Caracterização dos Ciclos de Negócio e o Efeito de Crises Econômicas: América do Sul, BRICS E OCDE

• Ano de defesa: 2020
• Autor(a) principal: Ferraz, David Herbster
• Tipo de documento: Dissertação
• Tipo de acesso: Acesso aberto
• Idioma: por
• Palavras-chave em Português: Índice de Concordância; Datação; Crise Econômica; Convergência; Ciclos de negócio
• Link de acesso: http://www.repositorio.ufc.br/handle/riufc/50504

This dissertation makes use of the concordance index of Harding e Pagan (2006), static correlation and network plots to observe the degree of synchronism of the business cycles of Brazil in relation to the countries of South America, BRICS (Brazil, Russia, India, China and South Africa) and OECD (Organisation for Economic Co-operation and Development) over the period 1996 to 2016. In addition, in order to verify the influence of economic crises on the synchronization of the business cycles of those countries, that is, if convergence or dissociation occurs, a panel regression was used (FIDRMUC; KORHONEN, 2010). The mobile correlation of the countries of the group was used as a dependent variable and dummies, representing financial crises, as independent variables. Among the results verified, it was possible to observe a stronger integration of Brazil with BRICS countries and a tendency of dissociation for the Latin American group over time.