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Artigo de periodico
Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list? (2015)
Gomes, Fabio Augusto Reis ; Paz, Lourenço S.
Source: Economics Bulletin. Unidade: FEARP
Subjects: MACROECONOMIA, FINANÇAS, CONSUMO, CAPITAL SOCIAL, CAPITAL (ECONOMIA), ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GOMES, Fabio Augusto Reis e PAZ, Lourenço S. Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list?. Economics Bulletin, v. 35, n. 1, p. 168-181, 2015Tradução . . Disponível em: https://www.anpec.org.br/encontro/2014/submissao/files_I/i4-6cbc3804717e8fbd91348c02d083ed36.pdf. Acesso em: 25 set. 2024.
APA
Gomes, F. A. R., & Paz, L. S. (2015). Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list? Economics Bulletin, 35( 1), 168-181. Recuperado de https://www.anpec.org.br/encontro/2014/submissao/files_I/i4-6cbc3804717e8fbd91348c02d083ed36.pdf
NLM
Gomes FAR, Paz LS. Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list? [Internet]. Economics Bulletin. 2015 ; 35( 1): 168-181.[citado 2024 set. 25 ] Available from: https://www.anpec.org.br/encontro/2014/submissao/files_I/i4-6cbc3804717e8fbd91348c02d083ed36.pdf
Vancouver
Gomes FAR, Paz LS. Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list? [Internet]. Economics Bulletin. 2015 ; 35( 1): 168-181.[citado 2024 set. 25 ] Available from: https://www.anpec.org.br/encontro/2014/submissao/files_I/i4-6cbc3804717e8fbd91348c02d083ed36.pdf
Artigo de periodico
Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive (2015)
Gomes, Fabio Augusto Reis ; Ribeiro, Priscila Fernandes
Source: Journal of Macroeconomics. Unidade: FEARP
Subjects: CONSUMO (VARIAÇÃO), CONSUMIDOR, CADERNETA DE POUPANÇA, ECONOMIA, ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GOMES, Fabio Augusto Reis e RIBEIRO, Priscila Fernandes. Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive. Journal of Macroeconomics, v. 45, p. 108–123, 2015Tradução . . Disponível em: https://doi.org/10.1016/j.jmacro.2015.04.001. Acesso em: 25 set. 2024.
APA
Gomes, F. A. R., & Ribeiro, P. F. (2015). Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive. Journal of Macroeconomics, 45, 108–123. doi:10.1016/j.jmacro.2015.04.001
NLM
Gomes FAR, Ribeiro PF. Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive [Internet]. Journal of Macroeconomics. 2015 ; 45 108–123.[citado 2024 set. 25 ] Available from: https://doi.org/10.1016/j.jmacro.2015.04.001
Vancouver
Gomes FAR, Ribeiro PF. Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive [Internet]. Journal of Macroeconomics. 2015 ; 45 108–123.[citado 2024 set. 25 ] Available from: https://doi.org/10.1016/j.jmacro.2015.04.001
Trabalho de evento-resumo
Unit root tests and bounded Markov processes (2008)
Ferreira, Alex Luiz
Source: Abstract. Conference titles: Workshop in Stochastic Modeling. Unidade: FEARP
Subjects: ANÁLISE DE SÉRIES TEMPORAIS, MÉTODOS MCMC
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FERREIRA, Alex Luiz. Unit root tests and bounded Markov processes. 2008, Anais.. Ribeirão Preto: FFCLRP/USP, 2008. . Acesso em: 25 set. 2024.
APA
Ferreira, A. L. (2008). Unit root tests and bounded Markov processes. In Abstract. Ribeirão Preto: FFCLRP/USP.
NLM
Ferreira AL. Unit root tests and bounded Markov processes. Abstract. 2008 ;[citado 2024 set. 25 ]
Vancouver
Ferreira AL. Unit root tests and bounded Markov processes. Abstract. 2008 ;[citado 2024 set. 25 ]

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