Alter A, Feng AX, Valckx N (2018) Understanding the macro-financial effects of household debt: a global perspective. IMF Working Paper 18/76, International Monetary Fund.
Bai J, Ng S (2002) Determining the number of factors in approximate factor models. Econometrica 70:191–221.
Baron M, Xiong W (2017) Credit expansion and neglected crash risk. Q J Econ 132(2):713–764. https://doi.org/10.1093/qje/qjx004 .
Brunnermeier M, Palia D, Sastry KA, Sims CA (2019) Feedbacks: financial markets and economic activity. Working Paper 257, Princeton University, Department of Economics, Center for Economic Policy Studies.
Cheng IH, Raina S, Xiong W (2014) Wall street and the housing bubble. Am Econ Rev 104:2797–2829.
Claveria O, Monte E, Torra S (2016) A self-organizing map analysis of survey-based agents’ expectations before impending shocks for model selection: the case of the 2008 financial crisis. Int Econ 146:40–58.
- Cox TF, Cox MA (2001) Multi-dimensional scaling. Chapman & Hall/CRC, Boca Raton.
Paper not yet in RePEc: Add citation now
- Eklund T, Back B, Vanharanta H, Visa A (2008) Evaluating a SOM-based financial benchmarking tool. J Emerg Technol Account 5:109–127.
Paper not yet in RePEc: Add citation now
- Hahm JH, Kim JI, Lee YS (2010) Risk analysis of household debt in Korea: using micro CB data. KDI J Econ Policy 32:1–34.
Paper not yet in RePEc: Add citation now
Jordà Ò, Schularick M, Taylor AM (2016) The great mortgaging: Housing finance, crises and business cycles. Econ Policy 31:107–152.
Jung H, Kim HH (2020) Default probability by employment status in South Korea. Asian Econ Pap 19(3):62–84.
Kim D, Kim K (2010) The stress test of household loan sector considering heteroscedasticity, autocorrelation and conditional loss at given default (LGD). Econ Anal 16(3):119–155.
- Kim HH, Jung H (2019) System risk based on network of consumer credit panel. Bank of Korea Working Paper23.
Paper not yet in RePEc: Add citation now
Kim HH, Swanson NR (2018) Mining big data using parsimonious factor machine learning, variable selection, and shrinkage methods. Int J Forecast 34(2):339–354.
- Kim YI, Byun DJ (2012) Risk assessment of Korean households’ indebtedness (Evidence from CB Data). KDI Policy Research Series.
Paper not yet in RePEc: Add citation now
Kim YI, Yoo JH (2013) Assessing Korean households’ credit risk: stress tests with household level data. Econ Anal 19:59–95.
Kim YS, Lim KK (2013) A study on mortgage loan borrowing behavior of Korean households: a micro perspective. Bank of Korea Working Paper 2013-9, Bank of Korea.
- Kohonen T (1982) Self-organized formation of topologically correct feature maps. Biol Cybern 43:59–69.
Paper not yet in RePEc: Add citation now
- Lee D, van der Klaauw W (2010) An introduction to the New York Fed consumer credit panel, New York Fed Staff Report Number 479, New York Fed.
Paper not yet in RePEc: Add citation now
- Lee DG, Jun SI, Chung J, Byun DJ (2014) A study of the delinquency decision factors and vulnerability of the Korean households with debts. J Money Finance 28:137–178.
Paper not yet in RePEc: Add citation now
- Marghescu D (2007) Multi-dimensional data visualization techniques for exploring financial performance data. In Proceedings of the 13th Americas conference on information systems, Keystone, CO, USA.
Paper not yet in RePEc: Add citation now
Mian A, Sufi A, Verner E (2017) Household debt and business cycles worldwide. Q J Econ 132:1755–1817.
- Park SW, Bang DW, Park YW (2012) An analysis of the relationship between house prices and bank lending in Korea. J Money Finance 26:107–141.
Paper not yet in RePEc: Add citation now
- Resta M (2016) VaRSOM: a tool to monitor markets’ stability based on value at risk and self-organizing maps. Intell Syst Account Finance Manag 23:47–64.
Paper not yet in RePEc: Add citation now
- Sarlin P (2013) Decomposing the global financial crisis: a self-organizing time map. Pattern Recognit Lett 34:1701–1709.
Paper not yet in RePEc: Add citation now
Sarlin P, Peltonen TA (2011) Mapping the state of financial stability. ECB working paper no. 1382, European Central Bank, Frankfurt, Germany.
Stock JH, Watson MW (2002) Forecasting using principal components from a large number of predictors. J Am Stat Assoc 97:1167–1179.
- Vesanto J, Alhoniemi E (2000) Clustering of the self-organizing map. IEEE Trans Neural Netw Learn Syst 11:586–600.
Paper not yet in RePEc: Add citation now
- Ward JH Jr (1963) Hierarchical grouping to optimize an objective function. J Am Stat Assoc 58:236–244.
Paper not yet in RePEc: Add citation now
- Zou H, Hastie T, Tibshirani R (2006) Sparse principal component analysis. J Comput Graph Stat 15:265–286.
Paper not yet in RePEc: Add citation now