Common factors in Latin America's business cycles /

This paper constructs new business cycle indices for Argentina, Brazil, Chile, and Mexico based on common dynamic factors extracted from a comprehensive set of sectoral output, external data, and fiscal and financial variables spanning over a century. The constructed indices are used to derive a bus...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Aiolfi, Marco (Autor), Catão, Luis (Autor), Timmermann, Allan (Autor)
Autor Corporativo: International Monetary Fund. Research Department
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington, D.C. : International Monetary Fund, Research Dept., ©2006.
Colección:IMF working paper ; WP/06/49.
Temas:
Business cycles > Latin America > Econometric models.
Business forescasting > Latin America.
Cycles économiques > Amérique latine > Modèles économétriques.
Business cycles > Econometric models
Latin America
Acceso en línea:Texto completo
Tabla de Contenidos:
  • I. INTRODUCTION; II. ECONOMETRIC FRAMEWORK; III. NEW BUSINESS CYCLE INDICES FOR LATIN AMERICA; IV. STYLIZED BUSINESS CYCLE FACTS; V. CONCLUSIONS; REFERENCES.

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