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Seeing inside the black box: Using diffusion index methodology to construct factor proxies in largescale macroeconomic time series environments
Armah, Nii Ayi; Swanson, Norman R. - 2011
surveying the extant literature on diffusion indexes. We then outline a number of approaches to the selection of factor proxies … approach to factor proxy selection is examined via a small Monte Carlo experiment, where evidence supporting our proposed … our main empirical findings is that our smoothed approaches to factor proxy selection appear to yield predictions that are …
Persistent link: https://www.econbiz.de/10010282831
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Diffusion index models and index proxies: Recent results and new directions
Armah, Nii Ayi; Swanson, Norman - 2011
Diffusion index models have received considerable attention from both theoreticians and empirical econometricians in recent years. One reason for this is that datasets with many variables are increasingly becoming available and being utilized for economic modelling, and another is that common...
Persistent link: https://www.econbiz.de/10010282837
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Some variables are more worthy than others: New diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi; Swanson, Norman - 2011
factor proxies selected from amongst 132 macroeconomic and financial time series, using the diffusion index methodology of … Stock and Watson (2002a,b) and the factor proxy methodology of Bai and Ng (2006a,b) and Armah and Swanson (2010). The …
Persistent link: https://www.econbiz.de/10010282848
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Social and behaviour change communication (SBCC) project in Manica, Mozambique: Baseline survey report
Gyori, Mario; Martínez Zavala, Tatiana; Baier, Jessica; … - 2017
) project implemented by the World Food Programme (WFP) in Mozambique's Manica province and funded through the European Union …. Overall, the project is expected to reach around 44,640 individuals through the interpersonal communication component and 379 …
Persistent link: https://www.econbiz.de/10012030388
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The Effect of Moving to a Territorial Tax System on Profit Repatriation : Evidence from Japan
Hasegawa, Makoto - 2017
In an increasingly globalized world, the design of international tax systems in terms of the taxation of foreign corporate income has attracted much attention from policy makers and economists alike. In the past, Japan's worldwide tax system taxed foreign source income upon repatriation....
Persistent link: https://www.econbiz.de/10012971608