Ciclo e indicadores antecedentes na indústria do Rio Grande do Sul [Cycles and background indicators in industry in the state of Rio Grande do Sul]

Igor Morais

Nova Economia, 2013, vol. 23, issue 1, 133-154

Abstract: This article has two principal goals. First, it compares three different techniques for dating cycles to determine peaks and through of industrial production in the state of Rio Grande do Sul. The results show that between 1991-I and 2008-IV, this sector of the economy underwent five recessions. Two of these were short, lasting four quarters, and are associated with a higher exchange rate. Two other recessives cycles occurred in scenarios of international crises. Finally, the longest recession, lasting eight quarters, was related to the drought that affected the State in 2005. A second objective is the determination of leading indicators of industrial production. Starting with more than 200 series, we found that four are associated with cyclical periods.

Keywords: business cycles; structural breaks; leading indicator (search for similar items in EconPapers)
JEL-codes: C32 C50 E32 (search for similar items in EconPapers)
Date: 2013
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