Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments
Work
Year: 2010
Type: article
Abstract: In economics, common factors are often assumed to underlie the co-movements of a set of macroeconomic variables. For this reason, many authors have used estimated factors in the construction of predic... more
Source: Econometric Reviews
Authors Nii Ayi Armah, Norman R. Swanson
Cites: 53
Cited by: 25
Related to: 10
FWCI: 4.577
Citation percentile (by year/subfield): 91.97
Domain: Social Sciences
Open Access status: green