The Existence and Persistence of Household Financial Hardship: A Bayesian Multivariate Dynamic Logit Framework

Brown, S., Ghosh, P. and Taylor, K.B. (2014) The Existence and Persistence of Household Financial Hardship: A Bayesian Multivariate Dynamic Logit Framework. Journal of Banking and Finance, 46. pp. 285-298. ISSN 1872-6372

Abstract

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Authors/Creators:
  • Brown, S.
  • Ghosh, P.
  • Taylor, K.B.
Copyright, Publisher and Additional Information: © 2014 Elsevier. This is an author produced version of a paper subsequently published in Journal of Banking & Finance. Uploaded in accordance with the publisher's self-archiving policy. Article available under the CC-BY-NC-ND licence (https://creativecommons.org/licenses/by-nc-nd/4.0/)
Keywords: Financial problems; Multivariate dynamic logit model; Sample attrition
Dates:
  • Published: September 2014
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 18 Aug 2015 09:09
Last Modified: 08 Aug 2017 22:38
Published Version: http://dx.doi.org/10.1016/j.jbankfin.2014.05.022
Status: Published
Publisher: Elsevier
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.jbankfin.2014.05.022

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