Finnish Loan Stocks Model.pdf

BoFER_4_2022.pdf
Preview of Finnish Loan Stocks Model
🔗 Source: publications.bof.fi
📊 Size: 18.61 MB
👤 Author: Juho Nyholm and Aino Silvo
⬇️ Downloads: 28

Summary

Researchers propose a Bayesian VAR model to forecast Finnish household loan stocks, designed to work with a larger DSGE model. They evaluate various model specifications and select one that performs best in predicting loan stocks over 1-12 quarter forecast horizons, improving understanding of household debt trends in Finland.

Description

Researchers propose a Bayesian VAR model to forecast Finnish household loan stocks, designed to work with a larger DSGE model.

Technical Information

  • File Format: PDF
  • File Size: 18.61 MB
  • Pages: 25
  • Language: EN
  • Author: Juho Nyholm and Aino Silvo
  • Total Downloads: 28
  • Last Updated: 2 months ago

Document Overview

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