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首页> 外文期刊>Physica, A. Statistical mechanics and its applications >How macroeconomic variables affect admission and dismissal in the Brazilian electro-electronic sector: A VAR-based model and cluster analysis
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How macroeconomic variables affect admission and dismissal in the Brazilian electro-electronic sector: A VAR-based model and cluster analysis

机译:宏观经济变量如何影响巴西电电子扇区的入学和解雇:基于VAR的模型和聚类分析

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摘要

Brazilian industries in the electro-electronic sector impact other areas of the economy, as they contribute to the generation of employment and income. The objective of this research is to analyze the short-term dynamic behavior vector autoregressive (VAR) models of admission and dismissal, using cluster analysis as a pretreatment to classify variable endogeneity and observe the macroeconomic variables that most impact unemployment. Cluster analysis will be used to determine if the macroeconomic variables related to the Brazilian electro-electronic sector can be classified and selected based on their exogeneity. The VAR model will be used to show the contemporary relationship among the variables and, through the use of the impulse response function and the variance decomposition, help explain their dynamics. The shock imputed by the macroeconomic variables causes employment rate instability that takes two months to return to normal. There is a significant relationship (p <= 0.01) between the macroeconomic variables and the number of people admitted and dismissed in the sector, indicating that abrupt changes in the macroeconomic variables will result in fluctuations in the number of employees in the Brazilian electro-electronic industry. The cluster analysis was able to classify the variables as endogenous or exogenous variables, but it was not able to order them based on exogeneity. (C) 2020 Elsevier B.V. All rights reserved.
机译:巴西行业在电电子部门影响其其他经济领域,因为它们有助于就业和收入的产生。本研究的目的是分析入院和解雇的短期动态行为向量(VAR)模型,使用集群分析作为分类可变内能性的预处理,并观察大部分影响失业的宏观经济变量。集群分析将用于确定与巴西电电子扇区相关的宏观经济变量是否可以基于它们的重生性来分类和选择。 VAR模型将用于显示变量之间的当代关系,并且通过使用脉冲响应函数和方差分解,帮助解释其动态。宏观经济变量施加的冲击会导致就业率不稳定,需要两个月才能恢复正常。在宏观经济变量和派对中承认和解雇的人数之间存在重要的关系(P <= 0.01),表明宏观经济变量的突然变化将导致巴西电电子员工人数的波动行业。聚类分析能够将变量分类为内源性或外源性变量,但它无法根据Engereity订购它们。 (c)2020 Elsevier B.v.保留所有权利。

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