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Artigo científico

Testing income series. An application of principal components

Haddad, Claudio L. S.

O documento é disponibilizado pela fonte de origem, que mantém a versão integral e as condições de uso.

Resumo

A methodology based on principal components is developed for the testing and estimation of aggregate income series. The technique consists in extracting the first principal component from residuals of estimated demand functions which would incorporate the real income effect and other random disturbances. The first component should then reflect the behavior of real income. The procedure is applied to test Brazilian output series estimated by the author, covering the period 1911-1939, and to compare those series with the ones previously available for Brazil. © 1976.

Ficha do documento

Tipo
Artigo científico
Ano
1976
Instituição
Fundação Getulio Vargas
Idioma
Inglês
Acesso
Acesso restrito
Identificador
oai:repositorio.fgv.br:10438/25340

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