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

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

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.

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File URL: http://bibliotecadigital.fgv.br/dspace/bitstream/10438/11577/1/TD+357+-+CEQEF+14+-+Heleno+Piazentini+e+Pedro+Valls.pdf
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Paper provided by Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil) in its series Textos para discussão with number 357.

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Date of creation: 02 Apr 2014
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Handle: RePEc:fgv:eesptd:357
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