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.
id FGV_ddbb116a1b1cddc99954eb7e9a26998d
oai_identifier_str oai:repositorio.fgv.br:10438/2680
network_acronym_str FGV
network_name_str Repositório Institucional do FGV (FGV Repositório Digital)
repository_id_str 3974
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. Escola de Pós-graduação em EconomiaEnsaios Econômicos;694Common featuresLatent factor analysisCoincident and leading indicatorsBusiness cyclesEconomiaEconomia - BrasilCiclos econômicosConstructing coincident and leading indices of economic activity for the brazilian economyinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlereponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessTHUMBNAILIssler_Notini_Rodrigues3.pdf.jpgIssler_Notini_Rodrigues3.pdf.jpgGenerated Thumbnailimage/jpeg4289https://repositorio.fgv.br/bitstreams/2dfb44e2-71e4-453f-904d-a7c9d16a3610/download3800998764fb3720db01a51bcb192a67MD59ORIGINALIssler_Notini_Rodrigues3.pdfapplication/pdf394894https://repositorio.fgv.br/bitstreams/dcc4536d-afb6-4e7c-8544-ec5266d06422/download7aa5156218d2471eb39198ec2c1b90bdMD52LICENSElicense.txttext/plain4884https://repositorio.fgv.br/bitstreams/70034b5b-f13e-43d3-8b0c-d830dedb7c5e/download260b847f66ff774b1c605feb20973164MD53TEXTIssler_Notini_Rodrigues3.pdf.txtIssler_Notini_Rodrigues3.pdf.txtExtracted texttext/plain84823https://repositorio.fgv.br/bitstreams/28f57f4a-f1d2-4f3d-a419-da1a1f6b9cb5/downloadfa7eff8592ff9f5e7be125658dcfb019MD5810438/26802023-11-08 17:56:07.057open.accessoai:repositorio.fgv.br:10438/2680https://repositorio.fgv.brRepositório InstitucionalPRIhttp://bibliotecadigital.fgv.br/dspace-oai/requestopendoar:39742023-11-08T17:56:07Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV)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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
format article
status_str publishedVersion
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
url http://hdl.handle.net/10438/2680
dc.language.iso.fl_str_mv eng
language eng
dc.relation.ispartofseries.por.fl_str_mv Ensaios Econômicos;694
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
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
dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
instname:Fundação Getulio Vargas (FGV)
instacron:FGV
instname_str Fundação Getulio Vargas (FGV)
instacron_str FGV
institution FGV
reponame_str Repositório Institucional do FGV (FGV Repositório Digital)
collection Repositório Institucional do FGV (FGV Repositório Digital)
bitstream.url.fl_str_mv https://repositorio.fgv.br/bitstreams/2dfb44e2-71e4-453f-904d-a7c9d16a3610/download
https://repositorio.fgv.br/bitstreams/dcc4536d-afb6-4e7c-8544-ec5266d06422/download
https://repositorio.fgv.br/bitstreams/70034b5b-f13e-43d3-8b0c-d830dedb7c5e/download
https://repositorio.fgv.br/bitstreams/28f57f4a-f1d2-4f3d-a419-da1a1f6b9cb5/download
bitstream.checksum.fl_str_mv 3800998764fb3720db01a51bcb192a67
7aa5156218d2471eb39198ec2c1b90bd
260b847f66ff774b1c605feb20973164
fa7eff8592ff9f5e7be125658dcfb019
bitstream.checksumAlgorithm.fl_str_mv 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
_version_ 1813797802007855104

Registros relacionados