Common Factors in Latin America's Business Cycles /

This paper constructs new business cycle indices for Argentina, Brazil, Chile, and Mexico based on common dynamic factors extracted from a comprehensive set of sectoral output, external data, and fiscal and financial variables spanning over a century. The constructed indices are used to derive a bus...

Полное описание

Библиографические подробности
Главный автор: Timmermann, Allan
Другие авторы: Aiolfi, Marco, Catao, Luis
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2006.
Серии:IMF Working Papers; Working Paper ; No. 2006/049
Online-ссылка:Full text available on IMF