Time series models applied to forecast analysis of banking credit concessions / Modelos de séries temporais aplicados à análise prospectiva de concessão de crédito bancário
AUTOR(ES)
Kleber Giovelli Abitante
DATA DE PUBLICAÇÃO
2007
RESUMO
The aim of this study was to model the series of banking credit concessions to individuals, to firms and for rural activities financing, and to generate forecasts about the behavior of that series. The methodology used was the Vector Auto-Regression. The property of co-integration among the variables was considered, and were estimated Vector Auto-Regression models with Error Correction VEC. The results shows that the product, the lending interest rate, the exportation and the retail sales can to help on the generation of satisfactory forecast of the banking credit concessions to firms and to individuals. Regarding the forecast model of the banking credit concessions for rural activities financing, was used variables about the fertilizers production, sales of tractors and harvesters machines, milk production and the production of meat of cattle, pork and chicken, and the forecasts generated by the model showed suitable perform, considering the modeling difficult.
ASSUNTO(S)
vectorial integration crédito bancário análise de séries temporais times series analysis forecast (times series analysis) banking credit integração vetorial previsão (análise de séries temporais)
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