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Um estudo sobre os ciclos de negócios brasileiro (1900-2012)

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  • Vieira, Heleno Piazentini
  • Pereira, Pedro L. Valls

Abstract

O presente artigo estuda os ciclos de negócios brasileiro no período dos anos 1900 até 2012. Como a série trimestral do PIB real só começa em 1980 é construida a série para o período de 1900 a 1979, utilizando um modelo estrutural de series de tempo com disagregação temporal para o primeiro período. A partir disso, um modelo com mudança Markoviana é proposto para que seja construída uma cronologia de ciclo de negócios. O modelo selecionado possui dois regimes distintos cenários de expansão e de recessão, a datação obtida é comparada com outros estudos sobre o tema e são propostas caracterizações das fases de crescimento que podem apoiar estudos sobre a história econômica do Brasil.

Suggested Citation

  • Vieira, Heleno Piazentini & Pereira, Pedro L. Valls, 2014. "Um estudo sobre os ciclos de negócios brasileiro (1900-2012)," Textos para discussão 357, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  • Handle: RePEc:fgv:eesptd:357
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    File URL: http://bibliotecadigital.fgv.br/dspace/bitstream/10438/11577/1/TD%20357%20-%20CEQEF%2014%20-%20Heleno%20Piazentini%20e%20Pedro%20Valls.pdf
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