Constructing coincident and leading indices of economic activity for the brazilian economy

Detalhes bibliográficos
Autor(a) principal: Issler, João Victor
Data de Publicação: 2009
Outros Autores: Notini, Hilton Hostalácio, Rodrigues, Claudia Oliveira da Fontoura
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/2680
Resumo: This paper has three original contributions. The first is the reconstruction effort of the series of employment and income to allow the creation of a new coincident index for the Brazilian economic activity. The second is the construction of a coincident index of the economic activity for Brazil, and from it, (re)establish a chronology of recessions in the recent past of the Brazilian economy. The coincident index follows the methodology proposed by TCB and it covers the period 1980:1 to 2007:11. The third is the construction and evaluation of many leading indicators of economic activity for Brazil which fills an important gap in the Brazilian Business Cycles literature.
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spelling Issler, João VictorNotini, Hilton HostalácioRodrigues, Claudia Oliveira da FontouraEscolas::EPGEFGV2009-06-26T01:38:08Z2010-09-23T18:57:53Z2009-06-26T01:38:08Z2010-09-23T18:57:53Z2009-06-260104-8910http://hdl.handle.net/10438/2680This paper has three original contributions. The first is the reconstruction effort of the series of employment and income to allow the creation of a new coincident index for the Brazilian economic activity. The second is the construction of a coincident index of the economic activity for Brazil, and from it, (re)establish a chronology of recessions in the recent past of the Brazilian economy. The coincident index follows the methodology proposed by TCB and it covers the period 1980:1 to 2007:11. The third is the construction and evaluation of many leading indicators of economic activity for Brazil which fills an important gap in the Brazilian Business Cycles literature.engFundação Getulio Vargas. 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dc.title.eng.fl_str_mv Constructing coincident and leading indices of economic activity for the brazilian economy
title Constructing coincident and leading indices of economic activity for the brazilian economy
spellingShingle Constructing coincident and leading indices of economic activity for the brazilian economy
Issler, João Victor
Common features
Latent factor analysis
Coincident and leading indicators
Business cycles
Economia
Economia - Brasil
Ciclos econômicos
title_short Constructing coincident and leading indices of economic activity for the brazilian economy
title_full Constructing coincident and leading indices of economic activity for the brazilian economy
title_fullStr Constructing coincident and leading indices of economic activity for the brazilian economy
title_full_unstemmed Constructing coincident and leading indices of economic activity for the brazilian economy
title_sort Constructing coincident and leading indices of economic activity for the brazilian economy
author Issler, João Victor
author_facet Issler, João Victor
Notini, Hilton Hostalácio
Rodrigues, Claudia Oliveira da Fontoura
author_role author
author2 Notini, Hilton Hostalácio
Rodrigues, Claudia Oliveira da Fontoura
author2_role author
author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.author.fl_str_mv Issler, João Victor
Notini, Hilton Hostalácio
Rodrigues, Claudia Oliveira da Fontoura
dc.subject.eng.fl_str_mv Common features
Latent factor analysis
Coincident and leading indicators
Business cycles
topic Common features
Latent factor analysis
Coincident and leading indicators
Business cycles
Economia
Economia - Brasil
Ciclos econômicos
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Economia - Brasil
Ciclos econômicos
description This paper has three original contributions. The first is the reconstruction effort of the series of employment and income to allow the creation of a new coincident index for the Brazilian economic activity. The second is the construction of a coincident index of the economic activity for Brazil, and from it, (re)establish a chronology of recessions in the recent past of the Brazilian economy. The coincident index follows the methodology proposed by TCB and it covers the period 1980:1 to 2007:11. The third is the construction and evaluation of many leading indicators of economic activity for Brazil which fills an important gap in the Brazilian Business Cycles literature.
publishDate 2009
dc.date.accessioned.fl_str_mv 2009-06-26T01:38:08Z
2010-09-23T18:57:53Z
dc.date.available.fl_str_mv 2009-06-26T01:38:08Z
2010-09-23T18:57:53Z
dc.date.issued.fl_str_mv 2009-06-26
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/2680
dc.identifier.issn.none.fl_str_mv 0104-8910
identifier_str_mv 0104-8910
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dc.language.iso.fl_str_mv eng
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dc.relation.ispartofseries.por.fl_str_mv Ensaios Econômicos;694
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dc.publisher.none.fl_str_mv Fundação Getulio Vargas. Escola de Pós-graduação em Economia
publisher.none.fl_str_mv Fundação Getulio Vargas. Escola de Pós-graduação em Economia
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