A Quantitative Theory of the Credit Score
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- Satyajit Chatterjee & Dean Corbae & Kyle Dempsey & Jose-Victor Rios-Rull, 2020. "A Quantitative Theory of the Credit Score," Working Papers 20-39, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Dean Corbae & Kyle Dempsey & Jose-Victor Rios-Rull, 2020. "A Quantitative Theory of the Credit Score," Working Papers 770, Federal Reserve Bank of Minneapolis.
- Satyajit c & Dean Corbae & Kyle Dempsey & Jose-Victor Rios-Rull, 2020. "A Quantitative Theory of the Credit Score," PIER Working Paper Archive 20-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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More about this item
JEL classification:
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- G51 - Financial Economics - - Household Finance - - - Household Savings, Borrowing, Debt, and Wealth
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2020-09-07 (Dynamic General Equilibrium)
- NEP-MAC-2020-09-07 (Macroeconomics)
- NEP-PAY-2020-09-07 (Payment Systems & Financial Technology)
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