An extreme value analysis of the last century crises across industries in the U.S. economy

DOI10.1016/J.JEDC.2017.01.012zbMath1401.91311OpenAlexW2288818759MaRDI QIDQ1655601

Marco Bee, Massimo Riccaboni, Luca Trapin

Publication date: 9 August 2018

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

Full work available at URL: http://eprints.imtlucca.it/3159/1/EIC_WP_02_2016.pdf

zbMATH Keywords

extreme value theoryfinancial crisischange-points detectionU.S. economy

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Introduction to the special issue on large economic crises

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