Constructing coincident and leading indices of economic activity for the brazilian economy
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.
Year of publication: |
2011-03-30
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Authors: | Issler, João Victor ; Notini, Hilton Hostalacio ; Rodrigues, Claudia Fontoura |
Institutions: | FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV) |
Saved in:
freely available
Extent: | application/pdf |
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Series: | Economics Working Papers (Ensaios Economicos da EPGE). - ISSN 0104-8910. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 714 |
Source: |
Persistent link: https://www.econbiz.de/10009189876
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