RDP 2016-11: Identifying Interbank Loans from Payments Data
Equation (1)
d
i
f
f
i
,
t
=
α
i
+
β
i
r
o
l
l
t
+
γ
i
n
r
t
+
u
i
,
t
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamizaiaadMgacaWGMbGaamOzamaaBaaaleaacaWGPbGaaiilaiaadshaaeqaaOGaeyypa0JaeqySde2aaSbaaSqaaiaadMgaaeqaaOGaey4kaSIaeqOSdi2aaSbaaSqaaiaadMgaaeqaaOGaamOCaiaad+gacaWGSbGaamiBamaaBaaaleaacaWG0baabeaakiabgUcaRiabeo7aNnaaBaaaleaacaWGPbaabeaakiaad6gacaWGYbWaaSbaaSqaaiaadshaaeqaaOGaey4kaSIaamyDamaaBaaaleaacaWGPbGaaiilaiaadshaaeqaaaaa@543F@