English, Article edition: Ciclos Econõmicos e Métodos de Filtragem: “Fatos Estilizados” para o Caso Brasileiro Vladimir K¨uhl Teles; Paulo Springer; Michel Gomes; ...

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Bookmark: http://trove.nla.gov.au/version/125496
Physical Description
  • article
Language
  • English

Edition details

Title
  • Ciclos Econõmicos e Métodos de Filtragem: “Fatos Estilizados” para o Caso Brasileiro
Author
  • Vladimir K¨uhl Teles
  • Paulo Springer
  • Michel Gomes
  • Nelson Paes
  • André Cavalcanti
Physical Description
  • article
Notes
  • The paper examines the business cycle properties of a small set of real Brazilian macroeconomic time series using a variety of detrending methods. It is shown that both quantitatively and qualitatively “stylized facts” of Brazilian business cycle vary widely across detrending methods and that alternative detrending filters extract different types of information from the data. The paper also provides simulations of the Hansen and Prescott’s (1995) and Hansen’s (1985) dynamic general equilibrium models (the standard RBC model and the Indivisible Labor Model) and tries to match the facts of the artificial economy with those of the real economy. Implications and suggestions for current macroeconomic practice are provided.
  • Ciclos de Negóocios, Métodos de Filtragem, Calibração
  • RePEc:anp:econom:v:6:y:2005:i:2:p:291-328
Language
  • English
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