Library

eCommons

 

AGRICULTURAL COMMODITY PRICES AND LOAN LOSSES AT A FARM CREDIT ASSOCIATION: AN AUTOREGRESSIVE DISTRIBUTED LAG ANALYSIS

Simple item page
dc.contributor.authorLian, Fenni
dc.contributor.chairTauer, Loren
dc.contributor.committeeMemberBasu, Sumanta
dc.date.accessioned2020-08-10T20:07:11Z
dc.date.available2020-08-10T20:07:11Z
dc.date.issued2020-05
dc.description60 pages
dc.description.abstractThis study investigates how agricultural commodity prices affect loan loss provisions (LLP) and loan loss charge-offs (LLC) in a financial institution of the Farm Credit System. Commodity prices have an impact on farmers’ revenue generation, which might influence farmers’ ability to repay loans. This study hypothesizes that loan loss provisions are a function of loan loss charge-offs and commodity prices, and alternatively, that loss provisions and commodity prices determine charge-offs. An autoregressive distributed lagged model is estimated for a financial institution of the Farm Credit System using data from 2010 to 2019. The empirical evidence suggests that LLP is positively related to LLC and various commodity prices, with lagged components of different periods. LLC is also positively correlated with LLP and various commodity prices, with lagged components of different periods.
dc.identifier.doihttps://doi.org/10.7298/q11w-nt44
dc.identifier.otherLian_cornell_0058O_10821
dc.identifier.otherhttp://dissertations.umi.com/cornell:10821
dc.identifier.urihttps://hdl.handle.net/1813/70238
dc.language.isoen
dc.rightsAttribution-NoDerivatives 4.0 International
dc.rights.urihttps://creativecommons.org/licenses/by-nd/4.0/
dc.titleAGRICULTURAL COMMODITY PRICES AND LOAN LOSSES AT A FARM CREDIT ASSOCIATION: AN AUTOREGRESSIVE DISTRIBUTED LAG ANALYSIS
dc.typedissertation or thesis
dcterms.licensehttps://hdl.handle.net/1813/59810
thesis.degree.disciplineApplied Economics and Management
thesis.degree.grantorCornell University
thesis.degree.levelMaster of Science
thesis.degree.nameM.S., Applied Economics and Management

Files

Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
Lian_cornell_0058O_10821.pdf
Size:
2.52 MB
Format:
Adobe Portable Document Format
Download

Collections

Cornell Theses and Dissertations