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

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

OECD Journal: Journal of Business Cycle Measurement and Analysis, 2013, vol. 2012, issue 2, 43-65

Abstract: 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-Cycle literature. Keywords: Coincident and Leading Indicators, Business Cycles, Common Features, Latent Factor Analysis JEL codes: C32, E32

Date: 2013
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Citations: View citations in EconPapers (5)

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Related works:
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 (2011)
Working Paper: Constructing coincident and leading indices of economic activity for the brazilian economy (2009)
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