Resource data
Estimating and interpreting a common stochastic component for the Brazilian industrial production index
Picchetti,Paulo
Toledo,Celso
Location:
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402002000100004
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.
Belongs to: SciELO - Scientific Electronic Library Online
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Detalles del recurso
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Estimating and interpreting a common stochastic component for the Brazilian industrial production index
|
| Id. |
272031 |
| Idioma |
inglés
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| Titulo |
Estimating and interpreting a common stochastic component for the Brazilian industrial production index |
| Autor(es) |
Picchetti,Paulo
Toledo,Celso
|
| Location |
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402002000100004
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| Versión |
1.0 |
| Estado |
Final
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| Descripción |
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.
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| Tipo |
text/html
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| Palabras clave |
time series econometrics
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| Tipo de recurso |
journal article
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| Tipo de Interactividad |
Expositivo
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| Nivel de Interactividad |
muy bajo
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| Audiencia |
Estudiante
Profesor
Autor
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| Estructura |
Atomic |
| Coste |
no
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| Copyright |
sí
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| Formatos |
text/html
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| Requerimientos técnicos |
Browser: Any
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| Fecha de contribución |
22-may-2005 |
| Contacto |
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