This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Um Indicador Coincidente e Antecedente da Atividade Econômica Brasileira

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Issler, João Victor
Notini, Hilton Hostalacio
Rodrigues, Claudia Fontoura
Abstract

Esse artigo tem três contribuições originais. A primeira é exatamente no esforço de reconstrução das séries de emprego e renda, de modo a permitir a criação de um novo índice coincidente para a atividade econômica brasileira. A segunda é a construção de um índice coincidente de atividade econômica para o Brasil e, a partir dele, (re) estabelecer uma cronologia derecessões para o passado recente da economia brasileira. A partir da recon-strução de séries coincidentes de emprego e renda à atividade econômica e, usando a metodologia do TCB, propomos um novo indicador coincidente mensal de atividade econômica para o Brasil no período 1980:1 a 2007:11.Além disso, propomos também uma cronologia das recessões brasileiraspara esse mesmo período. A terceira é a construção e a avaliação de diferentes indicadores antecedentes de atividade econômica para o Brasil. Isso preenche uma lacuna importante na literatura brasileira.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://virtualbib.fgv.br/dspace/bitstream/10438/2681/1/Issler_Notini_Rodrigues_Portugues.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Graduate School of Economics, Getulio Vargas Foundation (Brazil) in its series Economics Working Papers (Ensaios Economicos da EPGE) with number 695.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 26 Jun 2009
Date of revision:
Handle: RePEc:fgv:epgewp:695

Contact details of provider:
Postal: Praia de Botafogo 190, sala 1100, Rio de Janeiro/RJ - CEP: 22253-900
Phone: 55-21-2559-5871
Fax: 55-21-2553-8821
Email:
Web page: http://epge.fgv.br
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Núcleo de Computação da EPGE).

Related research
Keywords:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Roberto S. Mariano & Yasutomo Murasawa, 2003. "A new coincident index of business cycles based on monthly and quarterly series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 427-443. [Downloadable!]
  2. Chauvet, Marcelle, 1998. "An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 969-96, November.
  3. Harding, Don & Pagan, Adrian, 2002. "Dissecting the cycle: a methodological investigation," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 365-381, March. [Downloadable!] (restricted)
    Other versions:
  4. Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-76, August. [Downloadable!] (restricted)
  5. Lucas, Robert E., 1977. "Understanding business cycles," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 5(1), pages 7-29, January. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? You too can volunteer for RePEc, for example by encouraging others to use our services.

This page was last updated on 2009-12-20.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.