What charge‐off rates are predictable by macroeconomic latent factors?

Hyeongwoo Kim and Jisoo Son

Year of publication:	February 2024
Authors:	Kim, Hyeongwoo ; Son, Jisoo
Publisher:	[Auburn, AL] : Auburn University, Department of Economics
Subject:	Net Charge-Off Rate \| Top 10 Bank Holding Companies \| Disaggregated Loan CORs \| Principal Component Analysis \| Partial Least Squares \| Out-of-Sample Forecast \| Prognoseverfahren \| Forecasting model \| Bank \| Theorie \| Theory \| Hauptkomponentenanalyse \| Principal component analysis \| Faktorenanalyse \| Factor analysis \| Kleinste-Quadrate-Methode \| Least squares method \| Partielle kleinste Quadrate \| Partial least squares

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