Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
[Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]
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More about this item
Keywords
Integration; Kointegration; Langzeitprognose; Kreditausfallzyklus; Integration; Cointegration; Forecasting; Credit-default-cycle;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2008-05-10 (Forecasting)
- NEP-ORE-2008-05-10 (Operations Research)
- NEP-RMG-2008-05-10 (Risk Management)
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