Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária
Autor(a) principal: | |
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Data de Publicação: | 2017 |
Tipo de documento: | Dissertação |
Idioma: | por |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | https://hdl.handle.net/10438/18221 |
Resumo: | This paper aims to create an econometric model capable of anticipating recessions in the United States economy, one year in advance, using not only monetary market variables that are already used by economists, but also capital market variables. Using a data span from 1959 to 2016, it was observed that the yield spread continues to be an explanatory variable with excellent predictive power over recessions. Evidence has also emerged of new variables that have very high statistical significance, and which offer valuable contributions to the regressions. Out-of-sample tests have been conducted which suggest that past recessions would have been predicted with substantially higher accuracy if the proposed Probit model had been used instead of the most widespread model in the economic literature. This accuracy is evident not only in the predictive quality, but also in the reduction of the number of false positives and false negatives in the regression, and in the robustness of the out-of-sample tests. |
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Saúde, Arthur MoreiraEscolas::EPGEFGVGonçalves, Edson Daniel LopesSouza, Rafael Martins deCampos, Eduardo Lima2017-05-02T19:31:50Z2017-05-02T19:31:50Z2017-03-31SAÚDE, Arthur Moreira. Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2017.https://hdl.handle.net/10438/18221This paper aims to create an econometric model capable of anticipating recessions in the United States economy, one year in advance, using not only monetary market variables that are already used by economists, but also capital market variables. Using a data span from 1959 to 2016, it was observed that the yield spread continues to be an explanatory variable with excellent predictive power over recessions. Evidence has also emerged of new variables that have very high statistical significance, and which offer valuable contributions to the regressions. Out-of-sample tests have been conducted which suggest that past recessions would have been predicted with substantially higher accuracy if the proposed Probit model had been used instead of the most widespread model in the economic literature. This accuracy is evident not only in the predictive quality, but also in the reduction of the number of false positives and false negatives in the regression, and in the robustness of the out-of-sample tests.Este trabalho visa desenvolver um modelo econométrico capaz de antecipar, com um ano de antecedência, recessões na economia dos Estados Unidos, utilizando não só variáveis dos mercados monetários, que já são indicadores antecedentes bastante utilizados por economistas, mas também dos mercados de capitais. Utilizando-se dados de 1959 a 2016, pode-se observar que o spread de juros de longo e curto prazo continua sendo uma variável explicativa com excelente poder preditivo sobre recessões. Também surgiram evidências de novas variáveis que possuem altíssimas significâncias estatísticas, e que oferecem valiosas contribuições para as regressões. Foram conduzidos testes fora da amostra que sugerem que as recessões passadas teriam sido previstas com acurácia substancialmente superior, caso o modelo Probit proposto tivesse sido utilizado no lugar do modelo mais difundido na literatura econômica. Essa acurácia é evidente não só na qualidade preditiva, mas também na redução do número de falsos positivos e falsos negativos da regressão, e na robustez dos testes fora da amostra.porRecessionsEconomic cyclesEconometricsBinary response modelsProbitLogitRecessõesCiclos econômicosEconometriaModelos de resposta bináriaEconomiaRecessão (Economia)Ciclos econômicosModelos econométricosProbitLogitMetodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta bináriainfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVTEXTDissertacao Final.pdf.txtDissertacao Final.pdf.txtExtracted texttext/plain40084https://repositorio.fgv.br/bitstreams/0a549ae8-ee39-4cee-b239-693fe65e0fda/download0edc5d6a1c66dc9d415ae337a245fad6MD54ORIGINALDissertacao Final.pdfDissertacao 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dc.title.por.fl_str_mv |
Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária |
title |
Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária |
spellingShingle |
Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária Saúde, Arthur Moreira Recessions Economic cycles Econometrics Binary response models Probit Logit Recessões Ciclos econômicos Econometria Modelos de resposta binária Economia Recessão (Economia) Ciclos econômicos Modelos econométricos Probit Logit |
title_short |
Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária |
title_full |
Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária |
title_fullStr |
Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária |
title_full_unstemmed |
Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária |
title_sort |
Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária |
author |
Saúde, Arthur Moreira |
author_facet |
Saúde, Arthur Moreira |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EPGE |
dc.contributor.affiliation.none.fl_str_mv |
FGV |
dc.contributor.member.none.fl_str_mv |
Gonçalves, Edson Daniel Lopes Souza, Rafael Martins de |
dc.contributor.author.fl_str_mv |
Saúde, Arthur Moreira |
dc.contributor.advisor1.fl_str_mv |
Campos, Eduardo Lima |
contributor_str_mv |
Campos, Eduardo Lima |
dc.subject.eng.fl_str_mv |
Recessions Economic cycles Econometrics Binary response models Probit Logit |
topic |
Recessions Economic cycles Econometrics Binary response models Probit Logit Recessões Ciclos econômicos Econometria Modelos de resposta binária Economia Recessão (Economia) Ciclos econômicos Modelos econométricos Probit Logit |
dc.subject.por.fl_str_mv |
Recessões Ciclos econômicos Econometria Modelos de resposta binária |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Recessão (Economia) Ciclos econômicos Modelos econométricos Probit Logit |
description |
This paper aims to create an econometric model capable of anticipating recessions in the United States economy, one year in advance, using not only monetary market variables that are already used by economists, but also capital market variables. Using a data span from 1959 to 2016, it was observed that the yield spread continues to be an explanatory variable with excellent predictive power over recessions. Evidence has also emerged of new variables that have very high statistical significance, and which offer valuable contributions to the regressions. Out-of-sample tests have been conducted which suggest that past recessions would have been predicted with substantially higher accuracy if the proposed Probit model had been used instead of the most widespread model in the economic literature. This accuracy is evident not only in the predictive quality, but also in the reduction of the number of false positives and false negatives in the regression, and in the robustness of the out-of-sample tests. |
publishDate |
2017 |
dc.date.accessioned.fl_str_mv |
2017-05-02T19:31:50Z |
dc.date.available.fl_str_mv |
2017-05-02T19:31:50Z |
dc.date.issued.fl_str_mv |
2017-03-31 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.citation.fl_str_mv |
SAÚDE, Arthur Moreira. Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2017. |
dc.identifier.uri.fl_str_mv |
https://hdl.handle.net/10438/18221 |
identifier_str_mv |
SAÚDE, Arthur Moreira. Metodologia de previsão de recessões: um estudo econométrico com aplicações de modelos de resposta binária. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2017. |
url |
https://hdl.handle.net/10438/18221 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
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Fundação Getulio Vargas (FGV) |
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FGV |
institution |
FGV |
reponame_str |
Repositório Institucional do FGV (FGV Repositório Digital) |
collection |
Repositório Institucional do FGV (FGV Repositório Digital) |
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MD5 MD5 MD5 MD5 |
repository.name.fl_str_mv |
Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV) |
repository.mail.fl_str_mv |
|
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1810023626570727424 |