Przydatność danych jakościowych w modelach prognostycznych kredytów konsumpcyjnych dla osób prywatnych
Applicability of Qualitative Data in Forecasting Models of Consumption Loans for Private Persons

Summary/Abstract: In this research article, there was made an assessment of applicability of qualitative data stemming from business tendency survey conducted by the National Bank of Poland among chairmen of credit committees. The indicators obtained on the basis of the above-mentioned survey results proved high importance as independent variables in autoregressive models with distributed lags (ADL) estimated for consumption loans for private persons. The prove is both the higher fit of model data to empirical data in the case of ADL models as well as the higher accuracy of obtained forecasts compared to the autoregressive model.

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