Forecasting and explaining aggregate consumer credit delinquency behaviour
نویسندگان
چکیده
منابع مشابه
Forecasting and explaining aggregate consumer credit delinquency behaviour
We model aggregate delinquency behaviour for consumer credit (including credit card loans and other consumer loans) and for residential real estate loans using data up until 2008. We test for cointegrating relationships and then estimate short run error correction models.We find evidence to support the portfolio explanations of declines in credit quality for consumer and for real estate loans, ...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2012
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2010.12.002