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Estimating and Interpreting a Common Stochastic Component for the Brazilian Industrial Production Index

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  • Picchetti, Paulo
  • Toledo, Celso

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  • Picchetti, Paulo & Toledo, Celso, 2002. "Estimating and Interpreting a Common Stochastic Component for the Brazilian Industrial Production Index," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 56(1), January.
    • Handle: RePEc:fgv:epgrbe:v:56:y:2002:i:1:a:808
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    File URL: https://periodicos.fgv.br/rbe/article/view/808
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    References listed on IDEAS

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    1. Kim, Chang-Jin, 1994. "Dynamic linear models with Markov-switching," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 1-22.
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    Cited by:

    1. João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2013. "Constructing coincident and leading indices of economic activity for the Brazilian economy," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 43-65.
    2. repec:fgv:epgrbe:v:67:n:1:a:4 is not listed on IDEAS
    3. Issler, Joao Victor & Notini, Hilton & Rodrigues, Claudia & Soares, Ana Flávia, 2013. "Constructing coincident indices of economic activity for the Latin American economy," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(1), April.
    4. Issler, João Victor & Notini, Hilton Hostalacio, 2016. "Estimating Brazilian Monthly GDP: a State-Space Approach," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 70(1), March.
    5. Igor Alexandre Clemente de Morais & Marcelo Savino Portugal, 2003. "Business Cycle in the Industrial Production of Brazilian States," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] e75, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

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