Estimating and interpreting a common stochastic component for the Brazilian industrial production index

Detalhes bibliográficos
Autor(a) principal: Picchetti,Paulo
Data de Publicação: 2002
Outros Autores: Toledo,Celso
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Revista Brasileira de Economia (Online)
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402002000100004
Resumo: This paper employs a state-space formulation to model a common stochastic component in four different series that constitute the aggregate index of industrial production in Brazil. This estimated common component is then interpreted as a measurement of behavior of fundamentals in the brazilian economy and compared to the actual aggregate index.
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spelling Estimating and interpreting a common stochastic component for the Brazilian industrial production indextime series econometricsbrazilian industrial production indexbusiness fluctuationsThis paper employs a state-space formulation to model a common stochastic component in four different series that constitute the aggregate index of industrial production in Brazil. This estimated common component is then interpreted as a measurement of behavior of fundamentals in the brazilian economy and compared to the actual aggregate index.Fundação Getúlio Vargas2002-03-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402002000100004Revista Brasileira de Economia v.56 n.1 2002reponame:Revista Brasileira de Economia (Online)instname:Fundação Getulio Vargas (FGV)instacron:FGV10.1590/S0034-71402002000100004info:eu-repo/semantics/openAccessPicchetti,PauloToledo,Celsoeng2002-09-22T00:00:00Zoai:scielo:S0034-71402002000100004Revistahttp://bibliotecadigital.fgv.br/ojs/index.php/rbe/issue/archivehttps://old.scielo.br/oai/scielo-oai.php||rbe@fgv.br1806-91340034-7140opendoar:2002-09-22T00:00Revista Brasileira de Economia (Online) - Fundação Getulio Vargas (FGV)false
dc.title.none.fl_str_mv Estimating and interpreting a common stochastic component for the Brazilian industrial production index
title Estimating and interpreting a common stochastic component for the Brazilian industrial production index
spellingShingle Estimating and interpreting a common stochastic component for the Brazilian industrial production index
Picchetti,Paulo
time series econometrics
brazilian industrial production index
business fluctuations
title_short Estimating and interpreting a common stochastic component for the Brazilian industrial production index
title_full Estimating and interpreting a common stochastic component for the Brazilian industrial production index
title_fullStr Estimating and interpreting a common stochastic component for the Brazilian industrial production index
title_full_unstemmed Estimating and interpreting a common stochastic component for the Brazilian industrial production index
title_sort Estimating and interpreting a common stochastic component for the Brazilian industrial production index
author Picchetti,Paulo
author_facet Picchetti,Paulo
Toledo,Celso
author_role author
author2 Toledo,Celso
author2_role author
dc.contributor.author.fl_str_mv Picchetti,Paulo
Toledo,Celso
dc.subject.por.fl_str_mv time series econometrics
brazilian industrial production index
business fluctuations
topic time series econometrics
brazilian industrial production index
business fluctuations
description This paper employs a state-space formulation to model a common stochastic component in four different series that constitute the aggregate index of industrial production in Brazil. This estimated common component is then interpreted as a measurement of behavior of fundamentals in the brazilian economy and compared to the actual aggregate index.
publishDate 2002
dc.date.none.fl_str_mv 2002-03-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402002000100004
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402002000100004
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/S0034-71402002000100004
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Fundação Getúlio Vargas
publisher.none.fl_str_mv Fundação Getúlio Vargas
dc.source.none.fl_str_mv Revista Brasileira de Economia v.56 n.1 2002
reponame:Revista Brasileira de Economia (Online)
instname:Fundação Getulio Vargas (FGV)
instacron:FGV
instname_str Fundação Getulio Vargas (FGV)
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institution FGV
reponame_str Revista Brasileira de Economia (Online)
collection Revista Brasileira de Economia (Online)
repository.name.fl_str_mv Revista Brasileira de Economia (Online) - Fundação Getulio Vargas (FGV)
repository.mail.fl_str_mv ||rbe@fgv.br
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