Data from: Dynamic Associations Between GDP and Crude Oil Prices in Brazil: Structural Shifts and Nonlinear Causality

Published: 17 October 2018| Version 1 | DOI: 10.17632/rxrsx28v9v.1
Contributors:
, Fernando Luiz Cyrino Oliveira, Marcelo Cabus Klötzle, Antonio Carlos Figueiredo Pinto

Description

Underlying data (raw and processed time series) and metadata related to the manuscript: Dynamic Associations Between GDP and Crude Oil Prices in Brazil: Structural Shifts and Nonlinear Causality 1. Raw Data 1.1 Brazilian Real Quarterly GDP - seasonally adjusted, mean 1995 = 100 Sources: 1980Q1 - 2018Q1: IBGE (2018a) 1947Q1 - 1979Q4: Bonelli & Rodrigues (2012); IBGE (2018b) References: Bonelli, R. and Rodrigues, C. O. F. (2012) PIB trimestral: Proposta metodológica e resultados para o período 1947-79, Rio de Janeiro: FGV, Texto para discussão, n. 3, 1–24. Available at: http://hdl.handle.net/10438/11687 IBGE (Instituto Brasileiro de Geografia e Estatística) (2018a) Sistema de Contas Nacionais Trimestrais - Referência 2000 (IBGE/SCN 2000 Trim.) - série SCN4_PIBPMAS4. Available through the Brazilian Institute for Applied Economic Research (IPEA) Data Portal: http://www.ipeadata.gov.br (accessed 19 September 2018) IBGE (Instituto Brasileiro de Geografia e Estatística) (2018b) Sistema de Contas Nacionais Referência - 2000 (IBGE/SCN 2000 Anual) - série SCN_PIBN. Available through the Brazilian Institute for Applied Economic Research (IPEA) Data Portal: http://www.ipeadata.gov.br (accessed 19 September 2018) 1.2 Spot Crude Oil Price: West Texas Intermediate (WTI), Index Q4 1995=100, Quarterly, Not Seasonally Adjusted Sources: 1947Q1 - 2018Q1: FRED (2018) References: FRED (Federal Reserve Bank of St. Louis Economic Research) (2018) Spot Crude Oil Price: West Texas Intermediate (WTI) (WTISPLC). Available at: https://fred.stlouisfed.org/series/WTISPLC (accessed 20 September 2018). 2. Processed Data: 2.1 Log-levels and Log-returns for the GDP and WTI series; 2.2 Residuals and standardized residuals from the selected Markov-Switching specification; 2.3 Residuals and standardized residuals from the Markov-Switching specification after appropriate GARCH filtering. Additional series (related to Appendix A): HP- and BK-filtered trend and cycle for the Brazilian GDP.

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Steps to reproduce

Steps for accessing IBGE (2018a): Available through the Brazilian Institute for Applied Economic Research (IPEA) Data Portal: http://www.ipeadata.gov.br (series SCN4_PIBPMAS4) 1) Macroeconômico > Periodicidade > Trimestral > Temas > Contas Nacionais > Page 2 > PIB - preços de mercado - índice encadeado - dessaz. (média 1995 = 100) - ref. 2010 Steps for accessing IBGE (2018b): Available through the Brazilian Institute for Applied Economic Research (IPEA) Data Portal: http://www.ipeadata.gov.br (series SCN_PIBN) 1) Macroeconômico > Periodicidade > Anual > Temas > Contas Nacionais > Page 3 > Produto interno bruto (PIB) a preços de mercado - referência 2000 Steps for accessing FRED (2018): Available at: https://fred.stlouisfed.org/series/WTISPLC 1) Modify frequency to Quarterly (average aggregation method) in "Edit Graph"; 2) Modify scale value to 100 in 1995-12-31 (end of 1995/beginning of 1996) in "Select a date that will equal 100 for your custom index". For processed data, the reader is referred to the manuscript (Dynamic Associations Between GDP and Crude Oil Prices in Brazil: Structural Shifts and Nonlinear Causality).

Institutions

Pontificia Universidade Catolica do Rio de Janeiro

Categories

Energy Prices, Crude Oil, Generalized Autoregressive Conditional Heteroscedasticity, Granger Causality Test, Nonlinear Effects, Regime Switching, GDP and Energy Relationship

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