A Study of the Brazilian business cycles (1900 – 2012)

Pedro Valls Pereira and Heleno Piazentini Vieira

Brazilian Review of Econometrics, 2013, vol. 33, issue 2

Abstract: This paper studies the Brazilian business cycles in the period of 1900 to 2012. Since the quarterly series of the actual GDP only starts in 1980 we had to build the series for the period of 1900 to 1979, using the time series structural model with temporal disaggregation for the first period. After that, a Markov switching model is proposed to build a chronology of the business cycles. The chosen model has two separate regimes with different scenarios of expansion and recession, and the dating carried out in this paper is compared with other studies on the theme, and characterizations for the growth phases that can support studies of the economic history in Brazil are proposed.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:sbe:breart:v:33:y:2013:i:2:a:17176

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