期刊论文详细信息
Revista Brasileira de Economia | |
Estimating and interpreting a common stochastic component for the Brazilian industrial production index | |
Paulo Picchetti2  Celso Toledo1  | |
[1] ,USP Department of Economics | |
关键词: time series econometrics; brazilian industrial production index; business fluctuations; | |
DOI : 10.1590/S0034-71402002000100004 | |
来源: SciELO | |
【 摘 要 】
This paper employs a state-space formulation to model a common stochastic component in four different series that constitute the aggregate index of industrial production in Brazil. This estimated common component is then interpreted as a measurement of behavior of fundamentals in the brazilian economy and compared to the actual aggregate index.
【 授权许可】
CC BY
All the contents of this journal, except where otherwise noted, is licensed under a Creative Commons Attribution License
【 预 览 】
Files | Size | Format | View |
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RO202005130018792ZK.pdf | 281KB | download |