Measurement of Farm Credit Risk: SUR Model and Simulation Approach
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Abstract
Suggested Citation
DOI: 10.22004/ag.econ.49222
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Cited by:
- Frederick Murdoch Quaye & Denis Nadolnyak & Valentina Hartarska, 2017. "Factors Affecting Farm Loan Delinquency in the Southeast," Research in Applied Economics, Macrothink Institute, vol. 9(4), pages 75-92, December.
- Paolo Guarda & Abdelaziz Rouabah & John Theal, 2011.
"An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests,"
BCL working papers
63, Central Bank of Luxembourg.
- Guarda, Paolo & Rouabah, Abdelaziz & Theal, John, 2012. "An MVAR framework to capture extreme events in macro-prudential stress tests," Working Paper Series 1464, European Central Bank.
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Keywords
Agribusiness; Agricultural Finance; Farm Management; Research Methods/ Statistical Methods; Risk and Uncertainty;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2009-05-16 (Corporate Finance)
- NEP-CMP-2009-05-16 (Computational Economics)
- NEP-RMG-2009-05-16 (Risk Management)
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