Estimation of exact months for the microdata and rolling quarter series from PNAD Contínua

Marcos Dantas Hecksher and Rogério J. Barbosa
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Rogério J. Barbosa: State University of Rio de Janeiro (UERJ)

No fra5u_v1, SocArXiv from Center for Open Science

Abstract: Brazil’s Continuous National Household Sample Survey (PNADC) publishes labor market indicators for rolling quarters, concealing the precise timing and magnitude of economic shocks. This article presents two complementary methods for recovering genuine monthly estimates. The microdata approach exploits the rotating panel design and respondent birthdates to deterministically identify the exact reference month of each interview, achieving a 97% determination rate across 28.4 million observations (2012–2025) with monthly samples 51% larger than those of the old Monthly Employment Survey (PME). The aggregate approach inverts the rolling-quarter averaging formula for over 80 official indicators published by the Brazilian Institute of Geography and Statistics (IBGE). Validation uses minimum wage transitions: the predictable one-month lag between habitual and effective income confirms identification accuracy across 16 adjustments. Applications show that COVID-19 peak unemployment was 2 percentage points higher than quarterly data indicate, that monthly poverty captures the precise Auxílio Emergencial effect, and that weekly data reveal differentiated carnival impacts across metropolitan regions. Both methods are implemented in an open-source R package.

Date: 2026-05-02
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Persistent link: https://EconPapers.repec.org/RePEc:osf:socarx:fra5u_v1

DOI: 10.31219/osf.io/fra5u_v1

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