A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions

Ron Triepels and Hennie Daniels
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Ron Triepels: Tilburg University, Center For Economic Research
Hennie Daniels: Tilburg University, Center For Economic Research

No 2016-037, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: large-value payment systems; predictive modeling; dynamic system; time-series analysis (search for similar items in EconPapers)
Date: 2016
New Economics Papers: this item is included in nep-ban and nep-mac
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