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Farm-Level And Macroeconomic Determinants Of Farm Credit Migration Rates

Author

Listed:
  • Escalante, Cesar L.
  • Barry, Peter J.
  • Park, Timothy A.
  • Demir, Ebru

Abstract

Probit regression techniques are used to identify factors affecting rates of farm credit migration. Macroeconomic factors, such as economic growth signals and money supply increments, increase class upgrade probabilities. Interest rates, a lender's credit rationing and risk management tool, negatively affect such probabilities.

Suggested Citation

  • Escalante, Cesar L. & Barry, Peter J. & Park, Timothy A. & Demir, Ebru, 2004. "Farm-Level And Macroeconomic Determinants Of Farm Credit Migration Rates," 2004 Annual meeting, August 1-4, Denver, CO 20227, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  • Handle: RePEc:ags:aaea04:20227
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    File URL: http://ageconsearch.umn.edu/record/20227/files/sp04es01.pdf
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    References listed on IDEAS

    as
    1. Pamela Nickell & William Perraudin & Simone Varotto, 2001. "Ratings versus equity-based credit risk modelling: an empirical analysis," Bank of England working papers 132, Bank of England.
    2. Lins, David A. & Gabriel, Stephen C. & Sonka, Steven T., 1981. "An Analysis Of The Risk Aversion Of Farm Operators: An Asset Portfolio Approach," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 6(1), pages 1-16, July.
    3. Barry, Peter J. & Escalante, Cesar L. & Bard, Sharon K., 2000. "Economic Risk And The Structural Characteristics Of Farm Businesses," 2000 Annual meeting, July 30-August 2, Tampa, FL 21778, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Katchova, Ani L. & Nam, Sangjeong, 2005. "Credit Risk Migration Analysis Focused on Farm Business Characteristics and Business Cycles," 2005 Annual meeting, July 24-27, Providence, RI 19451, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Durguner, Seda & Barry, Peter J. & Katchova, Ani L., 2006. "Credit Scoring Models: A Comparison between Crop and Livestock Farms," 2006 Annual meeting, July 23-26, Long Beach, CA 21431, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Zhang, Tianwei & Katchova, Ani L., 2005. "Credit Risk Migration Analysis of Illinois Farm Business: Possible Impacts of Farm Business Cycle," 2005 Annual meeting, July 24-27, Providence, RI 19292, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    More about this item

    Keywords

    Agricultural Finance;

    Statistics

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