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Simple Forecasts of Bank Loan Quality in the Business Cycle
7 references·10 citing·49 second hop
Simple Forecasts of Bank Loan Quality in the Business Cycle (2000)Simple Forecasts of Bank Loan Quality in …Financial Intermediation and Regime Switching in Business Cycles (2016)Financial Intermediation and …A comparative analysis of current credit risk models (2000)A comparative analysis of cur…Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (1997)Impulse Response Functions Ba…FIMS: A New Monitoring System for Banking Institutions (1995)FIMS: A New Monitoring System…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyInference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Procyclicality in the banking industry: causes, consequences and response (2022)Procyclicality in the banking…Bank-specific factors and credit risk: evidence from Italian banks in different local markets (2022)Bank-specific factors and cre…Regulatory policies in the global Islamic banking sector in the outbreak of COVID-19 pandemic (2021)Regulatory policies in the gl…Macroeconomic determinants of credit risks: evidence from high-income countries (2019)Macroeconomic determinants of…The Effect of Credit Competition on Banks’ Loan-Loss Provisions (2018)The Effect of Credit Competit…Credit Risk Determinants for the Bulgarian Banking System (2014)Credit Risk Determinants for …Macroeconomic Determinants of Polish Banks’ Loan Losses – Results of a Panel Data Study (2011)Macroeconomic Determinants of…Do Delays in Expected Loss Recognition Affect Banks' Willingness to Lend? 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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2000A comparative analysis of current credit risk models967 cited
  • 1997Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions454 cited
  • 2016Financial Intermediation and Regime Switching in Business Cycles164 cited
  • 1995FIMS: A New Monitoring System for Banking Institutions97 cited

Cited by

  • 2014Credit Risk Determinants for the Bulgarian Banking System61 cited
  • 2009Do Delays in Expected Loss Recognition Affect Banks' Willingness to Lend?58 cited
  • 2018The Effect of Credit Competition on Banks’ Loan-Loss Provisions57 cited
  • 2005Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio55 cited
  • 2011Macroeconomic Determinants of Polish Banks’ Loan Losses – Results of a Panel Data Study50 cited
  • 2008Credit Risk and Business Cycle Over Different Regimes43 cited
  • 2021Regulatory policies in the global Islamic banking sector in the outbreak of COVID-19 pandemic38 cited
  • 2019

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Macroeconomic determinants of credit risks: evidence from high-income countries
38 cited
  • 2022Procyclicality in the banking industry: causes, consequences and response35 cited
  • 2022Bank-specific factors and credit risk: evidence from Italian banks in different local markets28 cited