Estimating Brazilian Monthly GDP: a State-Space Approach

Estimating Brazilian Monthly GDP: a State-Space Approach

This paper has several contributions. The first is to employ a superior interpo lation method that enables to estimate, nowcastandforecast monthly Brazilian GDP for 1980-2012 in an integrated way-see Bernanke, Gertler, & Watson (1997)[Systematic monetary policy and the effects of oil price shock...

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Bibliographic Details
Main Authors:	João Victor Issler, Hilton Hostalacio Notini
Format:	Article
Language:	English
Published:	Fundação Getúlio Vargas 2016-03-01
Series:	Revista Brasileira de Economia
Subjects:	GDP Interpolation State-Space Representation Kalman Filter Composite and Leading Indicators Nowcasting Forecasting
Online Access:	http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402016000100041&lng=en&tlng=en

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