Constructing coincident and leading indices of economic activity for the brazilian economy
Autor(a) principal: | |
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Data de Publicação: | 2011 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/7893 |
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 The Conference Board (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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Issler, João VictorNotini, Hilton HostalácioRodrigues, Claudia Oliveira da FontouraEscolas::EPGEFGV2011-04-04T16:50:24Z2011-04-04T16:50:24Z2011-03-300104-8910http://hdl.handle.net/10438/7893This 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 The Conference Board (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;714Coincident and leading indicatorsBusiness cyclesCommon featuresLatent factor analysisEconomiaCiclos econômicosEconomia - BrasilConstructing 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/openAccessLICENSElicense.txtlicense.txttext/plain; charset=utf-84558https://repositorio.fgv.br/bitstreams/50711436-2fe7-40c4-8989-36682f225220/download79032b1a609d739faf70fff802f27f94MD52ORIGINALIssler_Notini_Rodrigues_6.pdfIssler_Notini_Rodrigues_6.pdfapplication/pdf355484https://repositorio.fgv.br/bitstreams/26af08fe-f8ea-4a8b-8134-b2e0f23006ec/download6c39587c2e0925eb5be6819e2e21c8b2MD53TEXTIssler_Notini_Rodrigues_6.pdf.txtIssler_Notini_Rodrigues_6.pdf.txtExtracted 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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 Coincident and leading indicators Business cycles Common features Latent factor analysis Economia Ciclos econômicos Economia - Brasil |
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 |
Coincident and leading indicators Business cycles Common features Latent factor analysis |
topic |
Coincident and leading indicators Business cycles Common features Latent factor analysis Economia Ciclos econômicos Economia - Brasil |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Ciclos econômicos Economia - Brasil |
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 The Conference Board (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 |
2011 |
dc.date.accessioned.fl_str_mv |
2011-04-04T16:50:24Z |
dc.date.available.fl_str_mv |
2011-04-04T16:50:24Z |
dc.date.issued.fl_str_mv |
2011-03-30 |
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/10438/7893 |
dc.identifier.issn.none.fl_str_mv |
0104-8910 |
identifier_str_mv |
0104-8910 |
url |
http://hdl.handle.net/10438/7893 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.ispartofseries.por.fl_str_mv |
Ensaios Econômicos;714 |
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 |
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Fundação Getulio Vargas (FGV) |
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FGV |
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FGV |
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Repositório Institucional do FGV (FGV Repositório Digital) |
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