Um novo índice coincidente para a atividade industrial do Estado do Rio Grande do Sul
DOI:
https://doi.org/10.1590/S0101-41612007000100002Palavras-chave:
Markov-switching, ciclo dos negócios, indicador coincidente, modelo de fator dinâmicoResumo
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.Downloads
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Copyright (c) 2007 Igor Alexandre C. de Morais, Marcelo Savino Portugal
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