RDP 2016-11: Identifying Interbank Loans from Payments Data
Equation
lim
T
→
∞
γ
^
i
=
E
[
γ
i
,
t
]
+
cov
(
n
r
t
,
u
i
,
t
)
var
(
n
r
t
)
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaCbeaeaacaqGSbGaaeyAaiaab2gaaSqaaiaadsfacqGHsgIRcqGHEisPaeqaaOGafq4SdCMbaKaadaWgaaWcbaGaamyAaaqabaGccqGH9aqpcaWGfbWaamWaaeaacqaHZoWzdaWgaaWcbaGaamyAaiaacYcacaWG0baabeaaaOGaay5waiaaw2faaiabgUcaRmaalaaabaGaae4yaiaab+gacaqG2bWaaeWaaeaacaWGUbGaamOCamaaBaaaleaacaWG0baabeaakiaacYcacaWG1bWaaSbaaSqaaiaadMgacaGGSaGaamiDaaqabaaakiaawIcacaGLPaaaaeaacaqG2bGaaeyyaiaabkhadaqadaqaaiaad6gacaWGYbWaaSbaaSqaaiaadshaaeqaaaGccaGLOaGaayzkaaaaaaaa@5C9A@