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A assimetria dos ciclos económicos: Evidência internacional usando o teste triples
[The asymmetry of business cycles: International evidence using triples test]

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  • Almeida, Pedro Cameira de
  • Fuinhas, José Alberto
  • Marques, António Cardoso

Abstract

Resumo: São testadas duas formas distintas de assimetria cíclica, a deepness e a steepness, através da aplicação do teste do coeficiente de enviesamento e do teste triples. A assimetria é analisada em vinte e três países, segundo uma perspectiva secular do PIB real per capita (1820/70 a 2008). Os resultados dos testes sugerem que a deepness não é relevante a nível internacional. Para a steepness, os testes revelam resultados contraditórios, sendo que o coeficiente de enviesamento evidencia a presença de assimetria em onze dos vinte e três países e o teste triples em seis países. A aplicação do teste do coeficiente de enviesamento e do teste triples permite cotejar os resultados obtidos e aferir da robustez dos resultados. Ao contrário do sugerido na literatura, baseada em dados trimestrais, a nossa investigação não é conclusiva acerca da presença, ao nível internacional, de assimetria nos ciclos económicos.

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 35208.

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Date of creation: Oct 2011
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Handle: RePEc:pra:mprapa:35208

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Keywords: Palavras-chave Assimetria; Steepness; Deepness; Ciclos Económicos e PIB real per capita. Keywords Asymmetry; Steepness; Deepness; Business Cycles; and PNB real per capita;

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