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An Introduction to the FRBNY Consumer Credit Panel
Lee, Donghoon - 2010
In this paper, we introduce the FRBNY Consumer Credit Panel, a new longitudinal database with detailed information on consumer debt and credit. The panel uses a unique sample design and information derived from consumer credit reports to track individuals' and households' access to and use of...
Persistent link: https://www.econbiz.de/10013135436
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An introduction to the FRBNY consumer credit panel
Lee, Donghoon; Klaauw, Wilbert van der - 2010
In this paper, we introduce the FRBNY Consumer Credit Panel, a new longitudinal database with detailed information on consumer debt and credit. The panel uses a unique sample design and information derived from consumer credit reports to track individuals' and households' access to and use of...
Persistent link: https://www.econbiz.de/10008746889
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Effectiveness of monetary and macroprudential shocks on consumer credit growth and volatility in Turkey
Gülenay Chadwick, Meltem - In: Central Bank review / The Central Bank of the Republic … 18 (2018) 2, pp. 69-83
Persistent link: https://www.econbiz.de/10011897400
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Labor income risk and the reluctance of households to invest in risky financial assets : a panel data analysis
Becker, Gideon; Dimpfl, Thomas - 2014
We investigate the determinants of a household's decision on whether to invest in risky financial assets. Financial theory suggests that with increasing labor income risk, the reluctance of households to hold stocks increases. We propose to measure income risk as the observed variation of...
Persistent link: https://www.econbiz.de/10010350417
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The portfolio structure of German households : a multinomial fractional response approach with unobserved heterogeneity
Becker, Gideon - 2014 - This draft: September 1, 2014
called fractional multinomial logit model - which allows for joint estimation of shares while accounting for their fractional …
Persistent link: https://www.econbiz.de/10010426240
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What drives tax refund maximization from inter-temporal loss usage? : evidence from the German taxpayer panel
Werdt, Clive - 2015
This paper investigates the inter-temporal loss usage of tax units in Germany. Tax units that experience a loss in a year can offset that loss with positive income from adjacent year to receive a tax refund. Similar to companies, tax units can employ losses as carry-back in the year before the...
Persistent link: https://www.econbiz.de/10010473168
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Household bargaining, pension contributions and retirement expectations : evidence from the German Panel on Household Finances
Fernandes, Inês; Schmidt, Tobias - 2021
In this paper, we study the relationship between intrahousehold bargaining styles, bar-gaining power and individual pension contributions and expected standard of living in retirement, using microdata from the German Panel on Household Finances (PHF) survey. The paper builds on a theoretical...
Persistent link: https://www.econbiz.de/10012697947
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Assessing Time-Series Versus Cross-Sectional Influences in Panel Estimates : International Financial Architecture and Expected Equity Premia
Aggarwal, Raj - 2012
-sectional effects. We present two estimation procedures that can do so and illustrate their application by examining international …-sectionally while other variables vary cross-sectionally but not across time. Using two different estimation procedures we find a … second estimation as U.S. Corporate bond spreads change value each year but have the same value across countries. Similarly …
Persistent link: https://www.econbiz.de/10013107186
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Stock Markets, Banks and Long Run Economic Growth : A Panel Cointegration-Based Analysis
Cavenaile, Laurent - 2013
The aim of this paper is to investigate the long run relationship between the development of banks and stock markets and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence to test the number of cointegrating vectors among these...
Persistent link: https://www.econbiz.de/10013071385
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Stock markets, banks and long run economics growth : a panel cointegration-based analysis
Cavenaile, Laurent; Gengenbach, Christian; Palm, Franz C. - 2013
The aim of this paper is to investigate the long run relationship between the development of banks and stock markets and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence to test the number of cointegrating vectors among these...
Persistent link: https://www.econbiz.de/10010223077