Forecasting short-term defaults of firms in a commercial network via Bayesian spatial and spatio-temporal methods
Claudia Berloco, Raffaele Argiento, Silvia Montagna
| Year of publication: |
2023
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|---|---|
| Authors: | Berloco, Claudia ; Argiento, Raffaele ; Montagna, Silvia |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 3, p. 1065-1077
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| Subject: | Bayesian spatio-temporal models | Complex networks | Conditional autoregressive models | Contagion effect | Credit risk | Kreditrisiko | Bayes-Statistik | Bayesian inference | Theorie | Theory | Prognoseverfahren | Forecasting model | Netzwerk | Network | Autokorrelation | Autocorrelation | Ansteckungseffekt | Insolvenz | Insolvency |