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 …

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 …

integrating project accounting into a SAM-CGE framework, the methodology developed presents several properties that make it fit to … the purpose of providing a reliable assessment of project contribution to the economy. …