Brazil Probabilities of Recession (Chauvet 2001)

 

Real Time Probabilities of Recession for

 

 

Brazil

 

 

 

 

Probability of Recession in September 2012: 12.6%

 

(as of November 2012 data available up to September 2012)

 

 

 

 

The probabilities are calculated according to the model proposed in:

 

Chauvet, M. (2001), "A Monthly Indicator of Brazilian GDP," Brazilian Review of Econometrics, 21, 1, 1-47.

 

The paper can be downloaded from here:

 

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=253713