Ciclos de negócio: um estudo setorial da economia cearense

• Ano de defesa: 2021
• Autor(a) principal: Bittencourt, Luiz Fernando Monteiro
• Tipo de documento: Dissertação
• Tipo de acesso: Acesso aberto
• Idioma: por
• Palavras-chave em Português: Ceará; Setores Produtivos; Índice de Concordância; Convergência; Ciclos de negócio; Regressão em Painel
• Link de acesso: http://www.repositorio.ufc.br/handle/riufc/60144

The present study makes use of Harding and Pagan's concordance index to observe the degree of synchronism of the business cycles of the following productive sectors of Ceará: Industry, Commerce, Services and Agriculture and Livestock. The period of analysis studied goes from 2000 to 2020, in which the periodicity is quarterly and the data are seasonally adjusted, the base year is 2012. In addition, in order to relate these sectors to economic crises, and thus observe whether these cycles incurred convergence or decoupling in these periods of abnormality, a panel regression was performed. In the model, the moving correlation of the various productive sectors is the explained variable and a dummy functions as an explanatory variable, representing the financial crises, in addition to a trend variable, to verify convergence over time.