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Estimating and interpreting a common stochastic component for the Brazilian industrial production index

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dc.creator Picchetti Paulo
dc.creator Toledo Celso
dc.date 2002
dc.date.accessioned 2013-05-30T10:40:22Z
dc.date.available 2013-05-30T10:40:22Z
dc.date.issued 2013-05-30
dc.identifier http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402002000100004
dc.identifier http://www.doaj.org/doaj?func=openurl&genre=article&issn=00347140&date=2002&volume=56&issue=1&spage=107
dc.identifier.uri http://koha.mediu.edu.my:8181/jspui/handle/123456789/4127
dc.description 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.
dc.publisher Fundação Getúlio Vargas
dc.source Revista Brasileira de Economia
dc.subject time series econometrics
dc.subject brazilian industrial production index
dc.subject business fluctuations
dc.title Estimating and interpreting a common stochastic component for the Brazilian industrial production index


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