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

João Victor Issler (), Hilton Hostalacio Notini and Claudia Fontoura Rodrigues

No 714, Economics Working Papers (Ensaios Economicos da EPGE) from Graduate School of Economics, Getulio Vargas Foundation (Brazil)

Abstract: This paper has three original contributions. The first is the reconstructioneffort of the series of employment and income to allow the creation of a newcoincident index for the Brazilian economic activity. The second is the construction of a coincident index of the economic activity for Brazil, and fromit, (re) establish a chronology of recessions in the recent past of the Brazilian economy. The coincident index follows the methodology proposed by TheConference Board (TCB) and it covers the period 1980:1 to 2007:11. The thirdis the construction and evaluation of many leading indicators of economic activity for Brazil which fills an important gap in the Brazilian Business Cyclesliterature.

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Date: 2011-03-30
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Related works:
Journal Article: Constructing coincident and leading indices of economic activity for the Brazilian economy (2012)
Working Paper: Constructing Coincident and Leading Indices of Economic Activity for the Brazilian Economy (2012)
Working Paper: Constructing Coincident and Leading Indices of Economic Activity for the Brazilian Economy (2009)
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Persistent link: http://EconPapers.repec.org/RePEc:fgv:epgewp:714

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