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

[quiphan]

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

[PaigeMiller]

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;

[quiphan]

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