Search Results - subject:"Transition matrices"

Default matrices : a complete measurement of banks' consumer credit delinquency

Schechtman, Ricardo - In: Journal of financial stability 9 (2013) 4, pp. 460-474

Persistent link: https://www.econbiz.de/10010423658

TERRITORIAL MOBILITY: A MEASURING PROPOSAL

Ezcurra, Roberto; Pascual, Pedro; Rapún, Manuel - Departamento de Economía - Universidad Pública de Navarra - 2005

As a contribution to the study of intradistributional mobility, this paper introduces a family of functions whose usefulness as mobility measures is justi ed by di erent theoretical results. Indeed, as a particular case, this family includes the Bartholomew index, which is widely used in the...

Persistent link: https://www.econbiz.de/10005688673

Análisis de los flujos de trabajadores y la segmentac ión laboral en Colombia

Prada, Carlos F. - In: Ensayos sobre política económica 30 (2012), pp. 72-113

Persistent link: https://www.econbiz.de/10011500818

FDI location across British regions and agglomerative forces : a Markov analysis

Wren, Colin M.; Jones, Jonathan - In: Spatial economic analysis : the journal of the Regional … 7 (2012) 2, pp. 265-286

Persistent link: https://www.econbiz.de/10009581198

Preference aggregation and repeat buying in households

Gupta, Sunil; Steckel, Joel H. - 1993

Marketing researchers have long used brand switching analyses and Markov transition matrices to gain insights into …

Persistent link: https://www.econbiz.de/10009476758

Rating based modeling of credit risk : theory and application of migration matrices

Trück, Stefan; Račev, Svetlozar T. - 2009

1.4 Rating Based Modeling and the Pricing of Bonds 4 1.5 Stability of Transition Matrices … 120 Measures for Comparison of Transition Matrices 129 7.1 Classical Matrix Norms …-World and Risk-Neutral Transition Matrices 145 8.1 The JLT Model …

Persistent link: https://www.econbiz.de/10003767855

Evaluation theories of the income dynamics: A probabilistic approach

Aebi, Robert; Neusser, Klaus; Steiner, Peter - 1999

The paper proposes an approach to evaluate hypotheses about transition dynamics when only the distributions at two points in time are observed. Using the principle of statistical mechanics, we show how to adjust in the most probable way a hypothesis so that it becomes compatible with the...

Persistent link: https://www.econbiz.de/10010291915

Evaluating Theories of the Income Dynamics: A Probabilistic Approach

Aebi, Robert; Neusser, Klaus; Steiner, Peter - Department of Economics and Finance Research and … - 1999

The paper proposes an approach to evaluate hypotheses about transition dynamics when only the distributions at two points in time are observed. Using the principle of statistical mechanics, we show how to adjust in the "most probable" way a hypothesis so that it becomes compatible with the...

Persistent link: https://www.econbiz.de/10005572021

Forecasting credit migration matrices with business cycle effects—a model comparison

Truck, Stefan - In: The European Journal of Finance 14 (2008) 5, pp. 359-379

Migration matrices are considered a major determinant for credit risk management. They are widely used for credit value-at-risk determination, portfolio management or derivative pricing. It is well known that migration matrices show strong variations and cyclical behavior through time. We...

Persistent link: https://www.econbiz.de/10005438057

Income dynamics in Germany, the USA and the UK: evidence from panel data

Schluter, Christian - London School of Economics (LSE) - 1998

, stochastic kernels are used, because standard approaches based on mobility indices and transition matrices, which group persons …

Persistent link: https://www.econbiz.de/10011126116