| ID | 313795 |
| Title Proper | Estimating markov transition matrices using proportions data: An application to credit risk |
| Language | ENG |
| Author | Jones, Matthew T. |
| `In' analytical Note | In Kose, M. Ayhan, Otrok, Christopher & Whiteman, Charles H.: Understanding the evolution of world bussiness cycles. 2005. 34p;--(IMFWP/05/211) |
| Journal Source | In Kose, M. Ayhan, Otrok, Christopher & Whiteman, Charles H.: Understanding the evolution of world bussiness cycles. 2005. 34p;--(IMFWP/05/211)
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| Classification Number | IMF |
| Key Words | Credit risk ; Nonperforming loans ; Markov transition matrix ; Intrest coverage |