Link em Métodos Quantitativos em Finanças e Economia

 Associações

• American Economic Association
• ANPEC
• Banco Central do Brasil
• Banco Central Europeu
• BIS
• BM&F-Bovespa
• COPOM – Banco Central do Brasil
• Econometric Society
• Econometric Links
• IBGE
• National Bureau of Economic Research
• Sociedade Brasileira de Econometria
• Sociedade Brasieira de Finanças
• UNIDO

Base de Dados

• Center for Research in Security Prices
• Dow Jones Indexes
• Economic DATA - FRED
• IBGE – Estatísticas Históricas
• IFS-IMF
• IPEADATA
• Penn World Table
• Volatility Lab - Robert Engle
• WDI-World Bank
• Yahoo Finance

Blogs em Econometria, Estatística e Previsão

• Society for Financial Econometrics (SoFiE)
• Econometrics Beat: Dave Giles
• Econometric Sense 
• No Hesitations: Francis X. Diebold
• Hyndsight: A blog by Rob J Hyndman 
• Stata Blog
• Mostly Harmless Econometrics 
• Eran Raviv - Statistics and Econometrics 
• Cambridge Econometrics 
• Climate Econometrics 

Centro de Estudos e Escolas

• Centro de Macroeconomia Aplicada - FGV
• Comitê de Datação de Ciclos Americano
• Comitê de Datação de Ciclos Brasileiro
• Comitê de Datação de Ciclos Europeu
• Datação de Ciclos no Brasil e nos Estados Unidos
• Escola de Economia de São Paulo - FGV
• National Centre for Econometric Research (NCER)
• Oxford-Man Institute of Quantitative Finance

Livros e Textos de Interesse

• Artigos em Finanças - Research-Finance.com
• Introductory Macro-Econometrics: A new approach - Hendry (2017) (book) (data) (slides) 
• An Overview of Forecasting Facing Breaks - Castle, Clements & Hendry (2016)
• Robust Approaches to Forecasting - Castle, Clements & Hendry (2014)
• An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? Pagan (2016)
• Improving the teaching of econometrics - Hendry & Mizon 2016 
• Livro de Previsão do Diebod
• Livro de Econometria do Bruce Hansen versão 1/2017 (pdf - kindle) 
• Time Series for the 21th Century Bruce Hansen - what topics should be taught to undergraduated students in econometrics time series? (Paper - Slides - Programs) 
• Stock, J. H. & Watson, M.W. (2017) Twenty Years of Time Series Econometrics in Ten Pictures.  Journal of Economic Perspectives, 31 (2), pp.  59–86 (paper)
• Jennifer L. Castle and David F. Hendry. Sir Clive W.J. Granger Memorial Special Issue on Econometrics: An Introduction. European Journal of Pure and Applied Mathematics, v.10, n.1, 1-11, 2017. (pdf) (Novo)
• David F. Hendry. Granger Causality - Sir Clive W.J Granger Memorial Special Issue on Econometrics. European Journal of Pure and Applied Mathematics, v.10, n.1, 12-29, 2017. (pdf) 
• Michael P. Clements. Sir Clive W.J. Granger's Contributions to Forecasting. European Journal of Pure and Applied Mathematics, v.10, n.1, 30-57, 2017. (pdf) 
• Jennifer L. Castle and David F. Hendry. Clive W.J Granger and Cointegration. European Journal of Pure and Applied Mathematics, v.10, n.1, 58-81, 2017. (pdf) 
• Ryoko Ito. Long Memory and Fractional Differencing: Revisiting Clive W.J. Granger's Contributions and Further Developments. European Journal of Pure and Applied Mathematics, v.10, n.1, 82-103, 2017. (pdf)
• Timo Terasvirta. Sir Clive Granger's Contributions to Nonlinear Time Series and Econometrics. European Journal of Pure and Applied Mathematics, v.10, n.1, 104-132, 2017. (pdf) 
• Jennifer L. Castle. Sir Clive W.J Granger Model Selection. European Journal of Pure and Applied Mathematics, v.10, n.1, 133-156, 2017. (pdf) 

Repositório de Programas

• Brazilian Review of Econometrics
• Revista Brasileira de Economia
• Revista Brasileira de Finanças