가계부채 연체율에 영향을 주는 요인 연구- 의사결정나무를 활용한 변수 중요도를 이용하여 -

초록

The increase in household debt could be attributed to the overheating of the real estate market due to the psychological pursuit of buying due to the rise in house prices without accompanying economic growth. In the analysis using time series data, there are differences in the influence of variables depending on the duration of data, and it is difficult to analyze mutual influences on various variables due to the restriction of the number of variables to be selected and analyzed. Therefore, in this study, we try to derive the effect of household debt delinquency ratio on interest rate and Stock through decision tree. Decision tree analysis shows that Cofix and M2 have the greatest effect on the household delinquency rate. As a result of analyzing the short-term equilibrium relationship, the delinquency rate of household debt, interest rate, home market consumer sentiment index, mortgage loan amount, and money amount (M2) are affected by the present time difference (t). The volume of money and the consumer sentiment index of the housing market showed a short-term effect on the household delinquency rate. The unemployment rate and the consumer sentiment index of the housing market affect the interest rate. The monetary amount is analyzed as the housing market consumer sentiment index and the amount of the mortgage loan affects the unemployment rate. In order to reduce the delinquency rate of the household debt, it is necessary to maintain the policy of restraining the amount of mortgage loan in the real estate market, and the investment in the capital market should be made in the market capital. Also, it will be necessary to raise the interest rate carefully in order to manage household debt. In addition to the indicators used in this study, research using other variables should be continued. This should lead to a more precise relationship with household debt delinquency.

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