Índices antecedentes e coincidentes da atividade econômica brasileira:uma aplicação da análise de correlação canônica

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Previous issue date: 2001-01-12 / This paper uses canonical correlation analisys to identify leading and coincident indicators of economic activity in Brazil. ln contrast with the traditional literature on the subject, no restrictions are made regarding the number of common cycles that are necessary to explain the complete cyclical behavior of the coincident variables. For the brazillian data, it is found that three common cycles exhaust all the cyclical pattern of economic activity. Based on the methodology developed here, it is also sugested an alternative chronology of the recent brazillian recessions.

Links & Downloads

1. SPACOV, Andrei Dudus. Índices antecedentes e coincidentes da atividade econômica brasileira: uma aplicação da análise de correlação canônica. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2001.
2. http://hdl.handle.net/10438/186

Tags

Economia

Indicadores econômicos

Ciclos econômicos

Additional Fields

Identifer	oai:union.ndltd.org:IBICT/oai:bibliotecadigital.fgv.br:10438/186
Date	12 January 2001
Creators	Spacov, Andrei Dudus
Contributors	Escolas::EPGE, FGV, Issler, João Victor
Source Sets	IBICT Brazilian ETDs
Language	Portuguese
Detected Language	English
Type	info:eu-repo/semantics/publishedVersion, info:eu-repo/semantics/masterThesis
Source	reponame:Repositório Institucional do FGV, instname:Fundação Getulio Vargas, instacron:FGV
Rights	info:eu-repo/semantics/openAccess