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

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

No 730, 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 fi rst 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.

Date: 2012-03-15
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Citations: View citations in EconPapers (2)

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