Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/123456789/4127
Title: Estimating and interpreting a common stochastic component for the Brazilian industrial production index
Keywords: time series econometrics
brazilian industrial production index
business fluctuations
Issue Date: 30-May-2013
Publisher: Fundação Getúlio Vargas
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.
URI: http://koha.mediu.edu.my:8181/jspui/handle/123456789/4127
Other Identifiers: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402002000100004
http://www.doaj.org/doaj?func=openurl&genre=article&issn=00347140&date=2002&volume=56&issue=1&spage=107
Appears in Collections:Business and Economics

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