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Os ciclos económicos nos países pertencentes à União Europeia: breve comparação do comportamento cíclico dos Estados Membros

  • Alexandra Ferreira Lopes

    (Dinâmia, ISCTE)

Apresentam-se e discutem-se os resultados de ciclos económicos dos países da União Europeia, nomeadamente volatilidade, persistência e correlação entre os ciclos. As estatísticas são construídas com dados trimestrais, utilizando o filtro HP para remover a tendência e o procedimento X11-ARIMA para tratamento de sazonalidade. Inicialmente são apresentados os resultados de outros estudos para as estatísticas de ciclos económicos. Estes resultados corroboram os principais factos estilizados que diversos autores encontraram e demonstram que a maioria das economias pertencentes à União Europeia apresenta um grau elevado de correlação, embora a volatilidade das variáveis seja bastante heterogénea, sugerindo impactos diferentes dos choques nas economias. Um estudo mais detalhado da correlação do produto entre os países, revela também que o ciclo do produto é coincidente na Alemanha, França, Itália, Bélgica, Holanda, Portugal e Espanha, mas não é coincidente para a Áustria, Finlândia, Suécia, Dinamarca e Reino Unido.

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Paper provided by EconWPA in its series Macroeconomics with number 0402010.

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Length: 21 pages
Date of creation: 04 Feb 2004
Date of revision:
Handle: RePEc:wpa:wuwpma:0402010
Note: Type of Document - pdf; prepared on win98; pages: 21.
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