Nii Ayi C. Armah

Rutgers University, New Brunswick/Piscataway, Faculty of Arts and Sciences-New Brunswick/Piscataway, Department of Economics

75 Hamilton Street

New Brunswick, NJ 08901

United States

SCHOLARLY PAPERS

4

DOWNLOADS

225

CITATIONS
Rank 40,188

SSRN RANKINGS

Top 40,188

in Total Papers Citations

4

Scholarly Papers (4)

1.

Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments

FRB of Philadelphia Working Paper No. 08-25
Number of pages: 38 Posted: 07 Mar 2007 Last Revised: 04 Apr 2011
Nii Ayi C. Armah and Norman R. Swanson
Rutgers University, New Brunswick/Piscataway, Faculty of Arts and Sciences-New Brunswick/Piscataway, Department of Economics and Rutgers University - Department of Economics
Downloads 149 (155,057)
Citation 3

Abstract:

diffusion index, factor, forecast, macroeconometrics, parameter estimation error, proxy

2.

Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output

FORECASTING IN THE PRESENCE OF STRUCTURAL BREAKS AND MODEL UNCERTAINTY, Mark Wohar, ed., Elsevier, 2006
Number of pages: 37 Posted: 06 Mar 2007
Nii Ayi C. Armah and Norman R. Swanson
Rutgers University, New Brunswick/Piscataway, Faculty of Arts and Sciences-New Brunswick/Piscataway, Department of Economics and Rutgers University - Department of Economics
Downloads 34 (367,331)

Abstract:

block bootstrap, forecasting, recursive estimation scheme, rolling estimation scheme, model misspecification, nonlinear causality, parameter estimation error, prediction

3.

Some Variables are More Worthy than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators

Number of pages: 34 Posted: 15 Jul 2013
Nii Ayi C. Armah and Norman R. Swanson
Rutgers University, New Brunswick/Piscataway, Faculty of Arts and Sciences-New Brunswick/Piscataway, Department of Economics and Rutgers University - Department of Economics
Downloads 19 (433,428)
Citation 1

Abstract:

diffusion index, factor, forecast, macroeconometrics, monetary policy, parameter estimation error, proxy, federal reserve bank

4.

Diffusion Index Models and Index Proxies: Recent Results and New Directions

European Journal of Pure and Applied Mathematics, Vol. 3, No. 3, 2010, 478-501
Number of pages: 24 Posted: 15 Jul 2013
Nii Ayi C. Armah and Norman R. Swanson
Rutgers University, New Brunswick/Piscataway, Faculty of Arts and Sciences-New Brunswick/Piscataway, Department of Economics and Rutgers University - Department of Economics
Downloads 10 (479,709)

Abstract:

diffusion index, factor, forecast, macroeconometrics, parameter estimation error, proxy