Os cisnes cinzentos do desemprego no Brasil: a previsão a partir de padrões regulares

• Autor(a) principal: Bohn, Liana
• Data de Publicação: 2013
• Tipo de documento: Dissertação
• Idioma: por
• Título da fonte: LOCUS Repositório Institucional da UFV
• Texto Completo: http://locus.ufv.br/handle/123456789/3278
• topic: Complexidade; Inflação; Indicadores líderes; Spline; Análise de discriminante; Complexity; Inflation; Leaders indicators; Spline; Discriminant analysis; CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA::CRESCIMENTO, FLUTUACOES E PLANEJAMENTO ECONOMICO::FLUTUACOES CICLICAS E PROJECOES ECONOMICAS

The present economic structure is highly vulnerable to the crises stemming from extreme events, due to the poor understanding of the complex systems, especially in underdeveloped countries. The ability to predict the course of events in social systems is inherently limited, but there is a promising new approach to predict and understand the complex systems that have emerged through the integration of research in social sciences and mathematical prediction. This new approach, to be proposed in the present work, aims to develop a heuristic, from the recognition of regular patterns in macroeconomic indicators, to detect periods of large increases in unemployment rates in Brazil. For this, are used three methodological lines. The first is to evaluate the series of Brazilian unemployment (1985 to 2012), so as to recognize her regular patterns, which is made from the spline regression; the second seeks to identify, in the variable itself, signs of a change in long-term trend of unemployment, using the autocorrelation analysis and the fractal analysis; and, finally, to determine which macroeconomic variables present in advance a co-movement with the series of unemployment, use is made of discriminant analysis. The results reveal a robustness in the predictive ability of the suggested model. In the 27 analyzed years, there were six critical points that led to an accelerated increment in unemployment levels in the country. Before them, it is possible to observe an increment in the Hurst exponent, which indicates that the observations are more related and transmitting a performance occurred in the past, i.e., changes in the behavior of long-term unemployment are not merely randomized. This same result is not as noticeable from examination of the autocorrelation of the series that, despite being essentially high, is not increased in the vicinity of a change of state in unemployment. For purposes of forecasting, of the10 analyzed variables, five of them had significant correlations with unemployment and from these, three were chosen to discriminate the cases where there is, or not, an increment in their levels. At this juncture it is included the appearing of minimum points in the long-term trends of the series in terms of trade and imports, in consonance with negative and significant variations (from $ 10 - PPC) in the series of residuals of the minimum wage in PPC, which consists in the variations of the series observed in relation to the long-term trend. Thus, improvements in the terms of trade, increment of importations and falling real minimum wages in PPC precede periods of unemployment acceleration , together indicating the imminence of a long-term worsening of the labor market.