |
|---|---|
| Konular | Eğitim Üzerine Çalışmalar |
| Diğer ID | JA28CH57CE |
| Bölüm | Araştırma Makalesi |
| Yazarlar | |
| Yayımlanma Tarihi | 1 Kasım 2017 |
| Yayımlandığı Sayı | Yıl 2017 |