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Ciclo e indicadores antecedentes na indústria do Rio Grande do Sul [Cycles and background indicators in industry in the state of Rio Grande do Sul]

Author

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  • Igor Alexandre Clemente de Morais

    (Unisinos)

Abstract

This article has two principal goals. First, it compares three different techniques for dating cycles to determine peaks and through of industrial production in the state of Rio Grande do Sul. The results show that between 1991-I and 2008-IV, this sector of the economy underwent five recessions. Two of these were short, lasting four quarters, and are associated with a higher exchange rate. Two other recessives cycles occurred in scenarios of international crises. Finally, the longest recession, lasting eight quarters, was related to the drought that affected the State in 2005. A second objective is the determination of leading indicators of industrial production. Starting with more than 200 series, we found that four are associated with cyclical periods.

Suggested Citation

  • Igor Alexandre Clemente de Morais, 2013. "Ciclo e indicadores antecedentes na indústria do Rio Grande do Sul [Cycles and background indicators in industry in the state of Rio Grande do Sul]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 23(1), pages 133-154, January-A.
    • Handle: RePEc:nov:artigo:v:23:y:2013:i:1:p:133-154
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    More about this item

    Keywords

    business cycles; structural breaks; leading indicator;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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