Macrofinancial imbalances in historical perspective: a global crisis index

DOI10.1016/J.JEDC.2018.01.026MaRDI QIDQ1657368zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1281932 (Why is no real title available?)
• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
• scientific article; zbMATH DE number 1489811 (Why is no real title available?)
• AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS
• An introduction to wavelets and other filtering methods in finance and economics
• Ten Lectures on Wavelets
• The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income
• The financial instability hypothesis: a stochastic microfoundation framework
• Wavelet applications in economics and finance
• Wavelets and filter banks

Describes a project that uses

Uses Software

• wmtsa
• SOWAS

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