Um novo índice coincidente para a atividade industrial do Estado do Rio Grande do Sul

Autores

  • Igor Alexandre C. de Morais Federação das Indústrias do Estado do Rio Grande do Sul
  • Marcelo Savino Portugal Universidade Federal do Rio Grande do Sul

DOI:

https://doi.org/10.1590/S0101-41612007000100002

Palavras-chave:

Markov-switching, ciclo dos negócios, indicador coincidente, modelo de fator dinâmico

Resumo

Este artigo utiliza o modelo de fator dinâmico de Stock e Watson para construir um índice coincidente que tenha um fundamento estatístico claro e que possa ser representativo do nível de atividade da indústria de transformação do Rio Grande do Sul. Além deste modelo linear, também é aplicada a metodologia de mudança de regime para caracterizar a assimetria no ciclo dos negócios na indústria do Estado, indicando os momentos de crescimento e queda na atividade econômica do setor com características diferenciadas. Este novo indicador é comparado com o índice de desempenho industrial (IDI) elaborado pela Federação das Indústrias do Estado do Rio Grande do Sul. Os resultados mostram que tanto o modelo linear quanto o não-linear estimam componentes que são altamente correlacionados como o índice de médias ponderadas atualmente calculado pela FIERGS.

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Publicado

01-03-2007

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Como Citar

Morais, I. A. C. de, & Portugal, M. S. (2007). Um novo índice coincidente para a atividade industrial do Estado do Rio Grande do Sul . Estudos Econômicos (São Paulo), 37(1), 35-70. https://doi.org/10.1590/S0101-41612007000100002