The Cyclical Component in Brazilian GDP

Francisco Cribari‐Neto

15 citations0/0 files storedBrazilian Review of Econometrics

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Monetary Policy and Economic Impact Economic Theory and Policy Unemployment and Economic Growth

Abstract

This paper presents an estimate of the cyclical component in Brazilian GDP obtained by allowing the trend component to follow a stochastic process. It also compares this estimate with a more naive one, obtained by forcing the trend to be deterministic. The main result this paper conveys is that the cyclical component in Brazilian GDP is very small, and hence almost all output fluctuations have been caused by long-run (real) factors.

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1982Trends and random walks in macroeconmic time series 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order 1988Trends and random walks in macroeconomic time series 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’

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