Bibliografia

Principal

  • Hamilton, J. (2004), ?Time Series Analysis?, Princeton University Press. Enders, W. (2004), ?Applied Econometric Time Series?, 2nd, John Wiley & Sons. :

Secundária

  • Wooldridge, J.M. (2003), ?Introductory Econometrics: A Modern Approach?, 2nd Ed., South Western Publishers. Walsh, C. (2003), ?Monetary Theory and Policy?, 2nd edition, Mit Press. Makridakis, S., Wheelwright, and S., Hyndman, R. (1997), ?Forecasting: Methods and Applications?, 3rd ed., John Wiley & Sons, New York. Hayashi, F. (2000), ?Econometrics?, Princeton University Press. Greene, W.H. (2008), ?Econometric Analysis?, 6th Ed., Prentice Hall, New Jersey. Franses, P.H. and van Dick, D. (2000), ?Non-Linear Time Series Models in Empirical Finance?, Cambridge University Press. Franses, P.H. (1998), ?Time series models for business and economic forecasting?, Cambridge University Press. Diebold, F.X. (2006), ?Elements of Forecasting?, South-Western College Pub. Clements, M. and Hendry, D. (1998), ?Forecasting Economic Time Series?, Cambridge University Press. Campbell, J.Y., Lo, A.W. and MacKinlay, A.C. (1997), ?The Econometrics of Financial Markets?, Princeton University Press: Princeton, NJ. :