Uma Medida de PIB Mensal para o Brasil usando o Term Spread

Issler, João Victor; Pimentel, Luana Moreira de Miranda

doi:10.5935/0034-7140.20190003

Cited by 2 publications

(2 citation statements)

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“…Gross domestic product (GDP) is the most widely used economic series to represent a country's economic activity (Issler and Pimentel, 2019). It is calculated by the sum of gross value added by all producers plus any product taxes and minus any subsidies not included in the value of the products (WB et al , 2019), so represents the sum of all goods in a region.…”

Section: Introductionmentioning

confidence: 99%

Temporal evolution of homicide mortality in Brazilian capitals from 2005 to 2019

Rodrigues

Lino

Bastos

et al. 2021

JACPR

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Purpose This study aims to improve our understanding of violence, focusing on the analysis of the relation between socioeconomic factors and homicide rates from 2005 to 2019 in Brazilian capitals. Design/methodology/approach Multilevel Poisson models were used to estimate the homicide risk in men and women. The response variable was the homicide rate. Fixed effects were estimated for age group, year and gross domestic product (GDP). Findings The average homicide rate over the 2005–2019 period was 5.83/100,000 and 83.72/100,000 for women and men, respectively. In both sexes, the homicide rates increased over the period. The highest mortality rates were observed in North and Northeastern capitals. The peak homicide rates were 2010–2014, the risk of homicide decreased as age increased, and the capitals with GDP lower than US$5,000 showed a greater homicide rate. Originality/value Brazil remains among the countries with the highest risk of homicide, especially in the north and northeast regions, where socioeconomic conditions are more unfavorable. The improvement of socioeconomic conditions may contribute to changing this situation.

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Section: Introductionmentioning

confidence: 99%

Temporal evolution of homicide mortality in Brazilian capitals from 2005 to 2019

Rodrigues

Lino

Bastos

et al. 2021

JACPR

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“…Second, we remove seasonal patterns in the series and identify the cyles. Then, we evaluate the series best fit to integrate the composite leading indicator through four statistical tests: (i) cross-correlation (Hollauer, Issler, and Notini, 2009;Oliveira, 2016;NYU, 2017;Issler and Pimentel, 2019); (ii) quadratic probability score (Chauvet, 2000;Issler, Notini, and Rodrigues, 2009); (iii) Granger-causality (Issler, Notini, and Rodrigues, 2009;Oliveira, 2016); and (iv) probit (Morais and Chauvet, 2011). Finally, we use The Conference Board's (2001) aggregation method.…”

Section: Introductionmentioning

confidence: 99%

Composite leading indicators of economic activity: An application to the upstream oil and gas industry in Rio de Janeiro

Patrocínio

Colombo²

2020

Braz. Rev. Fin.

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This paper proposes a monthly composite leading indicator to anticipate turning points in the economic activity of the upstream oil and gas industry in Rio de Janeiro, from January 2002 to May 2019. Firstly, we build a database with 61 series, and categorize each of them into i) rapidly responsive to economic activities; ii) expectation-sensitive; or iii) prime movers indicators. Afterward, we remove the seasonality of the series through the X-13 ARIMA-SEATS method and use the Bry-Boschan algorithm to identify the cycles. Then, we evaluate the components’ fit to integrate the composite leading indicator through four statistical tests: cross-correlation, quadratic probability score, Granger causality, and probit. The assessment of the composite leading indicator demonstrates that it leads 67% of the peaks and 100% of the troughs in the target series (5/6 of the turning points). Furthermore, the average leading period is 8.4 months, while the median is 9 and the standard error is 2.8 months. We contribute to the literature by creating, to our knowledge, the first leading indicator for the oil and gas industry in Brazil.

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Uma Medida de PIB Mensal para o Brasil usando o Term Spread

Cited by 2 publications

References 0 publications

Temporal evolution of homicide mortality in Brazilian capitals from 2005 to 2019

Temporal evolution of homicide mortality in Brazilian capitals from 2005 to 2019

Composite leading indicators of economic activity: An application to the upstream oil and gas industry in Rio de Janeiro

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