Banca de DEFESA: MARIA TELICE DO NASCIMENTO SALDANHA

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
DISCENTE : MARIA TELICE DO NASCIMENTO SALDANHA
DATA : 24/02/2023
HORA: 14:00
LOCAL: Defesa por Video Conferência
TÍTULO:

REGIONAL BUSINESS CYCLES: AN APPROACH THROUGH THE DYNAMIC MODEL OF HIERARCHICAL FACTORS

PALAVRAS-CHAVES:

Business Cycles. Indicators. Factors

PÁGINAS: 57
GRANDE ÁREA: Ciências Sociais Aplicadas
ÁREA: Economia
RESUMO:

In order to measure regional economic cycles, the present work aims to understand, through cyclical 

indicators of economic activity, business cycles at national, regional and state level. In addition to 

characterizing the economic activity of regions and states, assessing economic fluctuations and analyzing 

regional economic shocks. Monthly data were used for the period between January 2004 and June 2022. 

The research covered Brazilian states and used four series of data (Regional Economic Activity Index (IBCR), 

Formal Employment Index, Industrial Production Index – Industry and the Index and variation of nominal 

revenue and volume of sales in retail trade). To obtain the results, it was necessary to use the hierarchical 

dynamic factors model. From it it was possible to obtain idiosyncratic blocks, sub-blocks and/or components. 

The main results could show the influence of the common factors observed. Being São Paulo, Ceará, Bahia 

and Amazonas the states that have the greatest influence of the national situation and Goiás which has the 

greatest idiosyncratic influence within the other states observed for the fourstudy series.

MEMBROS DA BANCA:
Presidente - 12234 - CRISTIANO DA COSTA DA SILVA
Externo à Instituição - JOSÉ MARIA DA CUNHA JÚNIOR
Interno - 12274 - RODOLFO HERALD DA COSTA CAMPOS