Using Aggregate Time Series Variables to Forecast Notices of Default

Dan Hamilton (), Rani Isaac and Kirk Lesh

Business Economics, 2010, vol. 45, issue 1, 8-15

Abstract: This paper emphasizes the economic variables and data used to model notices of default in California. Forecast models are notoriously complicated and require sophisticated software to run. Few businesses, particularly small enterprises, have the necessary resources to engage in large-scale model building. Datasets can be difficult and expensive to obtain and usually require significant analysis. The paper focuses on methodology to give the model a general appeal.

Date: 2010
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.palgrave-journals.com/be/journal/v45/n1/pdf/be200928a.pdf Link to full text PDF (application/pdf)
http://www.palgrave-journals.com/be/journal/v45/n1/full/be200928a.html Link to full text HTML (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pal:buseco:v:45:y:2010:i:1:p:8-15

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/11369

Access Statistics for this article

Business Economics is currently edited by Charles Steindel

More articles in Business Economics from Palgrave Macmillan, National Association for Business Economics Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().