Data article “Explaining the cyclical volatility of consumer debt risk using a heterogeneous agents model: The case of Chile”
2019
Madeira, Carlos
This article provides data on the simulation results of consumer debt default for bank and non-bank lenders in Chile, using the model described in Ref. [1]. Furthermore, it provides a summary description of all the codes used for the simulation exercises and how to implement them from publicly available microdata sources. The data is of particular interest for those interested in analyzing the sensitivity of consumer loan default to heterogeneous labor market shocks and aggregate interest rates. All the codes and datasets are in Stata format.
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Este registro bibliográfico ha sido proporcionado por National Agricultural Library