Ciclos Econõmicos e Métodos de Filtragem: “Fatos Estilizados” para o Caso Brasileiro

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Ciclos Econõmicos e Métodos de Filtragem: “Fatos Estilizados” para o Caso Brasileiro

Author Info

Vladimir K¨uhl Teles (FGV)
Paulo Springer (Banco Central do Brasil)
Michel Gomes (Banco Central do Brasil)
Nelson Paes (UnB)
André Cavalcanti (UnB)

Additional information is available for the following registered author(s):

Vladimir Kuhl Teles

Abstract

The paper examines the business cycle properties of a small set of real Brazilian macroeconomic time series using a variety of detrending methods. It is shown that both quantitatively and qualitatively “stylized facts” of Brazilian business cycle vary widely across detrending methods and that alternative detrending filters extract different types of information from the data. The paper also provides simulations of the Hansen and Prescott’s (1995) and Hansen’s (1985) dynamic general equilibrium models (the standard RBC model and the Indivisible Labor Model) and tries to match the facts of the artificial economy with those of the real economy. Implications and suggestions for current macroeconomic practice are provided.

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Publisher Info
Article provided by ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] in its journal Economia.

Volume (Year): 6 (2005)
Issue (Month): 2 ()
Pages: 291-328
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Handle: RePEc:anp:econom:v:6:y:2005:i:2:p:291-328

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Find related papers by JEL classification:
B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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This page was last updated on 2009-12-13.

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