Macrofinancial imbalances in historical perspective: a global crisis index

DOI10.1016/J.JEDC.2018.01.026zbMATH Open1401.91367OpenAlexW2794225441MaRDI QIDQ1657368FDOQ1657368

Authors: Marco Gallegati, Domenico Delli Gatti 

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2018.01.026

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zbMATH Keywords

international monetary systemglobal crisis episodesmacrofinancial imbalances

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic time series analysis (91B84)

Cites Work

• Title not available (Why is that?)
• An introduction to wavelets and other filtering methods in finance and economics
• Ten Lectures on Wavelets
• Wavelets and filter banks
• Wavelet applications in economics and finance
• The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income
• Title not available (Why is that?)
• The financial instability hypothesis: a stochastic microfoundation framework
• AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS
• Title not available (Why is that?)

Uses Software

• SOWAS
• wmtsa

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