کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5055598 | 1371495 | 2009 | 7 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey
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کلمات کلیدی
موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
In this paper, we investigate the relationship between industrial production and sectoral credit defaults (non-performing loans ratio) cycle by wavelet network analysis in Turkey over the period January 2001-November 2007. We use feedforward neural network based wavelet decomposition to analyze the contemporaneous connection between industrial production cycles and sectoral credit default cycles at different time scales between 2 and 64Â months. The main findings for Turkey indicates that industrial production cycles effect the sectoral credit default cycles at different time scales and thus indicate that the creditors should consider the multiscale sectoral cycles in order to minimize credit default rates.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Economic Modelling - Volume 26, Issue 6, November 2009, Pages 1382-1388
Journal: Economic Modelling - Volume 26, Issue 6, November 2009, Pages 1382-1388
نویسندگان
Atilla Cifter, Sait Yilmazer, Elif Cifter,