topic Loan delinquency as a function of Interest Rate, Inflation, Unemployment rate, Property Price index. in SAS Data Science

Loan delinquency as a function of Interest Rate, Inflation, Unemployment rate, Property Price index.

quiphan — Mon, 09 Jan 2023 10:54:06 GMT

Hi SAS users,

If someone has come across a study, paper, model of loan delinquencies using multi factor model, with factors as macroeconomic variables such as Interest Rate, Inflation, Unemployment rate, Property Price index, etc. please send me the URL or papers.

Thanks

Qui

Re: Loan delinquency as a function of Interest Rate, Inflation, Unemployment rate, Property Price in

PaigeMiller — Mon, 09 Jan 2023 13:55:36 GMT

I doubt you will find a paper with those exact variables. However, this is a logistic regression, something like this:

proc logistic data=have;
    model delinquency=interest_rate inflation unemployment_rate property_price_index;
run;

Re: Loan delinquency as a function of Interest Rate, Inflation, Unemployment rate, Property Price in

quiphan — Thu, 19 Jan 2023 05:35:04 GMT

Hi Paige,
Appreciate your solution. I have the dataframe now. Do you want to have a crack?
Qui