Forecasting Deposit Growth: Forecasting BIF and SAIF Assessable and Insured Deposits: Technical Paper 2003-06

Albert D. Metz

No 14636, Working Papers from Congressional Budget Office

Abstract: This paper develops a new method of forecasting growth in the deposits of financial institutions for use by the Congressional Budget Office (CBO) in projecting receipts and expenditures of the Federal Deposit Insurance Corporation (FDIC). Below I present an approach to forecasting the various deposit categories and include an example of out-of-sample forecasting performance. I briefly discuss the limitations of the approach and the results of some alternatives, including issues of regime change and cointegration. In the end, I propose a simple linear regression relating

Date: 2003-07-01
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