Macrofinancial imbalances in historical perspective: a global crisis index

DOI10.1016/j.jedc.2018.01.026zbMath1401.91367OpenAlexW2794225441MaRDI QIDQ1657368

Marco Gallegati, Domenico Delli Gatti

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& 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

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

Uses Software

• SOWAS
• wmtsa

Cites Work

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• Wavelet applications in economics and finance
• The financial instability hypothesis: a stochastic microfoundation framework
• The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income
• Ten Lectures on Wavelets
• AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS

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