构建巴西经济活动的同步和领先指数

J. Issler, H. Notini, Claudia Oliveira da Fontoura Rodrigues
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引用次数: 9

摘要

这篇论文有三个原创性贡献。首先是重建一系列就业和收入的努力,以便为巴西的经济活动创造一个新的一致指数。第二种方法是构建巴西经济活动的同步指数,并据此(重新)建立巴西经济近期衰退的年表。一致性指数遵循TCB提出的方法,涵盖1980:1至2007:11期间。第三是巴西经济活动的许多领先指标的构建和评估,填补了巴西商业周期文献中的一个重要空白。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Constructing coincident and leading indices of economic activity for the Brazilian economy
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.
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