Financial and Business Cycles in Brazil /

This paper explores the nexus between the financial cycle and business cycle in Brazil. Cycles are estimated using a variety of commonly-used statistical methods and with a small, semistructural model of the Brazilian economy. An advantage of using the model-based approach is that financial and busi...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Krznar, Ivo
Muut tekijät: Matheson, Troy
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2017.
Sarja:IMF Working Papers; Working Paper ; No. 2017/012
Linkit:Full text available on IMF
Kuvaus
Yhteenveto:This paper explores the nexus between the financial cycle and business cycle in Brazil. Cycles are estimated using a variety of commonly-used statistical methods and with a small, semistructural model of the Brazilian economy. An advantage of using the model-based approach is that financial and business cycles can be jointly estimated, allowing information from all key economic relationships to be used in a consistent way. The results show that Brazil is now in the downturn phase of the financial cycle. Moreover, the results underscore the importance of macro-financial linkages and highlight risks to the recovery going forward.
Huomautukset:<strong>Off-Campus Access:</strong> No User ID or Password Required
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Ulkoasu:1 online resource (28 pages)
Aineistotyyppi:Mode of access: Internet
ISSN:1018-5941
Pääsy:Electronic access restricted to authorized BRAC University faculty, staff and students