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

dc.contributorEscolas::EPGE
dc.contributorFGV
dc.creatorIssler, João Victor
dc.creatorNotini, Hilton Hostalácio
dc.creatorRodrigues, Claudia Oliveira da Fontoura
dc.date.accessioned2011-04-04T16:50:24Z
dc.date.accessioned2022-11-03T20:16:23Z
dc.date.available2011-04-04T16:50:24Z
dc.date.available2022-11-03T20:16:23Z
dc.date.created2011-04-04T16:50:24Z
dc.date.issued2011-03-30
dc.identifier0104-8910
dc.identifierhttp://hdl.handle.net/10438/7893
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/5035058
dc.description.abstractThis 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.
dc.languageeng
dc.publisherFundação Getulio Vargas. Escola de Pós-graduação em Economia
dc.relationEnsaios Econômicos;714
dc.subjectCoincident and leading indicators
dc.subjectBusiness cycles
dc.subjectCommon features
dc.subjectLatent factor analysis
dc.titleConstructing coincident and leading indices of economic activity for the brazilian economy
dc.typeWorking Paper


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