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dc.contributor.authorDjoudad, Ramdaneen
dc.date.accessioned2011-12-15T12:55:34Z-
dc.date.available2011-12-15T12:55:34Z-
dc.date.issued2009-
dc.identifier.pidoi:10.34989/swp-2009-18en
dc.identifier.urihttp://hdl.handle.net/10419/53768-
dc.description.abstractThe author constructs a formal analytic framework to simulate the impact of various economic shocks on the household debt-service ratio, using data from the Canadian Financial Monitor (CFM) survey. The impact of these shocks on individual households depends on the socio-economic characteristics of the latter. The framework also allows consideration of both symmetric and asymmetric shocks to incomes. The author's work is original in several respects: it captures the heterogeneity of the impact of these shocks on households, it uses cross-sectional data to estimate credit-growth equations, and it determines household credit growth based on income, interest rates, and housing prices. To illustrate the usefulness of his approach, the author provides income, debt, and interest rate scenarios, and then simulates his model over twelve periods. This methodology can, of course, be used with other microdata.en
dc.language.isofreen
dc.publisher|aBank of Canada |cOttawaen
dc.relation.ispartofseries|aBank of Canada Working Paper |x2009-18en
dc.subject.jelC15en
dc.subject.jelC31en
dc.subject.jelD14en
dc.subject.jelE51en
dc.subject.ddc330en
dc.subject.keywordEconometric and statistical methodsen
dc.subject.keywordFinancial stabilityen
dc.subject.stwFinanzmarkten
dc.subject.stwPreisniveaustabilitäten
dc.subject.stwStatistische Methodeen
dc.subject.stwÖkonometrieen
dc.titleSimulations du ratio du service de la dette des consommateurs en utilisant des données micro-
dc.typeWorking Paperen
dc.identifier.ppn604000723en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:bca:bocawp:09-18en

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