A New Cluster-Based Financial Vulnerability Indicator: The Analytical Concept and its Application for Stress Testing in a Post-Socialist Economy (Record no. 8788)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01795nam a22002777u 4500 |
| 001 - CONTROL NUMBER | |
| control field | pwiiw3194 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260518120109.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 121123t2012 au ||||| |||| 00| ||eng d |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | OSt |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Herceg, Ivana |
| 245 10 - TITLE STATEMENT | |
| Title | A New Cluster-Based Financial Vulnerability Indicator: The Analytical Concept and its Application for Stress Testing in a Post-Socialist Economy |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Wien : |
| Name of publisher, distributor, etc. | Wiener Institut für Internationale Wirtschaftsvergleiche (wiiw), |
| Date of publication, distribution, etc. | 2012. |
| 490 1# - SERIES STATEMENT | |
| Series statement | wiiw Balkan Observatory Working Papers |
| Volume/sequential designation | 100 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This paper proposes a new approach to household financial vulnerability analysis by employing cluster analysis techniques in the identification of potentially vulnerable households. The cluster-based vulnerability indicator is combined with a binary dependant variable model and used in stress testing. The proposed methodology is applied to householdlevel data for a post-socialist economy – that of Croatia – with the specific aim of testing the extent to which the prolonged economic downturn following the Great Recession of 2008-2009 might hurt indebted households. The paper compares the results based on the new approach with those based on traditional stress testing methods. Interest rate shocks had a stronger impact on household vulnerability in the traditional approach, whereas decreases in employment are found to be more disruptive in the cluster-based approach. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | household financial vulnerability |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | cluster analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | stress testing |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Croatia |
| 651 ## - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME | |
| Geographic name | Croatia |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Nestić, Danijel |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Volume/sequential designation | 100 |
| Bibliographic record control number | WIIW0000140 |
| Title of a work | wiiw Balkan Observatory Working Papers |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://wiiw.ac.at/p-3194.html">https://wiiw.ac.at/p-3194.html</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Paper |
| Source of classification or shelving scheme | Other/Generic Classification Scheme |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Inventory number | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WIIW | WIIW | Library | 11/23/2012 | pwiiw3194 | 100 | 1000010003194 | 11/23/2012 | 02/05/2019 | Paper |