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

João Issler, Hilton Hostalácio Notini and Claudia Oliveira da Fontoura Rodrigues

No 694, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

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 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 Cycles literature.

Date: 2009-06-26
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
https://repositorio.fgv.br/bitstreams/dcc4536d-afb ... c5266d06422/download (application/pdf)

Related works:
Journal Article: Constructing coincident and leading indices of economic activity for the Brazilian economy (2013)
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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fgv:epgewp:694

Access Statistics for this paper

More papers in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Contact information at EDIRC.
Bibliographic data for series maintained by Núcleo de Computação da FGV EPGE ().