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~institution:"Tinbergen Instituut"
~person:"Audretsch, David B."
~person:"Fritsch, Michael"
~person:"Lucas, André"
~subject:"multivariate unobserved component models"
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multivariate unobserved component models
credit risk
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Audretsch, David B.
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Business and Default Cycles for Credit Risk
Koopman, Siem Jan
;
Lucas, André
-
Tinbergen Instituut
-
2003
important for credit risk
management
as well as for regulation and systemic risk
management
. In this paper, we use 1927-1997 U …
Persistent link: https://www.econbiz.de/10011255530
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