Unobserved Components Models with Stochastic Volatility for Extracting Trends and Cycles in Credit

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Martin John O'Brien

DOI: 10.2139/ssrn.6324278

Cited by: 0

Fields of Study & Subjects

Monetary Policy and Economic Impact Credit Risk and Financial Regulations Insurance Mortality Demography Risk Management