Mohtadi, H., and A. Murshid, "The Risk of Catastrophic Terrorism: An Extreme Value Approach", Journal of Applied Econometrics, Vol. 24, No. 4, 2009, pp. 537-559. The bulk of the data used in this paper are drawn from Memorial Institute for the Prevention of terrorism. Up until 2007, data on individual terrorist incidents were available at their website http://www.mipt.org/. From this source the authors compiled a database on domestic and international terrorist incidents. Additionally, the authors compiled a database of CBRN incidents from various primary source materials. The combined data are in the file titled, mipt-cbrn.cvs. It lists the number of incidents of terrorism as well as the number of fatalities, injuries, and total casualties arising from conventional terrorism AS WELL AS from CBRN terrorism. The data are reported on a daily frequency and are broken down by region. The analyses in the paper are based on the maximum number of single-day casualties and fatalities in six month periods. These semi-annual maxima, which are drawn from these daily data, are reported in the file titled maxima.csv. Both data files are ASCII files in DOS format. The are zipped in the file mm-data.zip. Unix/Linux users should use "unzip -a". Hamid Mohtadi mohtadi [AT] uwm.edu Antu Panini Murshid amurshid [AT] uwm.edu