Modelling Household Debt and Financial Assets: A Bayesian Approach to a Bivariate Two-Part Model
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References listed on IDEAS
- Sarah Brown & Gaia Garino & Karl Taylor, 2008.
"Mortgages and Financial Expectations: A Household-Level Analysis,"
Southern Economic Journal,
Southern Economic Association, vol. 74(3), pages 857-878, January.
- Sarah Brown & Gaia Garino & Karl Taylor, 2005. "Mortgages and Financial Expectations: A Household Level Analysis," Discussion Papers in Economics 05/9, Department of Economics, University of Leicester, revised Dec 2006.
- Sarah Brown & Karl Taylor, 2008. "Household debt and financial assets: evidence from Germany, Great Britain and the USA," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(3), pages 615-643.
More about this item
KeywordsAssets; Bayesian Approach; bridge distribution; debt; two-Part model;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
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