Datação, Conologia e Dinâmica de Ciclos Fiscais Brasileiros em Alta-Dimensão

  • André Maranhão FGV-EESP/BB
Palavras-chave: Ciclos Fiscais, Datação, Cronologia, Sincronização de ciclos, Modelo Dinâmico Fatorial com Mudança de Regime


O estudo propõe a datação dos ciclos fiscais brasileiros. Foram datados os ciclos de Arrecadação Bruta de Despesas Primárias do Governo Central. O estudo também analisa a dinâmica de sincronização dos ciclos fiscais e os ciclos econômicos e eleitorais. A datação multivariada torna claro que a duração da fase de expansões das despesas estava, no período de estudo, em crescimento. O modelo multivariado também mostra que as recessões de arrecadação estão ampliando sua duração. Os resultados mostram que existe sincronização entre o ciclo de despesas e o ciclo econômico, bem como com o ciclo eleitoral, nesses casos, com sincronização maior do que com o ciclo de arrecadação. O ciclo de arrecadação apresentou sincronização com o ciclo econômico, contudo sem haver sincronismo com o ciclo eleitoral.


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Como Citar
Maranhão, A. (2023). Datação, Conologia e Dinâmica de Ciclos Fiscais Brasileiros em Alta-Dimensão. CADERNOS DE FINANÇAS PÚBLICAS , 23(02).