Previsão de atividade econômica por demanda de fretes

Resumo

This paper seeks to improve the coincident indicator construction method developed by The Conference Board (TCB), one of the most commonly used of the actuality. These indicators seek to detect changes in the short-term economic cycle. In order to do so, it was proposed to add a variable that measures freight demand in the calculation of the indicator and a change in the methodology for determining the relevance (or weight) of each variable in the indicator. The new variable is produced by Fretebras, a private company that operates at the national level in the cargo transportation sector. New coincident indicators with the proposed changes were generated and compared with the current methodology through a benchmark coincident indicator. The addition of the new variable allowed an improvement in the indicator, as well as the proposed change in methodology, which in this case had a more significant impact on the predictive capacity of the indicator.

Ficha do documento

Tipo

Dissertação

Ano

2018

Instituição

Fundação Getulio Vargas

Fonte

Repositório da FGV

Idioma

Português

Acesso

Acesso aberto

Identificador

oai:repositorio.fgv.br:10438/24789

Temas

EconomiaDados

Palavras-chave

Economic activityBusiness cyclesCoincident indicatorsFreightsAtividade econômicaCiclos de negóciosIndicadores coincidentesFretesEconomiaCiclos econômicosIndicadores econômicosPrevisão econômica