Time varying and dynamic models for default risk in consumer loans

Keyphrases

• Dynamic Model 100%
• Default Risk 100%
• Factor Model 100%
• Time-varying Model 100%
• Consumer Loans 100%
• Macroeconomic Variables 50%
• Merton 50%
• Lenders 50%
• Markov Chain 50%
• Time-dependent Covariates 50%
• Panel Model 50%
• Correction Factor 50%
• Survival Model 50%
• Latent Variables 50%
• Reduced-form Approach 50%
• Kalman Filter Model 50%
• Mixed Factors 50%
• Time-varying Variables 50%
• Consumer Default 50%
• Stochastic Intensity Model 50%
• Corporate Default 50%

Social Sciences

• Factor Model 100%
• Stochastics 50%
• Macroeconomics 50%
• Markov Chain 50%
• Latent Variable 50%
• Kalman Filter 50%

Economics, Econometrics and Finance

• Factor Model 100%
• Consumer Credit 100%
• Macroeconomics 50%
• Markov Chain 50%
• State Space Model 50%