Impacto da COVID-19 nos principais indicadores econômicos do Brasil

Detalhes bibliográficos
Autor(a) principal: Mazuqueli, Juliana Ricci
Data de Publicação: 2022
Tipo de documento: Trabalho de conclusão de curso
Idioma: por
Título da fonte: Repositório Institucional da UNESP
Texto Completo: http://hdl.handle.net/11449/217367
Resumo: In the years 2020 and 2021, the world faced the COVID-19 pandemic, reflecting directly on the economy of countries, this change is noticeable by the analysis of economic indicators. In this work, in order to be able to identify the changes present in the Brazilian economy, temporal regression models were applied, composed of dummy and harmonic variables, with periods defined in advance through the analysis of the periodogram. For analysis, monthly values of Gross Domestic Product (GDP), General Market Price Index, Unemployment Rate, National Consumer Price Index and Broad Consumer Price Index, from January 2018 to September 2021. For the model, the dummy variables were defined, Zit , representing whether there was a change between the pre-pandemic period (2018-2019) and during the pandemic (2020- 2021), and Zitt, representing whether there was a change in the slope of the line between the two periods. Residual analysis consisted of the ShapiroWilk test, Runs test and Durbin-Watson test, the metrics for adequacy were the root squared error (RMSE), mean absolute error (MAE) and the coefficient of determination (R2). The models for the National Consumer Price Index, Broad Consumer Price Index, GDP and General Market Price Index passed the tests applied, and all showed changes between the periods under study, in addition to changes in the straight line, however, only the GDP obtained an adequate result in relation to the coefficient of determination, for the Unemployment Rate, we did not obtain satisfactory results in the residual analysis, even applying transformations to the data.
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spelling Impacto da COVID-19 nos principais indicadores econômicos do BrasilImpact of COVID-19 on Brazil's main economic indicatorsTemporal decomposition modelsDummy variablesPeriodogramEconomic indicatorsCOVID-19Modelos de decomposição temporalVariáveis dummyPeriodogramaIndicadores econômicosIn the years 2020 and 2021, the world faced the COVID-19 pandemic, reflecting directly on the economy of countries, this change is noticeable by the analysis of economic indicators. In this work, in order to be able to identify the changes present in the Brazilian economy, temporal regression models were applied, composed of dummy and harmonic variables, with periods defined in advance through the analysis of the periodogram. For analysis, monthly values of Gross Domestic Product (GDP), General Market Price Index, Unemployment Rate, National Consumer Price Index and Broad Consumer Price Index, from January 2018 to September 2021. For the model, the dummy variables were defined, Zit , representing whether there was a change between the pre-pandemic period (2018-2019) and during the pandemic (2020- 2021), and Zitt, representing whether there was a change in the slope of the line between the two periods. Residual analysis consisted of the ShapiroWilk test, Runs test and Durbin-Watson test, the metrics for adequacy were the root squared error (RMSE), mean absolute error (MAE) and the coefficient of determination (R2). The models for the National Consumer Price Index, Broad Consumer Price Index, GDP and General Market Price Index passed the tests applied, and all showed changes between the periods under study, in addition to changes in the straight line, however, only the GDP obtained an adequate result in relation to the coefficient of determination, for the Unemployment Rate, we did not obtain satisfactory results in the residual analysis, even applying transformations to the data.Nos anos de 2020 e 2021, o mundo enfrentou a pandemia da COVID-19, refletindo diretamente na economia dos países, essa mudança é perceptível pela análise dos indicadores econômicos. Neste trabalho, para conseguirmos identificar as alterações presentes na economia do Brasil, foram aplicados os modelos de regressão temporal, compostos por variáveis dummy e harmônicas, com períodos definidos previamente por meio da análise do periodograma. Para análise, foi coletado os valores mensais do Produto Interno Bruto (PIB), Índice Geral de Preços de Mercado (IGP-M), a Taxa de Desemprego, Índice Nacional de Preços ao Consumidor (INPC) e Índice de Preços ao Consumidor Amplo (IPCA), de janeiro de 2018 à setembro de 2021. Para o modelo foram definidas as variáveis dummy, Zit, representando se houve alteração entre o período pré-pandemia (2018-2019) e durante a pandemia (2020-2021), e (Zit)*t, representando se houve alteração na inclinação da reta entre os dois períodos. A análise residual foi composta pelo teste de Shapiro Wilk, teste Runs e teste Durbin-Watson, as métricas para adequação foram a raíz do erro quadrático (RMSE), erro médio absoluto (MAE) e o coeficiente de determinação. Os modelos para o INPC, IPCA, PIB e IGP-M, passaram pelos testes aplicados, e todos apresentaram alteração entre os períodos em estudo, além de alteração na reta, porém, apenas o PIB obteve resultado adequado em relação ao coeficiente de determinação, para a Taxa de Desemprego, não obtivemos resultados satisfatórios na análise residual, mesmo aplicando transformações nos dados.Não recebi financiamentoUniversidade Estadual Paulista (Unesp)Bezerra, Manoel Ivanildo Silvestre [UNESP]Universidade Estadual Paulista (Unesp)Mazuqueli, Juliana Ricci2022-03-24T16:34:40Z2022-03-24T16:34:40Z2022-03-17info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/bachelorThesisapplication/pdfhttp://hdl.handle.net/11449/217367porinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESP2024-01-11T06:30:40Zoai:repositorio.unesp.br:11449/217367Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462024-08-05T22:42:54.934910Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)false
dc.title.none.fl_str_mv Impacto da COVID-19 nos principais indicadores econômicos do Brasil
Impact of COVID-19 on Brazil's main economic indicators
title Impacto da COVID-19 nos principais indicadores econômicos do Brasil
spellingShingle Impacto da COVID-19 nos principais indicadores econômicos do Brasil
Mazuqueli, Juliana Ricci
Temporal decomposition models
Dummy variables
Periodogram
Economic indicators
COVID-19
Modelos de decomposição temporal
Variáveis dummy
Periodograma
Indicadores econômicos
title_short Impacto da COVID-19 nos principais indicadores econômicos do Brasil
title_full Impacto da COVID-19 nos principais indicadores econômicos do Brasil
title_fullStr Impacto da COVID-19 nos principais indicadores econômicos do Brasil
title_full_unstemmed Impacto da COVID-19 nos principais indicadores econômicos do Brasil
title_sort Impacto da COVID-19 nos principais indicadores econômicos do Brasil
author Mazuqueli, Juliana Ricci
author_facet Mazuqueli, Juliana Ricci
author_role author
dc.contributor.none.fl_str_mv Bezerra, Manoel Ivanildo Silvestre [UNESP]
Universidade Estadual Paulista (Unesp)
dc.contributor.author.fl_str_mv Mazuqueli, Juliana Ricci
dc.subject.por.fl_str_mv Temporal decomposition models
Dummy variables
Periodogram
Economic indicators
COVID-19
Modelos de decomposição temporal
Variáveis dummy
Periodograma
Indicadores econômicos
topic Temporal decomposition models
Dummy variables
Periodogram
Economic indicators
COVID-19
Modelos de decomposição temporal
Variáveis dummy
Periodograma
Indicadores econômicos
description In the years 2020 and 2021, the world faced the COVID-19 pandemic, reflecting directly on the economy of countries, this change is noticeable by the analysis of economic indicators. In this work, in order to be able to identify the changes present in the Brazilian economy, temporal regression models were applied, composed of dummy and harmonic variables, with periods defined in advance through the analysis of the periodogram. For analysis, monthly values of Gross Domestic Product (GDP), General Market Price Index, Unemployment Rate, National Consumer Price Index and Broad Consumer Price Index, from January 2018 to September 2021. For the model, the dummy variables were defined, Zit , representing whether there was a change between the pre-pandemic period (2018-2019) and during the pandemic (2020- 2021), and Zitt, representing whether there was a change in the slope of the line between the two periods. Residual analysis consisted of the ShapiroWilk test, Runs test and Durbin-Watson test, the metrics for adequacy were the root squared error (RMSE), mean absolute error (MAE) and the coefficient of determination (R2). The models for the National Consumer Price Index, Broad Consumer Price Index, GDP and General Market Price Index passed the tests applied, and all showed changes between the periods under study, in addition to changes in the straight line, however, only the GDP obtained an adequate result in relation to the coefficient of determination, for the Unemployment Rate, we did not obtain satisfactory results in the residual analysis, even applying transformations to the data.
publishDate 2022
dc.date.none.fl_str_mv 2022-03-24T16:34:40Z
2022-03-24T16:34:40Z
2022-03-17
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/bachelorThesis
format bachelorThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/11449/217367
url http://hdl.handle.net/11449/217367
dc.language.iso.fl_str_mv por
language por
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
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dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade Estadual Paulista (Unesp)
publisher.none.fl_str_mv Universidade Estadual Paulista (Unesp)
dc.source.none.fl_str_mv reponame:Repositório Institucional da UNESP
instname:Universidade Estadual Paulista (UNESP)
instacron:UNESP
instname_str Universidade Estadual Paulista (UNESP)
instacron_str UNESP
institution UNESP
reponame_str Repositório Institucional da UNESP
collection Repositório Institucional da UNESP
repository.name.fl_str_mv Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)
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