{"id":"https://openalex.org/W2121125482","doi":null,"title":"Simple Forecasts of Bank Loan Quality in the Business Cycle","display_name":"Simple Forecasts of Bank Loan Quality in the Business Cycle","publication_year":2000,"publication_date":"2000-01-01","ids":{"openalex":"https://openalex.org/W2121125482","mag":"2121125482"},"language":"en","primary_location":{"id":"mag:2121125482","doi":null,"is_oa":false,"landing_page_url":"https://chicagofed.org/~/media/publications/risk-management-papers/sr-2000-3-pdf.pdf","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},"volume":null,"type":"article","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078610566","display_name":"Michele Gambera","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I1317239608","display_name":"Federal Reserve","ror":"https://ror.org/05fk5tr28","country_code":"US","type":"other","lineage":["https://openalex.org/I1317239608"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Michele Gambera","raw_affiliation_strings":["Federal Reserve System ,"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Federal Reserve System ,","institution_ids":["https://openalex.org/I1317239608"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5078610566"],"corresponding_institution_ids":["https://openalex.org/I1317239608"],"apc_list":null,"apc_paid":null,"fwci":0.5486,"has_fulltext":false,"cited_by_count":72,"citation_normalized_percentile":{"value":0.82934253,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.989300012588501,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.989300012588501,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.004600000102072954,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.0013000000035390258,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bank-loan-quality","display_name":"bank loan quality","score":0.9760000109672546},{"id":"https://openalex.org/keywords/bank-failures","display_name":"bank failures","score":0.7179999947547913},{"id":"https://openalex.org/keywords/business-cycles","display_name":"business cycles","score":0.5490000247955322},{"id":"https://openalex.org/keywords/macroeconomic-forecasting","display_name":"macroeconomic forecasting","score":0.656000018119812},{"id":"https://openalex.org/keywords/bank-financial-condition","display_name":"bank financial condition","score":0.6800000071525574},{"id":"https://openalex.org/keywords/residual-analysis","display_name":"residual analysis","score":0.5979999899864197},{"id":"https://openalex.org/keywords/vector-autoregression","display_name":"vector autoregression","score":0.5130000114440918},{"id":"https://openalex.org/keywords/impulse-response","display_name":"impulse response","score":0.6549999713897705},{"id":"https://openalex.org/keywords/early-warning-indicators","display_name":"early warning indicators","score":0.5720000267028809},{"id":"https://openalex.org/keywords/farm-income","display_name":"farm income","score":0.6690000295639038},{"id":"https://openalex.org/keywords/housing-permits","display_name":"housing permits","score":0.8429999947547913},{"id":"https://openalex.org/keywords/unemployment","display_name":"unemployment","score":0.890999972820282},{"id":"https://openalex.org/keywords/seasonal-dummies","display_name":"seasonal dummies","score":0.5910000205039978}],"concepts":[{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.7475009560585022},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6377083659172058},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6173470616340637},{"id":"https://openalex.org/C2777764128","wikidata":"https://www.wikidata.org/wiki/Q189539","display_name":"Loan","level":2,"score":0.5949907302856445},{"id":"https://openalex.org/C504631918","wikidata":"https://www.wikidata.org/wiki/Q152074","display_name":"Bankruptcy","level":2,"score":0.5890017747879028},{"id":"https://openalex.org/C2778126366","wikidata":"https://www.wikidata.org/wiki/Q41171","display_name":"Unemployment","level":2,"score":0.562432587146759},{"id":"https://openalex.org/C83873408","wikidata":"https://www.wikidata.org/wiki/Q192311","display_name":"Business cycle","level":2,"score":0.5275079011917114},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.5040918588638306},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.47470441460609436},{"id":"https://openalex.org/C27574286","wikidata":"https://www.wikidata.org/wiki/Q320723","display_name":"Variables","level":2,"score":0.43664222955703735},{"id":"https://openalex.org/C72279823","wikidata":"https://www.wikidata.org/wiki/Q1139726","display_name":"Impulse response","level":2,"score":0.4217125177383423},{"id":"https://openalex.org/C2776922315","wikidata":"https://www.wikidata.org/wiki/Q4856009","display_name":"Bank failure","level":2,"score":0.4173153042793274},{"id":"https://openalex.org/C152877465","wikidata":"https://www.wikidata.org/wiki/Q208042","display_name":"Regression analysis","level":2,"score":0.41216155886650085},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.36316704750061035},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3037247657775879},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.21634036302566528},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.17552554607391357},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.14641040563583374},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2121125482","doi":null,"is_oa":false,"landing_page_url":"https://chicagofed.org/~/media/publications/risk-management-papers/sr-2000-3-pdf.pdf","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.4399999976158142}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W1521334897","https://openalex.org/W1608647936","https://openalex.org/W2078565364","https://openalex.org/W2092532477","https://openalex.org/W2118320330","https://openalex.org/W2157069980","https://openalex.org/W3125696988"],"related_works":["https://openalex.org/W4391519022","https://openalex.org/W2486556124","https://openalex.org/W3125219729","https://openalex.org/W1503095895","https://openalex.org/W2042266467","https://openalex.org/W4404526721","https://openalex.org/W2742460930","https://openalex.org/W2125558029","https://openalex.org/W6959949039","https://openalex.org/W7098446466"],"abstract_inverted_index":{"Experience":[0],"from":[1],"models":[2,48],"such":[3],"as":[4],"SEER":[5],"suggests":[6],"that":[7,82,100],"bank":[8,12,27,107],"financial":[9,43],"condition":[10],"predict":[11],"failures.":[13,28],"However,":[14],"it":[15],"has":[16,131],"been":[17],"difficult":[18],"to":[19,41,54,69,147,152],"find":[20],"a":[21,83,162],"relationship":[22],"between":[23],"macroeconomic":[24,50,90,110],"variables":[25,51,91,120],"and":[26,88,99,112,139],"This":[29],"paper":[30],"shows":[31],"ways":[32],"in":[33,52,59,156],"which":[34,167],"simple":[35],"time-series":[36],"techniques":[37],"can":[38,115,168],"be":[39,116,148,169],"used":[40,68,170],"forecast":[42],"conditions":[44],"of":[45,64,74,86,105,142,164],"banks.":[46],"The":[47,78],"include":[49,121],"order":[53],"consider":[55],"systemic":[56],"cyclical":[57],"factors":[58],"forecasting.":[60],"In":[61],"addition,":[62],"analysis":[63],"regression":[65],"residuals":[66,144],"is":[67,145],"obtain":[70],"relatively":[71],"early":[72],"warnings":[73],"unusual":[75],"performance.":[76],";":[77],"empirical":[79],"result":[80,163],"suggest":[81],"limited":[84],"number":[85],"regional":[87],"national":[89],"are":[92,161],"often":[93],"good":[94],"predictors":[95],"for":[96,127,171],"problem-loan":[97],"ratios,":[98],"simple,":[101],"bivariate":[102],"VAR":[103,165],"systems":[104],"one":[106,109],"variable,":[108,111],"seasonal":[113],"dummies":[114],"quite":[117],"effective.":[118],"These":[119],"bankruptcy":[122],"filings,":[123],"farm":[124],"income":[125],"(particularly":[126],"states":[128],"where":[129],"farming":[130],"important":[132],"role),":[133],"state":[134],"annual":[135],"product,":[136],"housing":[137],"permits,":[138],"unemployment.":[140],"Analysis":[141],"the":[143],"shown":[146],"an":[149],"interesting":[150],"tool":[151],"detect":[153],"unexpected":[154],"changes":[155],"past-due":[157],"loans.":[158],"Impulse-response":[159],"functions":[160],"estimation,":[166],"scenario":[172],"analysis.":[173]},"counts_by_year":[{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":7},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":8},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":5}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}