Solutions to specification errors in stress testing models
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Cited by:
- Joseph L. Breeden & Jose J. Canals-Cerda, 2016. "Consumer risk appetite, the credit cycle, and the housing bubble," Working Papers 16-5, Federal Reserve Bank of Philadelphia.
- Breeden, Joseph L., 2016. "Incorporating lifecycle and environment in loan-level forecasts and stress tests," European Journal of Operational Research, Elsevier, vol. 255(2), pages 649-658.
- Santiago Gamba-Santamaria & Luis Fernando Melo-Velandia & Camilo Orozco-Vanegas, 2021. "What can credit vintages tell us about non-performing loans?," Borradores de Economia 1154, Banco de la Republica de Colombia.
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